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Supplementary Materials AExpanded Related Work

Neural Information Processing Systems

A number of gradient-based bilevel algorithms have been proposed via AIDand ITD-based hypergradient approximations. For example, AID-based hypergradient computation [4, 33, 10, 11, 19] estimates the Hessian-inverse-vector product by solving a linear system with an efficient iterative algorithm. ITD-based hypergradient computation [31, 8, 9, 6, 35, 17] involves a backpropagation over the inner-loop gradient-based optimization path. Convergence rate of AIDand ITD-based bilevel methods has been studied recently. For example, [10, 19] and [19, 17] analyzed the convergence rate and complexity of AIDand ITD-based bilevel algorithms, respectively.


Fairness in Learning: Classic and Contextual Bandits

Neural Information Processing Systems

We introduce the study of fairness in multi-armed bandit problems. Our fairness definition demands that, given a pool of applicants, a worse applicant is never favored over a better one, despite a learning algorithm's uncertainty over the true payoffs. In the classic stochastic bandits problem we provide a provably fair algorithm based on "chained" confidence intervals, and prove a cumulative regret bound with a cubic dependence on the number of arms. We further show that any fair algorithm must have such a dependence, providing a strong separation between fair and unfair learning that extends to the general contextual case. In the general contextual case, we prove a tight connection between fairness and the KWIK (Knows What It Knows) learning model: a KWIK algorithm for a class of functions can be transformed into a provably fair contextual bandit algorithm and vice versa. This tight connection allows us to provide a provably fair algorithm for the linear contextual bandit problem with a polynomial dependence on the dimension, and to show (for a different class of functions) a worst-case exponential gap in regret between fair and non-fair learning algorithms.



db6461eaf0eaeaad1d9c4a70e4818cbd-Supplemental-Conference.pdf

Neural Information Processing Systems

Weshowaseparation result: on one hand, if the query radiusฮปis strictly smaller than the adversary's perturbation budgetฯ, then distribution-free robust learning is impossible for a widevarietyofconcept classes; ontheotherhand,thesettingฮป=ฯallowsusto develop robust ERM algorithms.