From a6591e48a553aa559773549e586556d6009d9522 Mon Sep 17 00:00:00 2001 From: propcgamer20-png Date: Thu, 10 Sep 2026 15:22:28 +0530 Subject: [PATCH] Add max-min (Rawlsian) fairness explainer (closes #543) New explainers/maxmin-fairness.md. Covers the fairness objective that minimizes the maximum group-level loss (Rawls' difference principle) rather than equalizing a rate across groups, and the real conflict between it and parity metrics: a model can move toward max-min fairness while still failing demographic parity. - Objective-function contrast: demographic parity's constrained average loss vs max-min's min-of-max over per-group losses. - Concrete example on the Audit 03 German Credit data (age, under 30): a plain logistic-regression baseline (older 81.0% acc, younger 70.9%, worst-group error 29.1%) vs an iterative group-reweighting max-min loop (worst-group error 27.9%, older unchanged, overall accuracy flat) that leaves the ~12-point selection-rate gap almost untouched. Cross-refs the repo's own frozen accuracy_equality_diff (-0.153, p=0.031) as the gap max-min targets and S1-S4 do not. - Fully runnable detection/implementation code (fit_maxmin + maxmin_report), deterministic output verified against the pasted block. - Limitations: tiny/noisy subgroups without a min-group-size floor; worst-off is only defined once a loss is chosen; silent on between-group gaps; levelling-down permitted at the margin without a Pareto constraint. - Citations verified: Rawls (1971); Hashimoto et al. ICML 2018; Martinez, Bertran & Sapiro ICML 2020; Diana et al. AIES 2021. Regenerated the HTML page, OG images, explainers-data.{js,json}, package mirror, sitemap.xml and llms-full.txt; check_explainer_count.py --fix bumped the 60 -> 61 mentions. The companion DRO explainer (#544) will add the reciprocal cross-links. --- CONTRIBUTORS.md | 2 +- METRICS.md | 2 +- README.md | 6 +- ROADMAP.md | 2 +- assets/explainers-data.js | 9 + assets/explainers-data.json | 7 + assets/og-light/maxmin-fairness.png | Bin 0 -> 62622 bytes assets/og/maxmin-fairness.png | Bin 0 -> 62852 bytes explainers/maxmin-fairness.html | 385 ++++++++++++++++++++++++ explainers/maxmin-fairness.md | 247 +++++++++++++++ faircode/_explainers/data.json | 7 + faircode/_explainers/maxmin-fairness.md | 247 +++++++++++++++ llms-full.txt | 254 ++++++++++++++++ sitemap.xml | 4 + 14 files changed, 1166 insertions(+), 6 deletions(-) create mode 100644 assets/og-light/maxmin-fairness.png create mode 100644 assets/og/maxmin-fairness.png create mode 100644 explainers/maxmin-fairness.html create mode 100644 explainers/maxmin-fairness.md create mode 100644 faircode/_explainers/maxmin-fairness.md diff --git a/CONTRIBUTORS.md b/CONTRIBUTORS.md index 052583e..fa0d496 100644 --- a/CONTRIBUTORS.md +++ b/CONTRIBUTORS.md @@ -55,7 +55,7 @@ the [Git identity map](#git-identity-map) so `git shortlog -sne` can be reconcil | | Who | Role | |:--|-----|------| -| yakew7 | **Yash Kewlani** - [@yakew7](https://github.com/yakew7) | Creator and maintainer. Author of the seven audits, the `faircode` library and benchmark harness, the Open Dataset Profiler, the website, and the bulk of the 60 explainers. Code owner for `faircode/`, `paper/`, every `audit.yaml`, and project policy (`CLAUDE.md`, `CONTRIBUTING.md`); co-owner of `explainers/`. | +| yakew7 | **Yash Kewlani** - [@yakew7](https://github.com/yakew7) | Creator and maintainer. Author of the seven audits, the `faircode` library and benchmark harness, the Open Dataset Profiler, the website, and the bulk of the 61 explainers. Code owner for `faircode/`, `paper/`, every `audit.yaml`, and project policy (`CLAUDE.md`, `CONTRIBUTING.md`); co-owner of `explainers/`. | Contact: [yashkewlani2020@gmail.com](mailto:yashkewlani2020@gmail.com) · [@thefaircodeproject](https://instagram.com/thefaircodeproject) diff --git a/METRICS.md b/METRICS.md index e135893..1b3a1c2 100644 --- a/METRICS.md +++ b/METRICS.md @@ -6,7 +6,7 @@ ![Contributors](https://img.shields.io/badge/Contributors-29-blue?style=flat-square) ![Forks](https://img.shields.io/badge/Forks-33-orange?style=flat-square) ![Watching](https://img.shields.io/badge/Watching-8-yellow?style=flat-square) -![Explainers](https://img.shields.io/badge/Explainers-60-blueviolet?style=flat-square) +![Explainers](https://img.shields.io/badge/Explainers-61-blueviolet?style=flat-square) ![Countries](https://img.shields.io/badge/Countries-20-informational?style=flat-square) ![Updated](https://img.shields.io/badge/Updated-Weekly-lightgrey?style=flat-square) diff --git a/README.md b/README.md index b0fe3b6..2e04b4a 100644 --- a/README.md +++ b/README.md @@ -781,10 +781,10 @@ features = [ ## Explainers -60 short, plain-language write-ups of individual fairness concepts, each with runnable detection code. The healthcare-focused ones are called out above in [Healthcare AI Bias Focus](#healthcare-ai-bias-focus). +61 short, plain-language write-ups of individual fairness concepts, each with runnable detection code. The healthcare-focused ones are called out above in [Healthcare AI Bias Focus](#healthcare-ai-bias-focus).
-Show all 60 explainers → +Show all 61 explainers → | Explainer | What it covers | |-----------|----------------| @@ -1205,7 +1205,7 @@ The full public roadmap - with phases, completion status, and content schedule - | Combined Social Reach (Instagram + LinkedIn) | 30K+ | | Countries Reached (Website Visitors) | 20 | | Code Audits Published | 7 | -| Explainers Published | 60 | +| Explainers Published | 61 | Tracked weekly in [METRICS.md](METRICS.md). diff --git a/ROADMAP.md b/ROADMAP.md index 1359c12..c63f8a8 100644 --- a/ROADMAP.md +++ b/ROADMAP.md @@ -44,7 +44,7 @@ Fair Code is an open-source responsible AI platform explaining algorithmic bias, ## Phase 1 - Bias Glossary and Beginner Explainers ✅ -**Status: Foundational library complete - 60 explainers published, expanding toward a 60+ library** +**Status: Foundational library complete - 61 explainers published, expanding toward a 60+ library** Build the foundational vocabulary and explain core fairness concepts clearly enough for a non-technical reader. diff --git a/assets/explainers-data.js b/assets/explainers-data.js index 987f97d..d864abd 100644 --- a/assets/explainers-data.js +++ b/assets/explainers-data.js @@ -608,5 +608,14 @@ window.FAIR_CODE_EXPLAINERS = [ "data", "metrics" ] + }, + { + "slug": "maxmin-fairness", + "title": "What Is Max-Min (Rawlsian) Fairness?", + "subtitle": "Make the worst-off group's outcome as good as possible, even if the groups end up unequal.", + "summary": "Learn how max-min (Rawlsian) fairness minimizes the maximum group-level loss instead of equalizing a rate across groups, and why a model can move toward it while still failing demographic parity. Worked on the Audit 03 German Credit data: an iterative group-reweighting loop cuts worst-group error from 29.1% to 27.9% and leaves the 12-point selection-rate gap almost untouched.", + "tags": [ + "metrics" + ] } ]; diff --git a/assets/explainers-data.json b/assets/explainers-data.json index fab4ce2..528c5dc 100644 --- a/assets/explainers-data.json +++ b/assets/explainers-data.json @@ -418,6 +418,13 @@ "subtitle": "The accuracy cost of a privacy guarantee falls hardest on underrepresented groups.", "summary": "Learn how DP-SGD's gradient clipping and noise addition disproportionately degrade accuracy for minority subgroups, so adding a privacy guarantee to a bias-mitigation pipeline is not free. Illustrative example from Bagdasaryan, Poursaeed and Shmatikov (NeurIPS 2019), plus a runnable DP-SGD noise-injection toy; this repo trains no DP model, so no frozen numbers are quoted.", "tags": ["data", "metrics"] + }, + { + "slug": "maxmin-fairness", + "title": "What Is Max-Min (Rawlsian) Fairness?", + "subtitle": "Make the worst-off group's outcome as good as possible, even if the groups end up unequal.", + "summary": "Learn how max-min (Rawlsian) fairness minimizes the maximum group-level loss instead of equalizing a rate across groups, and why a model can move toward it while still failing demographic parity. Worked on the Audit 03 German Credit data: an iterative group-reweighting loop cuts worst-group error from 29.1% to 27.9% and leaves the 12-point selection-rate gap almost untouched.", + "tags": ["metrics"] } ] diff --git a/assets/og-light/maxmin-fairness.png b/assets/og-light/maxmin-fairness.png new file mode 100644 index 0000000000000000000000000000000000000000..dd387692416b35b7b91280a00468a45e3d9f5390 GIT binary patch literal 62622 zcmeFZbx>U2)-6gD0>Og^4ess|NJDUU4esuq1P>P6A-KB*Pe`!Ff;%L*H167Wk>5Gz zy??&C_3C|9_ui^YQI$@IG<&Z#=UiisG3E|alz)qgOo)ttfPg9`2~kEscwB{m@X!tE zA$aE-1q=lN;lxx5BC6^!3tKSNeX%o#cwnt%Bt?hw90Cznta{Yag3~gWOL7|TI$%tE zJ-uKQzOWGX9_!)LrwjEz_k>y2hlOiv+w!ii{d~Sh)z;Rk2u#hN`|7pUt0kfyfc&2~$jBc5^Wt&fKYzY|kMYk742*w1?|=P= z{GW8K|K+OvZ@8}i<+URG&%@+@{uBSXVLybc>Bn7bLm2`b<^#P0111WbTwGl2?9!5w z@AQv6TB&3bPj;siHWX$W-S-ojbaZuf8*G>CjEt1=4OaW&XbR;spCcjlLWhP1dW-bi zyc+EmyiWIQ-@Q}(okjHmc{rWVdGq)8@FeCx|3oZV9fn__cD>ap?DF^-HZ?1Y_1ET1 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z`%fLX+wME{-beoZN!pymia#HdM{O)w6KQ%z43X9Ln5@XYtvtAnB_HNKYFTQiHy>s$ymA$&H5Ky|L#3U#MHK(Z`&n$x2Q9?T1_o0wl%yVG!rDbs>c&GXY_kvs#22Qk&(W*P=|`J@W9bHK zTx~;QR))vdYcp+G$Yo!(nX;dy3YiG^Do8oo-A!PU?G4QxfotmGC<@nSU0h} z{`uFCkZ(aZ<8hEe;@d72(9N-XH{G@Kwj36e4t%G>+_4siANJav^1fKW&R`*DWKM|w zvRypV-D%TkENb$TgrEU02x_AVxqW|-7TsSdCEG9b{V%__A-2E!|61q&gHiY&e(=BF egkVgfoh;!OeHZwoZf$#Pf4!lh@Iv0=&c6W-6U?yy literal 0 HcmV?d00001 diff --git a/explainers/maxmin-fairness.html b/explainers/maxmin-fairness.html new file mode 100644 index 0000000..37230fb --- /dev/null +++ b/explainers/maxmin-fairness.html @@ -0,0 +1,385 @@ + + + + + +What Is Max-Min (Rawlsian) Fairness? · Fair Code + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + +
+
+ ← Back to explainers +
+ View source on GitHub + +
+
+ +
+
Explainer
+

