fairlearn.metrics package¶
Functionality for computing metrics, with a particular focus on disaggregated metrics.
For our purpose, a metric is a function with signature
f(y_true, y_pred, ....)
where y_true
are the set of true values and y_pred
are
values predicted by a machine learning algorithm. Other
arguments may be present (most often sample weights), which will
affect how the metric is calculated.
This module provides the concept of a disaggregated metric.
This is a metric where in addition to y_true
and y_pred
values, the user provides information about group membership
for each sample.
For example, a user could provide a ‘Gender’ column, and the
disaggregated metric would contain separate results for the subgroups
‘male’, ‘female’ and ‘nonbinary’ indicated by that column.
The underlying metric function is evaluated for each of these three
subgroups.
This extends to multiple grouping columns, calculating the metric
for each combination of subgroups.
- class fairlearn.metrics.MetricFrame(*, metrics, y_true, y_pred, sensitive_features, control_features=None, sample_params=None)[source]¶
Bases:
object
Collection of disaggregated metric values.
This data structure stores and manipulates disaggregated values for any number of underlying metrics. At least one sensitive feature must be supplied, which is used to split the data into subgroups. The underlying metric(s) is(are) calculated across the entire dataset (made available by the
overall
property) and for each identified subgroup (made available by theby_group
property).The only limitations placed on the metric functions are that:
The first two arguments they take must be
y_true
andy_pred
arraysAny other arguments must correspond to sample properties (such as sample weights), meaning that their first dimension is the same as that of y_true and y_pred. These arguments will be split up along with the
y_true
andy_pred
arrays
The interpretation of the
y_true
andy_pred
arrays is up to the underlying metric - it is perfectly possible to pass in lists of class probability tuples. We also support non-scalar return types for the metric function (such as confusion matrices) at the current time. However, the aggregation functions will not be well defined in this case.Group fairness metrics are obtained by methods that implement various aggregators over group-level metrics, such as the maximum, minimum, or the worst-case difference or ratio.
This data structure also supports the concept of ‘control features.’ Like the sensitive features, control features identify subgroups within the data, but aggregations are not performed over the control features. Instead, the aggregations produce a result for each subgroup identified by the control feature(s). The name ‘control features’ refers to the statistical practice of ‘controlling’ for a variable.
Read more in the User Guide.
- Parameters
metrics (callable or dict) –
The underlying metric functions which are to be calculated. This can either be a single metric function or a dictionary of functions. These functions must be callable as
fn(y_true, y_pred, **sample_params)
. If there are any other arguments required (such asbeta
forsklearn.metrics.fbeta_score()
) thenfunctools.partial()
must be used.Note that the values returned by various members of the class change based on whether this argument is a callable or a dictionary of callables. This distinction remains even if the dictionary only contains a single entry.
y_true (List, pandas.Series, numpy.ndarray, pandas.DataFrame) – The ground-truth labels (for classification) or target values (for regression).
y_pred (List, pandas.Series, numpy.ndarray, pandas.DataFrame) – The predictions.
sensitive_features (List, pandas.Series, dict of 1d arrays, numpy.ndarray, pandas.DataFrame) – The sensitive features which should be used to create the subgroups. At least one sensitive feature must be provided. All names (whether on pandas objects or dictionary keys) must be strings. We also forbid DataFrames with column names of
None
. For cases where no names are provided we generate namessensitive_feature_[n]
.control_features (List, pandas.Series, dict of 1d arrays, numpy.ndarray, pandas.DataFrame) –
Control features are similar to sensitive features, in that they divide the input data into subgroups. Unlike the sensitive features, aggregations are not performed across the control features - for example, the
overall
property will have one value for each subgroup in the control feature(s), rather than a single value for the entire data set. Control features can be specified similarly to the sensitive features. However, their default names (if none can be identified in the input values) are of the formatcontrol_feature_[n]
.Note the types returned by members of the class vary based on whether control features are present.
sample_params (dict) – Parameters for the metric function(s). If there is only one metric function, then this is a dictionary of strings and array-like objects, which are split alongside the
y_true
andy_pred
arrays, and passed to the metric function. If there are multiple metric functions (passed as a dictionary), then this is a nested dictionary, with the first set of string keys identifying the metric function name, with the values being the string-to-array-like dictionaries.metric (callable or dict) –
The underlying metric functions which are to be calculated. This can either be a single metric function or a dictionary of functions. These functions must be callable as
fn(y_true, y_pred, **sample_params)
. If there are any other arguments required (such asbeta
forsklearn.metrics.fbeta_score()
) thenfunctools.partial()
must be used.Deprecated since version 0.7.0: metric will be removed in version 0.10.0, use metrics instead.
