Create groupwise metrics

Groupwise metrics quantify the disparity in value of a metric across a number of groups. Groupwise metrics with a value of zero indicate that the underlying metric is equal across groups. yardstick defines several common fairness metrics using this function, such as demographic_parity(), equal_opportunity(), and equalized_odds().

Usage

new_groupwise_metric(fn, name, aggregate, direction = "minimize")

Arguments

fn

A yardstick metric function or metric set.

name

The name of the metric to place in the .metric column of the output.

aggregate

A function to summarize the generated metric set results. The function takes metric set results as the first argument and returns a single numeric giving the .estimate value as output. See the Value and Examples sections for example uses.

direction

A string. One of:

• "maximize"

• "minimize"

• "zero"

Value

This function is a function factory; its output is itself a function. Further, the functions that this function outputs are also function factories. More explicitly, this looks like:

# a function with similar implementation to `demographic_parity()`:
diff_range <- function(x) {diff(range(x$.estimate))}

dem_parity <-
  new_groupwise_metric(
    fn = detection_prevalence,
    name = "dem_parity",
    aggregate = diff_range
  )

The outputted dem_parity is a function that takes one argument, by, indicating the data-masked variable giving the sensitive feature.

When called with a by argument, dem_parity will return a yardstick metric function like any other:

dem_parity_by_gender <- dem_parity(gender)

Note that dem_parity doesn't take any arguments other than by, and thus knows nothing about the data it will be applied to other than that it ought to have a column with name "gender" in it.

The output dem_parity_by_gender is a metric function that takes the same arguments as the function supplied as fn, in this case detection_prevalence. It will thus interface like any other yardstick function except that it will look for a "gender" column in the data it's supplied.

In addition to the examples below, see the documentation on the return value of fairness metrics like demographic_parity(), equal_opportunity(), or equalized_odds() to learn more about how the output of this function can be used.

Details

Note that all yardstick metrics are group-aware in that, when passed grouped data, they will return metric values calculated for each group. When passed grouped data, groupwise metrics also return metric values for each group, but those metric values are calculated by first additionally grouping by the variable passed to by and then summarizing the per-group metric estimates across groups using the function passed as the aggregate argument. Learn more about grouping behavior in yardstick using vignette("grouping", "yardstick").

Relevant Group Level

Additional arguments can be passed to the function outputted by the function that this function outputs. That is:

res_fairness <- new_groupwise_metric(...)
res_by <- res_fairness(by)
res_by(..., additional_arguments_to_aggregate = TRUE)

For finer control of how groups in by are treated, use the aggregate argument.

Examples

data(hpc_cv)

# `demographic_parity`, among other fairness metrics,
# is generated with `new_groupwise_metric()`:
diff_range <- function(x) {diff(range(x$.estimate))}
demographic_parity_ <-
  new_groupwise_metric(
    fn = detection_prevalence,
    name = "demographic_parity",
    aggregate = diff_range
  )

m_set <- metric_set(demographic_parity_(Resample))

m_set(hpc_cv, truth = obs, estimate = pred)
#> # A tibble: 1 × 4
#>   .metric            .by      .estimator .estimate
#>   <chr>              <chr>    <chr>          <dbl>
#> 1 demographic_parity Resample macro       2.78e-17

# the `post` argument can be used to accommodate a wide
# variety of parameterizations. to encode demographic
# parity as a ratio inside of a difference, for example:
ratio_range <- function(x, ...) {
  range <- range(x$.estimate)
  range[1] / range[2]
}

demographic_parity_ratio <-
  new_groupwise_metric(
    fn = detection_prevalence,
    name = "demographic_parity_ratio",
    aggregate = ratio_range
  )