Counterfactually Fair Regression via Optimal Transport

We consider the problem of learning a counterfactually fair regressor. We adopt a causal uncertainty view in which counterfactual fairness is defined with resampled noise. We focus on obtaining theoretical fairness guarantees for a new post-processing estimator. We begin by showing that counterfactual fairness is equivalent to satisfying demographic parity conditional on the latent variable. This allows us to provide a closed-form expression of the optimal fair regressor via a barycentric quantile map. In order to handle continuous latent variables, we propose a discretized post-processing method. Then, under mild regularity assumptions, we prove high-probability finite-sample fairness guarantees for our estimator, providing an unfairness decay at rate tilde O(n-1/3), and establishing a matching risk bound of order tilde O(n-1/3). We provide a matching lower bound on the excess risk of almost fair predictions. Finally, we extend our results to the setting of relaxed counterfactual fairness. We validate our approach on real-world and synthetic data.