Examples
>>> from fairlearn.metrics import MetricFrame, selection_rate >>> from sklearn.metrics import accuracy_score >>> import pandas as pd >>> y_true = [1,1,1,1,1,0,0,1,1,0] >>> y_pred = [0,1,1,1,1,0,0,0,1,1] >>> sex = ['Female']*5 + ['Male']*5 >>> metrics = {"selection_rate": selection_rate} >>> mf1 = MetricFrame( ... metrics=metrics, ... y_true=y_true, ... y_pred=y_pred, ... sensitive_features=sex)
Access the disaggregated metrics via a pandas Series
>>> mf1.by_group selection_rate sensitive_feature_0 Female 0.8 Male 0.4
Access the largest difference, smallest ratio, and worst case performance
>>> print(f"difference: {mf1.difference()[0]:.3}\t" ... f"ratio: {mf1.ratio()[0]:.3}\t" ... f"max across groups: {mf1.group_max()[0]:.3}") ... difference: 0.4 ratio: 0.5 max across groups: 0.8
You can also evaluate multiple metrics by providing a dictionary
>>> metrics_dict = {"accuracy":accuracy_score, "selection_rate": selection_rate} >>> mf2 = MetricFrame( ... metrics=metrics_dict, ... y_true=y_true, ... y_pred=y_pred, ... sensitive_features=sex)
Access the disaggregated metrics via a pandas DataFrame
>>> mf2.by_group accuracy selection_rate sensitive_feature_0 Female 0.8 0.8 Male 0.6 0.4
The largest difference, smallest ratio, and the maximum and minimum values across the groups are then all pandas Series, for example:
>>> mf2.difference() accuracy 0.2 selection_rate 0.4 dtype: object
You’ll probably want to view them transposed
>>> pd.DataFrame({'difference': mf2.difference(), ... 'ratio': mf2.ratio(), ... 'group_min': mf2.group_min(), ... 'group_max': mf2.group_max()}).T accuracy selection_rate difference 0.2 0.4 ratio 0.75 0.5 group_min 0.6 0.4 group_max 0.8 0.8
More information about plotting metrics can be found in the following section: Plotting
- difference(method='between_groups', errors='coerce')[source]¶
Return the maximum absolute difference between groups for each metric.
This method calculates a scalar value for each underlying metric by finding the maximum absolute difference between the entries in each combination of sensitive features in the
by_group
property.Similar to other methods, the result type varies with the specification of the metric functions, and whether control features are present or not.
There are two allowed values for the
method=
parameter. The valuebetween_groups
computes the maximum difference between any two pairs of groups in theby_group
property (i.e.group_max() - group_min()
). Alternatively,to_overall
computes the difference between each subgroup and the corresponding value fromoverall
(if there are control features, thenoverall
is multivalued for each metric). The result is the absolute maximum of these values.Read more in the User Guide.
- Parameters
method (str) – How to compute the aggregate. Default is
between_groups
errors ({'raise', 'coerce'}, default 'coerce') – if ‘raise’, then invalid parsing will raise an exception if ‘coerce’, then invalid parsing will be set as NaN
- Returns
The exact type follows the table in
MetricFrame.overall
.- Return type
typing.Any or pandas.Series or pandas.DataFrame
- group_max(errors='raise')[source]¶
Return the maximum value of the metric over the sensitive features.
This method computes the maximum value over all combinations of sensitive features for each underlying metric function in the
by_group
property (it will only succeed if all the underlying metric functions return scalar values). The exact return type depends on whether control features are present, and whether the metric functions were specified as a single callable or a dictionary.Read more in the User Guide.
- Parameters
errors ({'raise', 'coerce'}, default 'raise') – if ‘raise’, then invalid parsing will raise an exception if ‘coerce’, then invalid parsing will be set as NaN
- Returns
The maximum value over sensitive features. The exact type follows the table in
MetricFrame.overall
.- Return type
typing.Any or pandas.Series or pandas.DataFrame
- group_min(errors='raise')[source]¶
Return the maximum value of the metric over the sensitive features.
