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Promoting Fairness through Hyperparameter Optimization (2103.12715v2)

Published 23 Mar 2021 in cs.LG and cs.AI

Abstract: Considerable research effort has been guided towards algorithmic fairness but real-world adoption of bias reduction techniques is still scarce. Existing methods are either metric- or model-specific, require access to sensitive attributes at inference time, or carry high development or deployment costs. This work explores the unfairness that emerges when optimizing ML models solely for predictive performance, and how to mitigate it with a simple and easily deployed intervention: fairness-aware hyperparameter optimization (HO). We propose and evaluate fairness-aware variants of three popular HO algorithms: Fair Random Search, Fair TPE, and Fairband. We validate our approach on a real-world bank account opening fraud case-study, as well as on three datasets from the fairness literature. Results show that, without extra training cost, it is feasible to find models with 111% mean fairness increase and just 6% decrease in performance when compared with fairness-blind HO.

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Authors (5)
  1. André F. Cruz (7 papers)
  2. Pedro Saleiro (39 papers)
  3. Carlos Soares (43 papers)
  4. Pedro Bizarro (41 papers)
  5. Catarina Belém (6 papers)
Citations (22)

Summary

Insights into "Promoting Fairness through Hyperparameter Optimization"

The paper "Promoting Fairness through Hyperparameter Optimization" addresses a critical issue in ML systems—algorithmic bias. Authored by André F. Cruz et al., this work explores a practical intervention aimed at mitigating biases that arise when models are optimized solely for predictive accuracy. It proposes a fairness-aware approach to hyperparameter optimization (HO), which can be seamlessly integrated into existing ML pipelines with negligible additional cost.

Summary of Research

The paper explores the unfairness that can emerge due to the sole focus on predictive performance during model optimization. Often, real-world datasets embody biases that, when unaccounted for, lead to models that perpetuate those biases. The authors critique existing bias reduction techniques as lacking practicality for widespread adoption, as they are usually specific to particular metrics or models, and often require access to sensitive information during inference. This necessitates a more flexible, generalizable solution.

Proposed Solution

The proposed solution extends three popular HO algorithms—Random Search, Tree-structured Parzen Estimator (TPE), and Hyperband—by incorporating fairness objectives. These extensions, named Fair Random Search, Fair TPE, and Fairband respectively, guide the search towards model configurations that strike an optimal balance between fairness and performance.

  • Fair Random Search (FairRS) and Fair TPE utilize a weighted scalarization approach to query promising hyperparameters during exploration.
  • Fairband combines fairness notions within a bandit-based framework that offers strong anytime performance, optimizing for both predictive performance and fairness through an adaptive weighting scheme informed by a dynamic heuristic.

For Fairband, a heuristic dubbed FB-auto is introduced to automatically adjust the fairness-performance trade-off parameter, exploring the Pareto frontier efficiently.

Experimental Validation

The authors validate their approach through experiments conducted on a real-world dataset related to bank account fraud (AOF) and additional benchmark datasets from the fairness literature such as COMPAS. The results underscore the efficacy of fairness-aware HO in identifying configurations that present substantial improvements in fairness with minimal impact on model performance.

On the AOF dataset, the fairness-aware variants achieved over 100% improvement in the fairness metric, compared to traditional optimization techniques, with only a small decline in predictive performance. Notably, the average selected models allowed more equitable treatment of underprivileged subgroups without significant prediction losses.

Implications and Future Work

The paper positions fairness-aware hyperparameter optimization as a promising, pragmatic intervention for promoting fairness in ML systems. By integrating fairness directly into the hyperparameter tuning process, the method minimizes the implementation friction that often hinders the adoption of fairness-aware methods in industry settings. It allows stakeholders to evaluate different fairness-performance trade-offs more transparently and select configurations aligned with ethical and regulatory requirements.

Future work could explore integrating additional bias mitigation methods directly into the hyperparameter space and broader applicability across diverse ML models and tasks. Furthermore, real-world deployment and longitudinal studies could offer insights into the continued effectiveness of these fairness-aware models over time, as data distributions and fairness expectations evolve.

Through this research, Cruz et al. emphasize the non-trivial task of balancing fairness and performance, advocating for HO as a pivotal tool for real-world applications seeking to reconcile these often oppositional goals.

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