Regression under demographic parity constraints via unlabeled post-processing
- URL: http://arxiv.org/abs/2407.15453v1
- Date: Mon, 22 Jul 2024 08:11:58 GMT
- Title: Regression under demographic parity constraints via unlabeled post-processing
- Authors: Evgenii Chzhen, Mohamed Hebiri, Gayane Taturyan,
- Abstract summary: We present a general-purpose post-processing algorithm that generates predictions that meet the demographic parity.
Unlike prior methods, our approach is fully theory-driven. We require precise control over the gradient norm of the convex function.
Our algorithm is backed by finite-sample analysis and post-processing bounds, with experimental results validating our theoretical findings.
- Score: 5.762345156477737
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We address the problem of performing regression while ensuring demographic parity, even without access to sensitive attributes during inference. We present a general-purpose post-processing algorithm that, using accurate estimates of the regression function and a sensitive attribute predictor, generates predictions that meet the demographic parity constraint. Our method involves discretization and stochastic minimization of a smooth convex function. It is suitable for online post-processing and multi-class classification tasks only involving unlabeled data for the post-processing. Unlike prior methods, our approach is fully theory-driven. We require precise control over the gradient norm of the convex function, and thus, we rely on more advanced techniques than standard stochastic gradient descent. Our algorithm is backed by finite-sample analysis and post-processing bounds, with experimental results validating our theoretical findings.
Related papers
- Progression: an extrapolation principle for regression [0.0]
We propose a novel statistical extrapolation principle.
It assumes a simple relationship between predictors and the response at the boundary of the training predictor samples.
Our semi-parametric method, progression, leverages this extrapolation principle and offers guarantees on the approximation error beyond the training data range.
arXiv Detail & Related papers (2024-10-30T17:29:51Z) - Error Feedback under $(L_0,L_1)$-Smoothness: Normalization and Momentum [56.37522020675243]
We provide the first proof of convergence for normalized error feedback algorithms across a wide range of machine learning problems.
We show that due to their larger allowable stepsizes, our new normalized error feedback algorithms outperform their non-normalized counterparts on various tasks.
arXiv Detail & Related papers (2024-10-22T10:19:27Z) - Trust-Region Sequential Quadratic Programming for Stochastic Optimization with Random Models [57.52124921268249]
We propose a Trust Sequential Quadratic Programming method to find both first and second-order stationary points.
To converge to first-order stationary points, our method computes a gradient step in each iteration defined by minimizing a approximation of the objective subject.
To converge to second-order stationary points, our method additionally computes an eigen step to explore the negative curvature the reduced Hessian matrix.
arXiv Detail & Related papers (2024-09-24T04:39:47Z) - An Adaptive Stochastic Gradient Method with Non-negative Gauss-Newton Stepsizes [17.804065824245402]
In machine learning applications, each loss function is non-negative and can be expressed as the composition of a square and its real-valued square root.
We show how to apply the Gauss-Newton method or the Levssquardt method to minimize the average of smooth but possibly non-negative functions.
arXiv Detail & Related papers (2024-07-05T08:53:06Z) - Sampling from Gaussian Process Posteriors using Stochastic Gradient
Descent [43.097493761380186]
gradient algorithms are an efficient method of approximately solving linear systems.
We show that gradient descent produces accurate predictions, even in cases where it does not converge quickly to the optimum.
Experimentally, gradient descent achieves state-of-the-art performance on sufficiently large-scale or ill-conditioned regression tasks.
arXiv Detail & Related papers (2023-06-20T15:07:37Z) - Heavy-tailed Streaming Statistical Estimation [58.70341336199497]
We consider the task of heavy-tailed statistical estimation given streaming $p$ samples.
We design a clipped gradient descent and provide an improved analysis under a more nuanced condition on the noise of gradients.
arXiv Detail & Related papers (2021-08-25T21:30:27Z) - Differentiable Annealed Importance Sampling and the Perils of Gradient
Noise [68.44523807580438]
Annealed importance sampling (AIS) and related algorithms are highly effective tools for marginal likelihood estimation.
Differentiability is a desirable property as it would admit the possibility of optimizing marginal likelihood as an objective.
We propose a differentiable algorithm by abandoning Metropolis-Hastings steps, which further unlocks mini-batch computation.
arXiv Detail & Related papers (2021-07-21T17:10:14Z) - Scalable Marginal Likelihood Estimation for Model Selection in Deep
Learning [78.83598532168256]
Marginal-likelihood based model-selection is rarely used in deep learning due to estimation difficulties.
Our work shows that marginal likelihoods can improve generalization and be useful when validation data is unavailable.
arXiv Detail & Related papers (2021-04-11T09:50:24Z) - A spectral algorithm for robust regression with subgaussian rates [0.0]
We study a new linear up to quadratic time algorithm for linear regression in the absence of strong assumptions on the underlying distributions of samples.
The goal is to design a procedure which attains the optimal sub-gaussian error bound even though the data have only finite moments.
arXiv Detail & Related papers (2020-07-12T19:33:50Z) - Instability, Computational Efficiency and Statistical Accuracy [101.32305022521024]
We develop a framework that yields statistical accuracy based on interplay between the deterministic convergence rate of the algorithm at the population level, and its degree of (instability) when applied to an empirical object based on $n$ samples.
We provide applications of our general results to several concrete classes of models, including Gaussian mixture estimation, non-linear regression models, and informative non-response models.
arXiv Detail & Related papers (2020-05-22T22:30:52Z) - On Low-rank Trace Regression under General Sampling Distribution [9.699586426043885]
We show that cross-validated estimators satisfy near-optimal error bounds on general assumptions.
We also show that the cross-validated estimator outperforms the theory-inspired approach of selecting the parameter.
arXiv Detail & Related papers (2019-04-18T02:56:00Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.