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Fairness-Aware Estimation of Graphical Models

NeurIPS 2024 · Learning theory and algorithms › Fairness · approach: Minimax fairness via sampling · 1 citations (OpenAlex)

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Proposes Fair GMs (Gaussian, covariance, and Ising graphical models) by adding a pairwise graph disparity error to a nonsmooth multi-objective optimization solved with a proximal gradient method that has O(1/t) convergence guarantees.

Problem

Standard graphical model estimation (GLasso, covariance graphs, Ising models) can produce biased graphs that favor some sensitive groups over others when data are heterogeneous across groups.

Approach

Define a graph disparity error comparing a global graph's loss on each group with the group's optimal local graph, penalize pairwise differences between groups, and optimize this jointly with the GM loss as a nonsmooth multi-objective problem solved by a multi-objective proximal gradient method.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace standard GLasso with fairness-aware multi-objective optimizationGLasso · SimulationΔ: 7.8149 -> 0.6237Helped
Replace standard CovGraph with fairness-aware multi-objective optimizationCovGraph · SimulationΔ: 5.2627 -> 0.3889Helped
Replace standard BinNet with fairness-aware multi-objective optimizationBinNet · SimulationΔ: 1$\times10^{-6}$ -> 0.0000Helped
Use fairness-aware multi-objective optimizationGLasso · TCGA DatasetΔ: 2.5875 -> 0.0742Helped
Use fairness-aware multi-objective optimizationCovGraph · Credit DatasetΔ: 0.5436 -> 0.2513Helped
Use fairness-aware multi-objective optimizationBinNet · LFM-1b DatasetΔ: 0.0040 -> 0.0001Helped
Use fairness-aware multi-objective optimizationGLasso · Simulation (GLasso)F1: 97.172 -> 97.443Hurt
Use fairness-aware multi-objective optimizationCovGraph · Simulation (CovGraph)F1: 14.319 -> 14.484Hurt
Use fairness-aware multi-objective optimizationBinNet · Simulation (BinNet)F1: 34.363 -> 34.362No clear effect
Use fairness-aware multi-objective optimizationGLasso · TCGA DatasetF1: 127.96 -> 128.11Hurt
Use fairness-aware multi-objective optimizationCovGraph · Credit DatasetF1: 9.2719 -> 9.3110Hurt
Use fairness-aware multi-objective optimizationBinNet · LFM-1b DatasetF1: 87.531 -> 87.138Helped

Surprising findings

Limitations

Experimental setup

Datasets: TCGA lung adenocarcinoma RNA-Seq ADNI AV45/AV1451 PET Credit datasets (UCI) LFM-1b synthetic Gaussian and Ising data

Benchmarks: Synthetic GLasso/CovGraph/BinNet TCGA Credit Dataset LFM-1b

Metrics: objective value F1 summed pairwise graph disparity error PCEE runtime

Baselines: Standard GLasso Standard CovGraph Standard BinNet ISTA

Builds on: GLasso ISTA Fair PCA multi-objective proximal gradient

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