In prediction-based decision-making systems, different perspectives can be at odds: The short-term business goals of the decision makers are often in conflict with the decision subjects' wish to be treated fairly. Balancing these two perspectives is a question of values. However, these values are often hidden in the technicalities of the implementation of the decision-making system. In this paper, we propose a framework to make these value-laden choices clearly visible. We focus on a setting in which we want to find decision rules that balance the perspective of the decision maker and of the decision subjects. We provide an approach to formalize both perspectives, i.e., to assess the utility of the decision maker and the fairness towards the decision subjects. In both cases, the idea is to elicit values from decision makers and decision subjects that are then turned into something measurable. For the fairness evaluation, we build on well-known theories of distributive justice and on the algorithmic literature to ask what a fair distribution of utility (or welfare) looks like. This allows us to derive a fairness score that we then compare to the decision maker's utility. As we focus on a setting in which we are given a trained model and have to choose a decision rule, we use the concept of Pareto efficiency to compare decision rules. Our proposed framework can both guide the implementation of a decision-making system and help with audits, as it allows us to resurface the values implemented in a decision-making system.
The U.S. Department of Energy (DOE) Office of Integrated Waste Management is planning for the eventual transportation, storage, and disposal of spent nuclear fuel (SNF) and high-level radioactive waste (HLW) from nuclear power plant and DOE sites. The Stakeholder Tool for Assessing Radioactive Transportation (START) is a web-based, geospatial decision-support tool developed for evaluating routing options and other aspects of transporting SNF and HLW, covering rail, truck, barge, and intermodal infrastructure and operations in the continental United States. The verification and validation (V&V) process is intended to independently assess START to provide confidence in the ability of START to accurately provide intended results. The V&V process checks the START tool using a variety of methods, ranging from independent hand calculations to comparison of START performance and results to those of other codes. The V&V activity was conducted independently from the START development team with opportunities to provide feedback and collaborate throughout the process. The V&V analyzed attributes of transportation routes produced by START, including route distance and both population and population density captured within buffer zones around routes. Population in the buffer zone, population density in the buffer zone, and route distance were all identified as crucial outputs of the START code and were subject to V&V tasks. Some of the improvements identified through the V&V process were standardizing the underlying population data in START, changing the projection of the population raster data, and changes to the methodology used for population density to improve its applicability for expected users. This collaboration also led to suggested improvements to some of the underlying shape file segments within START.
Precision and Recall are two prominent metrics of generative performance, which were proposed to separately measure the fidelity and diversity of generative models. Given their central role in comparing and improving generative models, understanding their limitations are crucially important. To that end, in this work, we identify a critical flaw in the common approximation of these metrics using k-nearest-neighbors, namely, that the very interpretations of fidelity and diversity that are assigned to Precision and Recall can fail in high dimensions, resulting in very misleading conclusions. Specifically, we empirically and theoretically show that as the number of dimensions grows, two model distributions with supports at equal point-wise distance from the support of the real distribution, can have vastly different Precision and Recall regardless of their respective distributions, hence an emergent asymmetry in high dimensions. Based on our theoretical insights, we then provide simple yet effective modifications to these metrics to construct symmetric metrics regardless of the number of dimensions. Finally, we provide experiments on real-world datasets to illustrate that the identified flaw is not merely a pathological case, and that our proposed metrics are effective in alleviating its impact.
Seven years ago, researchers proposed a postprocessing method to equalize the error rates of a model across different demographic groups. The work launched hundreds of papers purporting to improve over the postprocessing baseline. We empirically evaluate these claims through thousands of model evaluations on several tabular datasets. We find that the fairness-accuracy Pareto frontier achieved by postprocessing contains all other methods we were feasibly able to evaluate. In doing so, we address two common methodological errors that have confounded previous observations. One relates to the comparison of methods with different unconstrained base models. The other concerns methods achieving different levels of constraint relaxation. At the heart of our study is a simple idea we call unprocessing that roughly corresponds to the inverse of postprocessing. Unprocessing allows for a direct comparison of methods using different underlying models and levels of relaxation. Interpreting our findings, we recall a widely overlooked theoretical argument, present seven years ago, that accurately predicted what we observe.
With the introduction of machine learning in high-stakes decision making, ensuring algorithmic fairness has become an increasingly important problem to solve. In response to this, many mathematical definitions of fairness have been proposed, and a variety of optimisation techniques have been developed, all designed to maximise a defined notion of fairness. However, fair solutions are reliant on the quality of the training data, and can be highly sensitive to noise. Recent studies have shown that robustness (the ability for a model to perform well on unseen data) plays a significant role in the type of strategy that should be used when approaching a new problem and, hence, measuring the robustness of these strategies has become a fundamental problem. In this work, we therefore propose a new criterion to measure the robustness of various fairness optimisation strategies - the robustness ratio. We conduct multiple extensive experiments on five bench mark fairness data sets using three of the most popular fairness strategies with respect to four of the most popular definitions of fairness. Our experiments empirically show that fairness methods that rely on threshold optimisation are very sensitive to noise in all the evaluated data sets, despite mostly outperforming other methods. This is in contrast to the other two methods, which are less fair for low noise scenarios but fairer for high noise ones. To the best of our knowledge, we are the first to quantitatively evaluate the robustness of fairness optimisation strategies. This can potentially can serve as a guideline in choosing the most suitable fairness strategy for various data sets.
