Remembering to Be Fair: Non-Markovian Fairness in Sequential Decision Making

Parand A. Alamdari, Toryn Q. Klassen, Elliot Creager, Sheila A. McIlraith

Confirmation: Yes

Keywords: Fairness, Sequential Decision Making, Trustworthy Machine Learning, Reinforcement Learning, Responsible AI

TL;DR: Acting fairly often requires looking at the history of states and actions, rather than solely relying on the current state, which makes the problem of fairness in sequential decision-making Non-Markovian.

Abstract: Fair decision making has largely been studied with respect to a single decision. Here we investigate the notion of fairness in the context of sequential decision making where multiple stakeholders can be affected by the outcomes of decisions. We observe that fairness often depends on the history of the sequential decision-making process, and in this sense that it is inherently non-Markovian. We further observe that fairness often needs to be assessed at time points within the process, not just at the end of the process. To advance our understanding of this class of fairness problems, we explore the notion of non-Markovian fairness in the context of sequential decision making. We identify properties of non-Markovian fairness, including notions of long-term, anytime, periodic, and bounded fairness. We explore the interplay between non-Markovian fairness and memory and how memory can support construction of fair policies. Finally, we introduce the FairQCM algorithm, which can automatically augment its training data to improve sample efficiency in the synthesis of fair policies via reinforcement learning.

Submission Number: 15