# Fairness in Machine Learning#

## Fairness of AI systems#

AI systems can behave unfairly for a variety of reasons. Sometimes it is because of societal biases reflected in the training data and in the decisions made during the development and deployment of these systems. In other cases, AI systems behave unfairly not because of societal biases, but because of characteristics of the data (e.g., too few data points about some group of people) or characteristics of the systems themselves. It can be hard to distinguish between these reasons, especially since they are not mutually exclusive and often exacerbate one another. Therefore, we define whether an AI system is behaving unfairly in terms of its impact on people — i.e., in terms of harms — and not in terms of specific causes, such as societal biases, or in terms of intent, such as prejudice.

Usage of the word bias. Since we define fairness in terms of harms rather than specific causes (such as societal biases), we avoid the usage of the words bias or debiasing in describing the functionality of Fairlearn.

## Types of harms#

There are many types of harms (see, e.g., the keynote by K. Crawford at NeurIPS 2017). Some of these are:

• Allocation harms can occur when AI systems extend or withhold opportunities, resources, or information. Some of the key applications are in hiring, school admissions, and lending.

• Quality-of-service harms can occur when a system does not work as well for one person as it does for another, even if no opportunities, resources, or information are extended or withheld. Examples include varying accuracy in face recognition, document search, or product recommendation.

• Stereotyping harms can occur when a system suggests completions which perpetuate stereotypes. These are often seen when search engines propose completions to partially typed queries. See Umoja Noble1 for an in-depth look at this issue. Note that even stereotypes which are nominally positive are also problematic, since they still create expectations based on outward characteristics, rather than treating people as individuals.

• Erasure harms can occur when a system behaves as if groups (or their works) do not exist. For example, a text generator prompted about “Female scientists of the 1800s” might not produce a result. When asked about historical sites near St. Louis, Missouri, a search engine might fail to mention Cahokia. A similar query about southern Africa might overlook Great Zimbabwe, instead concentrating on colonial era sites. More subtly, a short biography of Alan Turing might not mention his sexuality.

This list is not exhaustive, and it is important to remember that harms are not mutually exclusive. A system can harm multiple groups of people in different ways, and also visit multiple harms on a single group of people. The Fairlearn package is most applicable to allocation and quality of service harms, since these are easiest to measure.

## Concept glossary#

The concepts outlined in this glossary are relevant to sociotechnical contexts.

### Construct validity#

In many cases, fairness-related harms can be traced back to the way a real-world problem is translated into a machine learning task. Which target variable do we intend to predict? What features will be included? What (fairness) constraints do we consider? Many of these decisions boil down to what social scientists refer to as measurement: the way we measure (abstract) phenomena.

The concepts outlined in this glossary give an introduction into the language of measurement modeling - as described in Jacobs and Wallach2. This framework can be a useful tool to test the validity of (implicit) assumptions of a problem formulation. In this way, it can help to mitigate fairness-related harms that can arise from mismatches between the formulation and the real-world context of an application.

#### Key Terms#

• Sociotechnical context – The context surrounding a technical system, including both social aspects (e.g., people, institutions, communities) and technical aspects (e.g., algorithms, technical processes). The sociotechnical context of a system shapes who might benefit or is harmed by AI systems.

• Unobservable theoretical construct – An idea or concept that is unobservable and cannot be directly measured but must instead be inferred through observable measurements defined in a measurement model.

• Measurement model – The method and approach used to measure the unobservable theoretical construct.

• Construct reliability – This can be thought of as the extent to which the measurements of an unobservable theoretical construct remain the same when measured at different points in time. A lack of construct reliability can either be due to a misalignment between the understanding of the unobservable theoretical construct and the methods being used to measure that construct, or to changes to the construct itself. Construct validity and construct reliability are complementary.

• Construct validity – This can be thought of as the extent to which the measurement model measures the intended construct in way that is meaningful and useful.

