arXiv:2509.21293cs.LG2025-09被引 4

提出更低成本的鲁棒反事实建议算法,适配模型更新场景。

Optimal Robust Recourse with $L^p$-Bounded Model Change

  • 基于L^p范数约束模型变化,设计可证明最优的鲁棒反事实算法。
  • 实验显示推荐成本降低至前人方法的数个数量级,且更稀疏可靠。
  • 适合需高可信度、低实施成本反事实建议的应用场景。

反事实建议为获得不利决策(如贷款被拒)的个体提供最低成本改进方案以达成理想结果。然而,实际中模型常因数据分布或环境变化而更新,导致原有建议失效。现有鲁棒反事实方法虽能应对小范围模型变化,但其优化问题非凸,多数方法缺乏最优性理论保证。近期工作针对广义线性模型,在使用L^∞范数度量模型变化时给出了首个可证明最优的算法。但该范数可能导致建议代价过高。为此,本文考虑使用L^p范数(p≥1, p≠∞)限制模型变化,提出新算法,可对广义线性模型计算出可证明最优的鲁棒反事实建议。实验证明,无论是线性还是非线性模型,本方法的建议成本显著低于先前工作(最高可达数个数量级),且在实施成本与有效性之间具有更好权衡。此外,本方法生成的建议更稀疏,并仍对后处理可行性保障方法保持鲁棒。

原文摘要 · Abstract (English)

Recourse provides individuals who received undesirable labels (e.g., denied a loan) from algorithmic decision-making systems with a minimum-cost improvement suggestion to achieve the desired outcome. However, in practice, models often get updated to reflect changes in the data distribution or environment, invalidating the recourse recommendations (i.e., following the recourse will not lead to the desirable outcome). The robust recourse literature addresses this issue by providing a framework for computing recourses whose validity is resilient to slight changes in the model. However, since the optimization problem of computing robust recourse is non-convex (even for linear models), most of the current approaches do not have any theoretical guarantee on the optimality of the recourse. Recent work by Kayastha et. al. provides the first provably optimal algorithm for robust recourse with respect to generalized linear models when the model changes are measured using the $L^{\infty}$ norm. However, using the $L^{\infty}$ norm can lead to recourse solutions with a high price. To address this shortcoming, we consider more constrained model changes defined by the $L^p$ norm, where $p\geq 1$ but $p\neq \infty$, and provide a new algorithm that provably computes the optimal robust recourse for generalized linear models. Empirically, for both linear and non-linear models, we demonstrate that our algorithm achieves a significantly lower price of recourse (up to several orders of magnitude) compared to prior work and also exhibits a better trade-off between the implementation cost of recourse and its validity. Our empirical analysis also illustrates that our approach provides more sparse recourses compared to prior work and remains resilient to post-processing approaches that guarantee feasibility.

反事实鲁棒性优化公平算法

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