[SOLVED] Coms 4771 hw2

Traditional Machine Learning research focuses on simply improving the accuracy. However, the
model with the highest accuracy may be discriminatory and thus may have undesirable social impact
that unintentionally hurts minority groups1. To overcome such undesirable impacts, researchers have
put lots of effort in the field called Computational Fairness in recent years.Two central problems of Computational Fairness are: (1) what is an appropriate definition of
fairness that works under different settings of interest? (2) How can we achieve the proposed definitions without sacrificing on prediction accuracy?In this problem, we will focus on some of the ways we can address the first problem. There are
two categories of fairness definitions: individual fairness2 and group fairness3. Most works in the
literature focus on the group fairness. Here we will study some of the most popular group fairness
definitions and explore them empirically on a real-world dataset.Generally, group fairness concerns with ensuring that group-level statistics are same across all
groups. A group is usually formed with respect to a feature called the sensitive attribute. Most
common sensitive features include: gender, race, age, religion, income-level, etc. Thus, group
fairness ensures that statistics across the sensitive attribute (such as across, say, different age groups)
remain the same.For simplicity, we only consider the setting of binary classification with a single sensitive attribute. Unless stated otherwise, we also consider the sensitive attribute to be binary. (Note that the
binary assumption is only for convenience and results can be extended to non-binary cases as well.)Notations:
Denote X 2 Rd, A 2 {0, 1} and Y 2 {0, 1} to be three random variables: non-sensitive features of an instance, the instance’s sensitive feature and the target label of the instance respectively,
such that (X, A, Y ) ⇠ D. Denote a classifier f : Rd ! {0, 1} and denote Yˆ := f(X).1see e.g. Machine Bias by Angwin et al. for bias in recidivism predication, and Gender Shades: Intersectional Accuracy Disparities in Commercial Gender Classification by Buolamwini and Gebru for bias in face recognition 2see e.g. Fairness Through Awareness by Dwork et al. 3see e.g. Equality of Opportunity in Supervised Learning by Hardt et al.For simplicity, we also use the following abbreviations:
P := P(X,A,Y )⇠D and Pa := P(X,a,Y )⇠D
We will explore the following are three fairness definitions.
– Demographic Parity (DP)
P0[Yˆ = ˆy] = P1[Yˆ = ˆy] 8yˆ 2 {0, 1}
(equal positive rate across the sensitive attribute)– Equalized Odds (EO)
P0[Yˆ = ˆy | Y = y] = P1[Yˆ = ˆy | Y = y] 8y, y ˆ 2 {0, 1}
(equal true positive- and true negative-rates across the sensitive attribute)– Predictive Parity (PP)
P0[Y = y | Yˆ = ˆy] = P1[Y = y | Yˆ = ˆy] 8y, y ˆ 2 {0, 1}
(equal positive predictive- and negative predictive-value across the sensitive attribute)(i) Why is it not enough to just remove the sensitive attribute A from the dataset to achieve
fairness as per the definitions above? Explain with a concrete example.(ii) Show that the following two definitions for Demographic Parity is equivalent under our setting:
P0[Yˆ = 1] = P1[Yˆ = 1] () P[Yˆ = 1] = Pa[Yˆ = 1] 8a 2 {0, 1}
(iii) Generalize the result of the above equivalence and state an analogous equivalence relationship
of two equality when A 2 N, and Yˆ 2 R.The task is to predict two year
recidivism. Download the COMPAS dataset posted on the class discussion board. In this dataset,
the target label Y is two year recid and the sensitive feature A is race.
(iv) Develop the following classifiers: (1) MLE based classifier, (2) nearest neighbor classifier,
and (3) na¨ıve-bayes classifier, for the given dataset.For MLE classifier, you can model the class conditional densities by a Multivariate Gaussian
distribution. For nearest neighbor classifier, you should consider different values of k and the
distance metric (e.g. L1, L2, L1). For the na¨ıve-bayes classifier, you can model the conditional density for each feature value as count probabilities.
