Fair Feature Selection: A Comparison of Multi-Objective Genetic Algorithms

Machine learning classifiers are widely used to make decisions with a major impact on people's lives (e.g. accepting or denying a loan, hiring decisions, etc). In such applications,the learned classifiers need to be both accurate and fair with respect to different groups of people, with different values of variables such as sex and race. This paper focuses on fair feature selection for classification, i.e. methods that select a feature subset aimed at maximising both the accuracy and the fairness of the predictions made by a classifier. More specifically, we compare two recently proposed Genetic Algorithms (GAs) for fair feature selection that are based on two different multi-objective optimisation approaches: (a) a Pareto dominance-based GA; and (b) a lexicographic optimisation-based GA, where maximising accuracy has higher priority than maximising fairness. Both GAs use the same measures of accuracy and fairness, allowing for a controlled comparison. As far as we know, this is the first comparison between the Pareto and lexicographic approaches for fair classification. The results show that, overall, the lexicographic GA outperformed the Pareto GA with respect to accuracy without degradation of the fairness of the learned classifiers. This is an important result because at present nearly all GAs for fair classification are based on the Pareto approach, so these results suggest a promising new direction for research in this area.