Measuring Unfairness through Game-Theoretic Interpretability

One often finds in the literature connections between measures of fairness and measures of feature importance employed to interpret trained classifiers. However, there seems to be no study that compares fairness measures and feature importance measures. In this paper we propose ways to evaluate and compare such measures. We focus in particular on SHAP, a game-theoretic measure of feature importance; we present results for a number of unfairness-prone datasets.