Welfare-based Fairness through Optimization

Abstract

We propose optimization as a general paradigm for formalizing fairness in AI-based decision models. We argue that optimization models allow formulation of a wide range of fairness criteria as social welfare functions, while enabling AI to take advantage of highly advanced solution technology. We show how optimization models can assist fairness-oriented decision making in the context of neural networks, support vector machines, and rule-based systems by maximizing a social welfare function subject to appropriate constraints. In particular, we state tractable optimization models for a variety of functions that measure fairness or a combination of fairness and efficiency. These include several inequality metrics, Rawlsian criteria, the McLoone and Hoover indices, alpha fairness, the Nash and Kalai-Smorodinsky bargaining solutions, combinations of Rawlsian and utilitarian criteria, and statistical bias measures. All of these models can be efficiently solved by linear programming, mixed integer/linear programming, or (in two cases) specialized convex programming methods.