What Is Max-Min (Rawlsian) Fairness?

+

Make the worst-off group's outcome as good as possible, even if the groups end up unequal.

+

Learn how max-min (Rawlsian) fairness minimizes the maximum group-level loss instead of equalizing a rate across groups, and why a model can move toward it while still failing demographic parity. Worked on the Audit 03 German Credit data: an iterative group-reweighting loop cuts worst-group error from 29.1% to 27.9% and leaves the 12-point selection-rate gap almost untouched.

+
+ +

What Is Max-Min (Rawlsian) Fairness?

+

Parity asks whether the groups are equal to each other. Max-min asks how good we can make the worst-off group's outcome - even if the groups end up unequal.

+
+

The One-Sentence Definition

+

Max-min fairness (also called Rawlsian fairness, after the "difference principle" in John Rawls' A Theory of Justice) is a fairness objective that minimizes the maximum group-level loss - it makes the worst-off group's outcome as good as possible - instead of equalizing a rate across groups the way parity metrics do.

+
+

Why It Matters

+

Every parity-based metric this repo already covers - demographic parity, equalized odds, predictive parity - measures a difference between groups and drives it toward zero. That framing has a well-known escape hatch: you can satisfy a parity constraint by making the better-off group worse rather than making the worse-off group better. "Parity in mediocrity" passes the test.

+

Max-min fairness rejects that move by construction. It does not look at the gap between groups at all. It looks at the single worst group-level outcome and tries to lift it. Concretely:

+
  • A model can satisfy demographic parity while both groups have poor accuracy. Max-min would prefer a model where the worst group's accuracy is higher, even if that widens the between-group gap.
  • Conversely, optimizing only for the worst-off group can widen a parity gap: if you pour modeling capacity into the group with the higher error rate, its predictions improve, but its selection rate can move away from the other group's.
+

So max-min and parity are genuinely different objectives, not two names for the same goal - and a model tuned for one can fail the other. This repo's Fairness Metric Conflicts explainer covers conflicts among parity metrics; the conflict between parity and max-min is a separate axis it does not touch.

+
+

Core Concept: A Different Objective Function

+

Write L_g(theta) for the expected loss (say, error rate) of model theta on group g.

+

Demographic parity constrains a rate to be equal across groups:

+
minimise  L(theta)          [average loss]
+subject to  P(Y_hat = 1 | A = a)  equal for all a
+

Max-min (Rawlsian) fairness changes the thing being minimized:

+
minimise over theta of   max over groups g of   L_g(theta)
+

There is no equality constraint. The objective is a min of a max: push down the largest per-group loss, then whatever the next-largest one is, and so on. If lifting the worst group also happens to help the others, fine; if it leaves a between-group gap, that gap is not penalized.

+

Two standard ways to approximate it without a bespoke solver:

+

1. Iterative group reweighting. Train, measure each group's loss, upweight whichever group is currently worst, retrain. Repeat. The training objective drifts from "average loss" toward "worst-group loss." This is the approach in the code below, and the online form of it is what group distributionally robust optimization (DRO) does. 2. Distributionally robust optimization (DRO). Minimize the worst-case loss over a set of reweightings of the data. Hashimoto et al. (2018) show a DRO objective controls the minority group's risk without needing group labels, which is why max-min and DRO are usually discussed together.

+
+

Concrete Example: German Credit Lending - Audit 03

+

Audit 03 in this repo (German Credit Lending/) predicts bad credit risk on 1,000 real loan records. The protected attribute is age; here "young" means under 30 (the same cut unfair.py uses).

+

This repo's own frozen benchmark already records the gap max-min targets. In paper/results-frozen/results_fairness.csv (the earlier reference snapshot; see CLAUDE.md), the S0 baseline logistic-regression model on age has an accuracy_equality_diff of -0.153 (p = 0.031) - a statistically significant 15-point per-group accuracy gap. None of this repo's S1-S4 mitigation strategies (mitigation-strategies.md) target that number; they all target demographic parity. Max-min fairness is the objective that goes after accuracy_equality_diff directly.

+

The script below is an independent minimal implementation on the same dataset (not the S0-S4 harness): a plain logistic-regression baseline, then a max-min reweighting loop. Features drop age and personal_status (its proxy); inputs are standardized; the split is 80/20 stratified at random_state=42.

+
import numpy as np
+import pandas as pd
+from sklearn.linear_model import LogisticRegression
+from sklearn.model_selection import train_test_split
+
+
+def load_german_credit(path="German Credit Lending/credit_customers.csv"):
+    df = pd.read_csv(path)
+    df["y_bad"] = (df["class"] == "bad").astype(int)            # 1 = bad credit risk
+    df["age_group"] = np.where(df["age"] < 30, "young", "older")
+    drop = {"class", "y_bad", "age", "age_group", "personal_status"}  # drop age + its proxy
+    feats = [c for c in df.columns if c not in drop]
+    X = pd.get_dummies(df[feats], drop_first=True)
+    return X, df["y_bad"].to_numpy(), df["age_group"].to_numpy()
+
+
+def per_group(y_true, y_pred, groups):
+    out = {}
+    for g in ["older", "young"]:
+        m = groups == g
+        acc = (y_pred[m] == y_true[m]).mean()
+        out[g] = {"n": int(m.sum()), "accuracy": round(float(acc), 4),
+                  "error": round(float(1 - acc), 4),
+                  "selection_rate": round(float(y_pred[m].mean()), 4)}
+    worst = max(out["older"]["error"], out["young"]["error"])
+    dp_gap = out["young"]["selection_rate"] - out["older"]["selection_rate"]
+    return pd.DataFrame(out).T, round(float(worst), 4), round(float(dp_gap), 4)
+
+
+def fit_maxmin(Xtr, ytr, gtr, n_rounds=50, step=0.5):
+    """Rawlsian max-min: iteratively reweight groups toward the worst per-group
+    training error, so the optimizer minimizes the maximum group loss rather
+    than the average loss."""
+    gw = {"older": 1.0, "young": 1.0}
+    for _ in range(n_rounds):
+        w = np.array([gw[g] for g in gtr], dtype=float)
+        w *= len(w) / w.sum()
+        model = LogisticRegression(max_iter=5000).fit(Xtr, ytr, sample_weight=w)
+        err = {g: 1 - (model.predict(Xtr)[gtr == g] == ytr[gtr == g]).mean()
+               for g in gw}
+        for g in gw:                       # multiplicative-weights update
+            gw[g] *= np.exp(step * err[g])
+        total = sum(gw.values())
+        gw = {g: v / total * len(gw) for g, v in gw.items()}
+    return model, gw
+
+
+if __name__ == "__main__":
+    X, y, g = load_german_credit()
+    Xtr, Xte, ytr, yte, gtr, gte = train_test_split(
+        X, y, g, test_size=0.2, random_state=42, stratify=y)
+    mean, std = Xtr.mean(), Xtr.std().replace(0, 1)
+    Xtr_s, Xte_s = ((Xtr - mean) / std).to_numpy(), ((Xte - mean) / std).to_numpy()
+
+    base = LogisticRegression(max_iter=5000).fit(Xtr_s, ytr)
+    b_tbl, b_worst, b_dp = per_group(yte, base.predict(Xte_s), gte)
+    print("=== BASELINE (minimise average loss) ===")
+    print(b_tbl.to_string())
+    print(f"overall accuracy      : {(base.predict(Xte_s) == yte).mean():.4f}")
+    print(f"worst-group error     : {b_worst:.4f}")
+    print(f"demographic-parity gap: {b_dp:.4f}  (young selection rate - older)")
+
+    mm, gw = fit_maxmin(Xtr_s, ytr, gtr)
+    m_tbl, m_worst, m_dp = per_group(yte, mm.predict(Xte_s), gte)
+    print("\n=== MAX-MIN (minimise the worst group's loss) ===")
+    print(m_tbl.to_string())
+    print(f"final group weights   : older {gw['older']:.2f}x, young {gw['young']:.2f}x")
+    print(f"overall accuracy      : {(mm.predict(Xte_s) == yte).mean():.4f}")
+    print(f"worst-group error     : {m_worst:.4f}")
+    print(f"demographic-parity gap: {m_dp:.4f}  (young selection rate - older)")
+