This method computes the minimum value over all combinations of sensitive features for each underlying metric function in the
by_group
property (it will only succeed if all the underlying metric functions return scalar values). The exact return type depends on whether control features are present, and whether the metric functions were specified as a single callable or a dictionary.Read more in the User Guide.
- Parameters
errors ({'raise', 'coerce'}, default 'raise') – if ‘raise’, then invalid parsing will raise an exception if ‘coerce’, then invalid parsing will be set as NaN
- Returns
The maximum value over sensitive features. The exact type follows the table in
MetricFrame.overall
.- Return type
typing.Any or pandas.Series or pandas.DataFrame
- ratio(method='between_groups', errors='coerce')[source]¶
Return the minimum ratio between groups for each metric.
This method calculates a scalar value for each underlying metric by finding the minimum ratio (that is, the ratio is forced to be less than unity) between the entries in each column of the
by_group
property.Similar to other methods, the result type varies with the specification of the metric functions, and whether control features are present or not.
There are two allowed values for the
method=
parameter. The valuebetween_groups
computes the minimum ratio between any two pairs of groups in theby_group
property (i.e.group_min() / group_max()
). Alternatively,to_overall
computes the ratio between each subgroup and the corresponding value fromoverall
(if there are control features, thenoverall
is multivalued for each metric), expressing the ratio as a number less than 1. The result is the minimum of these values.Read more in the User Guide.
- Parameters
method (str) – How to compute the aggregate. Default is
between_groups
errors ({'raise', 'coerce'}, default 'coerce') – if ‘raise’, then invalid parsing will raise an exception if ‘coerce’, then invalid parsing will be set as NaN
- Returns
The exact type follows the table in
MetricFrame.overall
.- Return type
typing.Any or pandas.Series or pandas.DataFrame
- property by_group: Union[pandas.core.series.Series, pandas.core.frame.DataFrame]¶
Return the collection of metrics evaluated for each subgroup.
The collection is defined by the combination of classes in the sensitive and control features. The exact type depends on the specification of the metric function.
Read more in the User Guide.
- Returns
When a callable is supplied to the constructor, the result is a
pandas.Series
, indexed by the combinations of subgroups in the sensitive and control features.When the metric functions were specified with a dictionary (even if the dictionary only has a single entry), then the result is a
pandas.DataFrame
with columns named after the metric functions, and rows indexed by the combinations of subgroups in the sensitive and control features.If a particular combination of subgroups was not present in the dataset (likely to occur as more sensitive and control features are specified), then the corresponding entry will be NaN.
- Return type
- property control_levels: List[str]¶
Return a list of feature names which are produced by control features.
If control features are present, then the rows of the
by_group
property have apandas.MultiIndex
index. This property identifies which elements of that index are control features.- Returns
List of names, which can be used in calls to
pandas.DataFrame.groupby()
etc.- Return type
- property overall: Union[Any, pandas.core.series.Series, pandas.core.frame.DataFrame]¶
Return the underlying metrics evaluated on the whole dataset.
Read more in the User Guide.
- Returns
The exact type varies based on whether control featuers were provided and how the metric functions were specified.
Metrics
Control Features
Result Type
Callable
None
Return type of callable
Callable
Provided
Series, indexed by the subgroups of the conditional feature(s)
Dict
None
Series, indexed by the metric names
Dict
Provided
DataFrame. Columns are metric names, rows are subgroups of conditional feature(s)
The distinction applies even if the dictionary contains a single metric function. This is to allow for a consistent interface when calling programatically, while also reducing typing for those using Fairlearn interactively.
- Return type
typing.Any or pandas.Series or pandas.DataFrame
- property sensitive_levels: List[str]¶
Return a list of the feature names which are produced by sensitive features.
In cases where the
by_group
property has apandas.MultiIndex
index, this identifies which elements of the index are sensitive features.- Returns
List of names, which can be used in calls to
pandas.DataFrame.groupby()
etc.- Return type
List[str]
- fairlearn.metrics.count(y_true, y_pred)[source]¶
Calculate the number of data points in each group when working with MetricFrame.
The
y_true
argument is used to make this calculation. For consistency with other metric functions, they_pred
argument is required, but ignored.Read more in the User Guide.
- Parameters
y_true (array_like) – The list of true labels
y_pred (array_like) – The predicted labels (ignored)
- Returns
The number of data points in each group.
- Return type
- fairlearn.metrics.demographic_parity_difference(y_true, y_pred, *, sensitive_features, method='between_groups', sample_weight=None)[source]¶
Calculate the demographic parity difference.
