An Information Geometric Approach to Fairness With Equalized Odds Constraint

Abstract

We study the statistical design of a fair mechanism that attains equalized odds, where an agent uses some useful data (database) $X$ to solve a task $T$. Since both $X$ and $T$ are correlated with some latent sensitive attribute $S$, the agent designs a representation $Y$ that satisfies an equalized odds, that is, such that $I(Y;S|T) =0$. In contrast to our previous work, we assume here that the agent has no direct access to $S$ and $T$; hence, the Markov chains $S - X - Y$ and $T - X - Y$ hold. Furthermore, we impose a geometric structure on the conditional distribution $P_{S|Y}$, allowing $Y$ and $S$ to have a small correlation, bounded by a threshold. When the threshold is small, concepts from information geometry allow us to approximate mutual information and reformulate the fair mechanism design problem as a quadratic program with closed-form solutions under certain constraints. For other cases, we derive simple, low-complexity lower bounds based on the maximum singular value and vector of a matrix. Finally, we compare our designs with the optimal solution in a numerical example.