Script Execution Output

+
=== BASELINE (minimise average loss) ===
+           n  accuracy   error  selection_rate
+older  121.0    0.8099  0.1901          0.2066
+young   79.0    0.7089  0.2911          0.3418
+overall accuracy      : 0.7700
+worst-group error     : 0.2911
+demographic-parity gap: 0.1352  (young selection rate - older)
+
+=== MAX-MIN (minimise the worst group's loss) ===
+           n  accuracy   error  selection_rate
+older  121.0    0.8099  0.1901          0.2066
+young   79.0    0.7215  0.2785          0.3291
+final group weights   : older 0.57x, young 1.43x
+overall accuracy      : 0.7750
+worst-group error     : 0.2785
+demographic-parity gap: 0.1225  (young selection rate - older)
+

(Deterministic with these library versions; a solver's last digits can shift across BLAS backends, so the reading below only uses the leading digits.)

+

What the two runs show:

+

The baseline hides a large per-group gap inside a decent average. Overall accuracy is 77%, but that splits into 81% for older applicants and 71% for younger ones - a 10-point accuracy gap, the same disparity the frozen accuracy_equality_diff flags. Average-loss training has no reason to close it: younger applicants are the smaller group (79 of 200 test rows) and carry a higher base rate of bad outcomes, so the optimizer spends its capacity where the rows are.

+

Max-min lifts the worst group, and barely moves the other. Reweighting drives the young group's weight up to 1.43x and the older group's down to 0.57x. Worst-group error falls from 29.1% to 27.9%, the young group's accuracy rises about a point, the older group's predictions are unchanged, and overall accuracy is flat (77.0% to 77.5%). A small effect from a deliberately simple loop - stronger max-min methods (Martinez et al. 2020) push further - but it moves the right number in the right direction.

+

It does not fix demographic parity, and was never trying to. The selection-rate gap goes from 13.5 points to 12.3 points and stays large and in the same direction. A model can move toward max-min fairness while still plainly failing demographic parity: the two objectives are optimizing different things. If you need the selection rates equalized, that is a parity constraint (S3/S4 in mitigation-strategies.md), not a max-min objective.

+
+

Detection and Implementation Code

+

The fit_maxmin function above is the implementation. The check below reports whether a max-min run actually reduced the worst-group loss and what it cost the other groups - the two numbers that decide whether the trade was worth it.

+
def maxmin_report(y_true, base_pred, maxmin_pred, groups):
+    """Compare a baseline model against a max-min run, per group.
+
+    Flags the change in worst-group error and whether any other group got
+    worse (the price of the max-min trade).
+    """
+    rows = {}
+    for g in sorted(set(groups)):
+        m = groups == g
+        base_err = float(1 - (base_pred[m] == y_true[m]).mean())
+        mm_err = float(1 - (maxmin_pred[m] == y_true[m]).mean())
+        rows[g] = {"n": int(m.sum()),
+                   "baseline_error": round(base_err, 4),
+                   "maxmin_error": round(mm_err, 4),
+                   "delta": round(mm_err - base_err, 4)}
+    base_worst = max(r["baseline_error"] for r in rows.values())
+    mm_worst = max(r["maxmin_error"] for r in rows.values())
+    regressed = [g for g, r in rows.items() if r["delta"] > 1e-4]
+    return {
+        "per_group": rows,
+        "worst_group_error_before": round(base_worst, 4),
+        "worst_group_error_after": round(mm_worst, 4),
+        "worst_group_improved": mm_worst < base_worst,
+        "groups_that_got_worse": regressed,
+    }
+
+

Limitations

+

1. A tiny or noisy subgroup can dominate

+

Max-min chases whichever group is currently worst. If one group is small, its measured loss is high-variance, and the loop can pour weight into fitting noise for a handful of rows - hurting everyone else for no real gain. In the example above the "young" test group is only 79 rows; a real deployment should pair max-min with a minimum-group-size floor, the same guard this repo's significance module applies with its small-sample warning. Without that floor, "worst-off group" is not a stable target.

+

2. "Worst-off" depends on a chosen loss function

+

The worst group under 0-1 error, under log-loss, under false-negative rate, and under calibration error can be three different groups. Max-min is only defined once you fix the loss, and that choice is a value judgment, not a technical default - the same point Fairness Metric Conflicts makes about parity metrics.

+

3. It is silent on between-group gaps

+

If your obligation is a legal disparate-impact standard (an 80%-rule selection-rate ratio), max-min does not help you meet it and can move you away from it, as the example shows. Max-min and parity are complementary tools for different requirements, not substitutes.

+

4. Levelling down is technically permitted at the margin

+

Minimizing the maximum loss is usually improved by raising the worst group, but a solver can also lower a better-off group if that reduces the maximum (for instance by shifting a shared threshold). Pareto-efficient formulations (Martinez et al. 2020) rule this out explicitly; a plain reweighting loop does not.

+
+ +
  • Why Fairness Metrics Conflict - conflicts among parity metrics; the parity-vs-max-min conflict is a separate axis.
  • Distributionally Robust Optimization (DRO) for Fairness (companion explainer) - the worst-case-loss training method that is the online form of the reweighting loop here.
  • Mitigation Strategies - this repo's S0-S4 ladder, all of which target demographic parity rather than worst-group loss.
  • What Is Class Imbalance? - why the smaller, higher-base-rate group is the one average-loss training underserves.
  • What Is Demographic Parity? - the parity objective max-min is being contrasted against.
+
+ + +
+

Further Reading

+ +
+

Part of The Fair Code Project - exposing and fixing algorithmic bias with real data and open code.

