提出不确定性分类框架,揭示序列决策中偏见如何因数据不足而加剧。
Fairness under uncertainty in sequential decisions

- 区分模型、反馈和预测三类不确定性,建立评估公平性的统一语言
- 实验显示忽略未观测数据会加剧弱势群体的排斥,且可降低其结果方差
- 适合关注算法公平性与风险治理的研究者和实践者
公平机器学习方法有助于识别并缓解算法可能蕴含或自动化社会不公的风险。尽管仅靠算法无法解决结构性不平等,但可支持社会技术决策系统,揭示歧视性偏差、澄清权衡关系并促进治理。虽然公平性在监督学习中已有深入研究,但许多实际机器学习应用为在线和序列决策,先前决策影响后续决策。每次决策均受未观测反事实和有限样本的影响,对代表性不足群体后果尤为严重:银行无法知晓被拒贷款是否能偿还,且对边缘化人群数据更少。本文提出序列决策中不确定性的分类体系——模型、反馈与预测不确定性,提供共享术语以评估不确定性在不同群体间分布不均的系统。通过反事实逻辑与强化学习形式化模型与反馈不确定性,揭示忽略未观测空间对决策者(错失收益/损失)和个体(加剧排斥、获取受限)的危害。算法示例表明,在保持机构目标(如期望效用)的同时,可降低弱势群体的结果方差。在含不同偏倚的数据模拟实验中,展示不均等不确定性与选择性反馈如何导致差异,并说明考虑不确定性的探索策略会改变公平性指标。该框架使从业者能够诊断、审计与治理公平性风险。当不确定性驱动不公平而非偶然噪声时,纳入不确定性是实现公平有效决策的关键。
原文摘要 · Abstract (English)
Fair machine learning (ML) methods help identify and mitigate the risk that algorithms encode or automate social injustices. Algorithmic approaches alone cannot resolve structural inequalities, but they can support socio-technical decision systems by surfacing discriminatory biases, clarifying trade-offs, and enabling governance. Although fairness is well studied in supervised learning, many real ML applications are online and sequential, with prior decisions informing future ones. Each decision is taken under uncertainty due to unobserved counterfactuals and finite samples, with dire consequences for under-represented groups, systematically under-observed due to historical exclusion and selective feedback. A bank cannot know whether a denied loan would have been repaid, and may have less data on marginalized populations. This paper introduces a taxonomy of uncertainty in sequential decision-making -- model, feedback, and prediction uncertainty -- providing shared vocabulary for assessing systems where uncertainty is unevenly distributed across groups. We formalize model and feedback uncertainty via counterfactual logic and reinforcement learning, and illustrate harms to decision makers (unrealized gains/losses) and subjects (compounding exclusion, reduced access) of policies that ignore the unobserved space. Algorithmic examples show it is possible to reduce outcome variance for disadvantaged groups while preserving institutional objectives (e.g. expected utility). Experiments on data simulated with varying bias show how unequal uncertainty and selective feedback produce disparities, and how uncertainty-aware exploration alters fairness metrics. The framework equips practitioners to diagnose, audit, and govern fairness risks. Where uncertainty drives unfairness rather than incidental noise, accounting for it is essential to fair and effective decision-making.
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