Auditing and Achieving Intersectional Fairness in Classification Problems

Machine learning algorithms are extensively used to make increasingly more consequential decisions about people, so achieving optimal predictive performance can no longer be the only focus. A particularly important consideration is fairness with respect to race, gender, or any other sensitive attribute. This paper studies intersectional fairness, where intersections of multiple sensitive attributes are considered. Prior research has mainly focused on fairness with respect to a single sensitive attribute, with intersectional fairness being comparatively less studied despite its critical importance for the safety of modern machine learning systems. We present a comprehensive framework for auditing and achieving intersectional fairness in classification problems: we define a suite of metrics to assess intersectional fairness in the data or model outputs by extending known single-attribute fairness metrics, and propose methods for robustly estimating them even when some intersectional subgroups are underrepresented. Furthermore, we develop post-processing techniques to mitigate any detected intersectional bias in a classification model. Our techniques do not rely on any assumptions regarding the underlying model and preserve predictive performance at a guaranteed level of fairness. Finally, we give guidance on a practical implementation, showing how the proposed methods perform on a real-world dataset.