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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.

168,742 papers · 148 categories

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17345168 · Jun 202019922001200920172026
48 results for linear-fractional fairness

New framework for fair classification in adversarial settings with provable guarantees.

problem Fairness in classification with adversarial perturbations of protected attributes.
method Optimization framework for learning fair classifiers with provable guarantees.
result Near-tightness of accuracy and fairness guarantees for multiple protected attributes and various hypothesis classes.

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.

Framework for fair classification with noisy protected attributes and provable guarantees.

problem Fair classification with noisy protected attributes.
method Optimization framework for linear and linear-fractional fairness constraints, handling multiple non-binary attributes.
result Provably fair classifier with minimal accuracy loss, even with large noise.

The study connects fairness constraints with optimal transport to derive new insights in classification.

problem Ensuring fairness in classification models without sacrificing performance.
method Using Wasserstein barycenters and optimal transport, the study characterizes optimal classification functions under fairness constraints.
result Maximizing fairness under demographic parity is equivalent to solving a regression problem.

Method predicts LFSM increments from past observations using codifference.

problem Forecasting LFSM increments from discrete-time observations.
method Uses codifference for serial dependence, with conditional expectation or projection for α>1α>1 or α<2α<2.
result Method shows promising performance in forecasting volatilities, capturing kurtosis and serial dependence.

A method for finding most influential sets reduces a complex problem to a sequence of simpler top-kk problems.

problem Identifying most influential subsets in complex models.
method Reduces the problem to a sequence of top-kk problems using Dinkelbach's method.
result The method returns a globally optimal set for the univariate ratio objective, including partial linear models.

Deep learning improves Hurst parameter estimation for fractional processes.

problem Estimating the Hurst parameter in fractional stochastic processes.
method Training Long Short-Term Memory (LSTM) networks on extensive datasets of fBm, fOU, and lfsm processes.
result LSTM outperforms traditional methods in fBm and fOU processes but has limited accuracy on lfsm.

For each n>0n > 0 there is a one complex parameter family of homeomorphisms of the circle consisting of linear fractional transformations `conjugated by zznz \to z^n'. We show that these families are free of relations, which determines the structure of `the group of homeomorphisms of finite type'. We also discuss a numbe…

2014-08-23abs ↗pdf ↗

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. Thi…

2008-09-09abs ↗pdf ↗

We construct a local action of the group of rational maps from S2S^2 to GL(n,C)GL(n,C) on local solutions of flows of the ZS-AKNS sl(n,C)sl(n,C)-hierarchy. We show that the actions of simple elements (linear fractional transformations) give local Bäcklund transformations, and we derive a permutability formula from different fact…

1998-05-18abs ↗pdf ↗

Given a binary prediction problem, which performance metric should the classifier optimize? We address this question by formalizing the problem of Metric Elicitation. The goal of metric elicitation is to discover the performance metric of a practitioner, which reflects her innate rewards (costs) for correct (incorrect)…

2018-06-05abs ↗pdf ↗

We study time-like surfaces in the three-dimensional Minkowski space with diagonalizable second fundamental form. On any time-like W-surface we introduce locally natural principal parameters and prove that such a surface is determined uniquely (up to motion) by a special invariant function, which satisfies a natural no…

2011-05-18abs ↗pdf ↗

Two simple methods learn fair metrics from data to improve fairness in ML tasks.

problem Lack of widely accepted fair metrics for many ML tasks hinders individual fairness adoption.
method Presented two simple ways to learn fair metrics from various data types.
result Fair training with learned metrics improves fairness on three ML tasks.

New concept of within-group fairness improves AI fairness without sacrificing accuracy.

problem Fairness issues in AI models treating individuals in the same sensitive group unfairly.
method Introducing within-group fairness, proposing mathematical definitions, and developing learning algorithms.
result Improves within-group fairness without sacrificing accuracy and between-group fairness.

