arXiv subjects

Alan Mishler

Publications and source records attributed to Alan Mishler.

17 recordsLinked to original sources

arXiv2024

Prune 'n Predict: Optimizing LLM Decision-making with Conformal Prediction

Large language models (LLMs) are empowering decision-making in several applications, including tool or API usage and answering multiple-choice questions (MCQs). However, incorrect outputs pose significant risks in high-stakes domains like healthcare and finance. To quantify LLM uncertainty and thereby mitigate these risks, recent works employ conformal prediction (CP), a model- and distribution-agnostic framework that uses LLM outputs to generate a \emph{prediction set} containing the true answer with high probability. Leveraging CP, we propose \emph{conformal revision of questions} (CROQ), which revises the question by narrowing down the available choices to those in the prediction set and asking the LLM the revised question. We expect LLMs to be more accurate on revised questions with fewer choices. Furthermore, we expect CROQ to be effective when the prediction sets from CP are small. Commonly used logit scores often lead to large sets, diminishing CROQ's effectiveness. To overcome this, we propose CP-OPT, an optimization framework to learn scores that minimize set sizes while maintaining coverage. Our extensive experiments on MMLU, ToolAlpaca, and TruthfulQA datasets with multiple LLMs show that CROQ improves accuracy over the standard inference, with more pronounced gains when paired with CP-OPT.

cs.LG↗

arXiv2024

Auditing and Enforcing Conditional Fairness via Optimal Transport

Conditional demographic parity (CDP) is a measure of the demographic parity of a predictive model or decision process when conditioning on an additional feature or set of features. Many algorithmic fairness techniques exist to target demographic parity, but CDP is much harder to achieve, particularly when the conditioning variable has many levels and/or when the model outputs are continuous. The problem of auditing and enforcing CDP is understudied in the literature. In light of this, we propose novel measures of {conditional demographic disparity (CDD)} which rely on statistical distances borrowed from the optimal transport literature. We further design and evaluate regularization-based approaches based on these CDD measures. Our methods, \fairbit{} and \fairlp{}, allow us to target CDP even when the conditioning variable has many levels. When model outputs are continuous, our methods target full equality of the conditional distributions, unlike other methods that only consider first moments or related proxy quantities. We validate the efficacy of our approaches on real-world datasets.

cs.LG↗

arXiv2023

Semiparametric Efficient Inference in Adaptive Experiments

We consider the problem of efficient inference of the Average Treatment Effect in a sequential experiment where the policy governing the assignment of subjects to treatment or control can change over time. We first provide a central limit theorem for the Adaptive Augmented Inverse-Probability Weighted estimator, which is semiparametric efficient, under weaker assumptions than those previously made in the literature. This central limit theorem enables efficient inference at fixed sample sizes. We then consider a sequential inference setting, deriving both asymptotic and nonasymptotic confidence sequences that are considerably tighter than previous methods. These anytime-valid methods enable inference under data-dependent stopping times (sample sizes). Additionally, we use propensity score truncation techniques from the recent off-policy estimation literature to reduce the finite sample variance of our estimator without affecting the asymptotic variance. Empirical results demonstrate that our methods yield narrower confidence sequences than those previously developed in the literature while maintaining time-uniform error control.

stat.ML↗

arXiv2023

FairWASP: Fast and Optimal Fair Wasserstein Pre-processing

Recent years have seen a surge of machine learning approaches aimed at reducing disparities in model outputs across different subgroups. In many settings, training data may be used in multiple downstream applications by different users, which means it may be most effective to intervene on the training data itself. In this work, we present FairWASP, a novel pre-processing approach designed to reduce disparities in classification datasets without modifying the original data. FairWASP returns sample-level weights such that the reweighted dataset minimizes the Wasserstein distance to the original dataset while satisfying (an empirical version of) demographic parity, a popular fairness criterion. We show theoretically that integer weights are optimal, which means our method can be equivalently understood as duplicating or eliminating samples. FairWASP can therefore be used to construct datasets which can be fed into any classification method, not just methods which accept sample weights. Our work is based on reformulating the pre-processing task as a large-scale mixed-integer program (MIP), for which we propose a highly efficient algorithm based on the cutting plane method. Experiments demonstrate that our proposed optimization algorithm significantly outperforms state-of-the-art commercial solvers in solving both the MIP and its linear program relaxation. Further experiments highlight the competitive performance of FairWASP in reducing disparities while preserving accuracy in downstream classification settings.

