Practical Estimation of the Bayes Optimal Fairness-Accuracy Tradeoff with Soft Labels

There is a fundamental limit to the best prediction error of any model for a given data distribution. In classification, the Bayes error quantifies this limit and serves as both a benchmark for trained models and a criterion to detect overfitting. The state-of-the-art Bayes error estimation techniques for binary classification use only soft labels (positive class probabilities) and require no input features or auxiliary training. We extend such notions to constrained classification problems, such as fairness. Fair classification is an important case of constrained or multi-objective classification. It requires a model not only to be accurate but also to yield fair outcomes (equal or near-equal true positive rates) across different demographic groups (e.g., race and gender). This leads to an inherent fairness-accuracy tradeoff or a Pareto frontier that is used to compare fair classifiers against each other. The focus of our work is to estimate the fundamental limit for this fairness-accuracy tradeoff. We derive an explicit expression for the fair Bayes error rate (i.e., best achievable error rate subject to given fairness constraints), and construct consistent, instance-free estimators for it using only soft labels and group information. We provably bound the bias and the sample complexity of our estimators. Empirically, our method produces a robust, low-variance estimate of the optimal fairness-accuracy trade-off curve, even when the soft labels are noisy and derived from a classification model on hard labels.