Learning Optimal Fair Scoring Systems for Multi-Class Classification
Julien Rouzot  1@  , Julien Ferry  1@  , Marie-José Huguet  1, 2@  
1 : LAAS CNRS
LAAS CNRS TOULOUSE
2 : INSA de Toulouse
Institut National des Sciences Appliquées (INSA) - Toulouse

Machine Learning models are increasingly used for decision making, in particular in high-stakes applications such as credit scoring, medicine or recidivism prediction. However, there are growing concerns about these models with respect to their lack of interpretability and the undesirable biases they can generate or reproduce. While the concepts of interpretability and fairness have been extensively studied by the scientific community in recent years, few works have tackled the general multi-class classification problem under fairness constraints, and none of them proposes to generate fair and interpretable models for multi-class classification. We use Mixed-Integer Linear Programming (MILP) techniques to produce inherently interpretable scoring systems under sparsity and fairness constraints, for the general multi-class classification setup.


Personnes connectées : 150 Vie privée
Chargement...