论文标题
结构计量经济学的公平限制和使用仪器变量应用于公平估算的应用
Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables
论文作者
论文摘要
监督的机器学习算法确定了从学习样本中的模型,该模型将用于预测新的观察结果。为此,它汇总了学习样本观察的个人特征。但是,此信息汇总并未考虑对训练样本中可能包含的任何现状偏见的任何潜在选择。后者的偏见引起了机器学习算法的所谓\ textit {公平}的关注,尤其是对弱势群体的关注。在本章中,我们通过结构计量经济学模型的镜头来回顾机器学习中的公平性问题,其中未知索引是对功能方程的解决方案,并且内生性问题被明确解释。我们将公平性建模为一个线性操作员,其空空间包含一组严格的{\ it Fair}索引。通过将无约束的索引投影到该操作员的空空间或直接找到功能方程的最接近的解决方案中,可以在该空空间中获得一个{\ it Fair}解决方案。我们还承认,在远离现状时,决策者可能会产生成本。实现\ textit {近似公平}是通过在学习过程中引入公平惩罚并或多或少地平衡现状和完整的公平解决方案之间的影响而获得的。
A supervised machine learning algorithm determines a model from a learning sample that will be used to predict new observations. To this end, it aggregates individual characteristics of the observations of the learning sample. But this information aggregation does not consider any potential selection on unobservables and any status-quo biases which may be contained in the training sample. The latter bias has raised concerns around the so-called \textit{fairness} of machine learning algorithms, especially towards disadvantaged groups. In this chapter, we review the issue of fairness in machine learning through the lenses of structural econometrics models in which the unknown index is the solution of a functional equation and issues of endogeneity are explicitly accounted for. We model fairness as a linear operator whose null space contains the set of strictly {\it fair} indexes. A {\it fair} solution is obtained by projecting the unconstrained index into the null space of this operator or by directly finding the closest solution of the functional equation into this null space. We also acknowledge that policymakers may incur a cost when moving away from the status quo. Achieving \textit{approximate fairness} is obtained by introducing a fairness penalty in the learning procedure and balancing more or less heavily the influence between the status quo and a full fair solution.