Machine Learning (stat.ML)

Abstract: Measures of algorithmic fairness are usually discussed in the context of binary decisions. We extend the approach to continuous scores. So far, ROC-based measures have mainly been suggested for this purpose. Other existing methods depend heavily on the distribution of scores, are unsuitable for ranking tasks, or their effect sizes are not interpretable. Here, we propose a distributionally invariant version of fairness measures for continuous scores with a reasonable interpretation based on the Wasserstein distance. Our measures are easily computable and well suited for quantifying and interpreting the strength of group disparities as well as for comparing biases across different models, datasets, or time points. We derive a link between the different families of existing fairness measures for scores and show that the proposed distributionally invariant fairness measures outperform ROC-based fairness measures because they are more explicit and can quantify significant biases that ROC-based fairness measures miss. Finally, we demonstrate their effectiveness through experiments on the most commonly used fairness benchmark datasets.

Abstract: Regression analysis is a key area of interest in the field of data analysis and machine learning which is devoted to exploring the dependencies between variables, often using vectors. The emergence of high dimensional data in technologies such as neuroimaging, computer vision, climatology and social networks, has brought challenges to traditional data representation methods. Tensors, as high dimensional extensions of vectors, are considered as natural representations of high dimensional data. In this book, the authors provide a systematic study and analysis of tensor-based regression models and their applications in recent years. It groups and illustrates the existing tensor-based regression methods and covers the basics, core ideas, and theoretical characteristics of most tensor-based regression methods. In addition, readers can learn how to use existing tensor-based regression methods to solve specific regression tasks with multiway data, what datasets can be selected, and what software packages are available to start related work as soon as possible. Tensor Regression is the first thorough overview of the fundamentals, motivations, popular algorithms, strategies for efficient implementation, related applications, available datasets, and software resources for tensor-based regression analysis. It is essential reading for all students, researchers and practitioners of working on high dimensional data.