Fair and optimal prediction via post‐processing

Abstract With the development of machine learning algorithms and the increasing computational resources available, artificial intelligence has achieved great success in many application domains. However, the success of machine learning has also raised concerns about the fairness of the learned models. For instance, the learned models can perpetuate and even exacerbate the potential bias and discrimination in the training data. This issue has become a major obstacle to the deployment of machine learning systems in high‐stakes domains, for example, criminal judgment, medical testing, online advertising, hiring process, and so forth. To mitigate the potential bias exhibited by machine learning models, fairness criteria can be integrated into the training process to ensure fair treatment across all demographics, but it often comes at the expense of model performance. Understanding such tradeoffs, therefore, is crucial to the design of optimal and fair algorithms. My research focuses on characterizing the inherent tradeoff between fairness and accuracy in machine learning, and developing algorithms that can achieve both fairness and optimality. In this article, I will discuss our recent work on designing post‐processing algorithms for fair classification, which can be applied to a wide range of fairness criteria, including statistical parity, equal opportunity, and equalized odds, under both attribute‐aware and attribute‐blind settings, and is particularly suited to large‐scale foundation models where retraining is expensive or even infeasible. I will also discuss the connections between our work and other related research on trustworthy machine learning, including the connections between algorithmic fairness and differential privacy as well as adversarial robustness.