#### Key Term Examples - Unobservable theoretical constructs and Measurement models#

• Fairness is an example of an unobservable theoretical construct. Several measurement models exist for measuring fairness, including demographic parity. These measurements may come together to form a measurement model, where several measurements are combined to ultimately measure fairness.See fairlearn.metrics for more examples of measurement models for measuring fairness.

• Teacher effectiveness is an example of an unobservable theoretical construct. Common measurement models include student performance on standardized exams and qualitative feedback for the teacher’s students.

• Socioeconomic status is an example of an unobservable theoretical construct. A common measurement model includes annual household income.

• Patient benefit is an example of an unobservable theoretical construct. A common measurement model involves patient care costs. See 3 for a related example.

Note: We cite several examples of unobservable theoretical constructs and measurement models for the purpose of explaining the key terms outlined above. Please reference Jacobs and Wallach2 for more detailed examples.

#### What is construct validity?#

Though Jacobs and Wallach2 explore both construct reliability and construct validity, we focus our exploration below on construct Validity. We note that both play an important role in understanding fairness in sociotechnical contexts. With that said, Jacobs and Wallach2 offers a fairness-oriented conceptualization of construct validity, that is helpful in thinking about fairness in sociotechnical contexts. We capture the idea in seven key parts that when combined can serve as a framework for analyzing an AI task and attempting to establish construct validity:

1. Face validity – On the surface, how plausible do the measurements produced by the measurement model look?

2. Content validity – This has three subcomponents:

1. Contestedness – Is there a single understanding of the unobservable theoretical construct? Or is that understanding contested (and thus context dependent).

2. Substantive validity – Can we demonstrate that the measurement model contains the observable properties and other unobservable theoretical constructs related to the construct of interest (and only those)?

3. Structural validity – Does the measurement model appropriately capture the relationships between the construct of interest and the measured observable properties and other unobservable theoretical constructs?

3. Convergent validity – Do the measurements obtained correlate with other measurements (that exist) from measurement models for which construct validity has been established?

4. Discriminant validity – Do the measurements obtained for the construct of interest correlate with related constructs as appropriate?

5. Predictive validity – Are the measurements obtained from the measurement model predictive of measurements of any relevant observable properties or other unobservable theoretical constructs?

6. Hypothesis validity – This describes the nature of the hypotheses that could emerge from the measurements produced by the measurement model, and whether those are “substantively interesting”.

7. Consequential validity – Identify and evaluate the consequences and societal impacts of using the measurements obtained for the measurement model. Framed as questions: how is the world shaped by using the measurements, and what world do we wish to live in?

Note: The order in which the parts above are explored and the way in which they are used may vary depending on the specific sociotechnical context. This is only intended to explain the key concepts that could be used in a framework for analyzing a task.

## Fairness assessment and unfairness mitigation#

In Fairlearn, we provide tools to assess fairness of predictors for classification and regression. We also provide tools that mitigate unfairness in classification and regression. In both assessment and mitigation scenarios, fairness is quantified using disparity metrics as we describe below.

### Group fairness, sensitive features#

There are many approaches to conceptualizing fairness. In Fairlearn, we follow the approach known as group fairness, which asks: Which groups of individuals are at risk for experiencing harms?

The relevant groups (also called subpopulations) are defined using sensitive features (or sensitive attributes), which are passed to a Fairlearn estimator as a vector or a matrix called sensitive_features (even if it is only one feature). The term suggests that the system designer should be sensitive to these features when assessing group fairness. Although these features may sometimes have privacy implications (e.g., gender or age) in other cases they may not (e.g., whether or not someone is a native speaker of a particular language). Moreover, the word sensitive does not imply that these features should not be used to make predictions – indeed, in some cases it may be better to include them.

Fairness literature also uses the term protected attribute in a similar sense as sensitive feature. The term is based on anti-discrimination laws that define specific protected classes. Since we seek to apply group fairness in a wider range of settings, we avoid this term.

### Parity constraints#

Group fairness is typically formalized by a set of constraints on the behavior of the predictor called parity constraints (also called criteria). Parity constraints require that some aspect (or aspects) of the predictor behavior be comparable across the groups defined by sensitive features.

