Pareto Optimality in No-Harm Fairness

Natalia Martinez, Martin Bertran, Guillermo Sapiro

TL;DR: We propose a method to reduce risk disparity gaps between sensitive groups in classification and regression tasks following the no unnecessary harm principle, ensuring that tradeoffs are minimally costly to any subgroup

Abstract: Common fairness definitions in machine learning focus on balancing various notions of disparity and utility. In this work we study fairness in the context of risk disparity among sub-populations. We introduce the framework of Pareto-optimal fairness, where the goal of reducing risk disparity gaps is secondary only to the principle of not doing unnecessary harm, a concept that is especially applicable to high-stakes domains such as healthcare. We provide analysis and methodology to obtain maximally-fair no-harm classifiers on finite datasets. We argue that even in domains where fairness at cost is required, no-harm fairness can prove to be the optimal first step. This same methodology can also be applied to any unbalanced classification task, where we want to dynamically equalize the misclassification risks across outcomes without degrading overall performance any more than strictly necessary. We test the proposed methodology on real case-studies of predicting income, ICU patient mortality, classifying skin lesions from images, and assessing credit risk, demonstrating how the proposed framework compares favorably to other traditional approaches.

Keywords: Fairness, Fairness in Machine Learning, No-Harm Fairness