Operationalizing Individual Fairness via Gradient Descent and Bradley-Terry Models

Abstract

Individual fairness, the notion that "similar individuals should be treated similarly," provides a strong and flexible fairness guarantee for algorithmic decision makers. However, a barrier to implementing individual fairness in practice is the difficulty of learning the similarity metric over individuals. In this work, we present an algorithm for learning a Mahalanobis similarity metric from triplet queries of the form "is individual $i$ more similar to individual $j$ or $k$?" We work in the standard Bradley-Terry model for pairwise comparisons. Our algorithm consists of a spectral initialization step followed by gradient descent. We provide extensive theoretical guarantees on our algorithm, showing that it converges quickly to the ground truth metric despite the non-convexity of the loss in our model. Because our focus is on fairness, we also show that individual fairness with respect to an estimated metric is sufficient to achieve similar fairness with respect to the true metric. We also discuss potential applications of our work to AI model tuning. Finally, we present experimental results that demonstrate the convergence of our algorithm and the fairness performance of downstream fair predictors trained on our estimated metric.