Spectral Algorithms for Computing Fair Support Vector Machines
This work addresses the need for fair machine learning classifiers to mitigate biases in predictions, though it is incremental as it builds on existing SVM methods with fairness constraints.
The paper tackled the problem of designing accurate yet fair support vector machines (SVMs) to prevent discrimination based on protected classes like age or gender, by developing computationally tractable iterative algorithms that achieve high prediction accuracy while ensuring fairness, as demonstrated through numerical experiments on multiple datasets.
Classifiers and rating scores are prone to implicitly codifying biases, which may be present in the training data, against protected classes (i.e., age, gender, or race). So it is important to understand how to design classifiers and scores that prevent discrimination in predictions. This paper develops computationally tractable algorithms for designing accurate but fair support vector machines (SVM's). Our approach imposes a constraint on the covariance matrices conditioned on each protected class, which leads to a nonconvex quadratic constraint in the SVM formulation. We develop iterative algorithms to compute fair linear and kernel SVM's, which solve a sequence of relaxations constructed using a spectral decomposition of the nonconvex constraint. Its effectiveness in achieving high prediction accuracy while ensuring fairness is shown through numerical experiments on several data sets.