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WIP: threshold optimizer with relaxed fairness constraint fulfillment #1248

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WIP: threshold optimizer with relaxed fairness constraint fulfillment #1248

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dd28ead
Initial commit: bringing code from https://github.com/socialfoundatio…
AndreFCruz Jun 28, 2023
67adac7
Update fairlearn/postprocessing/_cvxpy_threshold_optimizer.py
AndreFCruz Jun 29, 2023
7155e44
addressing PR feedback
AndreFCruz Jun 29, 2023
2bb9a76
making RelaxedThesholdOptimizer extensible to future constraint imple…
AndreFCruz Jun 29, 2023
23f879e
added cvxpy solutions for TPR,FPR,TNR,FNR constraints
AndreFCruz Jun 29, 2023
6009ffe
code now runs fine
AndreFCruz Jul 4, 2023
9435885
corrected bug on TPR/FPR parity constraints
AndreFCruz Jul 4, 2023
b6ada3e
fixed linting errors
AndreFCruz Jul 4, 2023
942252c
added draft example for relaxed thresholding
AndreFCruz Jul 6, 2023
1a071c2
updated example
AndreFCruz Jul 7, 2023
50e8fde
added plotting safe-guard
AndreFCruz Jul 7, 2023
7510e56
Relaxed TO now compatible with standard input formats: pandas, numpy,…
AndreFCruz Jul 7, 2023
f219cea
minor bug fix in Relaxed TO example
AndreFCruz Jul 7, 2023
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11 changes: 10 additions & 1 deletion docs/refs.bib
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Original file line number Diff line number Diff line change
Expand Up @@ -425,4 +425,13 @@ @article{yeh2009comparisons
@misc{uscode2011title15chapter41subchapteriv,
title={United States Code 2011 Edition - Title 15 Commerce and Trade - Chapter 41 Consumer Credit Protection - Subchapter IV—Equal Credit Opportunity},
url={https://www.govinfo.gov/content/pkg/USCODE-2011-title15/html/USCODE-2011-title15-chap41-subchapIV.htm}
}
}

@misc{cruz2023unprocessing,
title={Unprocessing Seven Years of Algorithmic Fairness},
author={Andr\'{e} F. Cruz and Moritz Hardt},
year={2023},
eprint={2306.07261},
archivePrefix={arXiv},
primaryClass={cs.LG}
}
4 changes: 4 additions & 0 deletions fairlearn/postprocessing/_constants.py
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Expand Up @@ -13,6 +13,10 @@
"Please make sure to install fairlearn[customplots] to use "
"the postprocessing plots."
)
_CVXPY_IMPORT_ERROR_MESSAGE = (
"Please make sure to install `cvxpy` to use postprocessing with relaxed "
"fairness constraint fulfillment."
)
BASE_ESTIMATOR_NONE_ERROR_MESSAGE = "The base estimator cannot be `None`."
BASE_ESTIMATOR_NOT_FITTED_WARNING = (
"The value of `prefit` is `True`, but `check_is_fitted` raised `NotFittedError` on"
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