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As the data-driven decision process becomes dominating for industrial applications, fairness-aware machine learning arouses great attention in various areas. This work proposes fairness penalties learned by neural networks with a simple…
A central goal of algorithmic fairness is to reduce bias in automated decision making. An unavoidable tension exists between accuracy gains obtained by using sensitive information (e.g., gender or ethnic group) as part of a statistical…
Machine learning is used to make decisions for individuals in various fields, which require us to achieve good prediction accuracy while ensuring fairness with respect to sensitive features (e.g., race and gender). This problem, however,…
The digitalization of credit scoring has become essential for financial institutions and commercial banks, especially in the era of digital transformation. Machine learning techniques are commonly used to evaluate customers'…
The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction error or the so-called Area Under the Curve (AUC) for a particular data distribution. However, when the models are…
Navigating a collision-free and optimal trajectory for a robot is a challenging task, particularly in environments with moving obstacles such as humans. We formulate this problem as a stochastic optimal control problem. Since solving the…
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…
Area under ROC curve (AUC) is a widely used performance measure for classification models. We propose two new distributionally robust AUC maximization models (DR-AUC) that rely on the Kantorovich metric and approximate the AUC with the…
Machine learning based systems are reaching society at large and in many aspects of everyday life. This phenomenon has been accompanied by concerns about the ethical issues that may arise from the adoption of these technologies. ML fairness…
Area under ROC (AUC) is an important metric for binary classification and bipartite ranking problems. However, it is difficult to directly optimizing AUC as a learning objective, so most existing algorithms are based on optimizing a…
In real-world classification settings, such as loan application evaluation or content moderation on online platforms, individuals respond to classifier predictions by strategically updating their features to increase their likelihood of…
A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…
Existing work on fairness typically focuses on making known machine learning algorithms fairer. Fair variants of classification, clustering, outlier detection and other styles of algorithms exist. However, an understudied area is the topic…
We study stochastic optimization with data-adaptive sampling schemes to train pairwise learning models. Pairwise learning is ubiquitous, and it covers several popular learning tasks such as ranking, metric learning and AUC maximization. A…
With growing awareness of societal impact of artificial intelligence, fairness has become an important aspect of machine learning algorithms. The issue is that human biases towards certain groups of population, defined by sensitive features…
The increasing use of Artificial Intelligence (AI) in critical societal domains has amplified concerns about fairness, particularly regarding unequal treatment across sensitive attributes such as race, gender, and socioeconomic status.…
Fair machine learning research has been primarily concerned with classification tasks that result in discrimination. However, as machine learning algorithms are applied in new contexts the harms and injustices that result are qualitatively…
Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…
The underlying assumption of many machine learning algorithms is that the training data and test data are drawn from the same distributions. However, the assumption is often violated in real world due to the sample selection bias between…
An increasing number of decisions regarding the daily lives of human beings are being controlled by artificial intelligence (AI) algorithms in spheres ranging from healthcare, transportation, and education to college admissions,…