Fairness Measures
Fairness measures (or metrics) allow us to assess and audit for possible biases in a trained model. There are several types of metrics that are widely used in order to assess a model’s fairness. They can be coarsely classified into three groups:
Statistical Group Fairness Metrics: Given a set of predictions from our model, we assess for differences in one or multiple metrics across groups given by a protected attribute (Barocas, Hardt, and Narayanan 2019; Hardt, Price, and Srebro 2016).
Individual Fairness: Basically requires that similar people are treated similar independent of the protected attribute (Dwork et al. 2012). We will briefly introduce individual fairness in a dedicated section below.
Causal Fairness Notions: An important realization in the context of Fairness is, that whether a process is fair is often subject to the underlying causal directed acyclic graph (DAG). Knowledge of the DAG allows for causally assessing reasons for (un)fairness. Since DAG’s are often hard to construct for a given dataset,
mlr3fairness
currently does not provide any causal fairness metrics (Kilbertus et al. 2017).
Statistical Group Fairness Metrics
One way to assess the fairness of a model is to find a definition of
fairness that is relevant to a problem at hand. We might for example
define a model to be fair if the chance to be accepted for a job given
you are qualified is independent of a protected attribute
e.g. gender
. This can e.g. be measured using the
true positive rate
(TPR): in mlr3
this metric
is called "classif.tpr"
. In this case we measure
discrepancies between groups by computing differences ()
but we could also compute quotients. In practice, we often compute
absolute differences.
\[ \Delta_{TPR} = TPR_{Group 1}  TPR_{Group 2} \]
We will use metrics like the one defined above throughout the
remainder of this vignette. Some predefined measures are readily
available in mlr3fairness
, but we will also showcase how
custom measures can be constructed below.
In general, fairness measures have a fairness.
prefix
followed by the metric that is compared across groups. We will thus
e.g. call the difference in accuracies across groups
fairness.acc
. A full list can be found below.
key  description 

fairness.acc  Absolute differences in accuracy across groups 
fairness.mse  Absolute differences in mean squared error across groups 
fairness.fnr  Absolute differences in false negative rates across groups 
fairness.fpr  Absolute differences in false positive rates across groups 
fairness.tnr  Absolute differences in true negative rates across groups 
fairness.tpr  Absolute differences in true positive rates across groups 
fairness.npv  Absolute differences in negative predictive values across groups 
fairness.ppv  Absolute differences in positive predictive values across groups 
fairness.fomr  Absolute differences in false omission rates across groups 
fairness.fp  Absolute differences in false positives across groups 
fairness.tp  Absolute differences in true positives across groups 
fairness.tn  Absolute differences in true negatives across groups 
fairness.fn  Absolute differences in false negatives across groups 
fairness.cv  Difference in positive class prediction, also known as CaldersWevers gap or demographic parity 
fairness.eod  Equalized Odds: Mean of absolute differences between true positive and false positive rates across groups 
fairness.pp  Predictive Parity: Mean of absolute differences between ppv and npv across groups 
fairness.acc_eod=.05  Accuracy under equalized odds < 0.05 constraint 
fairness.acc_ppv=.05  Accuracy under ppv difference < 0.05 constraint 
Assessing for Bias: A first look
This vignette assumes that you are familiar with the basics of
mlr3
and it’s core objects. The mlr3 book can be a great
resource in case you want to learn more about mlr3’s internals.
We first start by training a model for which we want to conduct an
audit. For this example, we use the adult_train
dataset.
Keep in mind all the datasets from mlr3fairness package already set
protected attribute via the col_role
“pta”, here the “sex”
column. To speed things up, we only use the first 1000 rows.
library(mlr3fairness)
library(mlr3learners)
t = tsk("adult_train")$filter(1:1000)
t$col_roles$pta
#> [1] "sex"
Our model is a random forest model fitted on the dataset:
l = lrn("classif.ranger")
l$train(t)
We can now predict on a new dataset and use those predictions to assess for bias:
test = tsk("adult_test")
prd = l$predict(test)
Using the $score
method and a measure we can
e.g. compute the absolute differences in true positive rates.
prd$score(msr("fairness.tpr"), task = test)
#> fairness.tpr
#> 0.08450268
The exact measure to choose is often dataset and situation dependent. The Aequitas Fairness Tree can be a great ressource to get started.
