Reject Option Classification

Description

A post-processing fairness technique that modifies predictions in regions of high uncertainty to favour disadvantaged groups and achieve fairness objectives. The method identifies a 'rejection region' where the model's confidence is low (typically near the decision boundary) and reassigns predictions within this region to benefit underrepresented groups. By leveraging model uncertainty, this approach can improve fairness metrics like demographic parity or equalised odds whilst minimising changes to confident predictions, thus preserving overall accuracy for cases where the model is certain.

Example Use Cases

Fairness

Adjusting hiring algorithm predictions in the uncertainty region where candidate scores are close to the threshold, reassigning borderline cases to ensure equal selection rates across gender and ethnicity groups whilst maintaining decisions for clearly qualified or unqualified candidates.

Reliability

Improving reliability of loan approval systems by identifying applications where the model is uncertain and adjusting these edge cases to ensure consistent approval rates across demographic groups, reducing the risk of systematic discrimination in borderline creditworthiness assessments.

Transparency

Creating transparent bail decision systems that clearly document which predictions fall within the rejection region and how adjustments are made, providing courts with explainable fairness interventions that show exactly when and why decisions were modified for equity.

Limitations

  • Requires models that provide reliable uncertainty estimates or probability scores, limiting applicability to deterministic classifiers without confidence outputs.
  • Selection of the rejection region threshold is subjective and requires careful tuning to balance fairness improvements with accuracy preservation.
  • May reject too many instances if tuned conservatively, potentially affecting a large portion of predictions and reducing the model's practical utility.
  • Cannot address bias in confident predictions outside the rejection region, limiting effectiveness when discrimination occurs in high-certainty cases.
  • Performance depends on the quality of uncertainty estimates, which may be poorly calibrated in some models, leading to inappropriate rejection regions.

Resources

Research Papers

Machine learning with a reject option: a survey
Kilian Hendrickx et al.Jan 1, 2021

Machine learning models always make a prediction, even when it is likely to be inaccurate. This behavior should be avoided in many decision support applications, where mistakes can have severe consequences. Albeit already studied in 1970, machine learning with rejection recently gained interest. This machine learning subfield enables machine learning models to abstain from making a prediction when likely to make a mistake. This survey aims to provide an overview on machine learning with rejection. We introduce the conditions leading to two types of rejection, ambiguity and novelty rejection, which we carefully formalize. Moreover, we review and categorize strategies to evaluate a model’s predictive and rejective quality. Additionally, we define the existing architectures for models with rejection and describe the standard techniques for learning such models. Finally, we provide examples of relevant application domains and show how machine learning with rejection relates to other machine learning research areas.

Survey on Leveraging Uncertainty Estimation Towards Trustworthy Deep Neural Networks: The Case of Reject Option and Post-training Processing
M. Hasan et al.Jan 1, 2023

Although neural networks (especially deep neural networks) have achieved better-than-human performance in many fields, their real-world deployment is still questionable due to the lack of awareness about the limitations in their knowledge. To incorporate such awareness in the machine learning model, prediction with reject option (also known as selective classification or classification with abstention) has been proposed in the literature. In this article, we present a systematic review of the prediction with the reject option in the context of various neural networks. To the best of our knowledge, this is the first study focusing on this aspect of neural networks. Moreover, we discuss different novel loss functions related to the reject option and post-training processing (if any) of network output for generating suitable measurements for knowledge awareness of the model. Finally, we address the application of the rejection option in reducing the prediction time for real-time problems and present a comprehensive summary of the techniques related to the reject option in the context of a wide variety of neural networks. Our code is available on GitHub: https://github.com/MehediHasanTutul/Reject_option.

Documentations

aif360.algorithms.postprocessing.RejectOptionClassification ...
Aif360 DevelopersJan 1, 2018

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