Fairness in multi-class multi-group classification problems via contextial coherent risk measures

Ensuring fair and equitable treatment across diverse groups, particularly in multi-class classification tasks, poses a significant challenge due to the persistent biases inherent in machine learning models. Most existing bias mitigation techniques are tailored to binary settings, and the presence of multi-dimensional outputs and complex fairness mechanisms makes their extension to multi-class scenarios neither straightforward nor effective. In this paper, we investigate two fundamental, unresolved challenges in fair classification: (i) characterizing the optimal accuracy-fairness frontier in multi-class settings, and (ii) designing practical algorithms that attain this optimum in different training phases. To tackle these challenges, we first specify an analytically tractable probabilistic formulation of the optimal classifier under fairness constraints. Building upon this, we propose two attribute-blind algorithms to enforce fairness requirements in practice: an in-processing approach for fairness intervention during training via the reduction approach, and a post-processing approach for fine-tuning output probabilities with plug-in estimation. Theoretical analysis reveals that both methods converge to the optimal accuracy-fairness Pareto frontier. Experiments conducted on multiple datasets demonstrate the superior performance of our methods in balancing accuracy and fairness.

Fairness in machine learning remains challenging due to its ethical complexity, the absence of a universal definition, and the need for context-specific bias metrics. Existing methods still struggle with intersectionality, multiclass settings, and limited flexibility and generality. To address these gaps, we introduce MIFair, a unified framework for bias assessment and mitigation based on mutual information. MIFair provides a flexible metric template and an in-processing mitigation method inspired by the Prejudice Remover, defining group fairness as statistical independence between prediction-derived variables and sensitive attributes. We further strengthen its information-theoretic foundation by establishing equivalences with widely used fairness notions such as independence and separation. MIFair naturally supports intersectionality, complex subgroup structures, and multiclass classification and employs regularization-based training to reduce bias according to the selected metric. Its key advantage is its versatility: it consolidates diverse fairness requirements into a single coherent framework, enabling consistent benchmarking and simplifying practical use. Experiments on real-world tabular and image datasets show that MIFair effectively reduces bias, including previously unaddressed multi-attribute scenarios, while maintaining strong predictive performance across the evaluated settings.

In Machine Learning, an accepted definition of fairness of a decision taken by a classifier is that it should not depend on protected features, such as gender. Unfortunately, when constraints exist between features, such dependencies can be obscured by the constraints. To avoid this problem, we propose that a decision be considered fair if it has a fair explanation. We define a fair explanation as a prime-implicant reason for the decision that does not contain any protected feature (where the constraints are taken into account in the definition of prime-implicant). Surprisingly, ignoring constraints can completely change the fairness of a decision (according to this definition) even in the absence of constraints between protected and unprotected features. Three possible definitions of fairness of a classifier are that for all its decisions (1) there are only fair explanations, (2) there is at least one fair explanation, or (3) changing protected features does not change the outcome. We identify the relationships between these different definitions of fairness and study the computational complexity of testing fairness of classifiers.