(you may use builtin functions for performing basic linear algebra and probability calculations
but you should write the classifiers from scratch.)
You must submit your code to Courseworks to receive full credit.(v) Which classifier (discussed in previous part) is better for this prediction task? You must justify
your answer with appropriate performance graphs demonstrating the superiority of one classifier over the other. Example things to consider: how does the training sample size affects
the classification performance.(vi) To what degree the fairness definitions are satisfied for each of the classifiers you developed?
Show your results with appropriate performance graphs.
For each fairness measure, which classifier is the most fair? How would you summarize the
difference of these algorithms?(vii) Choose any one of the three fairness definitions. Describe a real-world scenario where this
definition is most reasonable and applicable. What are the potential disadvantage(s) of this
fairness definition?
(You are free to reference online and published materials to understand the strengths and
weaknesses of each of the fairness definitions. Make sure cite all your resources.)(viii) [Optional problem, will not be graded] Can an algorithm simultaneously achieve high accuracy and be fair and unbiased on this dataset? Why or why not, and under what fairness
definition(s)? Justify your reasoning.In class we have seen and proved the perceptron mistake bound which states that the number of
mistakes made by the perceptron algorithm is bounded by ⇣ R⌘2
.
(i) Prove that this is tight. That is, give a dataset and an order of updates such that the perceptron
algorithm makes exactly ⇣ R⌘2
mistakes.Interestingly, although you have hence proved that the perceptron mistake bound is tight, this
does not mean that it cannot be improved upon. The claimed “tightness” of the bound simply means
that there exists a “bad” case which achieves this worst case bound. If we make some extra assumptions, these bad cases might be ruled out and the worst case bound could significantly improve. In
ML, it is common to look at how extra assumptions can help improve such bounds 4. This is what
we will do in this problem.As in class let S = {(xi, yi)}n
i=1 be our (linearly separable) dataset where xi 2 RD and yi 2
{1, 1}. Also let w⇤ be the unit vector defining the optimal linear boundary with the optimal margin
(i.e. 8i, yi(w⇤ · xi) ). Finally, let R = maxxi2S kxik. Note that the standard bound tells us
that the perceptron algorithm will make at most ⇣ R⌘2
mistakes.4Indeed there is a vast field that comprises of trying to get “data-dependent bounds”, i.e. bounds that give better results if
you know some nice properties of your data.Now assume that we are given the extra information that maxxi2S k(I P)xik  ✏ < R where
P = w⇤w⇤T and thus (I P) is the projector onto the orthogonal complement space of w⇤ 5. The
goal of this problem is to show that when running the perceptron algorithm on S, the number of
mistakes is bounded by ⇣ ✏⌘2
+ 1 (which is arbitrarily better than the standard bound).Let iT be the index of the element on which the Tth mistake was made. Let wT be the weight
vector after T mistakes have been made. Note that w0 = 0.
(ii) Show that kwT k2  ✏2T + PT
t=1 kP xit k2.
Hint: Start by showing that kwT k2  PT
t=1 kxit k2. Also, it may be helpful for both (ii) and(iii) to review the properties of projection matrices (but make sure you prove any facts you
use).
(iii) Show that
wT · w⇤2 T(T 1)2 + PT
t=1 kP xit k2.
Hint: start by showing that wT · w⇤ = PT
t=1 yitxit · w⇤.
(iv) Use parts (ii) and (iii) to show that T  ✏2 + 1. Notice (for yourself, no writing necessary)
that you successfully proved the tighter bound!Compute the distance from the hyperplane g(x) = w · x + w0 = 0 to a point xa by using constraint
optimization techniques, that is, by minimizing the squared distance kx xak2 subject to the constraint g(x)=0.In class, you have studied that decision trees can be simple but powerful classifiers that separate the
training data by making a sequence of binary decisions along the optimal features to split the data.