Let $$X$$ denote a feature vector used for predictions, $$A$$ be a single sensitive feature (such as age or race), and $$Y$$ be the true label. Parity constraints are phrased in terms of expectations with respect to the distribution over $$(X,A,Y)$$. For example, in Fairlearn, we consider the following types of parity constraints.

Binary classification:

• Demographic parity (also known as statistical parity): A classifier $$h$$ satisfies demographic parity under a distribution over $$(X, A, Y)$$ if its prediction $$h(X)$$ is statistically independent of the sensitive feature $$A$$. This is equivalent to $$\E[h(X) \given A=a] = \E[h(X)] \quad \forall a$$. 4

• Equalized odds: A classifier $$h$$ satisfies equalized odds under a distribution over $$(X, A, Y)$$ if its prediction $$h(X)$$ is conditionally independent of the sensitive feature $$A$$ given the label $$Y$$. This is equivalent to $$\E[h(X) \given A=a, Y=y] = \E[h(X) \given Y=y] \quad \forall a, y$$. 4

• Equal opportunity: a relaxed version of equalized odds that only considers conditional expectations with respect to positive labels, i.e., $$Y=1$$. 5

Regression:

• Demographic parity: A predictor $$f$$ satisfies demographic parity under a distribution over $$(X, A, Y)$$ if $$f(X)$$ is independent of the sensitive feature $$A$$. This is equivalent to $$\P[f(X) \geq z \given A=a] = \P[f(X) \geq z] \quad \forall a, z$$. 6

• Bounded group loss: A predictor $$f$$ satisfies bounded group loss at level $$\zeta$$ under a distribution over $$(X, A, Y)$$ if $$\E[loss(Y, f(X)) \given A=a] \leq \zeta \quad \forall a$$. 6

Above, demographic parity seeks to mitigate allocation harms, whereas bounded group loss primarily seeks to mitigate quality-of-service harms. Equalized odds and equal opportunity can be used as a diagnostic for both allocation harms as well as quality-of-service harms.

### Disparity metrics, group metrics#

Disparity metrics evaluate how far a given predictor departs from satisfying a parity constraint. They can either compare the behavior across different groups in terms of ratios or in terms of differences. For example, for binary classification:

• Demographic parity difference is defined as $$(\max_a \E[h(X) \given A=a]) - (\min_a \E[h(X) \given A=a])$$.

• Demographic parity ratio is defined as $$\dfrac{\min_a \E[h(X) \given A=a]}{\max_a \E[h(X) \given A=a]}$$.

The Fairlearn package provides the functionality to convert common accuracy and error metrics from scikit-learn to group metrics, i.e., metrics that are evaluated on the entire data set and also on each group individually. Additionally, group metrics yield the minimum and maximum metric value and for which groups these values were observed, as well as the difference and ratio between the maximum and the minimum values. For more information refer to the subpackage fairlearn.metrics.

## What traps can we fall into when modeling a social problem?#

Machine learning systems used in the real world are inherently sociotechnical systems, which include both technologies and social actors. Designers of machine learning systems typically translate a real-world context into a machine learning model through abstraction: focusing only on ‘relevant’ aspects of that context, which are typically described by inputs, outputs, and the relationship between them. However, by abstracting away the social context they are at risk of falling into ‘abstraction traps’: a failure to consider how social context and technology are interrelated.

In this section, we explain what those traps are, and give some suggestions on how we can avoid them.

In “Fairness and Abstraction in Sociotechnical Systems,” Selbst et al.7 identify failure modes that can arise from abstracting away the social context when modeling. They identify them as:

• The Solutionism Trap

• The Ripple Effect Trap

• The Formalism Trap

• The Portability Trap

• The Framing Trap

We provide some definitions and examples of these traps to help Fairlearn users think about how choices they make in their work can lead to or avoid these common pitfalls.

