用可调比例的最优传输平衡评分公平性与模型性能。
FairPOT: Balancing AUC Performance and Fairness with Proportional Optimal Transport
- 通过选择性调整劣势群体高风险分值,实现公平与性能的灵活权衡。
- 在真实数据集上,公平性提升同时仅轻微降低或反而提高AUC。
- 适合医疗、金融等对公平性敏感的高风险场景使用。
在医疗、金融和刑事司法等高风险领域,基于受试者工作特征曲线下面积(AUC)的公平性评估日益重要。这些领域通常基于风险评分而非二元结果评估公平性,但严格强制公平性常导致AUC性能显著下降。为此,本文提出公平比例最优传输(FairPOT),一种模型无关的后处理框架,通过最优传输策略有选择地调整劣势群体中占比为lambda的高风险评分(即前lambda分位数),实现风险评分分布的跨组对齐。通过调节lambda,可灵活控制减少AUC差异与保持整体AUC之间的权衡。进一步,将FairPOT扩展至局部AUC场景,使公平干预聚焦于最高风险区域。在合成数据、公开数据及临床数据上的大量实验表明,FairPOT在全局与局部AUC场景下均显著优于现有后处理方法,通常在公平性提升的同时仅带来微小甚至正向的性能增益。其计算高效且易于实际部署。
原文摘要 · Abstract (English)
Fairness metrics utilizing the area under the receiver operator characteristic curve (AUC) have gained increasing attention in high-stakes domains such as healthcare, finance, and criminal justice. In these domains, fairness is often evaluated over risk scores rather than binary outcomes, and a common challenge is that enforcing strict fairness can significantly degrade AUC performance. To address this challenge, we propose Fair Proportional Optimal Transport (FairPOT), a novel, model-agnostic post-processing framework that strategically aligns risk score distributions across different groups using optimal transport, but does so selectively by transforming a controllable proportion, i.e., the top-lambda quantile, of scores within the disadvantaged group. By varying lambda, our method allows for a tunable trade-off between reducing AUC disparities and maintaining overall AUC performance. Furthermore, we extend FairPOT to the partial AUC setting, enabling fairness interventions to concentrate on the highest-risk regions. Extensive experiments on synthetic, public, and clinical datasets show that FairPOT consistently outperforms existing post-processing techniques in both global and partial AUC scenarios, often achieving improved fairness with slight AUC degradation or even positive gains in utility. The computational efficiency and practical adaptability of FairPOT make it a promising solution for real-world deployment.
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