Oblivious Data for Fairness with Kernels

Grunewalder, Steffen and Khaleghi, Azadeh (2021) Oblivious Data for Fairness with Kernels. Journal of Machine Learning Research, 22. ISSN 1532-4435

Abstract

We investigate the problem of algorithmic fairness in the case where sensitive and non-sensitive features are available and one aims to generate new, `oblivious', features that closely approximate the non-sensitive features, and are only minimally dependent on the sensitive ones. We study this question in the context of kernel methods. We analyze a relaxed version of the Maximum Mean Discrepancy criterion which does not guarantee full independence but makes the optimization problem tractable. We derive a closed-form solution for this relaxed optimization problem and complement the result with a study of the dependencies between the newly generated features and the sensitive ones. Our key ingredient for generating such oblivious features is a Hilbert-space-valued conditional expectation, which needs to be estimated from data. We propose a plug-in approach and demonstrate how the estimation errors can be controlled. Our theoretical results are accompanied by experimental evaluations.