We consider the problem of generating rankings that are fair towards both users and item producers in recommender systems. We address both usual recommendation (e.g., of music or movies) and reciprocal recommendation (e.g., dating). Following concepts of distributive justice in welfare economics, our notion of fairness aims at increasing the utility of the worse-off individuals, which we formalize using the criterion of Lorenz efficiency. It guarantees that rankings are Pareto efficient, and that they maximally redistribute utility from better-off to worse-off, at a given level of overall utility. We propose to generate rankings by maximizing concave welfare functions, and develop an efficient inference procedure based on the Frank-Wolfe algorithm. We prove that unlike existing approaches based on fairness constraints, our approach always produces fair rankings. Our experiments also show that it increases the utility of the worse-off at lower costs in terms of overall utility.

Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an individual prediction will incur a loss value in a specified range.

The Gini score is a popular statistical tool in model validation. The Gini score has originally been introduced and used for binary responses Y {0, 1}, and there are many equivalent formulations of the (binary) Gini score such as the receiver operating curve (ROC) and the area under the curve (AUC); see, e.g., [Bamber (1975)], [Hanley-McNeil (1982)] and [Fawcett (2006)]. These different formulations are also equivalent to the Wilcoxon-Mann-Whitney's U statistic, see [Hanley-McNeil (1982)], [DeLong et al. (1988)], [Byrne (2016)], and to [Somers (1962)]'s D, see [Newson (2002)]. Thus, there are at least five equivalent formulations of the Gini score in a binary context, and there is a broad literature on its behavior which is well understood. When it comes to general real-valued responses, things become more difficult, and definitions and results on the Gini score are mainly found in the credit risk and actuarial literature. In this stream of literature, the Gini score has been introduced by [Gourieroux-Jasiak (2007)], [Frees et al. (2011), Frees et al. (2013)]. Furthermore, in the real-valued setting the Gini score is studied in much detail in [Denuit et al. (2019)] and [Denuit-Trufin (2021)]. The Gini score is a statistic that assesses whether a given risk ranking is correct.

Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an individual prediction will incur a loss value in a specified range.

Generative Bayesian Computation (GBC) methods are developed to provide an efficient computational solution for maximum expected utility (MEU). We propose a density-free generative method based on quantiles that naturally calculates expected utility as a marginal of quantiles. Our approach uses a deep quantile neural estimator to directly estimate distributional utilities. Generative methods assume only the ability to simulate from the model and parameters and as such are likelihood-free. A large training dataset is generated from parameters and output together with a base distribution. Our method a number of computational advantages primarily being density-free with an efficient estimator of expected utility. A link with the dual theory of expected utility and risk taking is also discussed. To illustrate our methodology, we solve an optimal portfolio allocation problem with Bayesian learning and a power utility (a.k.a. fractional Kelly criterion). Finally, we conclude with directions for future research.

Sharpness-Aware Minimization (SAM) has emerged as a promising alternative optimizer to stochastic gradient descent (SGD). The originally-proposed motivation behind SAM was to bias neural networks towards flatter minima that are believed to generalize better. However, recent studies have shown conflicting evidence on the relationship between flatness and generalization, suggesting that flatness does fully explain SAM's success. Sidestepping this debate, we identify an orthogonal effect of SAM that is beneficial out-of-distribution: we argue that SAM implicitly balances the quality of diverse features. SAM achieves this effect by adaptively suppressing well-learned features which gives remaining features opportunity to be learned. We show that this mechanism is beneficial in datasets that contain redundant or spurious features where SGD falls for the simplicity bias and would not otherwise learn all available features. Our insights are supported by experiments on real data: we demonstrate that SAM improves the quality of features in datasets containing redundant or spurious features, including CelebA, Waterbirds, CIFAR-MNIST, and DomainBed.

Explicit finite-sample statistical guarantees on model performance are an important ingredient in responsible machine learning. Previous work has focused mainly on bounding either the expected loss of a predictor or the probability that an individual prediction will incur a loss value in a specified range. However, for many high-stakes applications, it is crucial to understand and control the dispersion of a loss distribution, or the extent to which different members of a population experience unequal effects of algorithmic decisions. We initiate the study of distribution-free control of statistical dispersion measures with societal implications and propose a simple yet flexible framework that allows us to handle a much richer class of statistical functionals beyond previous work. Our methods are verified through experiments in toxic comment detection, medical imaging, and film recommendation.

Generated Text Detection Via Statistical Discrepancies Recent methods such as DetectGPT and GPTZero distinguish We consider the emerging problem of identifying between machine-generated and human-written text the presence and use of watermarking schemes by analyzing their statistical discrepancies (Tian, 2023; in widely used, publicly hosted, closed source Mitchell et al., 2023). DetectGPT compares the log probability large language models (LLMs). We introduce a computed by a model on unperturbed text and perturbed suite of baseline algorithms for identifying watermarks variations, leveraging the observation that text sampled from in LLMs that rely on analyzing distributions a LLM generally occupy negative curvature regions of the of output tokens and logits generated by model's log probability function. GPTZero instead uses watermarked and unmarked LLMs. Notably, watermarked perplexity and burstiness to distinguish human from machine LLMs tend to produce distributions text, with lower perplexity and burstiness indicating that diverge qualitatively and identifiably from a greater likelihood of machine-generated text.