Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

We study an online classification problem with partial feedback in which individuals arrive one at a time from a fixed but unknown distribution, and must be classified as positive or negative. Our algorithm only observes the true label of an individual if they are given a positive classification. This setting captures many classification problems for which fairness is a concern: for example, in criminal recidivism prediction, recidivism is only observed if the inmate is released; in lending applications, loan repayment is only observed if the loan is granted. We require that our algorithms satisfy common statistical fairness constraints (such as equalizing false positive or negative rates -- introduced as "equal opportunity" in [18]) at every round, with respect to the underlying distribution. We give upper and lower bounds characterizing the cost of this constraint in terms of the regret rate (and show that it is mild), and give an oracle efficient algorithm that achieves the upper bound.

We introduce a new notion of the stability of computations, which holds under postprocessing and adaptive composition. We show that the notion is both necessary and sufficient to ensure generalization in the face of adaptivity, for any computations that respond to bounded-sensitivity linear queries while providing accuracy with respect to the data sample set. The stability notion is based on quantifying the effect of observing a computation's outputs on the posterior over the data sample elements. We show a separation between this stability notion and previously studied notion and observe that all differentially private algorithms also satisfy this notion.

We study an online classification problem with partial feedback in which individuals arrive one at a time from a fixed but unknown distribution, and must be classified as positive or negative. Our algorithm only observes the true label of an individual if they are given a positive classification. This setting captures many classification problems for which fairness is a concern: for example, in criminal recidivism prediction, recidivism is only observed if the inmate is released; in lending applications, loan repayment is only observed if the loan is granted. We require that our algorithms satisfy common statistical fairness constraints (such as equalizing false positive or negative rates -- introduced as "equal opportunity" in [18]) at every round, with respect to the underlying distribution. We give upper and lower bounds characterizing the cost of this constraint in terms of the regret rate (and show that it is mild), and give an oracle efficient algorithm that achieves the upper bound.

Neural Information Processing Systems http://nips.cc/