cs.LG↗

arXiv2023

Hyper-parameter Tuning for Fair Classification without Sensitive Attribute Access

Fair machine learning methods seek to train models that balance model performance across demographic subgroups defined over sensitive attributes like race and gender. Although sensitive attributes are typically assumed to be known during training, they may not be available in practice due to privacy and other logistical concerns. Recent work has sought to train fair models without sensitive attributes on training data. However, these methods need extensive hyper-parameter tuning to achieve good results, and hence assume that sensitive attributes are known on validation data. However, this assumption too might not be practical. Here, we propose Antigone, a framework to train fair classifiers without access to sensitive attributes on either training or validation data. Instead, we generate pseudo sensitive attributes on the validation data by training a biased classifier and using the classifier's incorrectly (correctly) labeled examples as proxies for minority (majority) groups. Since fairness metrics like demographic parity, equal opportunity and subgroup accuracy can be estimated to within a proportionality constant even with noisy sensitive attribute information, we show theoretically and empirically that these proxy labels can be used to maximize fairness under average accuracy constraints. Key to our results is a principled approach to select the hyper-parameters of the biased classifier in a completely unsupervised fashion (meaning without access to ground truth sensitive attributes) that minimizes the gap between fairness estimated using noisy versus ground-truth sensitive labels.

cs.LG↗

arXiv2022

Counterfactual Mean-variance Optimization

We study a counterfactual mean-variance optimization, where the mean and variance are defined as functionals of counterfactual distributions. The optimization problem defines the optimal resource allocation under various constraints in a hypothetical scenario induced by a specified intervention, which may differ substantially from the observed world. We propose a doubly robust-style estimator for the optimal solution to the counterfactual mean-variance optimization problem and derive a closed-form expression for its asymptotic distribution. Our analysis shows that the proposed estimator attains fast parametric convergence rates while enabling tractable inference, even when incorporating nonparametric methods. We further address the calibration of the counterfactual covariance estimator to enhance the finite-sample performance of the proposed optimal solution estimators. Finally, we evaluate the proposed methods through simulation studies and demonstrate their applicability in real-world problems involving healthcare policy and financial portfolio construction.

stat.ME↗

arXiv2022

Flexible Group Fairness Metrics for Survival Analysis

Algorithmic fairness is an increasingly important field concerned with detecting and mitigating biases in machine learning models. There has been a wealth of literature for algorithmic fairness in regression and classification however there has been little exploration of the field for survival analysis. Survival analysis is the prediction task in which one attempts to predict the probability of an event occurring over time. Survival predictions are particularly important in sensitive settings such as when utilising machine learning for diagnosis and prognosis of patients. In this paper we explore how to utilise existing survival metrics to measure bias with group fairness metrics. We explore this in an empirical experiment with 29 survival datasets and 8 measures. We find that measures of discrimination are able to capture bias well whereas there is less clarity with measures of calibration and scoring rules. We suggest further areas for research including prediction-based fairness metrics for distribution predictions.

cs.CY↗

arXiv2022

Fairness via In-Processing in the Over-parameterized Regime: A Cautionary Tale

The success of DNNs is driven by the counter-intuitive ability of over-parameterized networks to generalize, even when they perfectly fit the training data. In practice, test error often continues to decrease with increasing over-parameterization, referred to as double descent. This allows practitioners to instantiate large models without having to worry about over-fitting. Despite its benefits, however, prior work has shown that over-parameterization can exacerbate bias against minority subgroups. Several fairness-constrained DNN training methods have been proposed to address this concern. Here, we critically examine MinDiff, a fairness-constrained training procedure implemented within TensorFlow's Responsible AI Toolkit, that aims to achieve Equality of Opportunity. We show that although MinDiff improves fairness for under-parameterized models, it is likely to be ineffective in the over-parameterized regime. This is because an overfit model with zero training loss is trivially group-wise fair on training data, creating an "illusion of fairness," thus turning off the MinDiff optimization (this will apply to any disparity-based measures which care about errors or accuracy. It won't apply to demographic parity). Within specified fairness constraints, under-parameterized MinDiff models can even have lower error compared to their over-parameterized counterparts (despite baseline over-parameterized models having lower error). We further show that MinDiff optimization is very sensitive to choice of batch size in the under-parameterized regime. Thus, fair model training using MinDiff requires time-consuming hyper-parameter searches. Finally, we suggest using previously proposed regularization techniques, viz. L2, early stopping and flooding in conjunction with MinDiff to train fair over-parameterized models.

