Intersectional Divergence: Measuring Fairness in Regression

Abstract: Research on fairness in machine learning has been mainly framed in the context of classification tasks, leaving critical gaps in regression. In this paper, we propose a seminal approach to measure intersectional fairness in regression tasks, going beyond the focus on single protected attributes from existing work to consider combinations of all protected attributes. Furthermore, we contend that it is insufficient to measure the average error of groups without regard for imbalanced domain preferences. To this end, we propose Intersectional Divergence (ID) as the first fairness measure for regression tasks that 1) describes fair model behavior across multiple protected attributes and 2) differentiates the impact of predictions in target ranges most relevant to users. We extend our proposal demonstrating how ID can be adapted into a loss function, IDLoss, and used in optimization problems. Through an extensive experimental evaluation, we demonstrate how ID allows unique insights into model behavior and fairness, and how incorporating IDLoss into optimization can considerably improve single-attribute and intersectional model fairness while maintaining a competitive balance in predictive performance.