Fan Xia

Jean Feng, Harvineet Singh, Fan Xia et al.

Machine learning (ML) algorithms can often differ in performance across domains. Understanding $\textit{why}$ their performance differs is crucial for determining what types of interventions (e.g., algorithmic or operational) are most effective at closing the performance gaps. Existing methods focus on $\textit{aggregate decompositions}$ of the total performance gap into the impact of a shift in the distribution of features $p(X)$ versus the impact of a shift in the conditional distribution of the outcome $p(Y|X)$; however, such coarse explanations offer only a few options for how one can close the performance gap. $\textit{Detailed variable-level decompositions}$ that quantify the importance of each variable to each term in the aggregate decomposition can provide a much deeper understanding and suggest much more targeted interventions. However, existing methods assume knowledge of the full causal graph or make strong parametric assumptions. We introduce a nonparametric hierarchical framework that provides both aggregate and detailed decompositions for explaining why the performance of an ML algorithm differs across domains, without requiring causal knowledge. We derive debiased, computationally-efficient estimators, and statistical inference procedures for asymptotically valid confidence intervals.

Harvineet Singh, Fan Xia, Mi-Ok Kim et al.

In fairness audits, a standard objective is to detect whether a given algorithm performs substantially differently between subgroups. Properly powering the statistical analysis of such audits is crucial for obtaining informative fairness assessments, as it ensures a high probability of detecting unfairness when it exists. However, limited guidance is available on the amount of data necessary for a fairness audit, lacking directly applicable results concerning commonly used fairness metrics. Additionally, the consideration of unequal subgroup sample sizes is also missing. In this tutorial, we address these issues by providing guidance on how to determine the required subgroup sample sizes to maximize the statistical power of hypothesis tests for detecting unfairness. Our findings are applicable to audits of binary classification models and multiple fairness metrics derived as summaries of the confusion matrix. Furthermore, we discuss other aspects of audit study designs that can increase the reliability of audit results.