Bayesian Fairness Regularization
Description
Bayesian Fairness Regularization incorporates fairness constraints into machine learning models through Bayesian methods, treating fairness as a prior distribution or regularization term. This approach includes techniques like Fair Bayesian Optimization that use constrained optimization to tune model hyperparameters whilst enforcing fairness constraints, and methods that add regularization terms to objective functions to penalize discriminatory predictions. The technique allows for probabilistic interpretation of fairness constraints and can account for uncertainty in both model parameters and fairness requirements.
Example Use Cases
Fairness
Using Fair Bayesian Optimization to tune hyperparameters of credit risk models, automatically balancing predictive accuracy with fairness constraints across different demographic groups whilst accounting for uncertainty in both model performance and fairness requirements.
Implementing Bayesian neural networks with fairness-aware priors for hiring recommendation systems, where uncertainty in fairness constraints is modeled probabilistically to ensure robust fair decision-making across different candidate populations.
Developing insurance premium calculation models using Bayesian fairness regularization to ensure actuarially sound pricing that meets regulatory fairness requirements, with probabilistic modeling of both risk assessment accuracy and demographic equity.
Reliability
Applying Bayesian regularization techniques to medical diagnosis models to ensure reliable performance across patient demographics, using probabilistic constraints to maintain consistent diagnostic accuracy whilst preventing algorithmic bias in healthcare delivery.
Limitations
- Prior selection challenges make it difficult to specify appropriate prior distributions for fairness constraints, requiring domain expertise and potentially leading to suboptimal or biased outcomes if priors are poorly chosen.
- Computational complexity increases significantly due to Bayesian inference requirements, including sampling methods, variational inference, or optimization over probability distributions, making the approach less scalable for large datasets.
- Sensitivity to hyperparameters affects both the Bayesian inference process and fairness regularization terms, requiring careful tuning of multiple parameters that control the trade-off between accuracy, fairness, and computational efficiency.
- Convergence and stability issues may arise in Bayesian optimization with fairness constraints, particularly when fairness objectives conflict with performance objectives or when the constraint space becomes highly complex.
- Limited theoretical understanding exists for the interaction between Bayesian uncertainty quantification and fairness constraints, making it challenging to provide guarantees about both predictive performance and fairness under uncertainty.
Resources
Research Papers
Bayesian fairness
We consider the problem of how decision making can be fair when the underlying probabilistic model of the world is not known with certainty. We argue that recent notions of fairness in machine learning need to explicitly incorporate parameter uncertainty, hence we introduce the notion of {\em Bayesian fairness} as a suitable candidate for fair decision rules. Using balance, a definition of fairness introduced by Kleinberg et al (2016), we show how a Bayesian perspective can lead to well-performing, fair decision rules even under high uncertainty.
Fair Bayesian Optimization
Given the increasing importance of machine learning (ML) in our lives, several algorithmic fairness techniques have been proposed to mitigate biases in the outcomes of the ML models. However, most of these techniques are specialized to cater to a single family of ML models and a specific definition of fairness, limiting their adaptibility in practice. We introduce a general constrained Bayesian optimization (BO) framework to optimize the performance of any ML model while enforcing one or multiple fairness constraints. BO is a model-agnostic optimization method that has been successfully applied to automatically tune the hyperparameters of ML models. We apply BO with fairness constraints to a range of popular models, including random forests, gradient boosting, and neural networks, showing that we can obtain accurate and fair solutions by acting solely on the hyperparameters. We also show empirically that our approach is competitive with specialized techniques that enforce model-specific fairness constraints, and outperforms preprocessing methods that learn fair representations of the input data. Moreover, our method can be used in synergy with such specialized fairness techniques to tune their hyperparameters. Finally, we study the relationship between fairness and the hyperparameters selected by BO. We observe a correlation between regularization and unbiased models, explaining why acting on the hyperparameters leads to ML models that generalize well and are fair.