论文标题
识别,衡量和减轻对监督学习模型的个人不公平和对信用风险模型的应用
Identifying, measuring, and mitigating individual unfairness for supervised learning models and application to credit risk models
论文作者
论文摘要
在过去的几年中,人工智能(AI)吸引了包括金融服务(FS)在内的各个行业的关注。 AI通过提高生产力和提高风险管理,对金融服务产生了积极影响。尽管AI可以提供有效的解决方案,但它有可能带来意想不到的后果。这样的结果之一是与AI相关的不公平和与公平相关的危害的明显影响。这些与公平相关的危害可能涉及对个体的差异治疗。例如,不公平地拒绝向某些个人或个人群体贷款。在本文中,我们专注于识别和减轻个人不公平性,并利用该领域中最近发表的一些技术,尤其是适用于信用裁决用例。我们还研究了实现个人公平的技术在多大程度上有效地实现群体公平。我们在这项工作中的主要贡献是功能化两步训练过程,该过程涉及使用原始数据的一小部分学习从小组意识中学习公平的相似度指标,并使用排除敏感功能的其余数据来训练单独的“公平”分类器。这种两步技术的关键特征与其灵活性有关,即,在第二步中可以与任何其他个人公平算法一起使用,在第一步中获得的公平度量。此外,我们开发了第二个度量标准(与公平相似性指标不同),以确定模型对相似个体的处理方式。我们使用此指标将“公平”模型与其基线模型根据个人公平价值进行比较。最后,提出了一些与个人不公平缓解技术相对应的实验结果。
In the past few years, Artificial Intelligence (AI) has garnered attention from various industries including financial services (FS). AI has made a positive impact in financial services by enhancing productivity and improving risk management. While AI can offer efficient solutions, it has the potential to bring unintended consequences. One such consequence is the pronounced effect of AI-related unfairness and attendant fairness-related harms. These fairness-related harms could involve differential treatment of individuals; for example, unfairly denying a loan to certain individuals or groups of individuals. In this paper, we focus on identifying and mitigating individual unfairness and leveraging some of the recently published techniques in this domain, especially as applicable to the credit adjudication use case. We also investigate the extent to which techniques for achieving individual fairness are effective at achieving group fairness. Our main contribution in this work is functionalizing a two-step training process which involves learning a fair similarity metric from a group sense using a small portion of the raw data and training an individually "fair" classifier using the rest of the data where the sensitive features are excluded. The key characteristic of this two-step technique is related to its flexibility, i.e., the fair metric obtained in the first step can be used with any other individual fairness algorithms in the second step. Furthermore, we developed a second metric (distinct from the fair similarity metric) to determine how fairly a model is treating similar individuals. We use this metric to compare a "fair" model against its baseline model in terms of their individual fairness value. Finally, some experimental results corresponding to the individual unfairness mitigation techniques are presented.