Bayes-Optimal Fair Classification with Linear Disparity Constraints via Pre-, In-, and Post-processing
<|reference_start|>Bayes-Optimal Fair Classification with Linear Disparity Constraints via Pre-, In-, and Post-processing: Machine learning algorithms may have disparate impacts on protected groups. To address this, we develop methods for Bayes-optimal fair classification, aiming to minimize classification error subject to given group fairness constraints. We introduce the notion of \emph{linear disparity measures}, which are linear functions of a probabilistic classifier; and \emph{bilinear disparity measures}, which are also linear in the group-wise regression functions. We show that several popular disparity measures -- the deviations from demographic parity, equality of opportunity, and predictive equality -- are bilinear.   We find the form of Bayes-optimal fair classifiers under a single linear disparity measure, by uncovering a connection with the Neyman-Pearson lemma. For bilinear disparity measures, Bayes-optimal fair classifiers become group-wise thresholding rules. Our approach can also handle multiple fairness constraints (such as equalized odds), and the common scenario when the protected attribute cannot be used at the prediction phase.   Leveraging our theoretical results, we design methods that learn fair Bayes-optimal classifiers under bilinear disparity constraints. Our methods cover three popular approaches to fairness-aware classification, via pre-processing (Fair Up- and Down-Sampling), in-processing (Fair Cost-Sensitive Classification) and post-processing (a Fair Plug-In Rule). Our methods control disparity directly while achieving near-optimal fairness-accuracy tradeoffs. We show empirically that our methods compare favorably to existing algorithms.<|reference_end|>
@article{zeng2024bayes-optimal,
    title={Bayes-Optimal Fair Classification with Linear Disparity Constraints via
  Pre-, In-, and Post-processing},
    author={Xianli Zeng, Guang Cheng and Edgar Dobriban},
    journal={arXiv preprint arXiv:2402.02817},
    year={2024},
    archivePrefix={arXiv},
    eprint={2402.02817},
    primaryClass={stat.ML cs.CY cs.LG}
}