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[読み会]Fair Adversarial Gradient Tree Boosting

mei28
November 10, 2020
31

[読み会]Fair Adversarial Gradient Tree Boosting

読み会資料.
Fair Adversarial Gradient Tree Boosting(ICDM2019)

mei28

November 10, 2020
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  1.  w%FNPHSBQIJD1BSJUZηϯγςΟϒଐੑʹ͔͔ΘΒͣ༧ଌ஋ͷൺ཰͸Ұக͢Δ w  w%1Λ࢖ͬͨධՁ1SVMFΛ࣍ͷΑ͏ʹఆٛ͢Δ  %1P( ̂ Y =

    1|S = 0) = P( ̂ Y = 1|S = 1) 1SVMF = min ( P( ̂ Y = 1|S = 0) P( ̂ Y = 1|S = 1) , P( ̂ Y = 1|S = 1) P( ̂ Y = 1|S = 0)) ެฏੑ഑ྀܕػցֶश ެฏੑͷఆٛ
  2.  w؍ଌ஋ ΋৚݅ʹೖΕΔن४&RVBMJ[FE0EET͕͋Δɽ w  w͜ͷ&0ʹΑͬͯٻΊΒΕΔ'13ͱ'/3ͷ஋͕ʹ͍ۙ΄Ͳެฏੑ͕֫ಘͰ͖Δɽ Y &0 : P(

    ̂ Y = 1|S = 0,Y = y) = P( ̂ Y = 1|S = 1,Y = y), ∀y ∈ 0,1 ެฏੑ഑ྀܕػցֶश ެฏੑͷن४ͦͷ
  3.  w'"(5#ͰެฏੑΛ֫ಘ͢Δํ਑ͱͯ͠ɼ໨తม਺ͱηϯγςΟϒଐੑͷ༧ଌਫ਼౓Λ ఢରతʹֶशΛߦ͍ɼ໨ࢦ͍ͯ͘͠ɽ w໨తม਺ͷ༧ଌثͱఢରత༧ଌث ηϯγςΟϒଐੑͷ༧ଌ ΛϛχϚοΫε๏ͱͯ͠ ࠷దԽ͍ͯ͘͠ɽ  w ͕ఢରֶशͷׂ߹Λௐ੔͢ΔϋΠύʔύϥϝʔλ

    w-͸ͦΕͧΕଛࣦؔ਺Ͱ͋Δɽࠓճ͸෼ྨ໰୊͔ͩΒɼෛͷର਺໬౓Λ࠾༻ɽ arg min F max θA n ∑ i=1 LFi (F (xi)) − λ n ∑ i=1 LAi (F (xi); θA) λ ఏҊख๏ 'BJS"EWFSTBSJBM(SBEJFOU5SFF#PPTUJOH '"(5#