Mitigating Discrimination in Insurance with Wasserstein Barycenters

The insurance industry is heavily reliant on predictions of risks based on characteristics of potential customers. Although the use of said models is common, researchers have long pointed out that such practices perpetuate discrimination based on sensitive features such as gender or race. Given that such discrimination can often be attributed to historical data biases, an elimination or at least mitigation is desirable. With the shift from more traditional models to machine-learning based predictions, calls for greater mitigation have grown anew, as simply excluding sensitive variables in the pricing process can be shown to be ineffective. In this article, we first investigate why predictions are a necessity within the industry and why correcting biases is not as straightforward as simply identifying a sensitive variable. We then propose to ease the biases through the use of Wasserstein barycenters instead of simple scaling. To demonstrate the effects and effectiveness of the approach we employ it on real data and discuss its implications

Fairness in Multi-Task Learning via Wasserstein Barycenters

Algorithmic Fairness is an established field in machine learning that aims to reduce biases in data. Recent advances have proposed various methods to ensure fairness in a univariate environment, where the goal is to de-bias a single task. However, extending fairness to a multi-task setting, where more than one objective is optimised using a shared representation, remains underexplored. To bridge this gap, we develop a method that extends the definition of \textit{Strong Demographic Parity} to multi-task learning using multi-marginal Wasserstein barycenters. Our approach provides a closed form solution for the optimal fair multi-task predictor including both regression and binary classification tasks. We develop a data-driven estimation procedure for the solution and run numerical experiments on both synthetic and real datasets. The empirical results highlight the practical value of our post-processing methodology in promoting fair decision-making

A Sequentially Fair Mechanism for Multiple Sensitive Attributes

In the standard use case of Algorithmic Fairness, the goal is to eliminate the relationship between a sensitive variable and a corresponding score. Throughout recent years, the scientific community has developed a host of definitions and tools to solve this task, which work well in many practical applications. However, the applicability and effectivity of these tools and definitions becomes less straightfoward in the case of multiple sensitive attributes. To tackle this issue, we propose a sequential framework, which allows to progressively achieve fairness across a set of sensitive features. We accomplish this by leveraging multi-marginal Wasserstein barycenters, which extends the standard notion of Strong Demographic Parity to the case with multiple sensitive characteristics. This method also provides a closed-form solution for the optimal, sequentially fair predictor, permitting a clear interpretation of inter-sensitive feature correlations. Our approach seamlessly extends to approximate fairness, enveloping a framework accommodating the trade-off between risk and unfairness. This extension permits a targeted prioritization of fairness improvements for a specific attribute within a set of sensitive attributes, allowing for a case specific adaptation. A data-driven estimation procedure for the derived solution is developed, and comprehensive numerical experiments are conducted on both synthetic and real datasets. Our empirical findings decisively underscore the practical efficacy of our post-processing approach in fostering fair decision-making

Addressing Fairness and Explainability in Image Classification Using Optimal Transport

Algorithmic Fairness and the explainability of potentially unfair outcomes are crucial for establishing trust and accountability of Artificial Intelligence systems in domains such as healthcare and policing. Though significant advances have been made in each of the fields separately, achieving explainability in fairness applications remains challenging, particularly so in domains where deep neural networks are used. At the same time, ethical data-mining has become ever more relevant, as it has been shown countless times that fairness-unaware algorithms result in biased outcomes. Current approaches focus on mitigating biases in the outcomes of the model, but few attempts have been made to try to explain \emph{why} a model is biased. To bridge this gap, we propose a comprehensive approach that leverages optimal transport theory to uncover the causes and implications of biased regions in images, which easily extends to tabular data as well. Through the use of Wasserstein barycenters, we obtain scores that are independent of a sensitive variable but keep their marginal orderings. This step ensures predictive accuracy but also helps us to recover the regions most associated with the generation of the biases. Our findings hold significant implications for the development of trustworthy and unbiased AI systems, fostering transparency, accountability, and fairness in critical decision-making scenarios across diverse domains

Parametric Fairness with Statistical Guarantees

Algorithmic fairness has gained prominence due to societal and regulatory concerns about biases in Machine Learning models. Common group fairness metrics like Equalized Odds for classification or Demographic Parity for both classification and regression are widely used and a host of computationally advantageous post-processing methods have been developed around them. However, these metrics often limit users from incorporating domain knowledge. Despite meeting traditional fairness criteria, they can obscure issues related to intersectional fairness and even replicate unwanted intra-group biases in the resulting fair solution. To avoid this narrow perspective, we extend the concept of Demographic Parity to incorporate distributional properties in the predictions, allowing expert knowledge to be used in the fair solution. We illustrate the use of this new metric through a practical example of wages, and develop a parametric method that efficiently addresses practical challenges like limited training data and constraints on total spending, offering a robust solution for real-life applications