+
+ + + + diff --git a/explainers/maxmin-fairness.md b/explainers/maxmin-fairness.md new file mode 100644 index 0000000..4dd9354 --- /dev/null +++ b/explainers/maxmin-fairness.md @@ -0,0 +1,247 @@ +# What Is Max-Min (Rawlsian) Fairness? + +> *Parity asks whether the groups are equal to each other. Max-min asks how good we can make the worst-off group's outcome - even if the groups end up unequal.* + +--- + +## The One-Sentence Definition + +**Max-min fairness** (also called Rawlsian fairness, after the "difference principle" in John Rawls' *A Theory of Justice*) is a fairness objective that minimizes the maximum group-level loss - it makes the worst-off group's outcome as good as possible - instead of equalizing a rate across groups the way parity metrics do. + +--- + +## Why It Matters + +Every parity-based metric this repo already covers - [demographic parity](demographic-parity.md), [equalized odds](equalized-odds.md), [predictive parity](predictive-parity.md) - measures a *difference between groups* and drives it toward zero. That framing has a well-known escape hatch: you can satisfy a parity constraint by making the better-off group worse rather than making the worse-off group better. "Parity in mediocrity" passes the test. + +Max-min fairness rejects that move by construction. It does not look at the gap between groups at all. It looks at the single worst group-level outcome and tries to lift it. Concretely: + +- A model can satisfy demographic parity while both groups have poor accuracy. Max-min would prefer a model where the worst group's accuracy is higher, even if that widens the between-group gap. +- Conversely, optimizing only for the worst-off group can *widen* a parity gap: if you pour modeling capacity into the group with the higher error rate, its predictions improve, but its selection rate can move away from the other group's. + +So max-min and parity are genuinely different objectives, not two names for the same goal - and a model tuned for one can fail the other. This repo's [Fairness Metric Conflicts](fairness-metric-conflicts.md) explainer covers conflicts *among* parity metrics; the conflict between parity and max-min is a separate axis it does not touch. + +--- + +## Core Concept: A Different Objective Function + +Write `L_g(theta)` for the expected loss (say, error rate) of model `theta` on group `g`. + +**Demographic parity** constrains a rate to be equal across groups: + +``` +minimise L(theta) [average loss] +subject to P(Y_hat = 1 | A = a) equal for all a +``` + +**Max-min (Rawlsian) fairness** changes the thing being minimized: + +``` +minimise over theta of max over groups g of L_g(theta) +``` + +There is no equality constraint. The objective is a `min` of a `max`: push down the largest per-group loss, then whatever the next-largest one is, and so on. If lifting the worst group also happens to help the others, fine; if it leaves a between-group gap, that gap is not penalized. + +Two standard ways to approximate it without a bespoke solver: + +1. **Iterative group reweighting.** Train, measure each group's loss, upweight whichever group is currently worst, retrain. Repeat. The training objective drifts from "average loss" toward "worst-group loss." This is the approach in the code below, and the online form of it is what group distributionally robust optimization (DRO) does. +2. **Distributionally robust optimization (DRO).** Minimize the worst-case loss over a set of reweightings of the data. Hashimoto et al. (2018) show a DRO objective controls the minority group's risk *without needing group labels*, which is why max-min and DRO are usually discussed together. + +--- + +## Concrete Example: German Credit Lending - Audit 03 + +Audit 03 in this repo ([`German Credit Lending/`](../German%20Credit%20Lending/)) predicts bad credit risk on 1,000 real loan records. The protected attribute is `age`; here "young" means under 30 (the same cut `unfair.py` uses). + +This repo's own frozen benchmark already records the gap max-min targets. In `paper/results-frozen/results_fairness.csv` (the earlier reference snapshot; see [CLAUDE.md](../CLAUDE.md)), the S0 baseline logistic-regression model on `age` has an **`accuracy_equality_diff` of -0.153** (p = 0.031) - a statistically significant 15-point per-group accuracy gap. None of this repo's S1-S4 mitigation strategies ([mitigation-strategies.md](mitigation-strategies.md)) target that number; they all target demographic parity. Max-min fairness is the objective that goes after `accuracy_equality_diff` directly. + +The script below is an independent minimal implementation on the same dataset (not the S0-S4 harness): a plain logistic-regression baseline, then a max-min reweighting loop. Features drop `age` and `personal_status` (its proxy); inputs are standardized; the split is 80/20 stratified at `random_state=42`. + +```python +import numpy as np +import pandas as pd +from sklearn.linear_model import LogisticRegression +from sklearn.model_selection import train_test_split + + +def load_german_credit(path="German Credit Lending/credit_customers.csv"): + df = pd.read_csv(path) + df["y_bad"] = (df["class"] == "bad").astype(int) # 1 = bad credit risk + df["age_group"] = np.where(df["age"] < 30, "young", "older") + drop = {"class", "y_bad", "age", "age_group", "personal_status"} # drop age + its proxy + feats = [c for c in df.columns if c not in drop] + X = pd.get_dummies(df[feats], drop_first=True) + return X, df["y_bad"].to_numpy(), df["age_group"].to_numpy() + + +def per_group(y_true, y_pred, groups): + out = {} + for g in ["older", "young"]: + m = groups == g + acc = (y_pred[m] == y_true[m]).mean() + out[g] = {"n": int(m.sum()), "accuracy": round(float(acc), 4), + "error": round(float(1 - acc), 4), + "selection_rate": round(float(y_pred[m].mean()), 4)} + worst = max(out["older"]["error"], out["young"]["error"]) + dp_gap = out["young"]["selection_rate"] - out["older"]["selection_rate"] + return pd.DataFrame(out).T, round(float(worst), 4), round(float(dp_gap), 4) + + +def fit_maxmin(Xtr, ytr, gtr, n_rounds=50, step=0.5): + """Rawlsian max-min: iteratively reweight groups toward the worst per-group + training error, so the optimizer minimizes the maximum group loss rather + than the average loss.""" + gw = {"older": 1.0, "young": 1.0} + for _ in range(n_rounds): + w = np.array([gw[g] for g in gtr], dtype=float) + w *= len(w) / w.sum() + model = LogisticRegression(max_iter=5000).fit(Xtr, ytr, sample_weight=w) + err = {g: 1 - (model.predict(Xtr)[gtr == g] == ytr[gtr == g]).mean() + for g in gw} + for g in gw: # multiplicative-weights update + gw[g] *= np.exp(step * err[g]) + total = sum(gw.values()) + gw = {g: v / total * len(gw) for g, v in gw.items()} + return model, gw + + +if __name__ == "__main__": + X, y, g = load_german_credit() + Xtr, Xte, ytr, yte, gtr, gte = train_test_split( + X, y, g, test_size=0.2, random_state=42, stratify=y) + mean, std = Xtr.mean(), Xtr.std().replace(0, 1) + Xtr_s, Xte_s = ((Xtr - mean) / std).to_numpy(), ((Xte - mean) / std).to_numpy() + + base = LogisticRegression(max_iter=5000).fit(Xtr_s, ytr) + b_tbl, b_worst, b_dp = per_group(yte, base.predict(Xte_s), gte) + print("=== BASELINE (minimise average loss) ===") + print(b_tbl.to_string()) + print(f"overall accuracy : {(base.predict(Xte_s) == yte).mean():.4f}") + print(f"worst-group error : {b_worst:.4f}") + print(f"demographic-parity gap: {b_dp:.4f} (young selection rate - older)") + + mm, gw = fit_maxmin(Xtr_s, ytr, gtr) + m_tbl, m_worst, m_dp = per_group(yte, mm.predict(Xte_s), gte) + print("\n=== MAX-MIN (minimise the worst group's loss) ===") + print(m_tbl.to_string()) + print(f"final group weights : older {gw['older']:.2f}x, young {gw['young']:.2f}x") + print(f"overall accuracy : {(mm.predict(Xte_s) == yte).mean():.4f}") + print(f"worst-group error : {m_worst:.4f}") + print(f"demographic-parity gap: {m_dp:.4f} (young selection rate - older)") +``` + +### Script Execution Output + +``` +=== BASELINE (minimise average loss) === + n accuracy error selection_rate +older 121.0 0.8099 0.1901 0.2066 +young 79.0 0.7089 0.2911 0.3418 +overall accuracy : 0.7700 +worst-group error : 0.2911 +demographic-parity gap: 0.1352 (young selection rate - older) + +=== MAX-MIN (minimise the worst group's loss) === + n accuracy error selection_rate +older 121.0 0.8099 0.1901 0.2066 +young 79.0 0.7215 0.2785 0.3291 +final group weights : older 0.57x, young 1.43x +overall accuracy : 0.7750 +worst-group error : 0.2785 +demographic-parity gap: 0.1225 (young selection rate - older) +``` + +(Deterministic with these library versions; a solver's last digits can shift across BLAS backends, so the reading below only uses the leading digits.) + +What the two runs show: + +**The baseline hides a large per-group gap inside a decent average.** Overall accuracy is 77%, but that splits into **81% for older applicants and 71% for younger ones** - a 10-point accuracy gap, the same disparity the frozen `accuracy_equality_diff` flags. Average-loss training has no reason to close it: younger applicants are the smaller group (79 of 200 test rows) and carry a higher base rate of bad outcomes, so the optimizer spends its capacity where the rows are. + +**Max-min lifts the worst group, and barely moves the other.** Reweighting drives the young group's weight up to 1.43x and the older group's down to 0.57x. Worst-group error falls from **29.1% to 27.9%**, the young group's accuracy rises about a point, the older group's predictions are unchanged, and overall accuracy is flat (77.0% to 77.5%). A small effect from a deliberately simple loop - stronger max-min methods (Martinez et al. 2020) push further - but it moves the right number in the right direction. + +**It does not fix demographic parity, and was never trying to.