cs.LG↗

arXiv2022

Fair When Trained, Unfair When Deployed: Observable Fairness Measures are Unstable in Performative Prediction Settings

Many popular algorithmic fairness measures depend on the joint distribution of predictions, outcomes, and a sensitive feature like race or gender. These measures are sensitive to distribution shift: a predictor which is trained to satisfy one of these fairness definitions may become unfair if the distribution changes. In performative prediction settings, however, predictors are precisely intended to induce distribution shift. For example, in many applications in criminal justice, healthcare, and consumer finance, the purpose of building a predictor is to reduce the rate of adverse outcomes such as recidivism, hospitalization, or default on a loan. We formalize the effect of such predictors as a type of concept shift-a particular variety of distribution shift-and show both theoretically and via simulated examples how this causes predictors which are fair when they are trained to become unfair when they are deployed. We further show how many of these issues can be avoided by using fairness definitions that depend on counterfactual rather than observable outcomes.

stat.ML↗

arXiv2021

FADE: FAir Double Ensemble Learning for Observable and Counterfactual Outcomes

Methods for building fair predictors often involve tradeoffs between fairness and accuracy and between different fairness criteria, but the nature of these tradeoffs varies. Recent work seeks to characterize these tradeoffs in specific problem settings, but these methods often do not accommodate users who wish to improve the fairness of an existing benchmark model without sacrificing accuracy, or vice versa. These results are also typically restricted to observable accuracy and fairness criteria. We develop a flexible framework for fair ensemble learning that allows users to efficiently explore the fairness-accuracy space or to improve the fairness or accuracy of a benchmark model. Our framework can simultaneously target multiple observable or counterfactual fairness criteria, and it enables users to combine a large number of previously trained and newly trained predictors. We provide theoretical guarantees that our estimators converge at fast rates. We apply our method on both simulated and real data, with respect to both observable and counterfactual accuracy and fairness criteria. We show that, surprisingly, multiple unfairness measures can sometimes be minimized simultaneously with little impact on accuracy, relative to unconstrained predictors or existing benchmark models.

stat.ML↗

arXiv2021

Fairness in Risk Assessment Instruments: Post-Processing to Achieve Counterfactual Equalized Odds

In domains such as criminal justice, medicine, and social welfare, decision makers increasingly have access to algorithmic Risk Assessment Instruments (RAIs). RAIs estimate the risk of an adverse outcome such as recidivism or child neglect, potentially informing high-stakes decisions such as whether to release a defendant on bail or initiate a child welfare investigation. It is important to ensure that RAIs are fair, so that the benefits and harms of such decisions are equitably distributed. The most widely used algorithmic fairness criteria are formulated with respect to observable outcomes, such as whether a person actually recidivates, but these criteria are misleading when applied to RAIs. Since RAIs are intended to inform interventions that can reduce risk, the prediction itself affects the downstream outcome. Recent work has argued that fairness criteria for RAIs should instead utilize potential outcomes, i.e. the outcomes that would occur in the absence of an appropriate intervention. However, no methods currently exist to satisfy such fairness criteria. In this paper, we target one such criterion, counterfactual equalized odds. We develop a post-processed predictor that is estimated via doubly robust estimators, extending and adapting previous post-processing approaches to the counterfactual setting. We also provide doubly robust estimators of the risk and fairness properties of arbitrary fixed post-processed predictors. Our predictor converges to an optimal fair predictor at fast rates. We illustrate properties of our method and show that it performs well on both simulated and real data.

stat.ME↗

arXiv2021

Algorithmic Audit of Italian Car Insurance: Evidence of Unfairness in Access and Pricing

We conduct an audit of pricing algorithms employed by companies in the Italian car insurance industry, primarily by gathering quotes through a popular comparison website. While acknowledging the complexity of the industry, we find evidence of several problematic practices. We show that birthplace and gender have a direct and sizeable impact on the prices quoted to drivers, despite national and international regulations against their use. Birthplace, in particular, is used quite frequently to the disadvantage of foreign-born drivers and drivers born in certain Italian cities. In extreme cases, a driver born in Laos may be charged 1,000 euros more than a driver born in Milan, all else being equal. For a subset of our sample, we collect quotes directly on a company website, where the direct influence of gender and birthplace is confirmed. Finally, we find that drivers with riskier profiles tend to see fewer quotes in the aggregator result pages, substantiating concerns of differential treatment raised in the past by Italian insurance regulators.

