fairml 0.1.1.5rc8
Module for measuring feature dependence for black-box models
License: MIT

FairML: Auditing Black-Box Predictive Models
============================================

FairML is a python toolbox auditing the machine learning models for
bias.

|Build Status| |Coverage Status| |GitHub license| |GitHub issues|

.. figure:: fairml/master/doc/images/logo2-small.png
   :alt: Logo

   Logo

Description
~~~~~~~~~~~

Predictive models are increasingly been deployed for the purpose of
determining access to services such as credit, insurance, and
employment. Despite societal gains in efficiency and productivity
through deployment of these models, potential systemic flaws have not
been fully addressed, particularly the potential for unintentional
discrimination. This discrimination could be on the basis of race,
gender, religion, sexual orientation, or other characteristics. This
project addresses the question: how can an analyst determine the
relative significance of the inputs to a black-box predictive model in
order to assess the model’s fairness (or discriminatory extent)?

We present FairML, an end-to-end toolbox for auditing predictive models
by quantifying the relative significance of the model’s inputs. FairML
leverages model compression and four input ranking algorithms to
quantify a model’s relative predictive dependence on its inputs. The
relative significance of the inputs to a predictive model can then be
used to assess the fairness (or discriminatory extent) of such a model.
With FairML, analysts can more easily audit cumbersome predictive models
that are difficult to interpret.s of black-box algorithms and
corresponding input data.

Installation
~~~~~~~~~~~~

You can pip install this package, via github - i.e. this repo - using
the following commands:

pip install https://github.com/adebayoj/fairml/archive/master.zip

or you can clone the repository doing:

git clone https://github.com/adebayoj/fairml.git

sudo python setup.py install

Methodology
~~~~~~~~~~~

.. figure:: fairml/doc/images/fairml_methodology_picture.png
   :alt: Methodology

   Methodology

Code Demo
~~~~~~~~~

Now we show how to use the fairml python package to audit a black-box
model.

.. code:: python

    # First we import modules for model building and data processing.

    import pandas as pd
    import numpy as np
    from sklearn.linear_model import LogisticRegression

    """
    Now, we import the two key methods from fairml.
    audit_model takes:

    - (required) black-box function, which is the model to be audited
    - (required) sample_data to be perturbed for querying the function. This has to be a pandas dataframe with no missing data.

    - other optional parameters that control the mechanics of the auditing process, for example:
      - number_of_runs : number of iterations to perform
      - interactions : flag to enable checking model dependence on interactions.

    audit_model returns an overloaded dictionary where keys are the column names of input pandas dataframe and values are
        lists containing model  dependence on that particular feature. These lists of size number_of_runs.

    """
    from fairml import audit_model
    from fairml import plot_generic_dependence_dictionary

Above, we provide a quick explanation of the key fairml functionality.
Now we move into building an example model that we'd like to audit.

.. code:: python

    # read in the propublica data to be used for our analysis.
    propublica_data = pd.read_csv(
        filepath_or_buffer="./doc/example_notebooks/"
        "propublica_data_for_fairml.csv")

    # create feature and design matrix for model building.
    compas_rating = propublica_data.score_factor.values
    propublica_data = propublica_data.drop("score_factor", 1)


    # this is just for demonstration, any classifier or regressor
    # can be used here. fairml only requires a predict function
    # to diagnose a black-box model.

    # we fit a quick and dirty logistic regression sklearn
    # model here.
    clf = LogisticRegression(penalty='l2', C=0.01)
    clf.fit(propublica_data.values, compas_rating)

Now let's audit the model built with FairML.

.. code:: python


    #  call audit model with model
    total, _ = audit_model(clf.predict, propublica_data)

    # print feature importance
    print(total)

    # generate feature dependence plot
    fig = plot_dependencies(
        total.get_compress_dictionary_into_key_median(),
        reverse_values=False,
        title="FairML feature dependence"
    )
    plt.savefig("fairml_ldp.eps", transparent=False, bbox_inches='tight')

The demo above produces the figure below.

.. figure:: fairml/master/doc/images/feature_dependence_plot_fairml_propublica_linear_direct_small.png
   :alt: Example Output

   Example Output

| Feel free to email the authors with any questions:
| `Julius Adebayo GitHub <https://github.com/adebayoj>`__
  julius.adebayo@gmail.com

Data
~~~~

The data used for the demo above is available in the repo at:
/doc/example\_notebooks/propublica\_data\_for\_fairml.csv

.. |Build Status| image:: https://travis-ci.org/adebayoj/fairml.svg?branch=master
   :target: https://travis-ci.org/adebayoj/fairml/
.. |Coverage Status| image:: https://coveralls.io/repos/github/adebayoj/fairml/badge.svg?branch=master
   :target: https://coveralls.io/github/adebayoj/fairml?branch=master
.. |GitHub license| image:: https://img.shields.io/badge/license-MIT-blue.svg
   :target: https://raw.githubusercontent.com/adebayoj/fairml/master/LICENSE
.. |GitHub issues| image:: https://img.shields.io/github/issues/adebayoj/fairml.svg
   :target: https://github.com/adebayoj/fairml/issues