** The selection-rate gap goes from 13.5 points to 12.3 points and stays large and in the same direction. A model can move toward max-min fairness while still plainly failing demographic parity: the two objectives are optimizing different things. If you need the selection rates equalized, that is a parity constraint (S3/S4 in [mitigation-strategies.md](mitigation-strategies.md)), not a max-min objective. + +--- + +## Detection and Implementation Code + +The `fit_maxmin` function above is the implementation. The check below reports whether a max-min run actually reduced the worst-group loss and what it cost the other groups - the two numbers that decide whether the trade was worth it. + +```python +def maxmin_report(y_true, base_pred, maxmin_pred, groups): + """Compare a baseline model against a max-min run, per group. + + Flags the change in worst-group error and whether any other group got + worse (the price of the max-min trade). + """ + rows = {} + for g in sorted(set(groups)): + m = groups == g + base_err = float(1 - (base_pred[m] == y_true[m]).mean()) + mm_err = float(1 - (maxmin_pred[m] == y_true[m]).mean()) + rows[g] = {"n": int(m.sum()), + "baseline_error": round(base_err, 4), + "maxmin_error": round(mm_err, 4), + "delta": round(mm_err - base_err, 4)} + base_worst = max(r["baseline_error"] for r in rows.values()) + mm_worst = max(r["maxmin_error"] for r in rows.values()) + regressed = [g for g, r in rows.items() if r["delta"] > 1e-4] + return { + "per_group": rows, + "worst_group_error_before": round(base_worst, 4), + "worst_group_error_after": round(mm_worst, 4), + "worst_group_improved": mm_worst < base_worst, + "groups_that_got_worse": regressed, + } +``` + +--- + +## Limitations + +### 1. A tiny or noisy subgroup can dominate + +Max-min chases whichever group is currently worst. If one group is small, its measured loss is high-variance, and the loop can pour weight into fitting noise for a handful of rows - hurting everyone else for no real gain. In the example above the "young" test group is only 79 rows; a real deployment should pair max-min with a minimum-group-size floor, the same guard this repo's [significance module](../faircode/significance.py) applies with its small-sample warning. Without that floor, "worst-off group" is not a stable target. + +### 2. "Worst-off" depends on a chosen loss function + +The worst group under 0-1 error, under log-loss, under false-negative rate, and under calibration error can be three different groups. Max-min is only defined once you fix the loss, and that choice is a value judgment, not a technical default - the same point [Fairness Metric Conflicts](fairness-metric-conflicts.md) makes about parity metrics. + +### 3. It is silent on between-group gaps + +If your obligation is a legal disparate-impact standard (an 80%-rule selection-rate ratio), max-min does not help you meet it and can move you away from it, as the example shows. Max-min and parity are complementary tools for different requirements, not substitutes. + +### 4. Levelling down is technically permitted at the margin + +Minimizing the maximum loss is usually improved by *raising* the worst group, but a solver can also lower a better-off group if that reduces the maximum (for instance by shifting a shared threshold). Pareto-efficient formulations (Martinez et al. 2020) rule this out explicitly; a plain reweighting loop does not. + +--- + +## Related Concepts + +- [Why Fairness Metrics Conflict](fairness-metric-conflicts.md) - conflicts among parity metrics; the parity-vs-max-min conflict is a separate axis. +- Distributionally Robust Optimization (DRO) for Fairness (companion explainer) - the worst-case-loss training method that is the online form of the reweighting loop here. +- [Mitigation Strategies](mitigation-strategies.md) - this repo's S0-S4 ladder, all of which target demographic parity rather than worst-group loss. +- [What Is Class Imbalance?](class-imbalance.md) - why the smaller, higher-base-rate group is the one average-loss training underserves. +- [What Is Demographic Parity?](demographic-parity.md) - the parity objective max-min is being contrasted against. + +--- + +## Related Projects in This Repo + +- [`German Credit Lending/`](../German%20Credit%20Lending/) - Audit 03, the dataset and `age` attribute used above. +- [`paper/results-frozen/results_fairness.csv`](../paper/results-frozen/) - the frozen `accuracy_equality_diff` figure this explainer cites as the repo's own record of the per-group accuracy gap. +- [`faircode/significance.py`](../faircode/significance.py) - the small-sample warning referenced in Limitation 1. + +--- + +## Further Reading + +- [Rawls, J. (1971, rev. 1999): *A Theory of Justice*, Harvard University Press](https://www.hup.harvard.edu/books/9780674000780) - the "difference principle": social and economic inequalities are just only if they benefit the least-advantaged members of society. +- [Hashimoto, Srivastava, Namkoong & Liang (2018): Fairness Without Demographics in Repeated Loss Minimization, ICML 2018, PMLR 80:1929-1938](https://proceedings.mlr.press/v80/hashimoto18a.html) - a DRO objective that bounds the minority group's risk without using group labels. +- [Martinez, Bertran & Sapiro (2020): Minimax Pareto Fairness: A Multi Objective Perspective, ICML 2020, PMLR 119:6755-6764](https://proceedings.mlr.press/v119/martinez20a.html) - treats each group's risk as a separate objective and finds a classifier that is minimax and Pareto-efficient, with no test-time access to the protected attribute. +- [Diana, Gill, Kearns, Kenthapadi & Roth (2021): Minimax Group Fairness: Algorithms and Experiments, AIES 2021](https://doi.org/10.1145/3461702.3462523) - practical algorithms for the min-max group-error objective and how it compares to statistical-parity mitigation. + +--- + +*Part of [The Fair Code Project](https://instagram.com/thefaircodeproject) - exposing and fixing algorithmic bias with real data and open code.* diff --git a/faircode/_explainers/data.json b/faircode/_explainers/data.json index fab4ce2..528c5dc 100644 --- a/faircode/_explainers/data.json +++ b/faircode/_explainers/data.json @@ -418,6 +418,13 @@ "subtitle": "The accuracy cost of a privacy guarantee falls hardest on underrepresented groups.", "summary": "Learn how DP-SGD's gradient clipping and noise addition disproportionately degrade accuracy for minority subgroups, so adding a privacy guarantee to a bias-mitigation pipeline is not free. Illustrative example from Bagdasaryan, Poursaeed and Shmatikov (NeurIPS 2019), plus a runnable DP-SGD noise-injection toy; this repo trains no DP model, so no frozen numbers are quoted.", "tags": ["data", "metrics"] + }, + { + "slug": "maxmin-fairness", + "title": "What Is Max-Min (Rawlsian) Fairness?", + "subtitle": "Make the worst-off group's outcome as good as possible, even if the groups end up unequal.", + "summary": "Learn how max-min (Rawlsian) fairness minimizes the maximum group-level loss instead of equalizing a rate across groups, and why a model can move toward it while still failing demographic parity. Worked on the Audit 03 German Credit data: an iterative group-reweighting loop cuts worst-group error from 29.1% to 27.9% and leaves the 12-point selection-rate gap almost untouched.", + "tags": ["metrics"] } ] diff --git a/faircode/_explainers/maxmin-fairness.md b/faircode/_explainers/maxmin-fairness.md new file mode 100644 index 0000000..4dd9354 --- /dev/null +++ b/faircode/_explainers/maxmin-fairness.md @@ -0,0 +1,247 @@ +# What Is Max-Min (Rawlsian) Fairness? + +> *Parity asks whether the groups are equal to each other. Max-min asks how good we can make the worst-off group's outcome - even if the groups end up unequal.* + +--- + +## The One-Sentence Definition + +**Max-min fairness** (also called Rawlsian fairness, after the "difference principle" in John Rawls' *A Theory of Justice*) is a fairness objective that minimizes the maximum group-level loss - it makes the worst-off group's outcome as good as possible - instead of equalizing a rate across groups the way parity metrics do. + +--- + +## Why It Matters + +Every parity-based metric this repo already covers - [demographic parity](demographic-parity.md), [equalized odds](equalized-odds.md), [predictive parity](predictive-parity.md) - measures a *difference between groups* and drives it toward zero. That framing has a well-known escape hatch: you can satisfy a parity constraint by making the better-off group worse rather than making the worse-off group better. "Parity in mediocrity" passes the test. + +Max-min fairness rejects that move by construction. It does not look at the gap between groups at all. It looks at the single worst group-level outcome and tries to lift it. Concretely: + +- A model can satisfy demographic parity while both groups have poor accuracy. Max-min would prefer a model where the worst group's accuracy is higher, even if that widens the between-group gap. +- Conversely, optimizing only for the worst-off group can *widen* a parity gap: if you pour modeling capacity into the group with the higher error rate, its predictions improve, but its selection rate can move away from the other group's. + +So max-min and parity are genuinely different objectives, not two names for the same goal - and a model tuned for one can fail the other. This repo's [Fairness Metric Conflicts](fairness-metric-conflicts.md) explainer covers conflicts *among* parity metrics; the conflict between parity and max-min is a separate axis it does not touch. + +--- + +## Core Concept: A Different Objective Function + +Write `L_g(theta)` for the expected loss (say, error rate) of model `theta` on group `g`. + +**Demographic parity** constrains a rate to be equal across groups: + +``` +minimise L(theta) [average loss] +subject to P(Y_hat = 1 | A = a) equal for all a +``` + +**Max-min (Rawlsian) fairness** changes the thing being minimized: + +``` +minimise over theta of max over groups g of L_g(theta) +``` + +There is no equality constraint. The objective is a `min` of a `max`: push down the largest per-group loss, then whatever the next-largest one is, and so on. If lifting the worst group also happens to help the others, fine; if it leaves a between-group gap, that gap is not penalized. + +Two standard ways to approximate it without a bespoke solver: + +1. **Iterative group reweighting.