We can furthermore simply look at the pergroup measures:
meas = groupwise_metrics(msr("classif.tpr"), test)
prd$score(meas, task = test)
#> subgroup.tpr_Male subgroup.tpr_Female
#> 0.8924308 0.9769335
Fairness Measures  An indepth look
Before, we have used msr("fairness.tpr")
to assess
differences in false positive rates across groups. But what happens
internally?
The msr()
function is used to obtain a
Measure
from a dictionary of predefined
Measure
s. We can use msr()
without any
arguments in order to print a list of available measures. In the
following example, we will build a Measure
that computes
differences in False Positive Rates making use of the
"classif.fpr"
measure readily implemented in
mlr3
.
# Binary Class false positive rates
msr("classif.fpr")
#> <MeasureBinarySimple:classif.fpr>: False Positive Rate
#> * Packages: mlr3, mlr3measures
#> * Range: [0, 1]
#> * Minimize: TRUE
#> * Average: macro
#> * Parameters: list()
#> * Properties: 
#> * Predict type: response
The core Measure
in mlr3fairness
is a
MeasureFairness
. It can be used to construct arbitrary
measures that compute a difference between a specific metric across
groups. We can therefore build a new metric as follows:
m1 = MeasureFairness$new(base_measure = msr("classif.fpr"), operation = function(x) {abs(x[1]  x[2])})
m1
#> <MeasureFairness:fairness.fpr>
#> * Packages: mlr3, mlr3fairness
#> * Range: [Inf, Inf]
#> * Minimize: TRUE
#> * Average: macro
#> * Parameters: list()
#> * Properties: requires_task
#> * Predict type: response
This measure does the following steps:  Compute the metric supplied
as base_measure
in each group defined by the
"pta"
column.  Compute operation
(here
abs(x[1]  x[2])
) and return the result.
In some cases, we might also want to replace the operation with a
different operation, e.g. x[1] / x[2]
in order to compute a
different perspective.
mlr3fairness
comes with two builtin functions that can
be used to compute fairness metrics also across protected attributes
that have more than two classes.

groupdiff_absdiff
: maximum absolute difference between all classes (the default for all metrics) 
groupdiff_tau
: minimum quotient between all classes
Note: Depending on the operation
we
need to set a different minimize
flag for the measure, so
subsequent operations based on the measure automatically know if the
measure is to be minimized or maximized e.g. during tuning.
We can also use those operations to construct a measure using
msr()
, since MeasureFairness
(key:
msr("fairness")
) can be constructed from the dictionary
with additional arguments.
This allows us to construct pretty flexible metrics e.g. for regression settings:
Nonbinary protected groups
While fairness measures are widely defined or used with binary protected attributes, we can easily extend fairness measures such that they work with nonbinary valued protected attributes.
In order to do this, we have to supply an operation
that
reduces the desired metric measured in each subgroup to a single value.
Two examples for such operations are groupdiff_absdiff
and
groupdiff_tau
but custom functions can also be applied.
Note, that mlr3 Measure
s are designed for
a scalar output and operation
therefore always has to
result in a single scalar value.
