Fairness / Privacy / Decision Making / Data Cleaning

Moderator: Jasper Snoek


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Thu 15 April 12:00 - 12:15 PDT

Private optimization without constraint violations

andres munoz · Umar Syed · Sergei Vassilvtiskii · Ellen Vitercik

We study the problem of differentially private optimization with linear constraints when the right-hand-side of the constraints depends on private data. This type of problem appears in many applications, especially resource allocation. Previous research provided solutions that retained privacy but sometimes violated the constraints. In many settings, however, the constraints cannot be violated under any circumstances. To address this hard requirement, we present an algorithm that releases a nearly-optimal solution satisfying the constraints with probability 1. We also prove a lower bound demonstrating that the difference between the objective value of our algorithm's solution and the optimal solution is tight up to logarithmic factors among all differentially private algorithms. We conclude with experiments demonstrating that our algorithm can achieve nearly optimal performance while preserving privacy.

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Thu 15 April 12:15 - 12:30 PDT

Learning Smooth and Fair Representations

Xavier Gitiaux · Huzefa Rangwala

This paper explores the statistical properties of fair representation learning, a pre-processing method that preemptively removes the correlations between features and sensitive attributes by mapping features to a fair representation space. We show that the demographic parity of a representation can be certified from a finite sample if and only if the mapping guarantees that the chi-squared mutual information between features and representations is finite for distributions of the features. Empirically, we find that smoothing representations with an additive Gaussian white noise provides generalization guarantees of fairness certificates, which improves upon existing fair representation learning approaches.

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Thu 15 April 12:30 - 12:45 PDT

Right Decisions from Wrong Predictions: A Mechanism Design Alternative to Individual Calibration

Shengjia Zhao · Stefano Ermon

Decision makers often need to rely on imperfect probabilistic forecasts. While average performance metrics are typically available, it is difficult to assess the quality of individual forecasts and the corresponding utilities. To convey confidence about individual predictions to decision-makers, we propose a compensation mechanism ensuring that the forecasted utility matches the actually accrued utility. While a naive scheme to compensate decision-makers for prediction errors can be exploited and might not be sustainable in the long run, we propose a mechanism based on fair bets and online learning that provably cannot be exploited. We demonstrate an application showing how passengers could confidently optimize individual travel plans based on flight delay probabilities estimated by an airline.

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Thu 15 April 12:45 - 13:00 PDT

PClean: Bayesian Data Cleaning at Scale with Domain-Specific Probabilistic Programming

Alexander Lew · Monica Agrawal · David Sontag · Vikash Mansinghka

Data cleaning is naturally framed as probabilistic inference in a generative model of ground-truth data and likely errors, but the diversity of real-world error patterns and the hardness of inference make Bayesian approaches difficult to automate. We present PClean, a probabilistic programming language (PPL) for leveraging dataset-specific knowledge to automate Bayesian cleaning. Compared to general-purpose PPLs, PClean tackles a restricted problem domain, enabling three modeling and inference innovations: (1) a non-parametric model of relational database instances, which users' programs customize; (2) a novel sequential Monte Carlo inference algorithm that exploits the structure of PClean's model class; and (3) a compiler that generates near-optimal SMC proposals and blocked-Gibbs rejuvenation kernels based on the user's model and data. We show empirically that short (< 50-line) PClean programs can: be faster and more accurate than generic PPL inference on data-cleaning benchmarks; match state-of-the-art data-cleaning systems in terms of accuracy and runtime (unlike generic PPL inference in the same runtime); and scale to real-world datasets with millions of records.

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