Equal opportunity in online classification with partial feedback

Yahav Bechavod, Katrina Ligett, Aaron Roth, Bo Waggoner, Zhiwei Steven Wu

Research output: Contribution to journalConference articlepeer-review

29 Scopus citations

Abstract

We study an online classification problem with partial feedback in which individuals arrive one at a time from a fixed but unknown distribution, and must be classified as positive or negative. Our algorithm only observes the true label of an individual if they are given a positive classification. This setting captures many classification problems for which fairness is a concern: for example, in criminal recidivism prediction, recidivism is only observed if the inmate is released; in lending applications, loan repayment is only observed if the loan is granted. We require that our algorithms satisfy common statistical fairness constraints (such as equalizing false positive or negative rates - introduced as “equal opportunity” in [18]) at every round, with respect to the underlying distribution. We give upper and lower bounds characterizing the cost of this constraint in terms of the regret rate (and show that it is mild), and give an oracle efficient algorithm that achieves the upper bound.

Original languageAmerican English
JournalAdvances in Neural Information Processing Systems
Volume32
StatePublished - 2019
Event33rd Annual Conference on Neural Information Processing Systems, NeurIPS 2019 - Vancouver, Canada
Duration: 8 Dec 201914 Dec 2019

Bibliographical note

Publisher Copyright:
© 2019 Neural information processing systems foundation. All rights reserved.

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