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A Generic Framework for Conformal Fairness

ICLR 2025 · Learning theory and algorithms › Prediction and decision losses · approach: Conformal prediction sets · 1 citations (OpenAlex)

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Formalizes Conformal Fairness and proposes a post-hoc framework that searches a conformal score threshold so that coverage gaps across sensitive groups (and labels) meet a fairness closeness criterion, without needing group labels at inference.

Problem

Conformal prediction gives marginal coverage guarantees that ignore sensitive attributes, so coverage can differ substantially across groups; existing group-conditional fair CP methods need group membership at test time or are model-specific and mostly limited to IID data.

Approach

Calibrate on group- (and label-) filtered calibration subsets, use exact-interval bounds on inverse-quantile coverage to compute per-group coverage for a fixed positive label, and pick the smallest threshold lambda from a search space whose worst pairwise coverage gap satisfies a fairness closeness criterion; relies only on exchangeability so it extends to graph data.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
apply CF to APSAPS conformal predictor · Creditdisparate impact: 0.646 -> 0.821Helped
apply CF to RAPSRAPS conformal predictor · Creditdisparate impact: 0.586 -> 0.768Helped
apply CF to TPSTPS conformal predictor · Creditdisparate impact: 0.252 -> 0.793Helped
apply CF to CFGNNCFGNN conformal predictor · Creditdisparate impact: 0.922 -> 0.922No clear effect
apply CF to DAPSDAPS conformal predictor · Creditdisparate impact: 0.539 -> 0.809Helped
apply CF to APSAPS conformal predictor · ACSIncomedisparate impact: 0.397 -> 0.797Helped
apply CF to RAPSRAPS conformal predictor · ACSIncomedisparate impact: 0.387 -> 0.790Helped
apply CF to TPSTPS conformal predictor · ACSIncomedisparate impact: 0.356 -> 0.798Helped
apply CF with Predictive Parity ProxyAPS conformal predictor · ACSEducationMax Fairness Disparity: 0.411 -> 0.044Helped
apply CF with Predictive Parity ProxyRAPS conformal predictor · ACSEducationMax Fairness Disparity: 0.268 -> 0.043Helped
apply CF with Predictive Parity ProxyTPS conformal predictor · ACSEducationMax Fairness Disparity: 0.319 -> 0.038Helped
use classwise lambdas (ablation)CF APS · ACSIncomedisparate impact: 0.815 -> 0.797Hurt

Surprising findings

Limitations

Experimental setup

Datasets: Pokec-n Pokec-z Credit ACSIncome ACSEducation

Benchmarks: Pokec-n Pokec-z Credit ACSIncome ACSEducation

Metrics: worst fairness disparity efficiency (average prediction set size) disparate impact

Baselines: APS RAPS TPS CFGNN DAPS BatchGCP

Builds on: conformal prediction APS RAPS TPS DAPS

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