Statistical learning for constrained functional parameters in infinite-dimensional models with applications in fair machine learning
<|reference_start|>Statistical learning for constrained functional parameters in infinite-dimensional models with applications in fair machine learning: Constrained learning has become increasingly important, especially in the realm of algorithmic fairness and machine learning. In these settings, predictive models are developed specifically to satisfy pre-defined notions of fairness. Here, we study the general problem of constrained statistical machine learning through a statistical functional lens. We consider learning a function-valued parameter of interest under the constraint that one or several pre-specified real-valued functional parameters equal zero or are otherwise bounded. We characterize the constrained functional parameter as the minimizer of a penalized risk criterion using a Lagrange multiplier formulation. We show that closed-form solutions for the optimal constrained parameter are often available, providing insight into mechanisms that drive fairness in predictive models. Our results also suggest natural estimators of the constrained parameter that can be constructed by combining estimates of unconstrained parameters of the data generating distribution. Thus, our estimation procedure for constructing fair machine learning algorithms can be applied in conjunction with any statistical learning approach and off-the-shelf software. We demonstrate the generality of our method by explicitly considering a number of examples of statistical fairness constraints and implementing the approach using several popular learning approaches.<|reference_end|>
@article{nabi2024statistical,
    title={Statistical learning for constrained functional parameters in
  infinite-dimensional models with applications in fair machine learning},
    author={Razieh Nabi, Nima S. Hejazi, Mark J. van der Laan, David Benkeser},
    journal={arXiv preprint arXiv:2404.09847},
    year={2024},
    archivePrefix={arXiv},
    eprint={2404.09847},
    primaryClass={stat.ML cs.CY cs.LG stat.ME}
}