The demographic parity difference is defined as the difference between the largest and the smallest group-level selection rate, \(E[h(X) | A=a]\), across all values \(a\) of the sensitive feature(s). The demographic parity difference of 0 means that all groups have the same selection rate.
Read more in the User Guide.
- Parameters
y_true (array-like) – Ground truth (correct) labels.
y_pred (array-like) – Predicted labels \(h(X)\) returned by the classifier.
sensitive_features – The sensitive features over which demographic parity should be assessed
method (str) – How to compute the differences. See
fairlearn.metrics.MetricFrame.difference()
for details.sample_weight (array-like) – The sample weights
- Returns
The demographic parity difference
- Return type
- fairlearn.metrics.demographic_parity_ratio(y_true, y_pred, *, sensitive_features, method='between_groups', sample_weight=None)[source]¶
Calculate the demographic parity ratio.
The demographic parity ratio is defined as the ratio between the smallest and the largest group-level selection rate, \(E[h(X) | A=a]\), across all values \(a\) of the sensitive feature(s). The demographic parity ratio of 1 means that all groups have the same selection rate.
Read more in the User Guide.
- Parameters
y_true (array-like) – Ground truth (correct) labels.
y_pred (array-like) – Predicted labels \(h(X)\) returned by the classifier.
sensitive_features – The sensitive features over which demographic parity should be assessed
method (str) – How to compute the differences. See
fairlearn.metrics.MetricFrame.ratio()
for details.sample_weight (array-like) – The sample weights
- Returns
The demographic parity ratio
- Return type
- fairlearn.metrics.equalized_odds_difference(y_true, y_pred, *, sensitive_features, method='between_groups', sample_weight=None)[source]¶
Calculate the equalized odds difference.
The greater of two metrics: true_positive_rate_difference and false_positive_rate_difference. The former is the difference between the largest and smallest of \(P[h(X)=1 | A=a, Y=1]\), across all values \(a\) of the sensitive feature(s). The latter is defined similarly, but for \(P[h(X)=1 | A=a, Y=0]\). The equalized odds difference of 0 means that all groups have the same true positive, true negative, false positive, and false negative rates.
Read more in the User Guide.
- Parameters
y_true (array-like) – Ground truth (correct) labels.
y_pred (array-like) – Predicted labels \(h(X)\) returned by the classifier.
sensitive_features – The sensitive features over which demographic parity should be assessed
method (str) – How to compute the differences. See
fairlearn.metrics.MetricFrame.difference()
for details.sample_weight (array-like) – The sample weights
- Returns
The equalized odds difference
- Return type
- fairlearn.metrics.equalized_odds_ratio(y_true, y_pred, *, sensitive_features, method='between_groups', sample_weight=None)[source]¶
Calculate the equalized odds ratio.
The smaller of two metrics: true_positive_rate_ratio and false_positive_rate_ratio. The former is the ratio between the smallest and largest of \(P[h(X)=1 | A=a, Y=1]\), across all values \(a\) of the sensitive feature(s). The latter is defined similarly, but for \(P[h(X)=1 | A=a, Y=0]\). The equalized odds ratio of 1 means that all groups have the same true positive, true negative, false positive, and false negative rates.
Read more in the User Guide.
- Parameters
y_true (array-like) – Ground truth (correct) labels.
y_pred (array-like) – Predicted labels \(h(X)\) returned by the classifier.
sensitive_features – The sensitive features over which demographic parity should be assessed
method (str) – How to compute the differences. See
fairlearn.metrics.MetricFrame.ratio()
for details.sample_weight (array-like) – The sample weights
- Returns
The equalized odds ratio
- Return type
- fairlearn.metrics.false_negative_rate(y_true, y_pred, sample_weight=None, pos_label=None)[source]¶
Calculate the false negative rate (also called miss rate).
Read more in the User Guide.
- Parameters
y_true (array-like) – The list of true values
y_pred (array-like) – The list of predicted values
sample_weight (array-like, optional) – A list of weights to apply to each sample. By default all samples are weighted equally
pos_label (scalar, optional) – The value to treat as the ‘positive’ label in the samples. If None (the default) then the largest unique value of the y arrays will be used.
- Returns
The false negative rate for the data
- Return type
- fairlearn.metrics.false_positive_rate(y_true, y_pred, sample_weight=None, pos_label=None)[source]¶
Calculate the false positive rate (also called fall-out).