Composite Fairness Measures
Some fairness measures also require a combination of multiple
Fairness Metrics. In the following example we show how to compute the
mean of two fairness metrics, here false negative and true negative
rates and create a new Measure
that computes the mean (see
aggfun
) of those metrics:
ms = list(msr("fairness.fnr"), msr("fairness.tnr"))
ms
#> [[1]]
#> <MeasureFairness:fairness.fnr>
#> * Packages: mlr3, mlr3fairness
#> * Range: [0, 1]
#> * Minimize: TRUE
#> * Average: macro
#> * Parameters: list()
#> * Properties: requires_task
#> * Predict type: response
#>
#> [[2]]
#> <MeasureFairness:fairness.tnr>
#> * Packages: mlr3, mlr3fairness
#> * Range: [0, 1]
#> * Minimize: TRUE
#> * Average: macro
#> * Parameters: list()
#> * Properties: requires_task
#> * Predict type: response
m = MeasureFairnessComposite$new(measures = ms, aggfun = mean)
How to compare the fairness performance between different learners using Benchmarks
In this example, we create a BenchmarkInstance
. Then by
using aggregate()
function they could access the fairness
measures easily. The following example demonstrates the process to
evaluate the fairness metrics on Benchmark Results:
design = benchmark_grid(
tasks = tsks("adult_train"),
learners = lrns(c("classif.ranger", "classif.rpart"),
predict_type = "prob", predict_sets = c("train", "test")),
resamplings = rsmps("cv", folds = 3)
)
bmr = benchmark(design)
# Operations have been set to `groupwise_quotient()`
measures = list( msr("fairness.tpr"), msr("fairness.npv"), msr("fairness.acc"), msr("classif.acc") )
tab = bmr$aggregate(measures)
tab
#> nr task_id learner_id resampling_id iters fairness.tpr fairness.npv
#> 1: 1 adult_train classif.ranger cv 3 0.06503631 0.01982795
#> 2: 2 adult_train classif.rpart cv 3 0.05976698 0.05344223
#> fairness.acc classif.acc
#> 1: 0.1052386 0.8607005
#> 2: 0.1216803 0.8405170
#> Hidden columns: resample_result
Metrics aggregation  groupdiff_*
For MeasureFairness
, mlr3 computes the
base_measure
in each group specified by the
pta
column. If we now want to return those measures, we
need to aggregate this to a single metric  e.g. using one of the
groupdiff_*
functions available with mlr3. See
?groupdiff_tau
for a list. Note, that the
operation
below also accepts custom aggregation function,
see the example below.
msr("fairness.acc", operation = groupdiff_diff)
#> <MeasureFairness:fairness.acc>
#> * Packages: mlr3, mlr3fairness
#> * Range: [0, 1]
#> * Minimize: TRUE
#> * Average: macro
#> * Parameters: list()
#> * Properties: requires_task
#> * Predict type: response
We can also report other metrics, e.g. the error in a specific group:
Individual Fairness
Individual fairness notions were first proposed by (Dwork et al. 2012). The core idea comes from the principle of treating similar cases similarly and different cases differently. In contrast to statistical group fairness notions, this notion allows assessing fairness at an individual level and would therefore allow determining whether an individual is treated fairly. A more indepth treatment of individual fairness notions is given by (Binns 2020).
In order to translate this from an abstract concept into practice, we need to define two distance metrics:  A distance metric \(d(x_i, x_j)\) that measures how similar two cases \(x_i\) and \(x_j\) are  A distance metric between treatments, here the predictions of our model \(f\): \(\phi(f({x}_i), f({x}_j))\).
Intuitively, we would now want, that if \(d(x_i, x_j)\) is small, the difference in predictions \(\phi(f({x}_i), f({x}_j))\) should also be small. This essentially requires Lipschitz continuity of \(f\) with respect to \(d\). Given a Lipschitz constant \(L > 0\), we can write this as:
\[ \phi(f({x}_i), f({x}_j)) \leq L \cdot d(x_i, x_j).\]
Currently, mlr3fairness
does not support individual
fairness metrics, but we aim to introduce such metrics in the
future.
Using metrics for nonmlr3 predictions
We can similarly employ mlr3 metrics on predictions stemming from
different models. To do so, we create a data.table
containing the different components.
# Get adult data as a data.table
train = tsk("adult_train")$data()
mod = rpart::rpart(target ~ ., train)
# Predict on test data
test = tsk("adult_test")$data()
yhat = predict(mod, test, type = "vector")
# Convert to a factor with the same levels
yhat = as.factor(yhat)
levels(yhat) = levels(test$target)
compute_metrics(
data = test,
target = "target",
prediction = yhat,
protected_attribute = "sex",
metrics = msr("fairness.acc")
)
#> fairness.acc
#> 0.1248581