A variety of different performance metrics are commonly used in the machine learning literature for the evaluation of classification systems. Some of the most common ones for measuring quality of hard decisions are standard and balanced accuracy, standard and balanced error rate, F-beta score, and Matthews correlation coefficient (MCC). In this document, we review the definition of these and other metrics and compare them with the expected cost (EC), a metric introduced in every statistical learning course but rarely used in the machine learning literature. We show that both the standard and balanced error rates are special cases of the EC. Further, we show its relation with F-score and MCC and argue that EC is superior to these traditional metrics, being more elegant, general, and intuitive, as well as being based on basic principles from statistics. The metrics above measure the quality of hard decisions. Yet, most modern classification systems output continuous scores for the classes which we may want to evaluate directly. Metrics for measuring the quality of system scores include the area under the ROC curve, equal error rate, cross-entropy, Brier score, and Bayes EC or Bayes risk, among others. The last three metrics are special cases of a family of metrics given by the expected value of proper scoring rules (PSRs). We review the theory behind these metrics and argue that they are the most principled way to measure the quality of the posterior probabilities produced by a system. Finally, we show how to use these metrics to compute the system's calibration loss and compare this metric with the standard expected calibration error (ECE), arguing that calibration loss based on PSRs is superior to the ECE for a variety of reasons.
Collections of probability distributions arise in a variety of applications ranging from user activity pattern analysis to brain connectomics. In practice these distributions can be defined over diverse domain types including finite intervals, circles, cylinders, spheres, other manifolds, and graphs. This paper introduces an approach for detecting differences between two collections of distributions over such general domains. To this end, we propose the intrinsic slicing construction that yields a novel class of Wasserstein distances on manifolds and graphs. These distances are Hilbert embeddable, allowing us to reduce the distribution collection comparison problem to a more familiar mean testing problem in a Hilbert space. We provide two testing procedures one based on resampling and another on combining p-values from coordinate-wise tests. Our experiments in various synthetic and real data settings show that the resulting tests are powerful and the p-values are well-calibrated.
We study a variant of the widely popular, fast and often used family of community detection procedures referred to as label propagation algorithms. These mechanisms also exhibit many parallels with models of opinion exchange dynamics and consensus mechanisms in distributed computing. Initially, given a network, each vertex starts with a random label in the interval $[0,1]$. Then, in each round of the algorithm, every vertex switches its label to the majority label in its neighborhood (including its own label). At the first round, ties are broken towards smaller labels, while at each of the next rounds, ties are broken uniformly at random. We investigate the performance of this algorithm on the binomial random graph $\mathcal{G}(n,p)$. We show that for $np \ge n^{5/8+\varepsilon}$, the algorithm terminates with a single label a.a.s. (which was previously known only for $np\ge n^{3/4+\varepsilon}$). Moreover, we show that if $np\gg n^{2/3}$, a.a.s.\ this label is the smallest one, whereas if $n^{5/8+\varepsilon}\le np\ll n^{2/3}$, the surviving label is a.a.s. not the smallest one.
Federated learning (FL) as distributed machine learning has gained popularity as privacy-aware Machine Learning (ML) systems have emerged as a technique that prevents privacy leakage by building a global model and by conducting individualized training of decentralized edge clients on their own private data. The existing works, however, employ privacy mechanisms such as Secure Multiparty Computing (SMC), Differential Privacy (DP), etc. Which are immensely susceptible to interference, massive computational overhead, low accuracy, etc. With the increasingly broad deployment of FL systems, it is challenging to ensure fairness and maintain active client participation in FL systems. Very few works ensure reasonably satisfactory performances for the numerous diverse clients and fail to prevent potential bias against particular demographics in FL systems. The current efforts fail to strike a compromise between privacy, fairness, and model performance in FL systems and are vulnerable to a number of additional problems. In this paper, we provide a comprehensive survey stating the basic concepts of FL, the existing privacy challenges, techniques, and relevant works concerning privacy in FL. We also provide an extensive overview of the increasing fairness challenges, existing fairness notions, and the limited works that attempt both privacy and fairness in FL. By comprehensively describing the existing FL systems, we present the potential future directions pertaining to the challenges of privacy-preserving and fairness-aware FL systems.
We consider the estimation of measures of model performance in a target population when covariate and outcome data are available on a sample from some source population and covariate data, but not outcome data, are available on a simple random sample from the target population. When outcome data are not available from the target population, identification of measures of model performance is possible under an untestable assumption that the outcome and population (source or target population) are independent conditional on covariates. In practice, this assumption is uncertain and, in some cases, controversial. Therefore, sensitivity analysis may be useful for examining the impact of assumption violations on inferences about model performance. Here, we propose an exponential tilt sensitivity analysis model and develop statistical methods to determine how sensitive measures of model performance are to violations of the assumption of conditional independence between outcome and population. We provide identification results and estimators for the risk in the target population, examine the large-sample properties of the estimators, and apply the estimators to data on individuals with stable ischemic heart disease.
Machine learning plays a role in many deployed decision systems, often in ways that are difficult or impossible to understand by human stakeholders. Explaining, in a human-understandable way, the relationship between the input and output of machine learning models is essential to the development of trustworthy machine-learning-based systems. A burgeoning body of research seeks to define the goals and methods of explainability in machine learning. In this paper, we seek to review and categorize research on counterfactual explanations, a specific class of explanation that provides a link between what could have happened had input to a model been changed in a particular way. Modern approaches to counterfactual explainability in machine learning draw connections to the established legal doctrine in many countries, making them appealing to fielded systems in high-impact areas such as finance and healthcare. Thus, we design a rubric with desirable properties of counterfactual explanation algorithms and comprehensively evaluate all currently-proposed algorithms against that rubric. Our rubric provides easy comparison and comprehension of the advantages and disadvantages of different approaches and serves as an introduction to major research themes in this field. We also identify gaps and discuss promising research directions in the space of counterfactual explainability.