Calibrated Data-Dependent Constraints with Exact Satisfaction Guarantees
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Abstract (arXiv)
We consider the task of training machine learning models with data-dependent constraints. Such constraints often arise as empirical versions of expected value constraints that enforce fairness or stability goals. We reformulate data-dependent constraints so that they are calibrated: enforcing the reformulated constraints guarantees that their expected value counterparts are satisfied with a user-prescribed probability. The resulting optimization problem is amendable to standard stochastic optimization algorithms, and we demonstrate the efficacy of our method on a fairness-sensitive classification task where we wish to guarantee the classifier's fairness (at test time).
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References · 17
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- 2016Statistics of Robust Optimization: A Generalized Empirical Likelihood Approachcited by 182
- 2019Fair Regression: Quantitative Definitions and Reduction-based Algorithmscited by 168
- 2016Variance-based regularization with convex objectivescited by 153
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- 2018Optimization with Non-Differentiable Constraints with Applications to Fairness, Recall, Churn, and Other Goalscited by 103
- 2016Satisfying Real-world Goals with Dataset Constraintscited by 68
- 2018Two-Player Games for Efficient Non-Convex Constrained Optimizationcited by 55
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- 2018Training Well-Generalizing Classifiers for Fairness Metrics and Other Data-Dependent Constraintscited by 53
- 2016Scalable Learning of Non-Decomposable Objectivescited by 40
- 2020SenSeI: Sensitive Set Invariance for Enforcing Individual Fairnesscited by 37
- 2016Recovering Best Statistical Guarantees via the Empirical Divergence-based Distributionally Robust Optimizationcited by 33
- 2017Robust Regression via Mutivariate Regression Depthcited by 20
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