fairlearn.reductions.ExponentiatedGradient#

class fairlearn.reductions.ExponentiatedGradient(estimator, constraints, *, objective=None, eps=0.01, max_iter=50, nu=None, eta0=2.0, run_linprog_step=True, sample_weight_name='sample_weight')[source]#

An Estimator which implements the exponentiated gradient reduction.

The exponentiated gradient algorithm is described in detail by Agarwal et al.[1].

Read more in the User Guide.

Changed in version 0.3.0: Was a function before, not a class

Changed in version 0.4.6: Requires 0-1 labels for classification problems

Parameters:

estimator (estimator) – An estimator implementing methods fit(X, y, sample_weight) and predict(X), where X is the matrix of features, y is the vector of labels (binary classification) or continuous values (regression), and sample_weight is a vector of weights. In binary classification labels y and predictions returned by predict(X) are either 0 or 1. In regression values y and predictions are continuous.
constraints (fairlearn.reductions.Moment) – The fairness constraints expressed as a Moment.
objective (fairlearn.reductions.Moment) – The objective expressed as a Moment. The default is ErrorRate() for binary classification and MeanLoss(...) for regression.
eps (float) –
Allowed fairness constraint violation; the solution is guaranteed to have the error within 2*best_gap of the best error under constraint eps; the constraint violation is at most 2*(eps+best_gap).

Changed in version 0.5.0: eps is now only responsible for setting the L1 norm bound in the optimization
max_iter (int) –
Maximum number of iterations

New in version 0.5.0: Used to be T
nu (float) – Convergence threshold for the duality gap, corresponding to a conservative automatic setting based on the statistical uncertainty in measuring classification error
eta0 (float) –
Initial setting of the learning rate

New in version 0.5.0: Used to be eta_mul
run_linprog_step (bool) –
if True each step of exponentiated gradient is followed by the saddle point optimization over the convex hull of classifiers returned so far; default True

New in version 0.5.0.
sample_weight_name (str) –
Name of the argument to estimator.fit() which supplies the sample weights (defaults to sample_weight)

New in version 0.5.0.

Methods

`fit`(X, y, **kwargs)	Return a fair classifier under specified fairness constraints.
`get_metadata_routing`()	Get metadata routing of this object.
`get_params`([deep])	Get parameters for this estimator.
`predict`(X[, random_state])	Provide predictions for the given input data.
`set_params`(**params)	Set the parameters of this estimator.
`set_predict_request`(*[, random_state])	Request metadata passed to the `predict` method.

fit(X, y, **kwargs)[source]#

Return a fair classifier under specified fairness constraints.

Parameters:

X (numpy.ndarray or pandas.DataFrame) – Feature data
y (numpy.ndarray, pandas.DataFrame, pandas.Series, or list) – Label vector

get_metadata_routing()[source]#

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:: routing – A MetadataRequest encapsulating routing information.
Return type:: MetadataRequest

get_params(deep=True)[source]#

Get parameters for this estimator.

Parameters:: deep (bool, default=True) – If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns:: params – Parameter names mapped to their values.
Return type:: dict

predict(X, random_state=None)[source]#

Provide predictions for the given input data.

Predictions are randomized, i.e., repeatedly calling predict with the same feature data may yield different output. This non-deterministic behavior is intended and stems from the nature of the exponentiated gradient algorithm.

Notes

A fitted ExponentiatedGradient has an attribute predictors_, an array of predictors, and an attribute weights_, an array of non-negative floats of the same length. The prediction on each data point in X is obtained by first picking a random predictor according to the probabilities in weights_ and then applying it. Different predictors can be chosen on different data points.

Parameters:

X (numpy.ndarray or pandas.DataFrame) – Feature data
random_state (int or RandomState instance, default=None) – Controls random numbers used for randomized predictions. Pass an int for reproducible output across multiple function calls.

Returns:

The prediction. If X represents the data for a single example the result will be a scalar. Otherwise the result will be a vector

Return type:

Scalar or vector

set_params(**params)[source]#

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:: **params (dict) – Estimator parameters.
Returns:: self – Estimator instance.
Return type:: estimator instance

set_predict_request(*, random_state: bool | None | str = '$UNCHANGED$') → ExponentiatedGradient[source]#

Request metadata passed to the predict method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config()). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to predict if provided. The request is ignored if metadata is not provided.
False: metadata is not requested and the meta-estimator will not pass it to predict.
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

New in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:: random_state (str, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED) – Metadata routing for random_state parameter in predict.
Returns:: self – The updated object.
Return type:: object