用分布鲁棒优化让生存分析模型更公平,无需指定敏感特征。
Fairness in Survival Analysis with Distributionally Robust Optimization
- 通过样本分割策略解决生存分析损失函数无法分解的难题。
- 转换后的模型在公平性指标上优于现有方法,且准确率下降小。
- 适用于多种主流生存分析模型,如Cox、DeepSurv和SODEN。
我们提出一种通用方法,在生存分析中通过最小化所有出现概率不低于用户设定阈值的子群体上的最差误差来促进公平性。该方法可将多种现有生存分析模型转化为同时鼓励公平性的模型,而无需用户在训练损失函数中指定哪些属性为敏感特征。技术上,本方法将分布鲁棒优化(DRO)应用于生存分析。难点在于,现有DRO理论依赖于可分解的损失函数(即每项仅依赖单个数据点),但常用生存分析损失函数(如Cox比例风险模型、其深度神经网络变体DeepSurv,以及基于排序或相似度计算的模型)不满足此条件。我们通过样本分割策略克服这一挑战。实验表明,该样本分割DRO方法成功生成了包括Cox模型(及其深度变体DeepSurv)、离散时间模型DeepHit和神经微分方程模型SODEN在内的多种模型的公平版本,并建立了有限样本下的理论收敛性保证。对于Cox模型,我们进一步推导出无需样本分割的精确DRO方法。所有转换后的模型在近期建立的公平性指标上表现更优,且准确率未显著下降。
原文摘要 · Abstract (English)
We propose a general approach for encouraging fairness in survival analysis models based on minimizing a worst-case error across all subpopulations that occur with at least a user-specified probability. This approach can be used to convert many existing survival analysis models into ones that simultaneously encourage fairness, without requiring the user to specify which attributes or features to treat as sensitive in the training loss function. From a technical standpoint, our approach applies recent developments of distributionally robust optimization (DRO) to survival analysis. The complication is that existing DRO theory uses a training loss function that decomposes across contributions of individual data points, i.e., any term that shows up in the loss function depends only on a single training point. This decomposition does not hold for commonly used survival loss functions, including for the Cox proportional hazards model, its deep neural network variants, and many other recently developed models that use loss functions involving ranking or similarity score calculations. We address this technical hurdle using a sample splitting strategy. We demonstrate our sample splitting DRO approach by using it to create fair versions of a diverse set of existing survival analysis models including the Cox model (and its deep variant DeepSurv), the discrete-time model DeepHit, and the neural ODE model SODEN. We also establish a finite-sample theoretical guarantee to show what our sample splitting DRO loss converges to. For the Cox model, we further derive an exact DRO approach that does not use sample splitting. For all the models that we convert into DRO variants, we show that the DRO variants often score better on recently established fairness metrics (without incurring a significant drop in accuracy) compared to existing survival analysis fairness regularization techniques.
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