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Essays on Fair Operations
Essays on Fair Operations
Essays on Fair Operations

Detailed Information

자료유형  
 학위논문 서양
최종처리일시  
20250211151957
ISBN  
9798383705827
DDC  
519
저자명  
Xia, Shangzhou.
서명/저자  
Essays on Fair Operations
발행사항  
[Sl] : Columbia University, 2024
발행사항  
Ann Arbor : ProQuest Dissertations & Theses, 2024
형태사항  
165 p
주기사항  
Source: Dissertations Abstracts International, Volume: 86-02, Section: B.
주기사항  
Advisor: Balseiro, Santiago.
학위논문주기  
Thesis (Ph.D.)--Columbia University, 2024.
초록/해제  
요약Fairness emerges as a vital concern to decision makers as crucial as efficiency, if not more important. Fair operations decisions are aimed at distributive justice in various scenarios. In this dissertation, we study two examples of distributively fair decision making in operations research, a dynamic fair allocation problem and a subpopulational robustness assessment problem for machine learning models.We first study a dynamic allocation problem in which T sequentially arriving divisible resources are to be allocated to a number of agents with concave utilities. The joint utility functions of each resource to the agents are drawn stochastically from a known joint distribution, independently and identically across time, and the central planner makes immediate and irrevocable allocation decisions. Most works on dynamic resource allocation aim to maximize the utilitarian welfare, i.e., the efficiency of the allocation, which may result in unfair concentration of resources on certain high-utility agents while leaving others' demands under-fulfilled. In this work, aiming at balancing efficiency and fairness, we instead consider a broad collection of welfare metrics, the Holder means, which includes the Nash social welfare and the egalitarian welfare. To this end, we first study a fluid-based policy derived from a deterministic surrogate to the underlying problem and show that for all smooth H\\"older mean welfare metrics it attains an O(1) regret over the time horizon length T against the hindsight optimum, i.e., the optimal welfare if all utilities were known in advance of deciding on allocations. However, when evaluated under the non-smooth egalitarian welfare, the fluid-based policy attains a regret of order Θ(√T). We then propose a new policy built thereupon, called Backward Infrequent Re-solving ($\\mathsf{BIR}$), which consists of re-solving the deterministic surrogate problem at most O(log T) times. We show under a mild regularity condition that it attains a regret against the hindsight optimal egalitarian welfare of order O(1) when all agents have linear utilities and O(log T) otherwise. We further propose the Backward Infrequent Re-solving with Thresholding (BIRT) policy, which enhances the BIR policy by thresholding adjustments and performs similarly without any assumption whatsoever. More specifically, we prove the BIRT policy attains an O(1) regret independently of the horizon length T when all agents have linear utilities and O(log2+ ϵ T) otherwise. We conclude by presenting numerical experiments to corroborate our theoretical claims and to illustrate the significant performance improvement against several benchmark policies.The performance of ML models degrades when the training population is different from that seen under operation. Towards assessing distributional robustness, we study the worst-case performance of a model over all subpopulations of a given size, defined with respect to core attributes Z. This notion of robustness can consider arbitrary (continuous) attributes Z, and automatically accounts for complex intersectionality in disadvantaged groups. We develop a scalable yet principled two-stage estimation procedure that can evaluate the robustness of state-of-the-art models. We prove that our procedure enjoys several finite-sample convergence guarantees, including dimension-free convergence. Instead of overly conservative notions based on Rademacher complexities, our evaluation error depends on the dimension of Z only through the out-of-sample error in estimating the performance conditional on Z. On real datasets, we demonstrate that our method certifies the robustness of a model and prevents deployment of unreliable models.
일반주제명  
Applied mathematics
키워드  
Fair operations decisions
키워드  
Nash social welfare
키워드  
State-of-the-art models
기타저자  
Columbia University Business
기본자료저록  
Dissertations Abstracts International. 86-02B.
전자적 위치 및 접속  
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■1001  ▼aXia,  Shangzhou.
■24510▼aEssays  on  Fair  Operations
■260    ▼a[Sl]▼bColumbia  University▼c2024
■260  1▼aAnn  Arbor▼bProQuest  Dissertations  &  Theses▼c2024
■300    ▼a165  p
■500    ▼aSource:  Dissertations  Abstracts  International,  Volume:  86-02,  Section:  B.
