Accounting for Model Uncertainty in Algorithmic Discrimination
This addresses fairness in algorithmic decision-making for affected subgroups, offering a novel perspective but is incremental in method.
The paper tackles the problem of algorithmic discrimination by proposing to equalize group error rates only due to model uncertainty, ignoring aleatoric uncertainty, and shows that their methods are comparable in performance and up to four orders of magnitude faster than state-of-the-art.
Traditional approaches to ensure group fairness in algorithmic decision making aim to equalize ``total'' error rates for different subgroups in the population. In contrast, we argue that the fairness approaches should instead focus only on equalizing errors arising due to model uncertainty (a.k.a epistemic uncertainty), caused due to lack of knowledge about the best model or due to lack of data. In other words, our proposal calls for ignoring the errors that occur due to uncertainty inherent in the data, i.e., aleatoric uncertainty. We draw a connection between predictive multiplicity and model uncertainty and argue that the techniques from predictive multiplicity could be used to identify errors made due to model uncertainty. We propose scalable convex proxies to come up with classifiers that exhibit predictive multiplicity and empirically show that our methods are comparable in performance and up to four orders of magnitude faster than the current state-of-the-art. We further propose methods to achieve our goal of equalizing group error rates arising due to model uncertainty in algorithmic decision making and demonstrate the effectiveness of these methods using synthetic and real-world datasets.