兼顾行为与结果公平的决策学习框架,提升公平性且损失小。
Double Fairness Policy Learning: Integrating Action Fairness and Outcome Fairness in Decision-making
- 构建双公平优化框架,同时约束行为与结果公平性。
- 在保险和创业培训数据上,公平性显著提升,价值损失仅小幅增加。
- 理论保证最优解,适用于多种公平性定义,适合高风险决策场景。
公平性是可信机器学习的核心,尤其在仅追求准确率或利润的优化不足以满足需求的领域。尽管多数公平性研究聚焦于监督学习,政策学习中的公平性仍较少被探讨。由于政策学习具有干预性,其引发两种不同的公平目标:行为公平(公平的动作分配)与结果公平(公平的后续后果)。关键在于,当不同群体面临不同约束或对相同动作响应不同时,均衡行为并不等同于均衡结果。本文提出一种新颖的双公平学习(DFL)框架,显式管理三个目标间的权衡:行为公平、结果公平与价值最大化。我们将公平性直接整合进多目标优化问题,并采用词典加权切比雪夫方法,在非凸设定下恢复帕累托解,且具备后悔界理论保证。该框架灵活,可兼容多种常用公平性定义。大量模拟实验表明其性能优于现有方法。在第三方责任险数据集和创业培训数据集上的应用显示,DFL在仅带来微小价值损失的前提下,显著提升行为与结果公平性。
原文摘要 · Abstract (English)
Fairness is a central pillar of trustworthy machine learning, especially in domains where accuracy- or profit-driven optimization is insufficient. While most fairness research focuses on supervised learning, fairness in policy learning remains less explored. Because policy learning is interventional, it induces two distinct fairness targets: action fairness (equitable action assignments) and outcome fairness (equitable downstream consequences). Crucially, equalizing actions does not generally equalize outcomes when groups face different constraints or respond differently to the same action. We propose a novel double fairness learning (DFL) framework that explicitly manages the trade-off among three objectives: action fairness, outcome fairness, and value maximization. We integrate fairness directly into a multi-objective optimization problem for policy learning and employ a lexicographic weighted Tchebyshev method that recovers Pareto solutions beyond convex settings, with theoretical guarantees on the regret bounds. Our framework is flexible and accommodates various commonly used fairness notions. Extensive simulations demonstrate improved performance relative to competing methods. In applications to a motor third-party liability insurance dataset and an entrepreneurship training dataset, DFL substantially improves both action and outcome fairness while incurring only a modest reduction in overall value.
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