Fair and Optimal Prediction via Post-Processing 

In this talk, I will first discuss our recent work on characterizing the inherent tradeoff between fairness and accuracy in both classification and regression problems, where we show that the cost of fairness could be characterized by the optimal value of a Wasserstein-barycenter problem. Then I will show that the complexity of learning the optimal fair predictor is the same as learning the Bayes predictor and present a post-processing algorithm based on the solution to the Wasserstein-barycenter problem that derives the optimal fair predictors from Bayes score functions

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