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Achieving fairness with a simple ridge penalty

Scutari, Marco, Panero, Francesca and Proissl, Manuel (2022) Achieving fairness with a simple ridge penalty. Statistics and Computing, 32 (5). ISSN 0960-3174

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Identification Number: 10.1007/s11222-022-10143-w

Abstract

In this paper, we present a general framework for estimating regression models subject to a user-defined level of fairness. We enforce fairness as a model selection step in which we choose the value of a ridge penalty to control the effect of sensitive attributes. We then estimate the parameters of the model conditional on the chosen penalty value. Our proposal is mathematically simple, with a solution that is partly in closed form and produces estimates of the regression coefficients that are intuitive to interpret as a function of the level of fairness. Furthermore, it is easily extended to generalised linear models, kernelised regression models and other penalties, and it can accommodate multiple definitions of fairness. We compare our approach with the regression model from Komiyama et al. (in: Proceedings of machine learning research. 35th international conference on machine learning (ICML), vol 80, pp 2737–2746, 2018), which implements a provably optimal linear regression model and with the fair models from Zafar et al. (J Mach Learn Res 20:1–42, 2019). We evaluate these approaches empirically on six different data sets, and we find that our proposal provides better goodness of fit and better predictive accuracy for the same level of fairness. In addition, we highlight a source of bias in the original experimental evaluation in Komiyama et al. (in: Proceedings of machine learning research. 35th international conference on machine learning (ICML), vol 80, pp 2737–2746, 2018).

Item Type: Article
Additional Information: © 2022 The Authors
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Q Science > QA Mathematics
Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Date Deposited: 06 Oct 2022 09:45
Last Modified: 12 Oct 2022 12:48
URI: http://eprints.lse.ac.uk/id/eprint/116916

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