端到端优化公平性,让预测与决策共同追求公平分配。
End-to-End Fairness Optimization with Fair Decision-Focused Learning
- 联合优化预测准确性和群体公平性,同时降低决策失误带来的公平损失。
- 在医疗资源单分配和合成多资源分配任务中,显著提升公平性表现。
- 适合关注公平决策、资源分配的算法研究者与应用开发者。
许多现实系统依赖预测模型辅助决策,公平性问题存在于预测与决策两个阶段。本文提出端到端公平性优化(E2EFO)框架,统一整合从预测到决策全流程的公平性考量。聚焦基于群体的资源分配:预测阶段估计分配影响并限制群体间准确率差异,决策阶段通过优化群体α-公平度量实现影响的均衡分配。在此框架下,提出公平决策导向学习(FDFL)训练范式,联合考虑预测准确性、预测公平性以及决策遗憾——即因预测不完美导致的决策公平性损失。FDFL通过梯度下降训练预测器,利用多任务学习技术融合目标梯度。核心计算挑战在于决策关于预测参数的雅可比矩阵:针对一类可解析的公平分配问题,推导出精确闭式公式;在一般情况下采用可微优化层。进一步建立了标量化FDFL目标的有限样本泛化界。在基于医疗资源的单资源分配与合成多资源分配实验中,验证了联合考虑预测公平性与决策公平性的价值。
原文摘要 · Abstract (English)
Many real-world systems rely on predictive models to inform decisions, and fairness concerns arise in both the prediction and decision stages. We introduce end-to-end fairness optimization (E2EFO) as a unifying framework that integrates fairness across the prediction-to-decision pipeline. We focus on resource allocation with group-based fairness: the prediction task estimates allocation impacts while limiting accuracy disparity across groups, and the decision task distributes those impacts equitably by optimizing a group-based alpha-fairness measure. Within this framework, we propose fair decision-focused learning (FDFL), a training paradigm that jointly accounts for prediction accuracy, prediction fairness, and decision regret -- the loss in decision fairness due to imperfect predictions. FDFL trains the predictor by gradient descent, combining the objective gradients through multi-task learning techniques. The core computational challenge is the decision Jacobian with respect to the predictor parameters: we derive exact closed-form formulas for a tractable class of fair allocation and apply a differentiable optimization layer in the general case. We further establish a finite-sample generalization bound for the scalarized FDFL objective. Numerical experiments on a healthcare-based single resource allocation and a synthetic multiple resource allocation illustrate the value of jointly accounting for prediction fairness and decision fairness in prediction-informed decision-making.
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