A Unified Post-Processing Framework for Group Fairness in Classification

We present a post-processing algorithm for fair classification that covers group fairness criteria including statistical parity, equal opportunity, and equalized odds under a single framework, and is applicable to multiclass problems in both attribute-aware and attribute-blind settings. Our algorithm, called "LinearPost", achieves fairness post-hoc by linearly transforming the predictions of the (unfair) base predictor with a "fairness risk" according to a weighted combination of the (predicted) group memberships. It yields the Bayes optimal fair classifier if the base predictors being post-processed are Bayes optimal, otherwise, the resulting classifier may not be optimal, but fairness is guaranteed as long as the group membership predictor is multicalibrated. The parameters of the post-processing can be efficiently computed and estimated from solving an empirical linear program. Empirical evaluations demonstrate the advantage of our algorithm in the high fairness regime compared to existing post-processing and in-processing fair classification algorithms.