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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 max-min fairness

ARL improves fairness without protected features, showing AUC improvements for worst-case groups.

problem Training fairness in ML without known protected features.
method Adversarially Reweighted Learning (ARL) using non-protected features and task labels.
result ARL improves Rawlsian Max-Min fairness with notable AUC improvements for worst-case groups.

New framework for fair online allocation in continuous time with deadlines.

problem Fair allocation under deadlines in continuous-time online learning.
method Continuous-time utility maximization, dual ascent optimization for time averages.
result Achieves ildeO(B1/2) ilde{O}(B^{-1/2}) regret bound in the absence of statistical knowledge.

New algorithm solves fair PCA, robust PCA, and sparse PCA problems efficiently.

problem Fair Principal Component Analysis (FPCA) to ensure fairness in PCA solutions.
method Iterative MM algorithm with SDP reformulation to quadratic program.
result Algorithm monotonically improves fairness objectives at each iteration.

Framework predicts and prepares for rain-induced microwave link attenuation.

problem Severe signal attenuation due to weather conditions degrades network performance.
method Predictive Network Reconfiguration (PNR) framework using LSTM for attenuation prediction and MSNR for dynamic routing.
result Framework improves network utilization by more than 200% compared to reactive algorithms.

Max-min margin Markov networks improve consistency in structured prediction.

problem Statistical inconsistency in max-margin methods for structured prediction.
method Defining a max-min margin formulation to overcome statistical inconsistency.
result Proves consistency and provides an explicit algorithm with finite sample generalization bounds.

Let MM be a stratum of a compact stratified space AA. It is equipped with a general adapted metric gg, which is slightly more general than the adapted metrics of Nagase and Brasselet-Hector-Saralegi. In particular, gg has a general type, which is an extension of the type of an adapted metric. A restriction on this …

2015-07-27abs ↗pdf ↗

Optimal best arm identification for multi-objective bandits with fixed error probability.

problem Identifying the best arm for each of multiple objectives with fixed confidence.
method Surrogate proportions to sample arms at each time step, eliminating max-min optimisation.
result Asymptotically optimal algorithm for multi-objective best arm identification.

A new method solves the projection robust Wasserstein distance problem efficiently.

problem Computing the projection robust Wasserstein distance is challenging due to the curse of dimensionality.
method Riemannian block coordinate descent (RBCD) method to solve the regularized max-min problem over the Stiefel manifold.
result RBCD method significantly improves the complexity of obtaining an ε-stationary point compared to existing methods.

In a pathbreaking paper, Cover and Ordentlich (1998) solved a max-min portfolio game between a trader (who picks an entire trading algorithm, θ()θ(\cdot)) and "nature," who picks the matrix XX of gross-returns of all stocks in all periods. Their (zero-sum) game has the payoff kernel Wθ(X)/D(X)W_θ(X)/D(X), where Wθ(X)W_θ(X) is the…

2018-10-04abs ↗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.

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.

We derive a closed form portfolio optimization rule for an investor who is diffident about mean return and volatility estimates, and has a CRRA utility. The novelty is that confidence is here represented using ellipsoidal uncertainty sets for the drift, given a volatility realization. This specification affords a simpl…

2015-02-10abs ↗pdf ↗

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.

Develops optimal decision-making framework for uncertain counterfactuals.

problem Ensuring reliability of predictions in high-stakes decisions.
method Policy-Coupled Risk-Averse Conformal Prediction (PC-RACP).
result Optimal prediction sets for counterfactual decisions with valid coverage.

In this paper, we study counterfactual fairness in text classification, which asks the question: How would the prediction change if the sensitive attribute referenced in the example were different? Toxicity classifiers demonstrate a counterfactual fairness issue by predicting that "Some people are gay" is toxic while "…

2018-09-27abs ↗pdf ↗

New algorithm tackles subgroup fairness in AI with multiple sensitive attributes.

problem Heavy computational burdens and data sparsity in subgroup fairness for multiple sensitive attributes.
method Doubly Regressing Adversarial learning (DRAF) for subgroup fairness, focusing on subgroups with sufficient sample sizes and marginal fairness.
result DRAF algorithm reduces a surrogate fairness gap for supIPM with less computation than directly reducing supIPM.