The Role of Uncertainty in Assessing the Fairness of Machine Learning Models

Fair machine learning (ML) methods help identify and mitigate the risk that algorithms encode or automate social injustices. Algorithmic approaches alone cannot resolve structural inequalities, but they can support socio-technical decision systems by surfacing discriminatory biases, clarifying trade-offs, and enabling governance. Although fairness is well studied in supervised learning, many real ML applications are online and sequential, with prior decisions informing future ones. Each decision is taken under uncertainty due to unobserved counterfactuals and finite samples, with dire consequences for under-represented groups, systematically under-observed due to historical exclusion and selective feedback. A bank cannot know whether a denied loan would have been repaid, and may have less data on marginalized populations. This paper introduces a taxonomy of uncertainty in sequential decision-making -- model, feedback, and prediction uncertainty -- providing shared vocabulary for assessing systems where uncertainty is unevenly distributed across groups. We formalize model and feedback uncertainty via counterfactual logic and reinforcement learning, and illustrate harms to decision makers (unrealized gains/losses) and subjects (compounding exclusion, reduced access) of policies that ignore the unobserved space. Algorithmic examples show it is possible to reduce outcome variance for disadvantaged groups while preserving institutional objectives (e.g. expected utility). Experiments on data simulated with varying bias show how unequal uncertainty and selective feedback produce disparities, and how uncertainty-aware exploration alters fairness metrics. The framework equips practitioners to diagnose, audit, and govern fairness risks. Where uncertainty drives unfairness rather than incidental noise, accounting for it is essential to fair and effective decision-making.

The evaluation of fairness in machine learning systems has become a central concern in high-stakes applications, including biometric recognition, healthcare decision-making, and automated risk assessment. Existing approaches typically rely on a small number of fairness metrics to assess model behaviour across group partitions, implicitly assuming that these metrics provide consistent and reliable conclusions. However, different fairness metrics capture distinct statistical properties of model performance and may therefore produce conflicting assessments when applied to the same system. In this work, we investigate the consistency of fairness evaluation by conducting a systematic multi-metric analysis of demographic bias in machine learning models. Using face recognition as a controlled experimental setting, we evaluate model performance across multiple group partitions under a range of commonly used fairness metrics, including error-rate disparities and performance-based measures. Our results demonstrate that fairness assessments can vary significantly depending on the choice of metrics, leading to contradictory conclusions regarding model bias. To quantify this phenomenon, we introduce the Fairness Disagreement Index (FDI), a measure designed to capture the degree of inconsistency across fairness metrics. We further show that disagreement remains high across thresholds and model configurations. These findings highlight a critical limitation in current fairness evaluation practices and suggest that single-metric reporting is insufficient for reliable bias assessment.

Machine learning algorithms in socially sensitive domains (e.g., credit decisions) often focus on equalizing predictive outcomes. However, satisfying these metrics does not guarantee that models use the same reasoning for different groups. We show that existing outcome-fair models can still apply fundamentally different reasoning to individuals, a hidden procedural bias'' missed by standard fairness metrics and algorithms. We propose Counterfactual Explanation Consistency (CEC), a framework that detects and mitigates this bias by aligning feature attributions between individuals and their counterfactual counterparts. Key contributions include a nearest-neighbor counterfactual generation method, a modified baseline for integrated gradient comparisons, an individual-level procedural fairness metric, and a corresponding training loss. We introduce a taxonomy identifying Regime B'' (same outcome, different reasoning) as a critical blind spot. Experiments on synthetic data, German Credit, Adult Income, and HMDA mortgage data demonstrate that outcome-fair baselines exhibit substantial hidden bias, while CEC substantially reduces it with modest utility cost.