Blind pareto fairness and subgroup robustness


In this work, we propose BPF, an algorithm that provably converges to a properly Pareto minimax solution, it requires minimal modifications to the standard learning pipeline of a standard model, and can scale easily to large datasets. Our results on a variety of standard fairness datasets show that this approach reduces worst-case risk as expected, and produces better models than competing methods for the low-risk population, thereby avoiding unnecessary harm. It identifies high risk samples and is easy to interpret since the user can control the optimal adversary through the use of a target worst partition size.
If a policymaker has a desired risk tradeoff instead of a target group size, we can search for the smallest partition size achieving this tradeoff using the proposed BPF; this now guarantees that the recovered model can satisfy this risk tradeoff for the worst possible partition up to a size, and for any smaller partition size there exists a partition such that this tradeoff is violated. Moreover, the tradeoffs between the worst and best group for a fixed group size can be controlled with the weight’s lower bound.
Future work includes incorporating additional domain-specific constraints on the worst partition and developing an algorithm that combines BPF with knowledge about somesubgroups that must be protected as well.