Read more in the User Guide.
- Parameters
y_true (array-like) – The list of true values
y_pred (array-like) – The list of predicted values
sample_weight (array-like, optional) – A list of weights to apply to each sample. By default all samples are weighted equally
pos_label (scalar, optional) – The value to treat as the ‘positive’ label in the samples. If None (the default) then the largest unique value of the y arrays will be used.
- Returns
The false positive rate for the data
- Return type
- fairlearn.metrics.make_derived_metric(*, metric, transform, sample_param_names=['sample_weight'])[source]¶
Create a scalar returning metric function based on aggregation of a disaggregated metric.
Many higher order machine learning operations (such as hyperparameter tuning) make use of functions which return scalar metrics. We can create such a function for our disaggregated metrics with this function.
This function takes a metric function, a string to specify the desired aggregation transform (matching the methods
MetricFrame.group_min()
,MetricFrame.group_max()
,MetricFrame.difference()
andMetricFrame.ratio()
), and a list of parameter names to treat as sample parameters.The result is a callable object which has the same signature as the original function, with a
sensitive_features=
parameter added. If the chosen aggregation transform accepts parameters (currently onlymethod=
is supported), these can also be given when invoking the callable object. The result of this function is identical to creating aMetricFrame
object, and then calling the method specified by thetransform=
argument (with themethod=
argument, if required).See the Scalar results from MetricFrame section in the User Guide for more details. A sample notebook is also available.
- Parameters
metric (callable) – The metric function from which the new function should be derived
transform (str) – Selects the transformation aggregation the resultant function should use. The list of possible options is: [‘difference’, ‘group_min’, ‘group_max’, ‘ratio’].
sample_param_names (List[str]) – A list of parameters names of the underlying
metric
which should be treated as sample parameters (i.e. the same leading dimension as they_true
andy_pred
parameters). This defaults to a list with a single entry ofsample_weight
(as used by many SciKit-Learn metrics). IfNone
or an empty list is supplied, then no parameters will be treated as sample parameters.
- Returns
Function with the same signature as the
metric
but with additionalsensitive_features=
andmethod=
arguments, to enable the required computation- Return type
callable
- fairlearn.metrics.mean_prediction(y_true, y_pred, sample_weight=None)[source]¶
Calculate the (weighted) mean prediction.
The true values are ignored, but required as an argument in order to maintain a consistent interface
- Parameters
y_true (array_like) – The true labels (ignored)
y_pred (array_like) – The predicted labels
sample_weight (array_like) – Optional array of sample weights
- Return type
- fairlearn.metrics.selection_rate(y_true, y_pred, *, pos_label=1, sample_weight=None)[source]¶
Calculate the fraction of predicted labels matching the ‘good’ outcome.
The argument pos_label specifies the ‘good’ outcome. For consistency with other metric functions, the
y_true
argument is required, but ignored.Read more in the User Guide.
- Parameters
y_true (array_like) – The true labels (ignored)
y_pred (array_like) – The predicted labels
pos_label (Scalar) – The label to treat as the ‘good’ outcome
sample_weight (array_like) – Optional array of sample weights
- Return type
- fairlearn.metrics.true_negative_rate(y_true, y_pred, sample_weight=None, pos_label=None)[source]¶
Calculate the true negative rate (also called specificity or selectivity).
Read more in the User Guide.
- Parameters
y_true (array-like) – The list of true values
y_pred (array-like) – The list of predicted values
sample_weight (array-like, optional) – A list of weights to apply to each sample. By default all samples are weighted equally
pos_label (scalar, optional) – The value to treat as the ‘positive’ label in the samples. If None (the default) then the largest unique value of the y arrays will be used.
- Returns
The true negative rate for the data
- Return type
- fairlearn.metrics.true_positive_rate(y_true, y_pred, sample_weight=None, pos_label=None)[source]¶
Calculate the true positive rate (also called sensitivity, recall, or hit rate).
Read more in the User Guide.
- Parameters
y_true (array-like) – The list of true values
y_pred (array-like) – The list of predicted values
sample_weight (array-like, optional) – A list of weights to apply to each sample. By default all samples are weighted equally
pos_label (scalar, optional) – The value to treat as the ‘positive’ label in the samples. If None (the default) then the largest unique value of the y arrays will be used.
- Returns
The true positive rate for the data
- Return type