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BiFair: Training Fair Models with Bilevel Optimization

by   Mustafa Safa Ozdayi, et al.

Prior studies have shown that, training machine learning models via empirical loss minimization to maximize a utility metric (e.g., accuracy), might yield models that make discriminatory predictions. To alleviate this issue, we develop a new training algorithm, named BiFair, which jointly minimizes for a utility, and a fairness loss of interest. Crucially, we do so without directly modifying the training objective, e.g., by adding regularization terms. Rather, we learn a set of weights on the training dataset, such that, training on the weighted dataset ensures both good utility, and fairness. The dataset weights are learned in concurrence to the model training, which is done by solving a bilevel optimization problem using a held-out validation dataset. Overall, this approach yields models with better fairness-utility trade-offs. Particularly, we compare our algorithm with three other state-of-the-art fair training algorithms over three real-world datasets, and demonstrate that, BiFair consistently performs better, i.e., we reach to better values of a given fairness metric under same, or higher accuracy. Further, our algorithm is scalable. It is applicable both to simple models, such as logistic regression, as well as more complex models, such as deep neural networks, as evidenced by our experimental analysis.


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