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Poster

Offline Contextual Bandits with High Probability Fairness Guarantees

Blossom Metevier · Stephen Giguere · Sarah Brockman · Ari Kobren · Yuriy Brun · Emma Brunskill · Philip Thomas

Keywords: [ Fairness, Accountability, and Transparency ] [ Applications ] [ Bandit Algorithms ] [ Algorithms ]

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[ Paper [ Poster
2019 Poster

Abstract:

We present RobinHood, an offline contextual bandit algorithm designed to satisfy a broad family of fairness constraints. Our algorithm accepts multiple fairness definitions and allows users to construct their own unique fairness definitions for the problem at hand. We provide a theoretical analysis of RobinHood, which includes a proof that it will not return an unfair solution with probability greater than a user-specified threshold. We validate our algorithm on three applications: a user study with an automated tutoring system, a loan approval setting using the Statlog German credit data set, and a criminal recidivism problem using data released by ProPublica. To demonstrate the versatility of our approach, we use multiple well-known and custom definitions of fairness. In each setting, our algorithm is able to produce fair policies that achieve performance competitive with other offline and online contextual bandit algorithms.

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