Subgroup Robustness Grows on Trees: An Empirical Baseline Investigation

Josh Gardner, Zoran Popović, Ludwig Schmidt.

This repository hosts the code associated with the NeurIPS 2022 paper Subgroup Robustness Grows on Trees: An Empirical Baseline Investigation. If you use this code in your research, please cite our paper.

Abstract: Researchers have proposed many methods for fair and robust machine learning, but comprehensive empirical evaluation of their subgroup robustness is lacking. In this work, we address this gap in the context of tabular data, where sensitive subgroups are clearly-defined, real-world fairness problems abound, and prior works often do not compare to state-of-the-art tree-based models as baselines. We conduct an empirical comparison of several previously-proposed methods for fair and robust learning alongside state-of-the-art tree-based methods and other baselines. Via experiments with more than 340,000 model configurations on eight datasets, we show that tree-based methods have strong subgroup robustness, even when compared to robustness- and fairness-enhancing methods. Moreover, the best tree-based models tend to show good performance over a range of metrics, while robust or group-fair models can show brittleness, with significant performance differences across different metrics for a fixed model. We also demonstrate that tree-based models show less sensitivity to hyperparameter configurations, and are less costly to train. Our work suggests that tree-based ensemble models make an effective baseline for tabular data, and are a sensible default when subgroup robustness is desired.

Project Structure

The repository contains the following directories:

configs: contains .yaml files used to define hyperparameters of models.
scripts: contains scripts to download data and train.py, the script used to launch model training.
src: the core libraries for dataset loading, preprocessing, training, and evaluation.
sweeps: contains .yaml files used to define Weights & Biases "sweeps" to replicate the experiments.

Environment Setup

It is recommended to use a virtual environment when running the code in this repository. Two types of virtual environments are supported, venv and conda. We recommend venv due to speed and ease of use, but conda may be a better cross-platform solution.

Option 1: pip + venv (recommended)

To set up an environment using Python's native virtual environment tool venv, run the following:

python3.7 -m venv venv && \
source venv/bin/activate && \
pip install -r requirements.txt && \
pip install -e .

You can then activate the virtual environment with source activate venv.

Option 2: conda

Use the included environment.yaml to set up a conda environment:

conda env create -f environment.yaml

You can then activate the virtual environment with conda activate srgot (srgot = Subgroup Robustness Grows On Trees).

Whichever option you choose, ensure that the environment is activated while running the code samples below.

Datasets

We are not able to host the datasets directly in this repository, but all datasets are publicly available (with the exception of LARC, see below). We provide a script to download the Adult, German Credit, COMPAS, and Communities and Crime datasets at scripts/download.sh. The ACS datasets (Income, Public Coverage) are downloaded at runtime by folktables.

The BRFSS dataset can be dowloaded from Kaggle; place the CSV data files at datasets/brfss.

Information on accessing the LARC dataset is here.

Model Training

Individual model training runs are executed by executing scripts/train.py with the appropriate hyperparameter configurations.

As an example, to train a model using the default random forest hyperparameters on the Communities and Crime dataset, run the following from within the virtual environment:

python scripts/train.py \
--default_config configs/defaults/random_forest.yaml \
--dataset candc

The train.py script uses the following two important flags, shown above:

default_config provides a path to a .yaml file specifying all of the required named hyperparameters for the model (these are defined for each model in src/config.py).
dataset gives the name of the dataset. Valid dataset names are: adult, brfss, candc, compas, german, income, larc-grade, pubcov.

You can use the yaml files as a template to adjust hyperparameters for a dataset as desired by simply changing the parameters in each file.

Hyperparameter sweeps

Hyperparameter sweeps can be conducted using the provided yaml files (in the sweeps directory) via wandb. Hyperparameter sweeps are grid sweeps, which means that a complete training run will be executed for every hyperparameter configuration defined in the sweep file. Each run of the sweep will call train.py with a different set of hyperparameters, once for every possible configuration defined in the sweep file.

To initiate a sweep:

Set the environment variable WANDB_API_KEY (this may be set for you by weights & biases, or you may be probmped to set it). Then, initiate the sweep by running e.g.:

wandb sweep sweeps/adult/xgboost.yaml
Follow the instructions that appear after the prompt to start one or more "agents" to do the sweeping in a separate shell. For scripts we used to launch several agents at once, please reach out to the repo authors.

Note: you may encounter performance issues in the Weights & Biases interface when running the full hyperparameter sweeps in this repo. See note below.

Questions and Issues

If you encounter a problem with the code or have a question, we will do our best to promptly address it. Please file an issue in Github.

A note on Weights & Biases

This repository use Weights & Biases for experiment tracking and hyperparameter sweeping by default, due to its scalable agent architecture. However, as of publication time, the Weights & Biases backend is not designed to handle hyperparameter sweeps as large as the one tracked in this project. As such, we don't recommend using a single w&b project to store all of your sweeps, if you decide to run the complete set of sweeps to replicate the paper (around 341k runs). Running only a subset of those sweeps within a single project is fine in our experience (under ~10k runs).

We thus advise sending each sweep to a separate wandb project. Even then, you will likely experience poor performance when fetching results from the wandb server due to the size and number of the sweeps in the project -- sorry, we have no suggestions to improve this performance, as this is a limitation of Weights and Biases as of the time of publication.

jpgard/subgroup-robustness-grows-on-trees