In their most basic implementation (without early stopping or pruning), decision trees continue this
procedure until every data point in the dataset has a leaf node associated with it. In this problem, we
will choose a method to characterize the complexity of decision trees and test the limits of single
decision trees on a challenging data-set, before moving onto examining a more powerful algorithm
and testing its limits, too.(i) Download the FashionMNIST dataset6 provided to you astrain.npy, trainlabels.npy, test.npy
and testlabels.npy. These will be the train and test splits of the dataset you should use for
all the following parts. Please ensure that you do not use any other split or download method
as you will be evaluated against this split. Once downloaded, visualize a few data-points and
their associated labels. Briefly comment on why this is a harder dataset to work with than
classical MNIST, and why a simple classifier such as nearest neighbors is likely to do poorly.5Geometrically the data resides in a high dimensional oval (ellipsoid) where the longest axis is in the direction of w⇤ and
has radius R, and the other axes have radius ✏. While this assumption seems quite construed (if we know that the longest
axis is in the direction of w⇤ it seems that we could trivially find w⇤), similar situations can be quite common when doing
metric learning (which would approximately stretch the dataset in the direction of w⇤ while compressing in the orthogonal
directions, hence resulting in a similarly oval shaped dataset). 6FashionMNIST dataset – https://github.com/zalandoresearch/fashion-mnistThere are many ways to measure the number of parameters in classifiers. In this problem, we
will be using the number of leaves in the trained decision tree as a measure of how complex it
is. Trivially, this is related to other methods of capturing decision tree complexity, such as its
maximum depth and its total number of decisions/nodes.(ii) As a first step, train a series of decision trees on the training split of FashionMNIST, with a
varying limit on the maximum number of permitted leaf nodes. Once trained, evaluate the
performance of your classifiers on both the train and test splits, plotting the 0-1 loss of the
train/test curves against the maximum permitted number of leaf nodes (log scale horizontal
axis).You are permitted to use an open source implementation of a decision tree classifier
(such as sklearn’s DecisionTreeClassifier) as long as you are able to control the maximum
number of leaves. What is the minimum loss you can achieve and what do you observe on the
plot?For your analysis in the rest of the question, recall the definitions of bias and variance as sources of
error. Consider your classifier ˆf(x; D) where D is the dataset used to train it. High bias classifiers
are ones where in expectation over D, the learnt classifier predicts far away from the true classifier.On the other hand, a high variance classifier is one where the estimate of the function itself will be be
strongly sensitive to the split D of the training data used. High bias and high variance classifiers are
typically associated with models considered too simple (underfit) or too complex (overfit) respectively, and study of the bias-variance tradeoff helps find the correct model class for good train-test
generalization.(iii) Inspect your decision tree classifiers for the maximum number of leaves they actually used.
