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Our results rely on three main points: we assume the true function is linear, we study the predictor with minimum squared error among linear functions, we consider two observation functions—feature noise with and without group information

Feature Noise Induces Loss Discrepancy Across Groups

ICML, pp.5209-5219, (2020)

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Abstract

The performance of standard learning procedures has been observed to differ widely across groups. Recent studies usually attribute this loss discrepancy to an information deficiency for one group (e.g., one group has less data). In this work, we point to a more subtle source of loss discrepancy— feature noise. Our main result is that even...More

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Introduction
  • Standard learning procedures such as empirical risk minimization have been shown to result in models that perform well on average but whose performance differ widely across groups such as whites and non-whites (Angwin et al, 2016; Barocas and Selbst, 2016)
  • This loss discrepancy across groups is especially problematic in critical applications that impact people’s lives (Berk, 2012; Chouldechova, 2017).
  • The authors show that even under very favorable conditions—i.e., no bias in the prediction targets, infinite data, perfect predictive features for both groups, and no hard decisions—adding the same amount of feature noise to all individuals still leads to loss discrepancy
Highlights
  • Standard learning procedures such as empirical risk minimization have been shown to result in models that perform well on average but whose performance differ widely across groups such as whites and non-whites (Angwin et al, 2016; Barocas and Selbst, 2016)
  • We show that even under very favorable conditions—i.e., no bias in the prediction targets, infinite data, perfect predictive features for both groups, and no hard decisions—adding the same amount of feature noise to all individuals still leads to loss discrepancy
  • What if the train and test distributions are different? Our formulation presented in Proposition 1 and 2 can be rewritten in terms of train and test distributions as follows, Counterfactual Loss Discrepancy(o+g, res) = (Λβ) ∆μz Statistical Loss Discrepancy(o+g, res) = (Λβ) (∆μz − ∆μz) Counterfactual Loss Discrepancy(o−g, res) = 0
  • We first pointed out that in the presence of feature noise, the best estimate of y depends on the distribution of the inputs, which might result in loss discrepancy for groups with different distributions
  • The studied loss discrepancies are not mitigated by collecting more data or designing a group-specific classifier, and designers should think of other methods such as feature replication to estimate the noise and de-noise the predictor
  • Our results rely on three main points: (i) we assume the true function is linear, we study the predictor with minimum squared error among linear functions, we consider two observation functions—feature noise with and without group information
Conclusion
  • The authors first pointed out that in the presence of feature noise, the best estimate of y depends on the distribution of the inputs, which might result in loss discrepancy for groups with different distributions.
  • The studied loss discrepancies are not mitigated by collecting more data or designing a group-specific classifier, and designers should think of other methods such as feature replication to estimate the noise and de-noise the predictor.
  • Data and experiments for this paper are available on the Codalab platform at https: //worksheets.codalab.org/worksheets/ 0x7c3fb3bf981646c9bc11c538e881f37e
Summary
  • Introduction:

    Standard learning procedures such as empirical risk minimization have been shown to result in models that perform well on average but whose performance differ widely across groups such as whites and non-whites (Angwin et al, 2016; Barocas and Selbst, 2016)
  • This loss discrepancy across groups is especially problematic in critical applications that impact people’s lives (Berk, 2012; Chouldechova, 2017).
  • The authors show that even under very favorable conditions—i.e., no bias in the prediction targets, infinite data, perfect predictive features for both groups, and no hard decisions—adding the same amount of feature noise to all individuals still leads to loss discrepancy
  • Conclusion:

    The authors first pointed out that in the presence of feature noise, the best estimate of y depends on the distribution of the inputs, which might result in loss discrepancy for groups with different distributions.
  • The studied loss discrepancies are not mitigated by collecting more data or designing a group-specific classifier, and designers should think of other methods such as feature replication to estimate the noise and de-noise the predictor.
  • Data and experiments for this paper are available on the Codalab platform at https: //worksheets.codalab.org/worksheets/ 0x7c3fb3bf981646c9bc11c538e881f37e
Tables
  • Table1: Loss discrepancies between groups, as proved in Proposition 1 and 2. In summary: 1. Feature noise without group information (o−g) causes high SLD (first and third row), 2. Using group information reduces SLD but increases CLD (second and forth row), and 3. In loss discrepancies based on residuals the difference between mean is important while for squared error the difference between variances is important
  • Table2: Statistics of the used datasets. Size of the first group is denoted by P[g = 1] and ∆μy and ∆σy2 denote the difference of mean and variance of the prediction target between groups, respectively
Download tables as Excel
Related work
  • Related Work and Discussion

    While many papers focus on measuring loss discrepancy (Kusner et al, 2017; Hardt et al, 2016; Pierson et al, 2017; Simoiu et al, 2017; Khani et al, 2019) and mitigating loss discrepancy (Calmon et al, 2017; Hardt et al, 2016; Zafar et al, 2017), there are relatively few that study how loss discrepancy arises in machine learning models.

    Chen et al (2018) decompose the loss discrepancy into three components—bias, variance, and noise. They mainly focus on the bias and variance, and also consider scenarios in which available features are not equally predictive for both groups. There are also lines of work which assume the loss discrepancy of the model is because of biased target values (e.g., Madras et al (2019)). Some work states that high loss discrepancy is due to lack of data for minority groups (Chouldechova and Roth, 2018). Some assume different groups have different (sometime in conflict with each other) functions (Dwork et al, 2018), and therefore, fitting the same model for both groups is suboptimal. In this work, we showed even when the prediction target is correct (not biased), with infinite data, the same function for both groups, equal noise for both groups, there is still loss discrepancy.
Funding
  • This work was supported by Open Philanthropy Project Award
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Author
Fereshte Khani
Fereshte Khani
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