Achieving fairness with a simple ridge penalty

DOI10.1007/S11222-022-10143-WzbMATH Open1497.62014arXiv2105.13817OpenAlexW3165730310MaRDI QIDQ2080355FDOQ2080355

Marco Scutari, Francesca Panero, Manuel Proissl

Publication date: 7 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Abstract: In this paper we present a general framework for estimating regression models subject to a user-defined level of fairness. We enforce fairness as a model selection step in which we choose the value of a ridge penalty to control the effect of sensitive attributes. We then estimate the parameters of the model conditional on the chosen penalty value. Our proposal is mathematically simple, with a solution that is partly in closed form, and produces estimates of the regression coefficients that are intuitive to interpret as a function of the level of fairness. Furthermore, it is easily extended to generalised linear models, kernelised regression models and other penalties; and it can accommodate multiple definitions of fairness. We compare our approach with the regression model from Komiyama et al. (2018), which implements a provably-optimal linear regression model; and with the fair models from Zafar et al. (2019). We evaluate these approaches empirically on six different data sets, and we find that our proposal provides better goodness of fit and better predictive accuracy for the same level of fairness. In addition, we highlight a source of bias in the original experimental evaluation in Komiyama et al. (2018).

Full work available at URL: https://arxiv.org/abs/2105.13817

zbMATH Keywords

fairnesslogistic regressionridge regressionlinear regressiongeneralised linear models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Learning and adaptive systems in artificial intelligence (68T05) Ridge regression; shrinkage estimators (Lasso) (62J07) Generalized linear models (logistic models) (62J12)

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Cited In (2)

• Title not available (Why is that?)
• A minimax framework for quantifying risk-fairness trade-off in regression

Uses Software

• UCI-ml
• glmnet
• ElemStatLearn

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