论文标题

概率稳健的追索权:在算法追索方面导航成本与稳健性之间的权衡

Probabilistically Robust Recourse: Navigating the Trade-offs between Costs and Robustness in Algorithmic Recourse

论文作者

Pawelczyk, Martin, Datta, Teresa, van-den-Heuvel, Johannes, Kasneci, Gjergji, Lakkaraju, Himabindu

论文摘要

随着机器学习模型越来越多地被用来在现实世界中做出结果决定,因此确保通过这些模型的预测对受到不利影响的个人(例如,贷款拒绝)的个人至关重要。尽管已经提出了几种方法来为受影响的个体构建回流,但这些方法通过这些方法输出的回流要么实现低成本(即缓和性的)或对小扰动的鲁棒性(即,噪声的噪声实施),但这两者都不是由于固有的权衡在依据之间的固有权衡和稳健的成本和稳健的成本。此外,先前的方法不会为最终用户提供任何代理机构,以导致上述权衡取舍。在这项工作中,我们通过提出第一个算法框架来解决上述挑战,该算法框架使用户能够有效地管理追索性成本与稳健性权衡。更具体地说,我们的框架概率可靠的追索性(\ texttt {probe})使用户可以选择诉讼程序无效的概率(追索权无效),如果对诉讼进行了很小的更改,即诉讼的实施,则在某种程度上进行了诉讼。为此,我们提出了一个新颖的目标函数,同时可以最大程度地减少所达到的(结果)和所需的追索性无效率之间的差距,从而最大程度地减少追索权成本,并确保所产生的追索能够实现积极的模型预测。我们开发了新的理论结果,以表征与任何给定实例W.R.T.相对应的追索性无效率。不同类的基础模型(例如线性模型,基于树的模型等),并利用这些结果有效地优化了所提出的目标。具有多个现实世界数据集的实验评估证明了所提出的框架的功效。

As machine learning models are increasingly being employed to make consequential decisions in real-world settings, it becomes critical to ensure that individuals who are adversely impacted (e.g., loan denied) by the predictions of these models are provided with a means for recourse. While several approaches have been proposed to construct recourses for affected individuals, the recourses output by these methods either achieve low costs (i.e., ease-of-implementation) or robustness to small perturbations (i.e., noisy implementations of recourses), but not both due to the inherent trade-offs between the recourse costs and robustness. Furthermore, prior approaches do not provide end users with any agency over navigating the aforementioned trade-offs. In this work, we address the above challenges by proposing the first algorithmic framework which enables users to effectively manage the recourse cost vs. robustness trade-offs. More specifically, our framework Probabilistically ROBust rEcourse (\texttt{PROBE}) lets users choose the probability with which a recourse could get invalidated (recourse invalidation rate) if small changes are made to the recourse i.e., the recourse is implemented somewhat noisily. To this end, we propose a novel objective function which simultaneously minimizes the gap between the achieved (resulting) and desired recourse invalidation rates, minimizes recourse costs, and also ensures that the resulting recourse achieves a positive model prediction. We develop novel theoretical results to characterize the recourse invalidation rates corresponding to any given instance w.r.t. different classes of underlying models (e.g., linear models, tree based models etc.), and leverage these results to efficiently optimize the proposed objective. Experimental evaluation with multiple real world datasets demonstrates the efficacy of the proposed framework.

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