### The Solutionism Trap#

This trap occurs when we assume that the best solution to a problem may involve technology, and fail to recognize other possible solutions outside of this realm. Solutionist approaches may also not be appropriate in situations where definitions of fairness may change over time (see ‘The Formalism Trap’ below).

Example: consider the problem of internet connectivity in rural communities. An example of the solutionism trap is assuming that using data science to measure internet speed in a given region can help improve internet connectivity. However, if there are additional socioeconomic challenges within a community, for example with education, infrastructure, information technology, or health services, then an algorithmic solution purely focused on internet speed may fail to meaningfully address the needs of the community.

### The Ripple Effect Trap#

This trap occurs when we do not consider the unintended consequences of introducing technology into an existing social system. Such consequences include changes in behaviors, outcomes, individual experiences, or changes in underlying social values and incentives of a given social system; for instance, by increasing perceived value of quantifiable metrics over non-quantifiable ones.

Example: consider the problem of banks deciding whether an individual should be approved for a loan. Prior to using machine learning algorithms to compute a “score”, banks might rely on loan officers that engage in conversations with clients, recommend a plan based on their unique situation, and discuss with other team members to obtain feedback. By introducing an algorithm, it is possible that loan officers may limit their conversations with team members and clients, assuming the algorithm’s recommendations are good enough without those additional sources of information.

To avoid this pitfall, we must be aware that once a technology is incorporated into a social context, new groups may reinterpret it differently. We should adopt “what if” scenarios to envision how the social context might change after introducing a model, including how it may change the power dynamics of existing groups in that context, or how actors might change their behaviors to game the model.

### The Formalism Trap#

Many tasks of a data scientist involve some form of formalization: from measuring real-world phenomena as data to translating business Key Performance Indicators (KPIs) and constraints into metrics, loss functions, or parameters. We fall into the formalism trap when we fail to account for the full meaning of social concepts like fairness.

Fairness is a complex construct that is contested: different people may have different ideas of what is fair in a particular scenario. While mathematical fairness metrics may capture some aspects of fairness, they fail to capture all relevant aspects. For example, group fairness metrics do not account for differences in individual experiences, nor do they account for procedural justice.

In some scenarios, fairness metrics such as demographic parity and equalized odds cannot be satisfied at the same time. At a first glance, this may appear to be a mathematical problem. However, the conflict is actually grounded in different understandings of what fairness is. Consequently, there is no mathematical approach to solve the conflict. Instead we need to decide which metrics might be appropriate for the situation at hand, keeping in mind the limitations of a mathematical formalization. In some cases, there may be no suitable metric.

Some reasons why we fall into this trap are because fairness is context-dependent, because it is open to contestation by different groups of people, and because there are differences between ways of thinking about fairness between the legal world (i.e., fairness as procedural) and the fair-ML community (i.e., fairness as outcome-based).

Where mathematical abstraction encounters a limitation is when capturing information regarding contextuality (different communities may have different definitions for what constitutes an “unfair” outcome; for instance, is it unfair to hire an applicant whose primary language is English, for an English speaking role, over an applicant whose only spoken language is not English?); contestability (the definitions of discrimination and unfairness are politically contested and change over time, which may pose fundamental challenges for representing them mathematically); and procedurality (for example, how do judges and police officers determine whether bail, counselling, probation, or incarceration is appropriate);

### The Portability Trap#

This trap occurs when we fail to understand how reusing a model or algorithm that is designed for one specific social context may not necessarily apply to a different social context. Reusing an algorithmic solution and failing to take into account differences in involved social contexts can result in misleading results and potentially harmful consequences.

For instance, reusing a machine learning algorithm used to screen job applications in the nursing industry for a system used to screen job applications in the information technology sector could fall into the portability trap. One important difference between both contexts is the difference in skills required to succeed in both industries. Another key difference between these contexts involves the demographic differences (in terms of gender) of employees in each of these industries, which may result from wording in job postings, social constructs on gender and societal roles, and the percentages of successful applicants in each field per (gender) group.

