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https://github.com/feedzai/fair-automl

Repo for the paper "Promoting Fairness through Hyperparameter Optimization" @ ICDM 2021
https://github.com/feedzai/fair-automl

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Repo for the paper "Promoting Fairness through Hyperparameter Optimization" @ ICDM 2021

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README

          

# Promoting Fairness through Hyperparameter Optimization

This repository contains ML artifacts and other materials from the experiments performed on the [paper](https://arxiv.org/pdf/2103.12715.pdf).

## Key Contributions

- An approach for promoting model fairness that can be easily plugged into current ML pipelines with no extra development or computational cost.
- A set of competitive fairness-aware HO algorithms for multi-objective optimization of the fairness-accuracy trade-off that are agnostic to both the explored hyperparameter space and the objective metrics.
- Strong empirical evidence that hyperparameter optimization (HO) is an effective way to navigate the fairness-accuracy trade-off.
- A heuristic to automatically set the fairness-accuracy trade-off parameter.
- Competitive results on a real-world fraud detection use case, as well as on three datasets from the fairness literature (Adult, COMPAS, Donors Choose).

## Repository Structure

- [`data`](data) contains detailed artifacts generated from each experiment;
- `all_tuner_iters_evals_.csv.gz` contains all HO iterations from all tuners for each dataset;
- `_non-aggregated-results.csv` contains one row per each HO run, for all tuners except TPE and FairTPE;
- `all-datasets-with-TPE-tuner_non-aggregated-results.csv` contains one row per each HO run for TPE and FairTPE (all datasets on the same file);
- `results_all_datasets.csv` contains one row per each HO run for all tuners, for all datasets;
- `AOF-EG-experiment_non-aggregated-results.csv` contains data from the EG experiment (adding the Exponentiated Gradient reduction bias-reduction method to the search space);
- [`code`](code) contains misc. jupyter notebooks used for the paper;
- [`code/plots.ipynb`](code/plots.ipynb) generates plots for all datasets from the provided data files;
- [`code/stats.ipynb`](code/stats.ipynb) computes validation/test results for each experiment, as well as p-values of statistical difference between hyperparameter tuners;
- [`imgs`](imgs) contains all generated plots for all datasets (all plots from the paper plus a few that didn't make it due to space);
- [`hyperparameters`](hyperparameters) contains details on the hyperparameter search space used for all HO tasks;

## Fairband: Selected Fairness-Accuracy Trade-off, discriminated by Model Type

![EG Experiment on AOF dataset](imgs/AOF/AOF_fairness_performance_selected_by_model_type.png)

- Plot for the EG experiment on the Adult dataset [here](imgs/Adult/Adult_fairness_performance_selected_by_model_type.png).
- _Experiment:_ running Fairband (15 runs) on the AOF and Adult datasets, supplied with the following model choices: Neural Network (NN), Random Forest (RF), Decision Tree (DT), Logistic Regression (LR), LightGBM (LGBM), and Exponentiated Gradient reduction for fair classification (EG).
- EG is a state-of-the-art bias reduction method available at [fairlearn](https://github.com/fairlearn/fairlearn).
- As shown by the plot, **blindly applying bias reduction techniques may lead to suboptimal fairness-accuracy trade-offs**. In this example, EG is dominated by LGBM models on the AOF dataset, and by NN models on the Adult dataset. Fairband should be used in conjunction with a wide portfolio of model choices to achieve fairness.

## Citing
```
@inproceedings{cruz2021promoting,
title={Promoting Fairness through Hyperparameter Optimization},
author={Cruz, Andr{\'{e}} F. and Saleiro, Pedro and Bel{\'{e}}m, Catarina and Soares, Carlos and Bizarro, Pedro},
booktitle={2021 {IEEE} International Conference on Data Mining ({ICDM})},
year={2021},
pages={1036-1041},
publisher={{IEEE}},
url={https://doi.org/10.1109/ICDM51629.2021.00119},
doi={10.1109/ICDM51629.2021.00119}
}
```