Title
Offline Contextual Bandits with High Probability Fairness Guarantees
Abstract
We present RobinHood, an offline contextual bandit algorithm designed to satisfy a broad family of fairness constraints. Our algorithm accepts multiple fairness definitions and allows users to construct their own unique fairness definitions for the problem at hand. We provide a theoretical analysis of RobinHood, which includes a proof that it will not return an unfair solution with probability greater than a user-specified threshold. We validate our algorithm on three applications: a user study with an automated tutoring system, a loan approval setting using the Statlog German credit data set, and a criminal recidivism problem using data released by ProPublica. To demonstrate the versatility of our approach, we use multiple well-known and custom definitions of fairness. In each setting, our algorithm is able to produce fair policies that achieve performance competitive with other offline and online contextual bandit algorithms.
Year
Venue
Keywords
2019
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 32 (NIPS 2019)
user study
Field
DocType
Volume
Computer science,Artificial intelligence,Machine learning
Conference
32
ISSN
Citations 
PageRank 
1049-5258
0
0.34
References 
Authors
0
7
Name
Order
Citations
PageRank
Blossom Metevier100.68
Stephen Giguere21016.72
Brockman, Sarah300.34
Ari Kobren4285.17
Yuriy Brun5221691.89
Emma Brunskill667390.33
Philip S. Thomas718422.55