H. Sato introduced a Schwarzian derivative of a contactomorphism of three-dimensional Euclidean space and with T. Ozawa described its basic properties. In this note their construction is extended to all odd dimensions and to non-flat contact projective structures. The contact projective Schwarzian derivative of a conta…

2004-05-19abs ↗pdf ↗

A new fairness metric for decision-making algorithms, conditioning on known fair variables.

problem Fairness issues in decision-making systems.
method Conditional fairness metric, Derivable Conditional Fairness Regularizer (DCFR), adversarial representation.
result Traditional fairness notations are special cases of the new conditional fairness notation.

Paper proposes a modified fairness constraint to address shortcomings of counterfactual fairness.

problem Counterfactual fairness is not a necessary condition for algorithmic fairness.
method Analyzed hypothetical scenario and explicated discrimination to develop causal relevance fairness.
result Causal relevance fairness is a modified constraint that circumvents shortcomings of counterfactual fairness.

DFL framework improves action and outcome fairness in policy learning.

problem Fairness in policy learning, especially action and outcome fairness.
method Integrates action and outcome fairness into a multi-objective optimization problem using a lexicographic weighted Tchebyshev method.
result DFL framework improves both action and outcome fairness with minimal value reduction.

The paper connects counterfactual fairness to robust prediction and group fairness using causal context.

problem The challenge of ensuring fairness in AI systems when counterfactuals cannot be directly observed.
method Using causal context to bridge counterfactual fairness, robust prediction, and group fairness.
result Counterfactual fairness is equivalent to group fairness metrics in specific contexts.

New fairness notion helps identify fair auditors for evaluating decision-support systems.

problem Identifying fair auditors to evaluate decision-support systems for bias.
method Introducing a non-comparative fairness notion based on desired system properties.
result The proposed fairness notion provides guarantees in terms of comparative fairness.

Algorithm samples fair rankings to ensure individual fairness while maintaining group fairness.

problem Fair ranking tasks with group fairness constraints and uncertainty in item utilities.
method Efficient algorithm that samples rankings from an individually-fair distribution ensuring group fairness.
result Expected utility of output ranking is at least α times optimal fair solution, where α depends on utilities and constraints.

The paper explores fairness in credit scoring using machine learning.

problem The lack of research on fair machine learning in credit scoring.
method Revisits statistical fairness criteria, catalogs algorithmic options, and empirically compares fairness processors.
result Multiple fairness criteria can be approximately satisfied at once, and fair processors deliver a good balance between profit and fairness.

Proposes FACT, a diagnostic for understanding group fairness trade-offs.

problem Group fairness notions often conflict with each other, requiring a cost in model performance.
method Characterizes trade-offs via the fairness-confusion tensor and optimizes accuracy and fairness objectives.
result Demonstrates the use of FACT on synthetic and real datasets to understand accuracy-fairness trade-offs.

Algorithmic fairness, and in particular the fairness of scoring and classification algorithms, has become a topic of increasing social concern and has recently witnessed an explosion of research in theoretical computer science, machine learning, statistics, the social sciences, and law. Much of the literature considers…

2018-06-15abs ↗pdf ↗

This paper improves fairness in recommendation systems by learning individual preferences across multiple dimensions.

problem Fairness in recommender systems, especially in areas with social impact.
method Opportunistic multi-aspect re-ranking approach that learns individual preferences and enhances provider fairness.
result Achieves a better trade-off between accuracy and fairness across multiple fairness dimensions.

A new algorithm COVA-FC improves subgroup-fair clustering efficiency.

problem Challenges in making cluster assignments independent of sensitive attributes in subgroups.
method Defining a subgroup-fairness gap, deriving a covariance-based surrogate, and introducing a continuous relaxation for efficient optimization.
result COVA-FC achieves competitive cost-fairness trade-offs and improves computational efficiency.

Algorithm identifies intended fairness constraints from expert demonstrations for fair clustering.

problem Fair clustering challenges due to incomplete fairness constraints.
method Algorithm identifies fairness metric from expert demonstrations and generates clusters.
result Algorithm identifies and generates fair clusters from limited expert demonstrations.