The Sensitivity of Counterfactual Fairness to Unmeasured Confounding

Causal approaches to fairness have seen substantial recent interest, both from the machine learning community and from wider parties interested in ethical prediction algorithms. In no small part, this has been due to the fact that causal models allow one to simultaneously leverage data and expert knowledge to remove discriminatory effects from predictions. However, one of the primary assumptions in causal modeling is that you know the causal graph. This introduces a new opportunity for bias, caused by misspecifying the causal model. One common way for misspecification to occur is via unmeasured confounding: the true causal effect between variables is partially described by unobserved quantities. In this work we design tools to assess the sensitivity of fairness measures to this confounding for the popular class of non-linear additive noise models (ANMs). Specifically, we give a procedure for computing the maximum difference between two counterfactually fair predictors, where one has become biased due to confounding. For the case of bivariate confounding our technique can be swiftly computed via a sequence of closed-form updates. For multivariate confounding we give an algorithm that can be efficiently solved via automatic differentiation. We demonstrate our new sensitivity analysis tools in real-world fairness scenarios to assess the bias arising from confounding.Comment: published at UAI 201

Towards Sensitivity Analysis: A Workflow

Establishing causal claims is one of the primary endeavors in sociological research. Statistical causal inference is a promising way to achieve this through the potential outcome framework or structural causal models, which are based on a set of identification assumptions. However, identification assumptions are often not fully discussed in practice, which harms the validity of causal claims. In this article, we focus on the unmeasurededness assumption that assumes no unmeasured confounders in models, which is often violated in practice. This article reviews a set of papers in two leading sociological journals to check the practice of causal inference and relevant identification assumptions, indicating the lack of discussion on sensitivity analysis methods on unconfoundedness in practice. And then, a blueprint of how to conduct sensitivity analysis methods on unconfoundedness is built, including six steps of proper choices on practices of sensitivity analysis to evaluate the impacts of unmeasured confounders