Runtime Hardware Reconfiguration in Wireless Sensor Networks for Condition Monitoring

The integration of miniaturized heterogeneous electronic components has enabled the deployment of tiny sensing platforms empowered by wireless connectivity known as wireless sensor networks. Thanks to an optimized duty-cycled activity, the energy consumption of these battery-powered devices can be reduced to a level where several years of operation is possible. However, the processing capability of currently available wireless sensor nodes does not scale well with the observation of phenomena requiring a high sampling resolution. The large amount of data generated by the sensors cannot be handled efficiently by low-power wireless communication protocols without a preliminary filtering of the information relevant for the application. For this purpose, energy-efficient, flexible, fast and accurate processing units are required to extract important features from the sensor data and relieve the operating system from computationally demanding tasks. Reconfigurable hardware is identified as a suitable technology to fulfill these requirements, balancing implementation flexibility with performance and energy-efficiency. While both static and dynamic power consumption of field programmable gate arrays has often been pointed out as prohibitive for very-low-power applications, recent programmable logic chips based on non-volatile memory appear as a potential solution overcoming this constraint. This thesis first verifies this assumption with the help of a modular sensor node built around a field programmable gate array based on Flash technology. Short and autonomous duty-cycled operation combined with hardware acceleration efficiently drop the energy consumption of the device in the considered context. However, Flash-based devices suffer from restrictions such as long configuration times and limited resources, which reduce their suitability for complex processing tasks. A template of a dynamically reconfigurable architecture built around coarse-grained reconfigurable function units is proposed in a second part of this work to overcome these issues. The module is conceived as an overlay of the sensor node FPGA increasing the implementation flexibility and introducing a standardized programming model. Mechanisms for virtual reconfiguration tailored for resource-constrained systems are introduced to minimize the overhead induced by this genericity. The definition of this template architecture leaves room for design space exploration and application- specific customization. Nevertheless, this aspect must be supported by appropriate design tools which facilitate and automate the generation of low-level design files. For this purpose, a software tool is introduced to graphically configure the architecture and operation of the hardware accelerator. A middleware service is further integrated into the wireless sensor network operating system to bridge the gap between the hardware and the design tools, enabling remote reprogramming and scheduling of the hardware functionality at runtime. At last, this hardware and software toolchain is applied to real-world wireless sensor network deployments in the domain of condition monitoring. This category of applications often require the complex analysis of signals in the considered range of sampling frequencies such as vibrations or electrical currents, making the proposed system ideally suited for the implementation. The flexibility of the approach is demonstrated by taking examples with heterogeneous algorithmic specifications. Different data processing tasks executed by the sensor node hardware accelerator are modified at runtime according to application requests

Bayesian Numerical Integration with Neural Networks

Bayesian probabilistic numerical methods for numerical integration offer significant advantages over their non-Bayesian counterparts: they can encode prior information about the integrand, and can quantify uncertainty over estimates of an integral. However, the most popular algorithm in this class, Bayesian quadrature, is based on Gaussian process models and is therefore associated with a high computational cost. To improve scalability, we propose an alternative approach based on Bayesian neural networks which we call Bayesian Stein networks. The key ingredients are a neural network architecture based on Stein operators, and an approximation of the Bayesian posterior based on the Laplace approximation. We show that this leads to orders of magnitude speed-ups on the popular Genz functions benchmark, and on challenging problems arising in the Bayesian analysis of dynamical systems, and the prediction of energy production for a large-scale wind farm

Comb-based WDM transmission at 10 Tbit/s using a DC-driven quantum-dash mode-locked laser diode

Chip-scale frequency comb generators have the potential to become key building blocks of compact wavelength-division multiplexing (WDM) transceivers in future metropolitan or campus-area networks. Among the various comb generator concepts, quantum-dash (QD) mode-locked laser diodes (MLLD) stand out as a particularly promising option, combining small footprint with simple operation by a DC current and offering flat broadband comb spectra. However, the data transmission performance achieved with QD-MLLD was so far limited by strong phase noise of the individual comb tones, restricting experiments to rather simple modulation formats such as quadrature phase shift keying (QPSK) or requiring hard-ware-based compensation schemes. Here we demonstrate that these limitations can be over-come by digital symbol-wise phase tracking algorithms, avoiding any hardware-based phase-noise compensation. We demonstrate 16QAM dual-polarization WDM transmission on 38 channels at an aggregate net data rate of 10.68 Tbit/s over 75 km of standard single-mode fiber. To the best of our knowledge, this corresponds to the highest data rate achieved through a DC-driven chip-scale comb generator without any hardware-based phase-noise reduction schemes