** Train, measure each group's loss, upweight whichever group is currently worst, retrain. Repeat. The training objective drifts from "average loss" toward "worst-group loss." This is the approach in the code below, and the online form of it is what group distributionally robust optimization (DRO) does. +2. **Distributionally robust optimization (DRO).** Minimize the worst-case loss over a set of reweightings of the data. Hashimoto et al. (2018) show a DRO objective controls the minority group's risk *without needing group labels*, which is why max-min and DRO are usually discussed together. + +--- + +## Concrete Example: German Credit Lending - Audit 03 + +Audit 03 in this repo ([`German Credit Lending/`](../German%20Credit%20Lending/)) predicts bad credit risk on 1,000 real loan records. The protected attribute is `age`; here "young" means under 30 (the same cut `unfair.py` uses). + +This repo's own frozen benchmark already records the gap max-min targets. In `paper/results-frozen/results_fairness.csv` (the earlier reference snapshot; see [CLAUDE.md](../CLAUDE.md)), the S0 baseline logistic-regression model on `age` has an **`accuracy_equality_diff` of -0.153** (p = 0.031) - a statistically significant 15-point per-group accuracy gap. None of this repo's S1-S4 mitigation strategies ([mitigation-strategies.md](mitigation-strategies.md)) target that number; they all target demographic parity. Max-min fairness is the objective that goes after `accuracy_equality_diff` directly. + +The script below is an independent minimal implementation on the same dataset (not the S0-S4 harness): a plain logistic-regression baseline, then a max-min reweighting loop. Features drop `age` and `personal_status` (its proxy); inputs are standardized; the split is 80/20 stratified at `random_state=42`. + +```python +import numpy as np +import pandas as pd +from sklearn.linear_model import LogisticRegression +from sklearn.model_selection import train_test_split + + +def load_german_credit(path="German Credit Lending/credit_customers.csv"): + df = pd.read_csv(path) + df["y_bad"] = (df["class"] == "bad").astype(int) # 1 = bad credit risk + df["age_group"] = np.where(df["age"] < 30, "young", "older") + drop = {"class", "y_bad", "age", "age_group", "personal_status"} # drop age + its proxy + feats = [c for c in df.columns if c not in drop] + X = pd.get_dummies(df[feats], drop_first=True) + return X, df["y_bad"].to_numpy(), df["age_group"].to_numpy() + + +def per_group(y_true, y_pred, groups): + out = {} + for g in ["older", "young"]: + m = groups == g + acc = (y_pred[m] == y_true[m]).mean() + out[g] = {"n": int(m.sum()), "accuracy": round(float(acc), 4), + "error": round(float(1 - acc), 4), + "selection_rate": round(float(y_pred[m].mean()), 4)} + worst = max(out["older"]["error"], out["young"]["error"]) + dp_gap = out["young"]["selection_rate"] - out["older"]["selection_rate"] + return pd.DataFrame(out).T, round(float(worst), 4), round(float(dp_gap), 4) + + +def fit_maxmin(Xtr, ytr, gtr, n_rounds=50, step=0.5): + """Rawlsian max-min: iteratively reweight groups toward the worst per-group + training error, so the optimizer minimizes the maximum group loss rather + than the average loss.""" + gw = {"older": 1.0, "young": 1.0} + for _ in range(n_rounds): + w = np.array([gw[g] for g in gtr], dtype=float) + w *= len(w) / w.sum() + model = LogisticRegression(max_iter=5000).fit(Xtr, ytr, sample_weight=w) + err = {g: 1 - (model.predict(Xtr)[gtr == g] == ytr[gtr == g]).mean() + for g in gw} + for g in gw: # multiplicative-weights update + gw[g] *= np.exp(step * err[g]) + total = sum(gw.values()) + gw = {g: v / total * len(gw) for g, v in gw.items()} + return model, gw + + +if __name__ == "__main__": + X, y, g = load_german_credit() + Xtr, Xte, ytr, yte, gtr, gte = train_test_split( + X, y, g, test_size=0.2, random_state=42, stratify=y) + mean, std = Xtr.mean(), Xtr.std().replace(0, 1) + Xtr_s, Xte_s = ((Xtr - mean) / std).to_numpy(), ((Xte - mean) / std).to_numpy() + + base = LogisticRegression(max_iter=5000).fit(Xtr_s, ytr) + b_tbl, b_worst, b_dp = per_group(yte, base.predict(Xte_s), gte) + print("=== BASELINE (minimise average loss) ===") + print(b_tbl.to_string()) + print(f"overall accuracy : {(base.predict(Xte_s) == yte).mean():.4f}") + print(f"worst-group error : {b_worst:.4f}") + print(f"demographic-parity gap: {b_dp:.4f} (young selection rate - older)") + + mm, gw = fit_maxmin(Xtr_s, ytr, gtr) + m_tbl, m_worst, m_dp = per_group(yte, mm.predict(Xte_s), gte) + print("\n=== MAX-MIN (minimise the worst group's loss) ===") + print(m_tbl.to_string()) + print(f"final group weights : older {gw['older']:.2f}x, young {gw['young']:.2f}x") + print(f"overall accuracy : {(mm.predict(Xte_s) == yte).mean():.4f}") + print(f"worst-group error : {m_worst:.4f}") + print(f"demographic-parity gap: {m_dp:.4f} (young selection rate - older)") +``` + +### Script Execution Output + +``` +=== BASELINE (minimise average loss) === + n accuracy error selection_rate +older 121.0 0.8099 0.1901 0.2066 +young 79.0 0.7089 0.2911 0.3418 +overall accuracy : 0.7700 +worst-group error : 0.2911 +demographic-parity gap: 0.1352 (young selection rate - older) + +=== MAX-MIN (minimise the worst group's loss) === + n accuracy error selection_rate +older 121.0 0.8099 0.1901 0.2066 +young 79.0 0.7215 0.2785 0.3291 +final group weights : older 0.57x, young 1.43x +overall accuracy : 0.7750 +worst-group error : 0.2785 +demographic-parity gap: 0.1225 (young selection rate - older) +``` + +(Deterministic with these library versions; a solver's last digits can shift across BLAS backends, so the reading below only uses the leading digits.) + +What the two runs show: + +**The baseline hides a large per-group gap inside a decent average.** Overall accuracy is 77%, but that splits into **81% for older applicants and 71% for younger ones** - a 10-point accuracy gap, the same disparity the frozen `accuracy_equality_diff` flags. Average-loss training has no reason to close it: younger applicants are the smaller group (79 of 200 test rows) and carry a higher base rate of bad outcomes, so the optimizer spends its capacity where the rows are. + +**Max-min lifts the worst group, and barely moves the other.** Reweighting drives the young group's weight up to 1.43x and the older group's down to 0.57x. Worst-group error falls from **29.1% to 27.9%**, the young group's accuracy rises about a point, the older group's predictions are unchanged, and overall accuracy is flat (77.0% to 77.5%). A small effect from a deliberately simple loop - stronger max-min methods (Martinez et al. 2020) push further - but it moves the right number in the right direction. + +**It does not fix demographic parity, and was never trying to.** The selection-rate gap goes from 13.5 points to 12.3 points and stays large and in the same direction. A model can move toward max-min fairness while still plainly failing demographic parity: the two objectives are optimizing different things. If you need the selection rates equalized, that is a parity constraint (S3/S4 in [mitigation-strategies.md](mitigation-strategies.md)), not a max-min objective. + +--- + +## Detection and Implementation Code + +The `fit_maxmin` function above is the implementation. The check below reports whether a max-min run actually reduced the worst-group loss and what it cost the other groups - the two numbers that decide whether the trade was worth it. + +```python +def maxmin_report(y_true, base_pred, maxmin_pred, groups): + """Compare a baseline model against a max-min run, per group. + + Flags the change in worst-group error and whether any other group got + worse (the price of the max-min trade). + """ + rows = {} + for g in sorted(set(groups)): + m = groups == g + base_err = float(1 - (base_pred[m] == y_true[m]).mean()) + mm_err = float(1 - (maxmin_pred[m] == y_true[m]).mean()) + rows[g] = {"n": int(m.sum()), + "baseline_error": round(base_err, 4), + "maxmin_error": round(mm_err, 4), + "delta": round(mm_err - base_err, 4)} + base_worst = max(r["baseline_error"] for r in rows.values()) + mm_worst = max(r["maxmin_error"] for r in rows.values()) + regressed = [g for g, r in rows.items() if r["delta"] > 1e-4] + return { + "per_group": rows, + "worst_group_error_before": round(base_worst, 4), + "worst_group_error_after": round(mm_worst, 4), + "worst_group_improved": mm_worst < base_worst, + "groups_that_got_worse": regressed, + } +``` + +--- + +## Limitations + +### 1. A tiny or noisy subgroup can dominate + +Max-min chases whichever group is currently worst. If one group is small, its measured loss is high-variance, and the loop can pour weight into fitting noise for a handful of rows - hurting everyone else for no real gain. In the example above the "young" test group is only 79 rows; a real deployment should pair max-min with a minimum-group-size floor, the same guard this repo's [significance module](../faircode/significance.py) applies with its small-sample warning. Without that floor, "worst-off group" is not a stable target. + +### 2. "Worst-off" depends on a chosen loss function + +The worst group under 0-1 error, under log-loss, under false-negative rate, and under calibration error can be three different groups. Max-min is only defined once you fix the loss, and that choice is a value judgment, not a technical default - the same point [Fairness Metric Conflicts](fairness-metric-conflicts.md) makes about parity metrics. + +### 3. It is silent on between-group gaps + +If your obligation is a legal disparate-impact standard (an 80%-rule selection-rate ratio), max-min