■500    ▼aAdvisor:  Balseiro,  Santiago.
■5021  ▼aThesis  (Ph.D.)--Columbia  University,  2024.
■520    ▼aFairness  emerges  as  a  vital  concern  to  decision  makers  as  crucial  as  efficiency,  if  not  more  important.  Fair  operations  decisions  are  aimed  at  distributive  justice  in  various  scenarios.  In  this  dissertation,  we  study  two  examples  of  distributively  fair  decision  making  in  operations  research,  a  dynamic  fair  allocation  problem  and  a  subpopulational  robustness  assessment  problem  for  machine  learning  models.We  first  study  a  dynamic  allocation  problem  in  which  T  sequentially  arriving  divisible  resources  are  to  be  allocated  to  a  number  of  agents  with  concave  utilities.  The  joint  utility  functions  of  each  resource  to  the  agents  are  drawn  stochastically  from  a  known  joint  distribution,  independently  and  identically  across  time,  and  the  central  planner  makes  immediate  and  irrevocable  allocation  decisions.  Most  works  on  dynamic  resource  allocation  aim  to  maximize  the  utilitarian  welfare,  i.e.,  the  efficiency  of  the  allocation,  which  may  result  in  unfair  concentration  of  resources  on  certain  high-utility  agents  while  leaving  others'  demands  under-fulfilled.  In  this  work,  aiming  at  balancing  efficiency  and  fairness,  we  instead  consider  a  broad  collection  of  welfare  metrics,  the  Holder  means,  which  includes  the  Nash  social  welfare  and  the  egalitarian  welfare.  To  this  end,  we  first  study  a  fluid-based  policy  derived  from  a  deterministic  surrogate  to  the  underlying  problem  and  show  that  for  all  smooth  H\\"older  mean  welfare  metrics  it  attains  an  O(1)  regret  over  the  time  horizon  length  T  against  the  hindsight  optimum,  i.e.,  the  optimal  welfare  if  all  utilities  were  known  in  advance  of  deciding  on  allocations.  However,  when  evaluated  under  the  non-smooth  egalitarian  welfare,  the  fluid-based  policy  attains  a  regret  of  order  Θ(√T).  We  then  propose  a  new  policy  built  thereupon,  called  Backward  Infrequent  Re-solving  ($\\mathsf{BIR}$),  which  consists  of  re-solving  the  deterministic  surrogate  problem  at  most  O(log  T)  times.  We  show  under  a  mild  regularity  condition  that  it  attains  a  regret  against  the  hindsight  optimal  egalitarian  welfare  of  order  O(1)  when  all  agents  have  linear  utilities  and  O(log  T)  otherwise.  We  further  propose  the  Backward  Infrequent  Re-solving  with  Thresholding  (BIRT)  policy,  which  enhances  the  BIR  policy  by  thresholding  adjustments  and  performs  similarly  without  any  assumption  whatsoever.  More  specifically,  we  prove  the  BIRT  policy  attains  an  O(1)  regret  independently  of  the  horizon  length  T  when  all  agents  have  linear  utilities  and  O(log2+  ϵ  T)  otherwise.  We  conclude  by  presenting  numerical  experiments  to  corroborate  our  theoretical  claims  and  to  illustrate  the  significant  performance  improvement  against  several  benchmark  policies.The  performance  of  ML  models  degrades  when  the  training  population  is  different  from  that  seen  under  operation.  Towards  assessing  distributional  robustness,  we  study  the  worst-case  performance  of  a  model  over  all  subpopulations  of  a  given  size,  defined  with  respect  to  core  attributes  Z.  This  notion  of  robustness  can  consider  arbitrary  (continuous)  attributes  Z,  and  automatically  accounts  for  complex  intersectionality  in  disadvantaged  groups.  We  develop  a  scalable  yet  principled  two-stage  estimation  procedure  that  can  evaluate  the  robustness  of  state-of-the-art  models.  We  prove  that  our  procedure  enjoys  several  finite-sample  convergence  guarantees,  including  dimension-free  convergence.  Instead  of  overly  conservative  notions  based  on  Rademacher  complexities,  our  evaluation  error  depends  on  the  dimension  of  Z  only  through  the  out-of-sample  error  in  estimating  the  performance  conditional  on  Z.  On  real  datasets,  we  demonstrate  that  our  method  certifies  the  robustness  of  a  model  and  prevents  deployment  of  unreliable  models.
■590    ▼aSchool  code:  0054.
■650  4▼aApplied  mathematics
■653    ▼aFair  operations  decisions
■653    ▼aNash  social  welfare
■653    ▼aState-of-the-art  models
■690    ▼a0796
■690    ▼a0364
■71020▼aColumbia  University▼bBusiness.
■7730  ▼tDissertations  Abstracts  International▼g86-02B.
■790    ▼a0054
■791    ▼aPh.D.
■792    ▼a2024
■793    ▼aEnglish
■85640▼uhttp://www.riss.kr/pdu/ddodLink.do?id=T17162306▼nKERIS▼z이  자료의  원문은  한국교육학술정보원에서  제공합니다.

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