### The Framing Trap#

This trap occurs when we fail to consider the full picture surrounding a particular social context when abstracting a social problem. Elements involved include but are not limited to: the social landscape that the chosen phenomenon exists in, characteristics of individuals or circumstances of the chosen situation, third parties involved along with their circumstances, and the task that is being set out to abstract (i.e., calculating a risk score, choosing between a pool of candidates, selecting an appropriate treatment, etc).

To help us avoid drawing narrow boundaries of what is considered in scope for the problem, we might consider using wider “frames” around what is considered to be in scope for the problem, moving from an algorithmic frame to a sociotechnical frame.

For instance, adopting a sociotechnical frame (instead of a data-focused, or algorithmic frame) allows us to recognize that a machine learning model is part of social and technical interactions between people and technology, and thus the social components of a given social context should be included as part of the problem formulation and modeling approach (including local decision-making processes, incentive structures, institutional processes, and more).

For instance, we might fall into this trap by assessing risk of re-engagement in criminal behavior for an individual charged with an offense, while failing to consider factors such as the legacy of racial biases in criminal justice systems, the relationship of socio-economic status and mental health to the social construction of criminality, along with existing societal biases of judges, police officers, or other social actors involved in the larger sociotechnical frame around a criminal justice algorithm.

Within the sociotechnical frame the model incorporates not only more nuanced data on the history of the case, but also the social context in which judging and recommending an outcome take place. This frame might incorporate the processes associated with crime reporting, the offense-trial pipeline, and an awareness of how the relationship between various social actors and the algorithm may impact the intended outcomes of a given model.

## References#

1

Safiya Umoja Noble. Algorithms of Oppression. NYU Press, 2018. http://algorithmsofoppression.com/.

2(1,2,3,4)

Abigail Z. Jacobs and Hanna Wallach. Measurement and fairness. In Proceedings of the 2021 ACM Conference on Fairness, Accountability, and Transparency, FAccT ‘21, 375–385. New York, NY, USA, 2021. Association for Computing Machinery. URL: https://doi.org/10.1145/3442188.3445901, doi:10.1145/3442188.3445901.

3

Ziad Obermeyer, Brian Powers, Christine Vogeli, and Sendhil Mullainathan. Dissecting racial bias in an algorithm used to manage the health of populations. Science, 366(6464):447–453, 2019. URL: https://www.science.org/doi/abs/10.1126/science.aax2342, arXiv:https://www.science.org/doi/pdf/10.1126/science.aax2342, doi:10.1126/science.aax2342.

4(1,2)

Alekh Agarwal, Alina Beygelzimer, Miroslav Dudík, John Langford, and Hanna M. Wallach. A reductions approach to fair classification. In ICML, volume 80 of Proceedings of Machine Learning Research, 60–69. PMLR, 2018. URL: http://proceedings.mlr.press/v80/agarwal18a.html.

5

Moritz Hardt, Eric Price, and Nati Srebro. Equality of opportunity in supervised learning. In NeurIPS, 3315–3323. 2016. URL: https://proceedings.neurips.cc/paper/2016/hash/9d2682367c3935defcb1f9e247a97c0d-Abstract.html.

6(1,2)

Alekh Agarwal, Miroslav Dudík, and Zhiwei Steven Wu. Fair regression: quantitative definitions and reduction-based algorithms. In ICML, volume 97 of Proceedings of Machine Learning Research, 120–129. PMLR, 2019. URL: http://proceedings.mlr.press/v97/agarwal19d.html.

7

Andrew D. Selbst, danah boyd, Sorelle A. Friedler, Suresh Venkatasubramanian, and Janet Vertesi. Fairness and abstraction in sociotechnical systems. In Proceedings of the Conference on Fairness, Accountability, and Transparency, FAT* ‘19, 59–68. New York, NY, USA, 2019. Association for Computing Machinery. URL: https://doi.org/10.1145/3287560.3287598, doi:10.1145/3287560.3287598.