研究群体条件先验偏移下的公平性,提出可纠正偏差的后处理方法。
Fairness Under Group-Conditional Prior Probability Shift: Invariance, Drift, and Target-Aware Post-Processing
- 发现误差率公平性在偏移下不变,而接受率公平性必然漂移。
- 仅用源数据标签和目标无标签数据即可准确估计目标风险与公平性。
- 提出TAP-GPPS算法,在无标签情况下实现目标域的公平性且损失小。
机器学习系统通常在历史数据上训练和评估公平性,但部署时环境已发生变化。一种常见情形是不同人口群体中正类结果的先验概率变化不同——例如,某种疾病在某一人群中的发病率上升更快,或经济状况对不同群体的贷款违约率影响不一。本文研究群体条件先验概率偏移(GPPS),即标签概率 $P(Y=1ig|A=a)$ 在训练与部署间变化,而特征生成过程 $P(Xig|Y,A)$ 保持稳定。分析得出三项主要贡献:第一,证明根本性二分:基于误差率的公平性标准(等化机会)在GPPS下结构不变,而基于接受率的标准(人口均等)会漂移,且非平凡分类器无法避免该漂移(不可行性)。第二,证明目标域的风险与公平性指标可识别:由于ROC量在GPPS下具有不变性,仅凭源标签与未标记的目标数据即可一致估计,且具备有限样本保证。第三,提出TAP-GPPS,一种无需标签的后处理算法,通过从未标记目标数据估计先验概率,修正后验概率,并选择阈值以满足目标域的人口均等。实验验证了理论预测,并表明TAP-GPPS在极小效用损失下实现目标公平性。
原文摘要 · Abstract (English)
Machine learning systems are often trained and evaluated for fairness on historical data, yet deployed in environments where conditions have shifted. A particularly common form of shift occurs when the prevalence of positive outcomes changes differently across demographic groups--for example, when disease rates rise faster in one population than another, or when economic conditions affect loan default rates unequally. We study group-conditional prior probability shift (GPPS), where the label prevalence $P(Y=1\mid A=a)$ may change between training and deployment while the feature-generation process $P(X\mid Y,A)$ remains stable. Our analysis yields three main contributions. First, we prove a fundamental dichotomy: fairness criteria based on error rates (equalized odds) are structurally invariant under GPPS, while acceptance-rate criteria (demographic parity) can drift--and we prove this drift is unavoidable for non-trivial classifiers (shift-robust impossibility). Second, we show that target-domain risk and fairness metrics are identifiable without target labels: the invariance of ROC quantities under GPPS enables consistent estimation from source labels and unlabeled target data alone, with finite-sample guarantees. Third, we propose TAP-GPPS, a label-free post-processing algorithm that estimates prevalences from unlabeled data, corrects posteriors, and selects thresholds to satisfy demographic parity in the target domain. Experiments validate our theoretical predictions and demonstrate that TAP-GPPS achieves target fairness with minimal utility loss.
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