does not help you meet it and can move you away from it, as the example shows. Max-min and parity are complementary tools for different requirements, not substitutes. + +### 4. Levelling down is technically permitted at the margin + +Minimizing the maximum loss is usually improved by *raising* the worst group, but a solver can also lower a better-off group if that reduces the maximum (for instance by shifting a shared threshold). Pareto-efficient formulations (Martinez et al. 2020) rule this out explicitly; a plain reweighting loop does not. + +--- + +## Related Concepts + +- [Why Fairness Metrics Conflict](fairness-metric-conflicts.md) - conflicts among parity metrics; the parity-vs-max-min conflict is a separate axis. +- Distributionally Robust Optimization (DRO) for Fairness (companion explainer) - the worst-case-loss training method that is the online form of the reweighting loop here. +- [Mitigation Strategies](mitigation-strategies.md) - this repo's S0-S4 ladder, all of which target demographic parity rather than worst-group loss. +- [What Is Class Imbalance?](class-imbalance.md) - why the smaller, higher-base-rate group is the one average-loss training underserves. +- [What Is Demographic Parity?](demographic-parity.md) - the parity objective max-min is being contrasted against. + +--- + +## Related Projects in This Repo + +- [`German Credit Lending/`](../German%20Credit%20Lending/) - Audit 03, the dataset and `age` attribute used above. +- [`paper/results-frozen/results_fairness.csv`](../paper/results-frozen/) - the frozen `accuracy_equality_diff` figure this explainer cites as the repo's own record of the per-group accuracy gap. +- [`faircode/significance.py`](../faircode/significance.py) - the small-sample warning referenced in Limitation 1. + +--- + +## Further Reading + +- [Rawls, J. (1971, rev. 1999): *A Theory of Justice*, Harvard University Press](https://www.hup.harvard.edu/books/9780674000780) - the "difference principle": social and economic inequalities are just only if they benefit the least-advantaged members of society. +- [Hashimoto, Srivastava, Namkoong & Liang (2018): Fairness Without Demographics in Repeated Loss Minimization, ICML 2018, PMLR 80:1929-1938](https://proceedings.mlr.press/v80/hashimoto18a.html) - a DRO objective that bounds the minority group's risk without using group labels. +- [Martinez, Bertran & Sapiro (2020): Minimax Pareto Fairness: A Multi Objective Perspective, ICML 2020, PMLR 119:6755-6764](https://proceedings.mlr.press/v119/martinez20a.html) - treats each group's risk as a separate objective and finds a classifier that is minimax and Pareto-efficient, with no test-time access to the protected attribute. +- [Diana, Gill, Kearns, Kenthapadi & Roth (2021): Minimax Group Fairness: Algorithms and Experiments, AIES 2021](https://doi.org/10.1145/3461702.3462523) - practical algorithms for the min-max group-error objective and how it compares to statistical-parity mitigation. + +--- + +*Part of [The Fair Code Project](https://instagram.com/thefaircodeproject) - exposing and fixing algorithmic bias with real data and open code.* diff --git a/llms-full.txt b/llms-full.txt index dd42aae..1e14bdb 100644 --- a/llms-full.txt +++ b/llms-full.txt @@ -12242,3 +12242,257 @@ The Detection Code has no privacy accountant, so its `sigma` values do not map t *Part of [The Fair Code Project](https://instagram.com/thefaircodeproject) - exposing and fixing algorithmic bias with real data and open code.* +--- + +# What Is Max-Min (Rawlsian) Fairness? +URL: https://www.thefaircode.xyz/explainers/maxmin-fairness.html +Summary: Learn how max-min (Rawlsian) fairness minimizes the maximum group-level loss instead of equalizing a rate across groups, and why a model can move toward it while still failing demographic parity. Worked on the Audit 03 German Credit data: an iterative group-reweighting loop cuts worst-group error from 29.1% to 27.9% and leaves the 12-point selection-rate gap almost untouched. + +# What Is Max-Min (Rawlsian) Fairness? + +> *Parity asks whether the groups are equal to each other. Max-min asks how good we can make the worst-off group's outcome - even if the groups end up unequal.* + +--- + +## The One-Sentence Definition + +**Max-min fairness** (also called Rawlsian fairness, after the "difference principle" in John Rawls' *A Theory of Justice*) is a fairness objective that minimizes the maximum group-level loss - it makes the worst-off group's outcome as good as possible - instead of equalizing a rate across groups the way parity metrics do. + +--- + +## Why It Matters + +Every parity-based metric this repo already covers - [demographic parity](demographic-parity.md), [equalized odds](equalized-odds.md), [predictive parity](predictive-parity.md) - measures a *difference between groups* and drives it toward zero. That framing has a well-known escape hatch: you can satisfy a parity constraint by making the better-off group worse rather than making the worse-off group better. "Parity in mediocrity" passes the test. + +Max-min fairness rejects that move by construction. It does not look at the gap between groups at all. It looks at the single worst group-level outcome and tries to lift it. Concretely: + +- A model can satisfy demographic parity while both groups have poor accuracy. Max-min would prefer a model where the worst group's accuracy is higher, even if that widens the between-group gap. +- Conversely, optimizing only for the worst-off group can *widen* a parity gap: if you pour modeling capacity into the group with the higher error rate, its predictions improve, but its selection rate can move away from the other group's. + +So max-min and parity are genuinely different objectives, not two names for the same goal - and a model tuned for one can fail the other. This repo's [Fairness Metric Conflicts](fairness-metric-conflicts.md) explainer covers conflicts *among* parity metrics; the conflict between parity and max-min is a separate axis it does not touch. + +--- + +## Core Concept: A Different Objective Function + +Write `L_g(theta)` for the expected loss (say, error rate) of model `theta` on group `g`. + +**Demographic parity** constrains a rate to be equal across groups: + +``` +minimise L(theta) [average loss] +subject to P(Y_hat = 1 | A = a) equal for all a +``` + +**Max-min (Rawlsian) fairness** changes the thing being minimized: + +``` +minimise over theta of max over groups g of L_g(theta) +``` + +There is no equality constraint. The objective is a `min` of a `max`: push down the largest per-group loss, then whatever the next-largest one is, and so on. If lifting the worst group also happens to help the others, fine; if it leaves a between-group gap, that gap is not penalized. + +Two standard ways to approximate it without a bespoke solver: + +1. **Iterative group reweighting.** Train, measure each group's loss, upweight whichever group is currently worst, retrain. Repeat. The training objective drifts from "average loss" toward "worst-group loss." This is the approach in the code below, and the online form of it is what group distributionally robust optimization (DRO) does. +2. **Distributionally robust optimization (DRO).** Minimize the worst-case loss over a set of reweightings of the data. Hashimoto et al. (2018) show a DRO objective controls the minority group's risk *without needing group labels*, which is why max-min and DRO are usually discussed together. + +--- + +## Concrete Example: German Credit Lending - Audit 03 + +Audit 03 in this repo ([`German Credit Lending/`](../German%20Credit%20Lending/)) predicts bad credit risk on 1,000 real loan records. The protected attribute is `age`; here "young" means under 30 (the same cut `unfair.py` uses). + +This repo's own frozen benchmark already records the gap max-min targets. In `paper/results-frozen/results_fairness.csv` (the earlier reference snapshot; see [CLAUDE.md](../CLAUDE.md)), the S0 baseline logistic-regression model on `age` has an **`accuracy_equality_diff` of -0.153** (p = 0.031) - a statistically significant 15-point per-group accuracy gap. None of this repo's S1-S4 mitigation strategies ([mitigation-strategies.md](mitigation-strategies.md)) target that number; they all target demographic parity. Max-min fairness is the objective that goes after `accuracy_equality_diff` directly. + +The script below is an independent minimal implementation on the same dataset (not the S0-S4 harness): a plain logistic-regression baseline, then a max-min reweighting loop. Features drop `age` and `personal_status` (its proxy); inputs are standardized; the split is 80/20 stratified at `random_state=42`. + +```python +import numpy as np +import pandas as pd +from sklearn.linear_model import LogisticRegression +from sklearn.model_selection import train_test_split + + +def load_german_credit(path="German Credit Lending/credit_customers.csv"): + df = pd.read_csv(path) + df["y_bad"] = (df["class"] == "bad").astype(int) # 1 = bad credit risk + df["age_group"] = np.where(df["age"] < 30, "young", "older") + drop = {"class", "y_bad", "age", "age_group", "personal_status"} # drop age + its proxy + feats = [c for c in df.columns if c not in drop] + X = pd.get_dummies(df[feats], drop_first=True) + return X, df["y_bad"].to_numpy(), df["age_group"].to_numpy() + + +def per_group(y_true, y_pred, groups): + out = {} + for g in ["older", "young"]: + m = groups == g + acc = (y_pred[m] == y_true[m]).mean() + out[g] = {"n": int(m.sum()), "accuracy": round(float(acc), 4), + "error": round(float(1 - acc), 4), + "selection_rate": round(float(y_pred[m].mean()), 4)} + worst = max(out["older"]["error"], out["young"]["error"]) + dp_gap = out["young"]["selection_rate"] - out["older"]["selection_rate"] + return pd.DataFrame(out).T, round(float(worst), 4), round(float(dp_gap), 4) + + +def fit_maxmin(Xtr, ytr, gtr, n_rounds=50, step=0.5): + """Rawlsian max-min: iteratively