Efficient Fair Principal Component Analysis
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The flourishing assessments of fairness measure in machine learning algorithms have shown that dimension reduction methods such as PCA treat data from different sensitive groups unfairly. In particular, by aggregating data of different groups, the reconstruction error of the learned subspace becomes biased towards some populations that might hurt or benefit those groups inherently, leading to an unfair representation. On the other hand, alleviating the bias to protect sensitive groups in learning the optimal projection, would lead to a higher reconstruction error overall. This introduces a trade-off between sensitive groups' sacrifices and benefits, and the overall reconstruction error. In this paper, in pursuit of achieving fairness criteria in PCA, we introduce a more efficient notion of Pareto fairness, cast the Pareto fair dimensionality reduction as a multi-objective optimization problem, and propose an adaptive gradient-based algorithm to solve it. Using the notion of Pareto optimality, we can guarantee that the solution of our proposed algorithm belongs to the Pareto frontier for all groups, which achieves the optimal trade-off between those aforementioned conflicting objectives. This framework can be efficiently generalized to multiple group sensitive features, as well. We provide convergence analysis of our algorithm for both convex and non-convex objectives and show its efficacy through empirical studies on different datasets, in comparison with the state-of-the-art algorithm.
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