Pushing the limits of fairness impossibility: Who's the fairest of them all?Download PDF

Published: 31 Oct 2022, 18:00, Last Modified: 11 Jan 2023, 22:56NeurIPS 2022 AcceptReaders: Everyone
Keywords: fairness in machine learning, fairness trade-off, impossibility theorem, non-convex optimization, mixed integer programming
TL;DR: We propose an optimization framework for tackling the fairness impossibility problem to the best extent possible
Abstract: The impossibility theorem of fairness is a foundational result in the algorithmic fairness literature. It states that outside of special cases, one cannot exactly and simultaneously satisfy all three common and intuitive definitions of fairness - demographic parity, equalized odds, and predictive rate parity. This result has driven most works to focus on solutions for one or two of the metrics. Rather than follow suit, in this paper we present a framework that pushes the limits of the impossibility theorem in order to satisfy all three metrics to the best extent possible. We develop an integer-programming based approach that can yield a certifiably optimal post-processing method for simultaneously satisfying multiple fairness criteria under small violations. We show experiments demonstrating that our post-processor can improve fairness across the different definitions simultaneously with minimal model performance reduction. We also discuss applications of our framework for model selection and fairness explainability, thereby attempting to answer the question: Who's the fairest of them all?
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