reweight groups toward the worst per-group + training error, so the optimizer minimizes the maximum group loss rather + than the average loss.""" + gw = {"older": 1.0, "young": 1.0} + for _ in range(n_rounds): + w = np.array([gw[g] for g in gtr], dtype=float) + w *= len(w) / w.sum() + model = LogisticRegression(max_iter=5000).fit(Xtr, ytr, sample_weight=w) + err = {g: 1 - (model.predict(Xtr)[gtr == g] == ytr[gtr == g]).mean() + for g in gw} + for g in gw: # multiplicative-weights update + gw[g] *= np.exp(step * err[g]) + total = sum(gw.values()) + gw = {g: v / total * len(gw) for g, v in gw.items()} + return model, gw + + +if __name__ == "__main__": + X, y, g = load_german_credit() + Xtr, Xte, ytr, yte, gtr, gte = train_test_split( + X, y, g, test_size=0.2, random_state=42, stratify=y) + mean, std = Xtr.mean(), Xtr.std().replace(0, 1) + Xtr_s, Xte_s = ((Xtr - mean) / std).to_numpy(), ((Xte - mean) / std).to_numpy() + + base = LogisticRegression(max_iter=5000).fit(Xtr_s, ytr) + b_tbl, b_worst, b_dp = per_group(yte, base.predict(Xte_s), gte) + print("=== BASELINE (minimise average loss) ===") + print(b_tbl.to_string()) + print(f"overall accuracy : {(base.predict(Xte_s) == yte).mean():.4f}") + print(f"worst-group error : {b_worst:.4f}") + print(f"demographic-parity gap: {b_dp:.4f} (young selection rate - older)") + + mm, gw = fit_maxmin(Xtr_s, ytr, gtr) + m_tbl, m_worst, m_dp = per_group(yte, mm.predict(Xte_s), gte) + print("\n=== MAX-MIN (minimise the worst group's loss) ===") + print(m_tbl.to_string()) + print(f"final group weights : older {gw['older']:.2f}x, young {gw['young']:.2f}x") + print(f"overall accuracy : {(mm.predict(Xte_s) == yte).mean():.4f}") + print(f"worst-group error : {m_worst:.4f}") + print(f"demographic-parity gap: {m_dp:.4f} (young selection rate - older)") +``` + +### Script Execution Output + +``` +=== BASELINE (minimise average loss) === + n accuracy error selection_rate +older 121.0 0.8099 0.1901 0.2066 +young 79.0 0.7089 0.2911 0.3418 +overall accuracy : 0.7700 +worst-group error : 0.2911 +demographic-parity gap: 0.1352 (young selection rate - older) + +=== MAX-MIN (minimise the worst group's loss) === + n accuracy error selection_rate +older 121.0 0.8099 0.1901 0.2066 +young 79.0 0.7215 0.2785 0.3291 +final group weights : older 0.57x, young 1.43x +overall accuracy : 0.7750 +worst-group error : 0.2785 +demographic-parity gap: 0.1225 (young selection rate - older) +``` + +(Deterministic with these library versions; a solver's last digits can shift across BLAS backends, so the reading below only uses the leading digits.) + +What the two runs show: + +**The baseline hides a large per-group gap inside a decent average.** Overall accuracy is 77%, but that splits into **81% for older applicants and 71% for younger ones** - a 10-point accuracy gap, the same disparity the frozen `accuracy_equality_diff` flags. Average-loss training has no reason to close it: younger applicants are the smaller group (79 of 200 test rows) and carry a higher base rate of bad outcomes, so the optimizer spends its capacity where the rows are. + +**Max-min lifts the worst group, and barely moves the other.** Reweighting drives the young group's weight up to 1.43x and the older group's down to 0.57x. Worst-group error falls from **29.1% to 27.9%**, the young group's accuracy rises about a point, the older group's predictions are unchanged, and overall accuracy is flat (77.0% to 77.5%). A small effect from a deliberately simple loop - stronger max-min methods (Martinez et al. 2020) push further - but it moves the right number in the right direction. + +**It does not fix demographic parity, and was never trying to.** The selection-rate gap goes from 13.5 points to 12.3 points and stays large and in the same direction. A model can move toward max-min fairness while still plainly failing demographic parity: the two objectives are optimizing different things. If you need the selection rates equalized, that is a parity constraint (S3/S4 in [mitigation-strategies.md](mitigation-strategies.md)), not a max-min objective. + +--- + +## Detection and Implementation Code + +The `fit_maxmin` function above is the implementation. The check below reports whether a max-min run actually reduced the worst-group loss and what it cost the other groups - the two numbers that decide whether the trade was worth it. + +```python +def maxmin_report(y_true, base_pred, maxmin_pred, groups): + """Compare a baseline model against a max-min run, per group. + + Flags the change in worst-group error and whether any other group got + worse (the price of the max-min trade). + """ + rows = {} + for g in sorted(set(groups)): + m = groups == g + base_err = float(1 - (base_pred[m] == y_true[m]).mean()) + mm_err = float(1 - (maxmin_pred[m] == y_true[m]).mean()) + rows[g] = {"n": int(m.sum()), + "baseline_error": round(base_err, 4), + "maxmin_error": round(mm_err, 4), + "delta": round(mm_err - base_err, 4)} + base_worst = max(r["baseline_error"] for r in rows.values()) + mm_worst = max(r["maxmin_error"] for r in rows.values()) + regressed = [g for g, r in rows.items() if r["delta"] > 1e-4] + return { + "per_group": rows, + "worst_group_error_before": round(base_worst, 4), + "worst_group_error_after": round(mm_worst, 4), + "worst_group_improved": mm_worst < base_worst, + "groups_that_got_worse": regressed, + } +``` + +--- + +## Limitations + +### 1. A tiny or noisy subgroup can dominate + +Max-min chases whichever group is currently worst. If one group is small, its measured loss is high-variance, and the loop can pour weight into fitting noise for a handful of rows - hurting everyone else for no real gain. In the example above the "young" test group is only 79 rows; a real deployment should pair max-min with a minimum-group-size floor, the same guard this repo's [significance module](../faircode/significance.py) applies with its small-sample warning. Without that floor, "worst-off group" is not a stable target. + +### 2. "Worst-off" depends on a chosen loss function + +The worst group under 0-1 error, under log-loss, under false-negative rate, and under calibration error can be three different groups. Max-min is only defined once you fix the loss, and that choice is a value judgment, not a technical default - the same point [Fairness Metric Conflicts](fairness-metric-conflicts.md) makes about parity metrics. + +### 3. It is silent on between-group gaps + +If your obligation is a legal disparate-impact standard (an 80%-rule selection-rate ratio), max-min does not help you meet it and can move you away from it, as the example shows. Max-min and parity are complementary tools for different requirements, not substitutes. + +### 4. Levelling down is technically permitted at the margin + +Minimizing the maximum loss is usually improved by *raising* the worst group, but a solver can also lower a better-off group if that reduces the maximum (for instance by shifting a shared threshold). Pareto-efficient formulations (Martinez et al. 2020) rule this out explicitly; a plain reweighting loop does not. + +--- + +## Related Concepts + +- [Why Fairness Metrics Conflict](fairness-metric-conflicts.md) - conflicts among parity metrics; the parity-vs-max-min conflict is a separate axis. +- Distributionally Robust Optimization (DRO) for Fairness (companion explainer) - the worst-case-loss training method that is the online form of the reweighting loop here. +- [Mitigation Strategies](mitigation-strategies.md) - this repo's S0-S4 ladder, all of which target demographic parity rather than worst-group loss. +- [What Is Class Imbalance?](class-imbalance.md) - why the smaller, higher-base-rate group is the one average-loss training underserves. +- [What Is Demographic Parity?](demographic-parity.md) - the parity objective max-min is being contrasted against. + +--- + +## Related Projects in This Repo + +- [`German Credit Lending/`](../German%20Credit%20Lending/) - Audit 03, the dataset and `age` attribute used above. +- [`paper/results-frozen/results_fairness.csv`](../paper/results-frozen/) - the frozen `accuracy_equality_diff` figure this explainer cites as the repo's own record of the per-group accuracy gap. +- [`faircode/significance.py`](../faircode/significance.py) - the small-sample warning referenced in Limitation 1. + +--- + +## Further Reading + +- [Rawls, J. (1971, rev. 1999): *A Theory of Justice*, Harvard University Press](https://www.hup.harvard.edu/books/9780674000780) - the "difference principle": social and economic inequalities are just only if they benefit the least-advantaged members of society. +- [Hashimoto, Srivastava, Namkoong & Liang (2018): Fairness Without Demographics in Repeated Loss Minimization, ICML 2018, PMLR 80:1929-1938](https://proceedings.mlr.press/v80/hashimoto18a.html) - a DRO objective that bounds the minority group's risk without using group labels. +- [Martinez, Bertran & Sapiro (2020): Minimax Pareto Fairness: A Multi Objective Perspective, ICML 2020, PMLR 119:6755-6764](https://proceedings.mlr.press/v119/martinez20a.html) - treats each group's risk as a separate objective and finds a classifier that is minimax and Pareto-efficient, with no test-time access to the protected attribute. +- [Diana, Gill, Kearns, Kenthapadi & Roth (2021): Minimax Group Fairness: Algorithms and Experiments, AIES 2021](https://doi.org/10.1145/3461702.3462523) - practical algorithms for the min-max group-error objective and how it compares to statistical-parity mitigation. + +--- + +*Part of [The Fair Code Project](https://instagram.com/thefaircodeproject) - exposing and fixing algorithmic bias with real data and open code.* + diff --git a/sitemap.xml b/sitemap.xml index 15b23d8..6187c07 100644 --- a/sitemap.xml +++ b/sitemap.xml @@ -248,4 +248,8 @@ https://www.thefaircode.xyz/explainers/differential-privacy.html 2026-09-09 + + https://www.thefaircode.xyz/explainers/maxmin-fairness.html + 2026-09-10 +