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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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34 results for COMPAS

ProPublica's analysis of recidivism predictions produced by Correctional Offender Management Profiling for Alternative Sanctions (COMPAS) software tool for the task, has shown that the predictions were racially biased against African American defendants. We analyze the COMPAS data using a causal reformulation of the un…

2019-11-24abs ↗pdf ↗

The paper reconciles two conflicting fairness criteria in algorithmic risk scores.

problem How to reconcile calibration and equal error rates in algorithmic risk scores.
method Derive necessary and sufficient conditions for existence of calibrated scores achieving equal error rates, then present an algorithm to find the most accurate score subject to both criteria.
result The method can eliminate error disparities while maintaining calibration and improve profit in credit lending.

Interpretable ML models predict recidivism as well as non-interpretable methods and are more fair.

problem Improving recidivism prediction models for fairness and interpretability.
method Trained interpretable ML models on two recidivism datasets, compared to existing methods, and analyzed fairness.
result Interpretable ML models can predict recidivism as well as non-interpretable methods and are more fair.

EL framework certifies and flags bias in ML models without distributional assumptions.

problem Systematic performance disparities across sensitive subpopulations in ML models.
method Empirical likelihood-based approach for non-parametric fairness auditing.
result EL framework outperforms bootstrap methods in certification and subpopulation discovery.

We offer a graphical interpretation of unfairness in a dataset as the presence of an unfair causal path in the causal Bayesian network representing the data-generation mechanism. We use this viewpoint to revisit the recent debate surrounding the COMPAS pretrial risk assessment tool and, more generally, to point out tha…

2019-07-15abs ↗pdf ↗

We propose definitions of fairness in machine learning and artificial intelligence systems that are informed by the framework of intersectionality, a critical lens arising from the Humanities literature which analyzes how interlocking systems of power and oppression affect individuals along overlapping dimensions inclu…

2018-07-22abs ↗pdf ↗

We present the design and implementation of a custom discrete optimization technique for building rule lists over a categorical feature space. Our algorithm produces rule lists with optimal training performance, according to the regularized empirical risk, with a certificate of optimality. By leveraging algorithmic bou…

2017-04-06abs ↗pdf ↗

Maximal correlation framework improves fairness in machine learning algorithms.

problem Ensuring fairness in machine learning algorithms.
method Introducing maximal correlation framework for fairness constraints and deriving regularizers.
result The approach provides smooth performance-fairness tradeoff curves and competitive performance.

We present a novel subset scan method to detect if a probabilistic binary classifier has statistically significant bias -- over or under predicting the risk -- for some subgroup, and identify the characteristics of this subgroup. This form of model checking and goodness-of-fit test provides a way to interpretably detec…

2016-11-24abs ↗pdf ↗

Intersectionality is a framework that analyzes how interlocking systems of power and oppression affect individuals along overlapping dimensions including race, gender, sexual orientation, class, and disability. Intersectionality theory therefore implies it is important that fairness in artificial intelligence systems b…

2018-11-18abs ↗pdf ↗

We consider settings in which the right notion of fairness is not captured by simple mathematical definitions (such as equality of error rates across groups), but might be more complex and nuanced and thus require elicitation from individual or collective stakeholders. We introduce a framework in which pairs of individ…

2019-05-25abs ↗pdf ↗

The paper tackles fairness in forecasting and learning linear dynamical systems.

problem Under-representation bias in training data for multiple subgroups.
method Introducing subgroup-fair and instant-fair learning of LDS from multiple trajectories of varying lengths, using hierarchies of convexifications of non-commutative polynomial optimisation problems.
result Empirical results show both the beneficial impact of fairness considerations on statistical performance and encouraging effects of exploiting sparsity on run time.

New classifiers ensure fairness by adjusting a base classifier's operating characteristics.

problem Ensuring fairness in binary classification with multiple group constraints.
method Intervening directly on a base classifier's operating characteristics using group-wise ROC convex hulls and post-processing.
result Methods satisfy multiple fairness constraints (DP, EO, PP) with minimal interventions and near-oracle accuracy.

LDA-XGB1 balances fairness and accuracy in lending models.

problem Fair lending practices and model interpretability in binary classification.
method Biobjective optimization using binning and information value, leveraging XGBoost.
result Achieves effective balance between accuracy, fairness, and interpretability.

Study federates measurement of demographic disparities from quantile sketches.

problem Misalignment of fairness goals with siloed data collection and privacy regulations.
method Federated auditing of demographic parity through score distributions, using Wasserstein--Frechet variance and quantile summaries.
result Proposes a one-shot, communication-efficient protocol to estimate global disparity and its decomposition.

Paper exposes vulnerabilities in interpreting machine learning models using adversarial attacks on PD plots.

problem Vulnerability of permutation-based interpretation methods, particularly PD plots, to adversarial attacks.
method Adversarial framework to manipulate black-box models and produce deceptive PD plots.
result It is possible to hide discriminatory behaviors in machine learning models through interpretation tools like PD plots.

An algorithmic decision-maker incentivizes people to act in certain ways to receive better decisions. These incentives can dramatically influence subjects' behaviors and lives, and it is important that both decision-makers and decision-recipients have clarity on which actions are incentivized by the chosen model. While…

2019-10-13abs ↗pdf ↗

This paper examines the stability of learned explanations for black-box predictions via model distillation with decision trees. One approach to intelligibility in machine learning is to use an understandable `student' model to mimic the output of an accurate `teacher'. Here, we consider the use of regression trees as a…

2018-08-22abs ↗pdf ↗

Neural Additive Models combine neural nets with interpretable models for high stakes tasks.

problem Inability to understand how neural networks make decisions.
method Combines neural nets with generalized additive models to create Neural Additive Models (NAMs).
result NAMs are more accurate than intelligible models and as accurate as state-of-the-art generalized additive models.

Proposes a new method for fairness in machine learning with multiple protected attributes.

problem Ensuring fairness in machine learning models with continuous and multiple protected attributes.
method Distance covariance regularisation framework to mitigate association between model predictions and protected attributes.
result Demonstrates effectiveness in mitigating fairness gerrymandering in regression tasks.

A popular methodology for building binary decision-making classifiers in the presence of imperfect information is to first construct a non-binary "scoring" classifier that is calibrated over all protected groups, and then to post-process this score to obtain a binary decision. We study the feasibility of achieving vari…

2018-10-03abs ↗pdf ↗