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FairWASP: Fast and Optimal Fair Wasserstein Pre-processing

AAAI 2024 · Learning theory and algorithms › Fairness · approach: Fairness-constrained classification · 3 citations (OpenAlex)

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Proposes FairWASP, a pre-processing method that learns integer sample weights minimizing Wasserstein distance to the original data subject to empirical demographic parity, solved efficiently via LP dual and cutting plane methods.

Problem

Reducing demographic disparity in classification datasets via pre-processing without modifying the original features or labels, while keeping the reweighted data close to the original distribution.

Approach

Reformulate reweighting as a Wasserstein-minimizing mixed-integer program under demographic parity constraints; show the LP relaxation's dual is a low-dimensional convex problem solvable with cutting planes, and that the LP solution is integral so integer weights (duplicating/deleting samples) are optimal.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use FairWASP instead of training on the original dataset as-isMLP classifier · Adult, Communities and Crime, Drug, and synthetic datasetsfairness-utility tradeoffHelped
Use the FairWASP optimization algorithm instead of commercial solversSynthetic dataset optimization · Synthetic datasetruntime: within 5 seconds; commercial solvers exceed 1 hour when n > 10,000Helped
Use FairWASP instead of Gurobi or MosekSynthetic dataset optimization · Synthetic dataset, n > 10,000runtime: 1 hourHelped

Limitations

Experimental setup

Datasets: Adult Drug Communities and Crime German Credit synthetic dataset

Benchmarks: Adult Drug Communities and Crime German Credit synthetic dataset

Metrics: runtime AUC demographic disparity relative objective gap fairness violation

Baselines: Gurobi Mosek Disparate Impact Remover Learning Fair Representations Reweighing Optimized preprocessing Uniform

Builds on: Kamiran and Calders reweighing Wasserstein distance / optimal transport analytic center cutting plane method

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