Did they always use the full capacity of leaves you permitted? (hint: If your answer is yes,
go back to step 2 and try a tree with higher complexity, aka, one with a greater number of
maximum leaf nodes than what you have already tried) What is the maximum number of
leaves that a trained classifier ends up using?Clearly there is a limit to the training of the decision tree beyond which the loss starts going
up again. As the complexity of the decision tree increases, its variance does too: it achieves
low training (empirical) risk but high test (true) risk. A trivial way to mitigate this would be to
keep restricting the maximum number of leaves, but this would bring us back to the high bias
zone.Instead, we will turn to ensembling: a trick that allows us to reduce variance without
resorting to simpler, high bias classifiers. The idea behind ensembling is to train a range of
independent weaker models and combine them towards the final goal of making a stronger
model: if our problem is classification, for instance, we may have them vote on the final answer.The canonical first ensembling method associated with decision trees is the Random Forest
algorithm. The algorithm trains a series of (shallower) decision trees on random subsets of
the original set, before having them vote on the final answer. Intuitively, this allows each tree
to be smaller and requires a larger number of trees to agree on an answer before providing a
result, hence keep model bias low while reducing variance. Additionally, random forest also
allows individual decision trees to only access a random subset of the features in the training
data.(iv) Why do you think it is important for individual estimators in the random forest to have access
to only a subset of all features in lieu of reducing variance?(v) With the random forest model, we now have two hyperparameters to control: the number of
estimators and the maximum permitted leaves in each estimator, making the total parameter
count the product of the two. In the ensuing sections, you are allowed to use an open source
implementation of the random forest classifier (such as sklearn’s RandomForestClassifier) as
long as you can control the number of estimators used and maximum number of leaves in each
decision tree trained.(a) First, make a plot measuring the train and test 0-1 loss of a random forest classifier
with a fixed number of estimators (default works just fine) but with varying number of
maximum allowed tree leaves for individual estimators. You should plot the train and
test error on the same axis against a log scale of the total number of parameters on the
horizontal axis. In this case, you are making individual classifiers more powerful but
keeping the size of the forest the same. What do you observe- does an overfit seem
possible?(b) Second, make a plot measuring the train and test 0-1 loss of a random forest classifier
with a fixed maximum number of leaves but varying number of estimators. You should
plot the train and test error on the same axis against a log scale of the total number of
parameters on the horizontal axis. Ensure that the maximum number of leaves permitted
is small compared to your answer in part (iii) to have shallower trees.In this case, you
are making the whole forest larger without allowing any individual tree to fit the data
perfectly, aka without any individual tree achieving zero empirical risk. How does your
best loss compare to the best loss achieved with a single decision tree? What about for
a similar number of total parameters? With a sufficiently large number of estimators
chosen, you should still see variance increasing, albeit with an overall lower test loss
curve.(vi) Now we will generate a final plot. Here we will vary both the number of estimators and
the number of maximum leaves allowed, albeit in a structured manner. First while allowing
only a single estimator (effectively reducing the random forest to a decision tree) increase the
maximum leaves permitted until your answer in part (iii), aka the number of leaves needed
for the single tree to overfit- we will call this Phase 1. Now, keeping the maximum permitted
leaves the same, keep doubling the number of estimators allowed. We will call this Phase 2.Train a random forest for all these combinations and make a plot of the train and test 0-1 loss
versus the total number of parameters on a log scale. Note that Phase 1 and Phase 2 is
clearly separable on the horizontal axis. Please note the following details as you perform the
experiment to make it clear why this experiment is different from the ones you have previously
performed. What surprising result do you observe from the loss curve at the end of phase 1?• In this experiment, we follow a very structured way of increasing the number of parameters in the model: we first increase the maximum number of permitted leaves of a single
tree until we see no further change in the operation of the algorithm. Only then do we
increase the model complexity by growing the size of the forest. In (v), on the contrary,
you experimented with growing the size of the forest without having any single strong
tree and growing the size of the trees while keeping forest size constant.• Observe what point on the horizontal axis (number of parameters) corresponds to the
‘surprising’ result on the test loss. Is there a relationship between the order of the number
of parameters and the number of data points in the training set?The phenomenon, called double descent (in seeming contrast to the traditional U-shaped
curve test set curve observed in classical ML models) is a recent discovery and has been seen
as a way to reconcile the ‘classical’ U-shaped test loss curve and the ‘modern regime’ monotonically decreasing test loss curve usually found in neural networks.You can read more about
the theoretical reasoning (as well as some more experiments relating parameters and dataset
size concretely) behind the phenomenon in this paper: https://arxiv.org/abs/1812.11118.Important Note: Remember to include all the plots as required by the questions in your
report, organized by the questions that require them, with details clearly being given about
any hyperparameters you chose to use. Make sure to submit all code in accordance with
the coding instructions already provided. Also, list all your dependencies in a file called
requirements.txt and submit this inside your code zip.