Fairness in Forecasting of Observations of Linear Dynamical Systems
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Publication:6135980
DOI10.1613/JAIR.1.14050arXiv2209.05274MaRDI QIDQ6135980FDOQ6135980
Authors: Quan Zhou, Jakub Mareček, Robert N. Shorten 
Publication date: 28 August 2023
Published in: Journal of Artificial Intelligence Research (Search for Journal in Brave)
Abstract: In machine learning, training data often capture the behaviour of multiple subgroups of some underlying human population. This behaviour can often be modelled as observations of an unknown dynamical system with an unobserved state. When the training data for the subgroups are not controlled carefully, however, under-representation bias arises. To counter under-representation bias, we introduce two natural notions of fairness in time-series forecasting problems: subgroup fairness and instantaneous fairness. These notions extend predictive parity to the learning of dynamical systems. We also show globally convergent methods for the fairness-constrained learning problems using hierarchies of convexifications of non-commutative polynomial optimisation problems. We also show that by exploiting sparsity in the convexifications, we can reduce the run time of our methods considerably. Our empirical results on a biased data set motivated by insurance applications and the well-known COMPAS data set demonstrate the efficacy of our methods.
Full work available at URL: https://arxiv.org/abs/2209.05274
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