Costs and Benefits of Wasserstein Fair Regression
- URL: http://arxiv.org/abs/2106.08812v1
- Date: Wed, 16 Jun 2021 14:24:44 GMT
- Title: Costs and Benefits of Wasserstein Fair Regression
- Authors: Han Zhao
- Abstract summary: In this paper, we characterize the inherent tradeoff between statistical parity and accuracy in the regression setting.
Our lower bound is sharp, algorithm-independent, and admits a simple interpretation.
We develop a practical algorithm for fair regression through the lens of representation learning.
- Score: 11.134279147254361
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Real-world applications of machine learning tools in high-stakes domains are
often regulated to be fair, in the sense that the predicted target should
satisfy some quantitative notion of parity with respect to a protected
attribute. However, the exact tradeoff between fairness and accuracy with a
real-valued target is not clear. In this paper, we characterize the inherent
tradeoff between statistical parity and accuracy in the regression setting by
providing a lower bound on the error of any fair regressor. Our lower bound is
sharp, algorithm-independent, and admits a simple interpretation: when the
moments of the target differ between groups, any fair algorithm has to make a
large error on at least one of the groups. We further extend this result to
give a lower bound on the joint error of any (approximately) fair algorithm,
using the Wasserstein distance to measure the quality of the approximation. On
the upside, we establish the first connection between individual fairness,
accuracy parity, and the Wasserstein distance by showing that if a regressor is
individually fair, it also approximately verifies the accuracy parity, where
the gap is given by the Wasserstein distance between the two groups. Inspired
by our theoretical results, we develop a practical algorithm for fair
regression through the lens of representation learning, and conduct experiments
on a real-world dataset to corroborate our findings.
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