cs.CY↗

arXiv2021

Clustering Students and Inferring Skill Set Profiles with Skill Hierarchies

Cognitive diagnosis models (CDMs) are a popular tool for assessing students' mastery of sets of skills. Given a set of $K$ skills tested on an assessment, students are classified into one of $2^K$ latent skill set profiles that represent whether they have mastered each skill or not. Traditional approaches to estimating these profiles are computationally intensive and become infeasible on large datasets. Instead, proxy skill estimates can be generated from the observed responses and then clustered, and these clusters can be assigned to different profiles. Building on previous work, we consider how to optimally perform this clustering when not all $2^K$ profiles are possible, e.g. because of hierarchical relationships among the skills, and when not all possible profiles are present in the population. We compare hierarchical clustering and several k-means variants, including semisupervised clustering using simulated student responses. The empty k-means algorithm paired with a novel method for generating starting centers yields the best overall performance.

stat.AP↗

arXiv2021

When the Oracle Misleads: Modeling the Consequences of Using Observable Rather than Potential Outcomes in Risk Assessment Instruments

Risk Assessment Instruments (RAIs) are widely used to forecast adverse outcomes in domains such as healthcare and criminal justice. RAIs are commonly trained on observational data and are optimized to predict observable outcomes rather than potential outcomes, which are the outcomes that would occur absent a particular intervention. Examples of relevant potential outcomes include whether a patient's condition would worsen without treatment or whether a defendant would recidivate if released pretrial. We illustrate how RAIs which are trained to predict observable outcomes can lead to worse decision making, causing precisely the types of harm they are intended to prevent. This can occur even when the predictors are Bayes-optimal and there is no unmeasured confounding.

stat.ME↗

arXiv2021

Comment on "Statistical Modeling: The Two Cultures" by Leo Breiman

Motivated by Breiman's rousing 2001 paper on the "two cultures" in statistics, we consider the role that different modeling approaches play in causal inference. We discuss the relationship between model complexity and causal (mis)interpretation, the relative merits of plug-in versus targeted estimation, issues that arise in tuning flexible estimators of causal effects, and some outstanding cultural divisions in causal inference.

stat.ME↗

arXiv2020

Counterfactual Risk Assessments, Evaluation, and Fairness

Algorithmic risk assessments are increasingly used to help humans make decisions in high-stakes settings, such as medicine, criminal justice and education. In each of these cases, the purpose of the risk assessment tool is to inform actions, such as medical treatments or release conditions, often with the aim of reducing the likelihood of an adverse event such as hospital readmission or recidivism. Problematically, most tools are trained and evaluated on historical data in which the outcomes observed depend on the historical decision-making policy. These tools thus reflect risk under the historical policy, rather than under the different decision options that the tool is intended to inform. Even when tools are constructed to predict risk under a specific decision, they are often improperly evaluated as predictors of the target outcome. Focusing on the evaluation task, in this paper we define counterfactual analogues of common predictive performance and algorithmic fairness metrics that we argue are better suited for the decision-making context. We introduce a new method for estimating the proposed metrics using doubly robust estimation. We provide theoretical results that show that only under strong conditions can fairness according to the standard metric and the counterfactual metric simultaneously hold. Consequently, fairness-promoting methods that target parity in a standard fairness metric may --- and as we show empirically, do --- induce greater imbalance in the counterfactual analogue. We provide empirical comparisons on both synthetic data and a real world child welfare dataset to demonstrate how the proposed method improves upon standard practice.

stat.ML↗

arXiv2017

Filtering Tweets for Social Unrest

Since the events of the Arab Spring, there has been increased interest in using social media to anticipate social unrest. While efforts have been made toward automated unrest prediction, we focus on filtering the vast volume of tweets to identify tweets relevant to unrest, which can be provided to downstream users for further analysis. We train a supervised classifier that is able to label Arabic language tweets as relevant to unrest with high reliability. We examine the relationship between training data size and performance and investigate ways to optimize the model building process while minimizing cost. We also explore how confidence thresholds can be set to achieve desired levels of performance.

cs.CL↗