FairCanary: Rapid Continuous Explainable Fairness

Machine Learning (ML) models are being used in all facets of today's society to make high stake decisions like bail granting or credit lending, with very minimal regulations. Such systems are extremely vulnerable to both propagating and amplifying social biases, and have therefore been subject to growing research interest. One of the main issues with conventional fairness metrics is their narrow definitions which hide the complete extent of the bias by focusing primarily on positive and/or negative outcomes, whilst not paying attention to the overall distributional shape. Moreover, these metrics are often contradictory to each other, are severely restrained by the contextual and legal landscape of the problem, have technical constraints like poor support for continuous outputs, the requirement of class labels, and are not explainable. In this paper, we present Quantile Demographic Drift, which addresses the shortcomings mentioned above. This metric can also be used to measure intra-group privilege. It is easily interpretable via existing attribution techniques, and also extends naturally to individual fairness via the principle of like-for-like comparison. We make this new fairness score the basis of a new system that is designed to detect bias in production ML models without the need for labels. We call the system FairCanary because of its capability to detect bias in a live deployed model and narrow down the alert to the responsible set of features, like the proverbial canary in a coal mine

Robust Fairness under Covariate Shift

Making predictions that are fair with regard to protected group membership (race, gender, age, etc.) has become an important requirement for classification algorithms. Existing techniques derive a fair model from sampled labeled data relying on the assumption that training and testing data are identically and independently drawn (iid) from the same distribution. In practice, distribution shift can and does occur between training and testing datasets as the characteristics of individuals interacting with the machine learning system change. We investigate fairness under covariate shift, a relaxation of the iid assumption in which the inputs or covariates change while the conditional label distribution remains the same. We seek fair decisions under these assumptions on target data with unknown labels. We propose an approach that obtains the predictor that is robust to the worst-case in terms of target performance while satisfying target fairness requirements and matching statistical properties of the source data. We demonstrate the benefits of our approach on benchmark prediction tasks