Assessing Algorithmic Fairness with Unobserved Protected Class Using Data Combination

• 成果类型: Article
• 署名作者: Kallus, Nathan; Mao, Xiaojie; Zhou, Angela
• 署名单位: Cornell University; Tsinghua University; University of California System; University of California Berkeley
• 刊物名称: MANAGEMENT SCIENCE
• ISSN/ISSBN: 0025-1909
• DOI: 10.1287/mnsc.2020.3850
• 发表日期: 2022
• 页码: 1959-1981
• 关键词: disparate impact and algorithmic bias; partial identification; Proxy variables; fractional optimization; Bayesian Improved Surname Geocoding

摘要

The increasing impact of algorithmic decisions on people's lives compels us to scrutinize their fairness and, in particular, the disparate impacts that ostensibly color-blind algorithms can have on different groups. Examples include credit decisioning, hiring, advertising, criminal justice, personalized medicine, and targeted policy making, where in some cases legislative or regulatory frameworks for fairness exist and define specific protected classes. In this paper we study a fundamental challenge to assessing disparate impacts in practice: protected class membership is often not observed in the data. This is particularly a problem in lending and healthcare. We consider the use of an auxiliary data set, such as the U.S. census, to construct models that predict the protected class from proxy variables, such as surname and geolocation. We show that even with such data, a variety of common disparity measures are generally unidentifiable, providing a new perspective on the documented biases of popular proxy-based methods. We provide exact characterizations of the tightest possible set of all possible true disparities that are consistent with the data (and possibly additional assumptions). We further provide optimization-based algorithms for computing and visualizing these sets and statistical tools to assess sampling uncertainty. Together, these enable reliable and robust assessments of disparities-an important tool when disparity assessment can have far-reaching policy implications. We demonstrate this in two case studies with real data: mortgage lending and personalized medicine dosing.