Question 195 - Professional Machine Learning Engineer discussion

A fairness metric is a way to measure how well a machine learning model treats different groups of customers, such as by sex or age. A common fairness metric is accuracy, which is the proportion of correct predictions among all predictions. Accuracy across the sensitive features means calculating the accuracy for each group separately, and then comparing them. For example, if the model has 90% accuracy for male customers and 80% accuracy for female customers, there is a 10% accuracy gap that indicates potential bias against female customers.

To investigate and mitigate potential bias, it is important to define a fairness metric and evaluate it on a test set. A test set is a subset of the data that is not used for training the model, but only for evaluating its performance. By joining the test set predictions with the sensitive features, you can calculate the fairness metric and see if it meets your requirements. For example, you may require that the accuracy gap between any two groups is less than 5%. If the fairness metric does not meet your requirements, you may need to adjust the model or the data to reduce bias.

Option A is not the best answer because excluding the sensitive features and any meaningfully correlated features may not eliminate bias. For example, if salary is correlated with sex, and salary is also a predictive feature for the target variable, excluding both features may reduce the model accuracy and still leave some residual bias. Moreover, excluding features based on correlation may not capture the complex interactions and dependencies among the features that may affect bias.

Option B is not the best answer because using the global attribution values for each feature of the model may not reflect the individual-level impact of the features on the predictions. Global attribution values are calculated by averaging the attribution values across all the data points, and they indicate how important each feature is for the overall model performance. However, they do not show how each feature affects each customer's prediction, which may vary depending on the values of the other features. For example, sex may have a low global attribution value, but it may have a high impact on some customers' predictions, especially if it interacts with other features such as salary or age.

Option C is not the best answer because discarding the model and training the model again without a feature based on a single customer's attribution value may not be a robust or scalable way to mitigate bias. Attribution values are calculated by measuring how much each feature contributes to the prediction for a given data point, and they indicate how sensitive the prediction is to the feature value. However, they do not show how the feature affects the overall fairness metric or the model accuracy. For example, sex may have a high attribution value for a customer, but it may not affect the accuracy gap between the groups. Moreover, discarding and retraining the model based on a single customer's attribution value may not be feasible if there are many customers with high attribution values for different features.