Learning Individually Fair Classifier with Causal-Effect Constraint

Machine learning is increasingly being used in various applications that make decisions for individuals. For such applications, we need to strike a balance between achieving good prediction accuracy and making fair decisions with respect to a sensitive feature (e.g., race or gender), which is difficult in complex real-world scenarios. Existing methods measure the unfairness in such scenarios as {\it unfair causal effects} and constrain its mean to zero. Unfortunately, with these methods, the decisions are not necessarily fair for all individuals because even when the mean unfair effect is zero, unfair effects might be positive for some individuals and negative for others, which is discriminatory for them. To learn a classifier that is fair for all individuals, we define unfairness as the {\it probability of individual unfairness} (PIU) and propose to solve an optimization problem that constrains an upper bound on PIU. We theoretically illustrate why our method achieves individual fairness. Experimental results demonstrate that our method learns an individually fair classifier at a slight cost of prediction accuracy.