A Multi-Objective Evaluation Framework for Analyzing Utility-Fairness Trade-Offs in Machine Learning Systems

Abstract

The evaluation of fairness models in Machine Learning involves complex challenges, such as defining appropriate metrics, balancing trade-offs between utility and fairness, and there are still gaps in this stage. This work presents a novel multi-objective evaluation framework that enables the analysis of utility-fairness trade-offs in Machine Learning systems. The framework was developed using criteria from Multi-Objective Optimization that collect comprehensive information regarding this complex evaluation task. The assessment of multiple Machine Learning systems is summarized, both quantitatively and qualitatively, in a straightforward manner through a radar chart and a measurement table encompassing various aspects such as convergence, system capacity, and diversity. The framework's compact representation of performance facilitates the comparative analysis of different Machine Learning strategies for decision-makers, in real-world applications, with single or multiple fairness requirements. In particular, this study focuses on the medical imaging domain, where fairness considerations are crucial due to the potential impact of biased diagnostic systems on patient outcomes. The proposed framework enables a systematic evaluation of multiple fairness constraints helping to identify and mitigate disparities among demographic groups while maintaining diagnostic performance. The framework is model-agnostic and flexible to be adapted to any kind of Machine Learning systems, that is, black- or white-box, any kind and quantity of evaluation metrics, including multidimensional fairness criteria. The functionality and effectiveness of the proposed framework is shown with different simulations, and an empirical study conducted on three real-world medical imaging datasets with various Machine Learning systems. Our evaluation framework is publicly available at https://pypi.org/project/fairical.