Algorithms and Analysis for Optimizing Robust Objectives in Fair Machine Learning

Abstract: The original position or veil of ignorance argument of John Rawls, perhaps the most famous argument for egalitarianism, states that our concept of fairness, justice, or welfare should be decided from behind a veil of ignorance, and thus must consider everyone impartially (invariant to our identity). This can be posed as a zero-sum game, where a Daemon constructs a world, and an adversarial Angel then places the Daemon into the world. This game incentivizes the Daemon to maximize the minimum utility over all people (i.e., to maximize egalitarian welfare). In some sense, this is the most extreme form of risk aversion or robustness, and we show that by weakening the Angel, milder robust objectives arise, which we argue are effective robust proxies for fair learning or allocation tasks. In particular, the utilitarian, Gini, and power-mean welfare concepts arise from special cases of the adversarial game, which has philosophical implications for the understanding of each of these concepts. We also motivate a new fairness concept that essentially fuses the nonlinearity of the power-mean with the piecewise nature of the Gini class. Then, exploiting the relationship between fairness and robustness, we show that these robust fairness concepts can all be efficiently optimized under mild conditions via standard maximin optimization techniques. Finally, we show that such methods apply in machine learning contexts, and moreover we show generalization bounds for robust fair machine learning tasks.