Machine learning currently plays an increasingly important role in people's lives in areas such as credit scoring, auto-driving, disease diagnosing, and insurance quoting. However, in many of these areas, machine learning models have performed unfair behaviors against some sub-populations, such as some particular groups of race, sex, and age. These unfair behaviors can be on account of the pre-existing bias in the training dataset due to historical and social factors. In this paper, we focus on a real-world application of credit scoring and construct a fair prediction model by introducing latent variables to remove the correlation between protected attributes, such as sex and age, with the observable feature inputs, including house and job. For detailed implementation, we apply Bayesian approaches, including the Markov Chain Monte Carlo simulation, to estimate our proposed fair model.
翻译:目前,机器学习在信用评分、自动驾驶、疾病诊断和保险等人们生活中发挥着越来越重要的作用,然而,在许多这些领域,机器学习模式对某些亚人口群体,如某些特定的种族、性别和年龄群体,表现了不公平的行为。这些不公平的行为可能是由于历史和社会因素在培训数据集中先前存在的偏见造成的。在本文件中,我们侧重于现实世界中信用评分的应用,并通过引入潜在变量,消除诸如性别和年龄等受保护属性与可观测特征投入(包括住房和工作)之间的关联,从而构建一个公平的预测模型。为了具体实施,我们采用了巴耶西亚方法,包括马可夫连锁店蒙特卡洛模拟,来估计我们提议的公平模式。