36 research outputs found
Removing the influence of a group variable in high-dimensional predictive modelling
In many application areas, predictive models are used to support or make
important decisions. There is increasing awareness that these models may
contain spurious or otherwise undesirable correlations. Such correlations may
arise from a variety of sources, including batch effects, systematic
measurement errors, or sampling bias. Without explicit adjustment, machine
learning algorithms trained using these data can produce poor out-of-sample
predictions which propagate these undesirable correlations. We propose a method
to pre-process the training data, producing an adjusted dataset that is
statistically independent of the nuisance variables with minimum information
loss. We develop a conceptually simple approach for creating an adjusted
dataset in high-dimensional settings based on a constrained form of matrix
decomposition. The resulting dataset can then be used in any predictive
algorithm with the guarantee that predictions will be statistically independent
of the group variable. We develop a scalable algorithm for implementing the
method, along with theory support in the form of independence guarantees and
optimality. The method is illustrated on some simulation examples and applied
to two case studies: removing machine-specific correlations from brain scan
data, and removing race and ethnicity information from a dataset used to
predict recidivism. That the motivation for removing undesirable correlations
is quite different in the two applications illustrates the broad applicability
of our approach.Comment: Update. 18 pages, 3 figure