57.7LGApr 25
Learning-Augmented Robust Algorithmic RecourseKshitij Kayastha, Vasilis Gkatzelis, Shahin Jabbari
Algorithmic recourse provides individuals who receive undesirable outcomes from machine learning systems with minimum-cost improvements to achieve a desirable outcome. However, machine learning models often get updated, so the recourse may not lead to the desired outcome. The robust recourse framework chooses recourses that are less sensitive to adversarial model changes, but this comes at a higher cost. To address this, we initiate the study of learning-augmented algorithmic recourse and evaluate the extent to which a designer equipped with a prediction of the future model can reduce the cost of recourse when the prediction is accurate (consistency) while also limiting the cost even when the prediction is inaccurate (robustness). We propose a novel algorithm, study the robustness-consistency trade-off, and analyze how prediction accuracy affects performance.
LGSep 25, 2025
Optimal Robust Recourse with $L^p$-Bounded Model ChangePhone Kyaw, Kshitij Kayastha, Shahin Jabbari
Recourse provides individuals who received undesirable labels (e.g., denied a loan) from algorithmic decision-making systems with a minimum-cost improvement suggestion to achieve the desired outcome. However, in practice, models often get updated to reflect changes in the data distribution or environment, invalidating the recourse recommendations (i.e., following the recourse will not lead to the desirable outcome). The robust recourse literature addresses this issue by providing a framework for computing recourses whose validity is resilient to slight changes in the model. However, since the optimization problem of computing robust recourse is non-convex (even for linear models), most of the current approaches do not have any theoretical guarantee on the optimality of the recourse. Recent work by Kayastha et. al. provides the first provably optimal algorithm for robust recourse with respect to generalized linear models when the model changes are measured using the $L^{\infty}$ norm. However, using the $L^{\infty}$ norm can lead to recourse solutions with a high price. To address this shortcoming, we consider more constrained model changes defined by the $L^p$ norm, where $p\geq 1$ but $p\neq \infty$, and provide a new algorithm that provably computes the optimal robust recourse for generalized linear models. Empirically, for both linear and non-linear models, we demonstrate that our algorithm achieves a significantly lower price of recourse (up to several orders of magnitude) compared to prior work and also exhibits a better trade-off between the implementation cost of recourse and its validity. Our empirical analysis also illustrates that our approach provides more sparse recourses compared to prior work and remains resilient to post-processing approaches that guarantee feasibility.