cosmicBboy/themis-ml

Implement "Additive Counterfactually Fair" estimator

Closed this issue · 1 comments

The main idea is to:

  • train linear models using some linear estimator M to predict each feature x_i using
    the protected class attribute s as input.
  • then compute the residuals epsilon_ij between the predicted feature values
    and true feature values for each observation i for each feature j.
  • The final model is then trained using epsilon_ij as input features to predict the target y.

For residuals on binary input variables, we have to use either deviance of pearson residuals.
See these resources for implementation details: