A Comprehensive View of Fairness through Distributional Stability

Ensuring fairness is essential as machine learning increasingly informs consequential decisions. However, many fairness-aware methods focus on the outputs of individual predictors, without directly controlling sensitive information retained in the underlying representations. We propose Deep Fair Learning (DFL), which combines distance covariance regularization with predictive loss to jointly learn representations and downstream predictors, promoting fairness at both levels while preserving task-relevant information. Its marginal and class-conditional formulations target independence and separation, respectively. Under suitable regularity conditions, we establish non-asymptotic joint excess-risk rates and convergence of the learned representation up to natural invariances. We further derive fairness-inheritance bounds linking representation-level dependence to downstream disparities over suitable predictor classes, extending fairness guarantees beyond the jointly trained predictor. Experiments on tabular, text, and image benchmarks show that DFL achieves lower fairness gaps than competing methods in many evaluated settings while maintaining competitive predictive accuracy, with fairness gains largely preserved after downstream retraining.

In this paper, we establish a set of theoretical impossibility results, termed the No-Free-Fairness theorems, that identify three fundamental sources of disparity in learning systems. First, we show that when a task exhibits irreducible cost on a subgroup, any decision rule must trade off overall performance with disparity, yielding an inherent fairness--cost frontier. Second, we prove that even in ideal, noise-free settings where a perfectly fair and accurate solution exists, finite-sample learning alone induces nontrivial subgroup disparity, ruling out distribution-free fairness guarantees. More seriously, enforcing strict relative fairness creates a statistical bottleneck: achieving low cost may require exponentially many samples. Third, we show that limitations of the model class can independently induce disparity: if the model cannot represent accurate solutions for a subgroup, fairness remains unattainable regardless of data or training procedure. Overall, these results demonstrate that unfairness is not solely a consequence of biased data or suboptimal optimization, but arises from the intrinsic structure of decision problems, the constraints of finite data, and the expressivity of models. Our framework applies broadly beyond standard supervised learning, and suggests that achieving fairness requires explicit trade-offs and should be treated as a core design consideration.

In many fairness and distribution robustness problems, one has access to labeled data from multiple source distributions yet the test data may come from an arbitrary member or a mixture of them. We study the problem of constructing a conformal prediction set that is uniformly valid across multiple, heterogeneous distributions, in the sense that no matter which distribution the test point is from, the coverage of the prediction set is guaranteed to exceed a pre-specified level. We first propose a max-p aggregation scheme that delivers finite-sample, multi-distribution coverage given any conformity scores associated with each distribution. Upon studying several efficiency optimization programs subject to uniform coverage, we prove the optimality and tightness of our aggregation scheme, and propose a general algorithm to learn conformity scores that lead to efficient prediction sets after the aggregation under standard conditions. We discuss how our framework relates to group-wise distributionally robust optimization, sub-population shift, fairness, and multi-source learning. In synthetic and real-data experiments, our method delivers valid worst-case coverage across multiple distributions while greatly reducing the set size compared with naively applying max-p aggregation to single-source conformity scores, and can be comparable in size to single-source prediction sets with popular, standard conformity scores.