Equalised Odds Post-Processing

Description

A post-processing fairness technique based on Hardt et al.'s seminal work that adjusts classification thresholds after model training to achieve equal true positive rates and false positive rates across demographic groups. The method uses group-specific decision thresholds, potentially with randomisation, to satisfy the equalised odds constraint whilst preserving model utility. This approach enables fairness mitigation without retraining, making it applicable to existing deployed models or when training data access is restricted.

Example Use Cases

Fairness

Post-processing a criminal recidivism risk assessment model to ensure equal error rates across racial groups, using group-specific thresholds to achieve equal TPR and FPR whilst maintaining predictive accuracy for judicial decision support.

Transparency

Adjusting a hiring algorithm's decision thresholds to ensure equal opportunities for qualified candidates across gender groups, providing transparent evidence that the screening process treats all demographics equitably.

Reliability

Calibrating a medical diagnosis model's outputs to maintain equal detection rates across age groups, ensuring reliable performance monitoring and consistent healthcare delivery regardless of patient demographics.

Limitations

  • May require randomisation in decision-making, leading to inconsistent outcomes for similar individuals to achieve group-level fairness constraints.
  • Post-processing can reduce overall model accuracy or confidence scores, particularly when group-specific ROC curves do not intersect favourably.
  • Violates calibration properties of the original model, creating a trade-off between equalised odds and predictive rate parity.
  • Limited to combinations of error rates that lie on the intersection of group-specific ROC curves, which may represent poor trade-offs.
  • Requires access to sensitive attributes during deployment, which may not be available or legally permissible in all contexts.

Resources

Research Papers

Equality of Opportunity in Supervised Learning
Moritz Hardt, Eric Price, and Nathan SrebroOct 7, 2016

We propose a criterion for discrimination against a specified sensitive attribute in supervised learning, where the goal is to predict some target based on available features. Assuming data about the predictor, target, and membership in the protected group are available, we show how to optimally adjust any learned predictor so as to remove discrimination according to our definition. Our framework also improves incentives by shifting the cost of poor classification from disadvantaged groups to the decision maker, who can respond by improving the classification accuracy. In line with other studies, our notion is oblivious: it depends only on the joint statistics of the predictor, the target and the protected attribute, but not on interpretation of individualfeatures. We study the inherent limits of defining and identifying biases based on such oblivious measures, outlining what can and cannot be inferred from different oblivious tests. We illustrate our notion using a case study of FICO credit scores.

Equalized odds postprocessing under imperfect group information
Pranjal Awasthi, Matthäus Kleindessner, and Jamie MorgensternJun 7, 2019

Most approaches aiming to ensure a model's fairness with respect to a protected attribute (such as gender or race) assume to know the true value of the attribute for every data point. In this paper, we ask to what extent fairness interventions can be effective even when only imperfect information about the protected attribute is available. In particular, we study the prominent equalized odds postprocessing method of Hardt et al. (2016) under a perturbation of the attribute. We identify conditions on the perturbation that guarantee that the bias of a classifier is reduced even by running equalized odds with the perturbed attribute. We also study the error of the resulting classifier. We empirically observe that under our identified conditions most often the error does not suffer from a perturbation of the protected attribute. For a special case, we formally prove this observation to be true.

Software Packages

AIF360
Aug 22, 2018

A comprehensive set of fairness metrics for datasets and machine learning models, explanations for these metrics, and algorithms to mitigate bias in datasets and models.

Documentations

Fairlearn: ThresholdOptimizer
Fairlearn DevelopersJan 1, 2018

Tags