{iFair}: {L}earning Individually Fair Data Representations for Algorithmic Decision Making

People are rated and ranked, towards algorithmic decision making in an increasing number of applications, typically based on machine learning. Research on how to incorporate fairness into such tasks has prevalently pursued the paradigm of group fairness: ensuring that each ethnic or social group receives its fair share in the outcome of classifiers and rankings. In contrast, the alternative paradigm of individual fairness has received relatively little attention. This paper introduces a method for probabilistically clustering user records into a low-rank representation that captures individual fairness yet also achieves high accuracy in classification and regression models. Our notion of individual fairness requires that users who are similar in all task-relevant attributes such as job qualification, and disregarding all potentially discriminating attributes such as gender, should have similar outcomes. Since the case for fairness is ubiquitous across many tasks, we aim to learn general representations that can be applied to arbitrary downstream use-cases. We demonstrate the versatility of our method by applying it to classification and learning-to-rank tasks on two real-world datasets. Our experiments show substantial improvements over the best prior work for this setting

iFair: Learning Individually Fair Data Representations for Algorithmic Decision Making

People are rated and ranked, towards algorithmic decision making in an increasing number of applications, typically based on machine learning. Research on how to incorporate fairness into such tasks has prevalently pursued the paradigm of group fairness: giving adequate success rates to specifically protected groups. In contrast, the alternative paradigm of individual fairness has received relatively little attention, and this paper advances this less explored direction. The paper introduces a method for probabilistically mapping user records into a low-rank representation that reconciles individual fairness and the utility of classifiers and rankings in downstream applications. Our notion of individual fairness requires that users who are similar in all task-relevant attributes such as job qualification, and disregarding all potentially discriminating attributes such as gender, should have similar outcomes. We demonstrate the versatility of our method by applying it to classification and learning-to-rank tasks on a variety of real-world datasets. Our experiments show substantial improvements over the best prior work for this setting.Comment: Accepted at ICDE 2019. Please cite the ICDE 2019 proceedings versio

Dynamic Control of Explore/Exploit Trade-Off In Bayesian Optimization

Bayesian optimization offers the possibility of optimizing black-box operations not accessible through traditional techniques. The success of Bayesian optimization methods such as Expected Improvement (EI) are significantly affected by the degree of trade-off between exploration and exploitation. Too much exploration can lead to inefficient optimization protocols, whilst too much exploitation leaves the protocol open to strong initial biases, and a high chance of getting stuck in a local minimum. Typically, a constant margin is used to control this trade-off, which results in yet another hyper-parameter to be optimized. We propose contextual improvement as a simple, yet effective heuristic to counter this - achieving a one-shot optimization strategy. Our proposed heuristic can be swiftly calculated and improves both the speed and robustness of discovery of optimal solutions. We demonstrate its effectiveness on both synthetic and real world problems and explore the unaccounted for uncertainty in the pre-determination of search hyperparameters controlling explore-exploit trade-off.Comment: Accepted for publication in the proceedings of 2018 Computing Conferenc

Gaussian Processes with Context-Supported Priors for Active Object Localization

We devise an algorithm using a Bayesian optimization framework in conjunction with contextual visual data for the efficient localization of objects in still images. Recent research has demonstrated substantial progress in object localization and related tasks for computer vision. However, many current state-of-the-art object localization procedures still suffer from inaccuracy and inefficiency, in addition to failing to provide a principled and interpretable system amenable to high-level vision tasks. We address these issues with the current research. Our method encompasses an active search procedure that uses contextual data to generate initial bounding-box proposals for a target object. We train a convolutional neural network to approximate an offset distance from the target object. Next, we use a Gaussian Process to model this offset response signal over the search space of the target. We then employ a Bayesian active search for accurate localization of the target. In experiments, we compare our approach to a state-of-theart bounding-box regression method for a challenging pedestrian localization task. Our method exhibits a substantial improvement over this baseline regression method.Comment: 10 pages, 4 figure

Supervised Learning with Similarity Functions

We address the problem of general supervised learning when data can only be accessed through an (indefinite) similarity function between data points. Existing work on learning with indefinite kernels has concentrated solely on binary/multi-class classification problems. We propose a model that is generic enough to handle any supervised learning task and also subsumes the model previously proposed for classification. We give a "goodness" criterion for similarity functions w.r.t. a given supervised learning task and then adapt a well-known landmarking technique to provide efficient algorithms for supervised learning using "good" similarity functions. We demonstrate the effectiveness of our model on three important super-vised learning problems: a) real-valued regression, b) ordinal regression and c) ranking where we show that our method guarantees bounded generalization error. Furthermore, for the case of real-valued regression, we give a natural goodness definition that, when used in conjunction with a recent result in sparse vector recovery, guarantees a sparse predictor with bounded generalization error. Finally, we report results of our learning algorithms on regression and ordinal regression tasks using non-PSD similarity functions and demonstrate the effectiveness of our algorithms, especially that of the sparse landmark selection algorithm that achieves significantly higher accuracies than the baseline methods while offering reduced computational costs.Comment: To appear in the proceedings of NIPS 2012, 30 page

A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based selection of the next observation to make on the objective function, which must take into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling areas likely to offer improvement over the current best observation). We also present two detailed extensions of Bayesian optimization, with experiments---active user modelling with preferences, and hierarchical reinforcement learning---and a discussion of the pros and cons of Bayesian optimization based on our experiences