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We propose a novel formulation of group fairness in the contextual multi-armed bandit (CMAB) setting. In the CMAB setting a sequential decision maker must at each time step choose an arm to pull from a finite set of arms after observing some context for each of the potential arm pulls. In our model arms are partitioned into two or more sensitive groups based on some protected feature (e.g., age, race, or socio-economic status). Despite the fact that there may be differences in expected payout between the groups, we may wish to ensure some form of fairness between picking arms from the various groups. In this work we explore two definitions of fairness: equal group probability, wherein the probability of pulling an arm from any of the protected groups is the same; and proportional parity, wherein the probability of choosing an arm from a particular group is proportional to the size of that group. We provide a novel algorithm that can accommodate these notions of fairness for an arbitrary number of groups, and provide bounds on the regret for our algorithm. We then validate our algorithm using synthetic data as well as two real-world datasets for intervention settings wherein we want to allocate resources fairly across protected groups.
Feature selection is a prevalent data preprocessing paradigm for various learning tasks. Due to the expensive cost of acquiring supervision information, unsupervised feature selection sparks great interests recently. However, existing unsupervised feature selection algorithms do not have fairness considerations and suffer from a high risk of amplifying discrimination by selecting features that are over associated with protected attributes such as gender, race, and ethnicity. In this paper, we make an initial investigation of the fairness-aware unsupervised feature selection problem and develop a principled framework, which leverages kernel alignment to find a subset of high-quality features that can best preserve the information in the original feature space while being minimally correlated with protected attributes. Specifically, different from the mainstream in-processing debiasing methods, our proposed framework can be regarded as a model-agnostic debiasing strategy that eliminates biases and discrimination before downstream learning algorithms are involved. Experimental results on multiple real-world datasets demonstrate that our framework achieves a good trade-off between utility maximization and fairness promotion.
In this paper, we study fairness in committee selection problems. We consider a general notion of fairness via stability: A committee is stable if no coalition of voters can deviate and choose a committee of proportional size, so that all these voters strictly prefer the new committee to the existing one. Our main contribution is to extend this definition to stability of a distribution (or lottery) over committees. We consider two canonical voter preference models: the Approval Set setting where each voter approves a set of candidates and prefers committees with larger intersection with this set; and the Ranking setting where each voter ranks committees based on how much she likes her favorite candidate in a committee. Our main result is to show that stable lotteries always exist for these canonical preference models. Interestingly, given preferences of voters over committees, the procedure for computing an approximately stable lottery is the same for both models and therefore extends to the setting where some voters have the former preference structure and others have the latter. Our existence proof uses the probabilistic method and a new large deviation inequality that may be of independent interest.
Restless and collapsing bandits are commonly used to model constrained resource allocation in settings featuring arms with action-dependent transition probabilities, such as allocating health interventions among patients [Whittle, 1988; Mate et al., 2020]. However, state-of-the-art Whittle-index-based approaches to this planning problem either do not consider fairness among arms, or incentivize fairness without guaranteeing it [Mate et al., 2021]. Additionally, their optimality guarantees only apply when arms are indexable and threshold-optimal. We demonstrate that the incorporation of hard fairness constraints necessitates the coupling of arms, which undermines the tractability, and by extension, indexability of the problem. We then introduce ProbFair, a probabilistically fair stationary policy that maximizes total expected reward and satisfies the budget constraint, while ensuring a strictly positive lower bound on the probability of being pulled at each timestep. We evaluate our algorithm on a real-world application, where interventions support continuous positive airway pressure (CPAP) therapy adherence among obstructive sleep apnea (OSA) patients, as well as simulations on a broader class of synthetic transition matrices.
We study the problem of stochastic combinatorial pure exploration (CPE), where an agent sequentially pulls a set of single arms (a.k.a. a super arm) and tries to find the best super arm. Among a variety of problem settings of the CPE, we focus on the full-bandit setting, where we cannot observe the reward of each single arm, but only the sum of the rewards. Although we can regard the CPE with full-bandit feedback as a special case of pure exploration in linear bandits, an approach based on linear bandits is not computationally feasible since the number of super arms may be exponential. In this paper, we first propose a polynomial-time bandit algorithm for the CPE under general combinatorial constraints and provide an upper bound of the sample complexity. Second, we design an approximation algorithm for the 0-1 quadratic maximization problem, which arises in many bandit algorithms with confidence ellipsoids. Based on our approximation algorithm, we propose novel bandit algorithms for the top-k selection problem, and prove that our algorithms run in polynomial time. Finally, we conduct experiments on synthetic and real-world datasets, and confirm the validity of our theoretical analysis in terms of both the computation time and the sample complexity.
Fairness is crucial for neural networks which are used in applications with important societal implication. Recently, there have been multiple attempts on improving fairness of neural networks, with a focus on fairness testing (e.g., generating individual discriminatory instances) and fairness training (e.g., enhancing fairness through augmented training). In this work, we propose an approach to formally verify neural networks against fairness, with a focus on independence-based fairness such as group fairness. Our method is built upon an approach for learning Markov Chains from a user-provided neural network (i.e., a feed-forward neural network or a recurrent neural network) which is guaranteed to facilitate sound analysis. The learned Markov Chain not only allows us to verify (with Probably Approximate Correctness guarantee) whether the neural network is fair or not, but also facilities sensitivity analysis which helps to understand why fairness is violated. We demonstrate that with our analysis results, the neural weights can be optimized to improve fairness. Our approach has been evaluated with multiple models trained on benchmark datasets and the experiment results show that our approach is effective and efficient.