Probably Approximate Shapley Fairness with Applications in Machine
Learning
- URL: http://arxiv.org/abs/2212.00630v1
- Date: Thu, 1 Dec 2022 16:28:20 GMT
- Title: Probably Approximate Shapley Fairness with Applications in Machine
Learning
- Authors: Zijian Zhou, Xinyi Xu, Rachael Hwee Ling Sim, Chuan Sheng Foo, Kian
Hsiang Low
- Abstract summary: The Shapley value (SV) is adopted in various scenarios in machine learning (ML)
As exact SVs are infeasible to compute in practice, SV estimates are approximated instead.
This approximation step raises an important question: do the SV estimates preserve the fairness guarantees of exact SVs?
We observe that the fairness guarantees of exact SVs are too restrictive for SV estimates.
- Score: 18.05783128571293
- License: http://creativecommons.org/licenses/by-sa/4.0/
- Abstract: The Shapley value (SV) is adopted in various scenarios in machine learning
(ML), including data valuation, agent valuation, and feature attribution, as it
satisfies their fairness requirements. However, as exact SVs are infeasible to
compute in practice, SV estimates are approximated instead. This approximation
step raises an important question: do the SV estimates preserve the fairness
guarantees of exact SVs? We observe that the fairness guarantees of exact SVs
are too restrictive for SV estimates. Thus, we generalise Shapley fairness to
probably approximate Shapley fairness and propose fidelity score, a metric to
measure the variation of SV estimates, that determines how probable the
fairness guarantees hold. Our last theoretical contribution is a novel greedy
active estimation (GAE) algorithm that will maximise the lowest fidelity score
and achieve a better fairness guarantee than the de facto Monte-Carlo
estimation. We empirically verify GAE outperforms several existing methods in
guaranteeing fairness while remaining competitive in estimation accuracy in
various ML scenarios using real-world datasets.
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