System and method for fairness aware optimization with features quantization

Abstract

Various methods and processes, apparatuses or systems, and media for performing fairness aware optimization are disclosed. The present disclosure provides acquiring and quantizing a plurality of input features for an application, and binning of each of the plurality of input features quantized so that each of the plurality of input features is assigned to a bin among a plurality of bins to provide a matrix of bin membership for each of the plurality of applications. A vector is then generated based on the matrix of bin membership for evaluating the generated vector against a target value and presence of disparity in outcome for a protected input feature. Once a coefficient vector that optimizes an output while negating any disparity in outcome for the protected input feature is identified, an optimization model is updated with such coefficient vector for subsequent processing.