Can everyday AI be ethical. Fairness of Machine Learning Algorithms

Combining big data and machine learning algorithms, the power of automatic decision tools induces as much hope as fear. Many recently enacted European legislation (GDPR) and French laws attempt to regulate the use of these tools. Leaving aside the well-identified problems of data confidentiality and impediments to competition, we focus on the risks of discrimination, the problems of transparency and the quality of algorithmic decisions. The detailed perspective of the legal texts, faced with the complexity and opacity of the learning algorithms, reveals the need for important technological disruptions for the detection or reduction of the discrimination risk, and for addressing the right to obtain an explanation of the auto- matic decision. Since trust of the developers and above all of the users (citizens, litigants, customers) is essential, algorithms exploiting personal data must be deployed in a strict ethical framework. In conclusion, to answer this need, we list some ways of controls to be developed: institutional control, ethical charter, external audit attached to the issue of a label.

Sequential Test for the Lowest Mean: From Thompson to Murphy Sampling

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum mean among a finite set of distributions compares to a given threshold. We develop refined non-asymptotic lower bounds, which show that optimality mandates very different sampling behavior for a low vs high true minimum. We show that Thompson Sampling and the intuitive Lower Confidence Bounds policy each nail only one of these cases. We develop a novel approach that we call Murphy Sampling. Even though it entertains exclusively low true minima, we prove that MS is optimal for both possibilities. We then design advanced self-normalized deviation inequalities, fueling more aggressive stopping rules. We complement our theoretical guarantees by experiments showing that MS works best in practice.

Optimal discovery with probabilistic expert advice: finite time analysis and macroscopic optimality

We consider an original problem that arises from the issue of security analysis of a power system and that we name optimal discovery with probabilistic expert advice. We address it with an algorithm based on the optimistic paradigm and on the Good-Turing missing mass estimator. We prove two different regret bounds on the performance of this algorithm under weak assumptions on the probabilistic experts. Under more restrictive hypotheses, we also prove a macroscopic optimality result, comparing the algorithm both with an oracle strategy and with uniform sampling. Finally, we provide numerical experiments illustrating these theoretical findings.