ML-fairness-gym as a Simulation Tool for Long-Term Analysis - Deepstash
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ML-fairness-gym as a Simulation Tool for Long-Term Analysis

The ML-fairness-gym simulates sequential decision making using Open AI’s Gym framework. In this framework, agents interact with simulated environments in a loop. At each step, an agent chooses an action that then affects the environment’s state. The environment then reveals an observation that the agent uses to inform its subsequent actions. In this framework, environments model the system and dynamics of the problem and observations serve as data to the agent, which can be encoded as a machine learning system.

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Assessment Methods

Common methods for assessing the fairness of machine learning systems involve evaluating disparities in error metrics on static datasets for various inputs to the system.

Indeed, many existing ML fairness toolkits (e.g., AIF360, fairlearn, fairness-indicators, fairness-comparison) provide...

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Deficiencies in Static Dataset Analysis

A standard practice in machine learning to assess the impact of a scenario like the lending problem is to reserve a portion of the data as a “test set”, and use that to calculate relevan...

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The Anomalies

There are cases (e.g., systems with active data collection or significant feedback loops) where the context in which the algorithm operates is critical for understanding its impact. In these cases, the fairness of algorithmic decisions ideally would be analyzed with greater consideration...

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ML-Fairness Gym

In order to facilitate algorithmic development with this broader context, we have released ML-fairness-gym, a set of components for building simple simulations that explore potential long-run impacts of deploying machine learning-based decis...

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The Results

Our long-term analysis found two results. First, as found by Liu et al., the equal opportunity agent (EO agent) overlends to the disadvantaged group (group 2, which initially has a lower average credit score) by sometimes applying a lower threshold for the group than would be app...

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Extending the Analysis to the Long-Term

Since Liu et al.’s original formulation of the lending problem examined only the short-term consequences of the bank’s policies — including short-term profit-maximizing policies (called the max reward agent) and policies subject to an equality of opportunity (EO) constraint — we use the ML-fairne...

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Conclusion

Our paper extends the analysis of two other scenarios that have been previously studied in the academic ML fairness literature. The ML-fairness-gym framework is also flexible enough...

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