arXiv Machine Learning

Fairness in multi-class multi-group classification problems via contextial coherent risk measures

arXiv Machine Learning
Jul 9

A Distributionally Robust Optimisation Approach to Fair Credit Scoring

arXiv:2402. 01811v2 Announce Type: replace Abstract: Credit scoring has been catalogued by the European Commission and the Executive Office of the US President as a high-risk classification task, in light of the potential harms of making loan approval decisions based on models that would be biased against certain groups.

By Pablo Casas, Huan Yu, Christophe Mues
arXiv Machine Learning
Sep 17

FairLRF: Achieving Fairness through Sparse Low Rank Factorization

FairLRF proposes a fairness-oriented low rank factorization framework that uses singular value decomposition (SVD) to improve deep learning model fairness. By selectively removing bias-inducing elements from the unitary matrices obtained via SVD, the method reduces group disparities while preserving accuracy. Experiments demonstrate that FairLRF outperforms existing low rank factorization and state-of-the-art fairness techniques, and an ablation study explores the impact of key hyper-parameters.

By Yuanbo Guo, Jun Xia, Yiyu Shi