Classification with abstention but without disparities

Nicolas Schreuder, Evgenii Chzhen
Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence, PMLR 161:1227-1236, 2021.

Abstract

Classification with abstention has gained a lot of attention in recent years as it allows to incorporate human decision-makers in the process. Yet, abstention can potentially amplify disparities and lead to discriminatory predictions. The goal of this work is to build a general purpose classification algorithm, which is able to abstain from prediction, while avoiding disparate impact. We formalize this problem as risk minimization under fairness and abstention constraints for which we derive the form of the optimal classifier. Building on this result, we propose a post-processing classification algorithm, which is able to modify any off-the-shelf score-based classifier using only unlabeled sample. We establish finite sample risk, fairness, and abstention guarantees for the proposed algorithm. In particular, it is shown that fairness and abstention constraints can be achieved independently from the initial classifier as long as sufficiently many unlabeled data is available. The risk guarantee is established in terms of the quality of the initial classifier. Our post-processing scheme reduces to a sparse linear program allowing for an efficient implementation, which we provide. Finally, we validate our method empirically showing that moderate abstention rates allow to bypass the risk-fairness trade-off.

Cite this Paper

BibTeX
@InProceedings{pmlr-v161-schreuder21a, title = {Classification with abstention but without disparities}, author = {Schreuder, Nicolas and Chzhen, Evgenii}, booktitle = {Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence}, pages = {1227--1236}, year = {2021}, editor = {de Campos, Cassio and Maathuis, Marloes H.}, volume = {161}, series = {Proceedings of Machine Learning Research}, month = {27--30 Jul}, publisher = {PMLR}, pdf = {https://proceedings.mlr.press/v161/schreuder21a/schreuder21a.pdf}, url = {https://proceedings.mlr.press/v161/schreuder21a.html}, abstract = {Classification with abstention has gained a lot of attention in recent years as it allows to incorporate human decision-makers in the process. Yet, abstention can potentially amplify disparities and lead to discriminatory predictions. The goal of this work is to build a general purpose classification algorithm, which is able to abstain from prediction, while avoiding disparate impact. We formalize this problem as risk minimization under fairness and abstention constraints for which we derive the form of the optimal classifier. Building on this result, we propose a post-processing classification algorithm, which is able to modify any off-the-shelf score-based classifier using only unlabeled sample. We establish finite sample risk, fairness, and abstention guarantees for the proposed algorithm. In particular, it is shown that fairness and abstention constraints can be achieved independently from the initial classifier as long as sufficiently many unlabeled data is available. The risk guarantee is established in terms of the quality of the initial classifier. Our post-processing scheme reduces to a sparse linear program allowing for an efficient implementation, which we provide. Finally, we validate our method empirically showing that moderate abstention rates allow to bypass the risk-fairness trade-off.} }
Endnote
%0 Conference Paper %T Classification with abstention but without disparities %A Nicolas Schreuder %A Evgenii Chzhen %B Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence %C Proceedings of Machine Learning Research %D 2021 %E Cassio de Campos %E Marloes H. Maathuis %F pmlr-v161-schreuder21a %I PMLR %P 1227--1236 %U https://proceedings.mlr.press/v161/schreuder21a.html %V 161 %X Classification with abstention has gained a lot of attention in recent years as it allows to incorporate human decision-makers in the process. Yet, abstention can potentially amplify disparities and lead to discriminatory predictions. The goal of this work is to build a general purpose classification algorithm, which is able to abstain from prediction, while avoiding disparate impact. We formalize this problem as risk minimization under fairness and abstention constraints for which we derive the form of the optimal classifier. Building on this result, we propose a post-processing classification algorithm, which is able to modify any off-the-shelf score-based classifier using only unlabeled sample. We establish finite sample risk, fairness, and abstention guarantees for the proposed algorithm. In particular, it is shown that fairness and abstention constraints can be achieved independently from the initial classifier as long as sufficiently many unlabeled data is available. The risk guarantee is established in terms of the quality of the initial classifier. Our post-processing scheme reduces to a sparse linear program allowing for an efficient implementation, which we provide. Finally, we validate our method empirically showing that moderate abstention rates allow to bypass the risk-fairness trade-off.
APA
Schreuder, N. & Chzhen, E.. (2021). Classification with abstention but without disparities. Proceedings of the Thirty-Seventh Conference on Uncertainty in Artificial Intelligence, in Proceedings of Machine Learning Research 161:1227-1236 Available from https://proceedings.mlr.press/v161/schreuder21a.html.

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