Learning Optimal Fair Decision Trees: Trade-offs Between Interpretability, Fairness, and Accuracy

Learning Optimal Fair Decision Trees: Trade-offs Between Interpretability, Fairness, and Accuracy
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学习最优公平决策树:可解释性、公平性和准确性之间的权衡

DOI:
10.1145/3600211.3604664
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发表时间:
2023
期刊:
ACM
影响因子:
--
通讯作者:
Vayanos, Phebe
Vayanos, Phebe
中科院分区:
--
文献类型:
--
作者:
Jo, Nathanael;Aghaei, Sina;Benson, Jack;Gomez, Andres;Vayanos, Phebe

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机器学习越来越多地应用于高风险领域,这些领域会影响到人们的生计,因此迫切需要可解释、公平和高度准确的算法。考虑到这些需求,我们提出了一个混合整数优化(MIO)框架,用于学习最优分类树-最可解释的模型之一-可以通过任意公平性约束进行扩展。为了更好地量化“可解释性的代价”,我们还提出了一种新的模型可解释性度量,称为决策复杂性,允许在不同类别的机器学习模型之间进行比较。我们将我们的方法与最先进的方法进行基准测试,以对流行数据集进行公平分类;在此过程中,我们对可解释性、公平性和预测准确性之间的权衡进行了首次全面分析。给定固定的差异阈值,与性能最好的复杂模型相比,我们的方法在样本外精度方面的可解释性成本约为4.2个百分点。然而,我们的方法始终发现几乎完全奇偶性的决策,而其他方法很少这样做。
The increasing use of machine learning in high-stakes domains – where people’s livelihoods are impacted – creates an urgent need for interpretable, fair, and highly accurate algorithms. With these needs in mind, we propose a mixed integer optimization (MIO) framework for learning optimal classification trees – one of the most interpretable models – that can be augmented with arbitrary fairness constraints. In order to better quantify the “price of interpretability”, we also propose a new measure of model interpretability called decision complexity that allows for comparisons across different classes of machine learning models. We benchmark our method against state-of-the-art approaches for fair classification on popular datasets; in doing so, we conduct one of the first comprehensive analyses of the trade-offs between interpretability, fairness, and predictive accuracy. Given a fixed disparity threshold, our method has a price of interpretability of about 4.2 percentage points in terms of out-of-sample accuracy compared to the best performing, complex models. However, our method consistently finds decisions with almost full parity, while other methods rarely do.
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