The nascent field of fair machine learning aims to ensure that decisions
guided by algorithms are equitable. Over the last several years, three formal
definitions of fairness have gained prominence: (1) anti-classification,
meaning that protected attributes---like race, gender, and their proxies---are
not explicitly used to make decisions; (2) classification parity, meaning that
common measures of predictive performance (e.g., false positive and false
negative rates) are equal across groups defined by the protected attributes;
and (3) calibration, meaning that conditional on risk estimates, outcomes are
independent of protected attributes. Here we show that all three of these
fairness definitions suffer from significant statistical limitations. Requiring
anti-classification or classification parity can, perversely, harm the very
groups they were designed to protect; and calibration, though generally
desirable, provides little guarantee that decisions are equitable. In contrast
to these formal fairness criteria, we argue that it is often preferable to
treat similarly risky people similarly, based on the most statistically
accurate estimates of risk that one can produce. Such a strategy, while not
universally applicable, often aligns well with policy objectives; notably, this
strategy will typically violate both anti-classification and classification
parity. In practice, it requires significant effort to construct suitable risk
estimates. One must carefully define and measure the targets of prediction to
avoid retrenching biases in the data. But, importantly, one cannot generally
address these difficulties by requiring that algorithms satisfy popular
mathematical formalizations of fairness. By highlighting these challenges in
the foundation of fair machine learning, we hope to help researchers and
practitioners productively advance the area.

公平机器学习的早期专注是确保由算法指导的决策是公平的，三个公平定义引起了人们的关注，即反分类，分类平衡和校准，但这三个公平定义都有重大的统计局限性。相比之下，我们认为更倾向于根据最准确的风险估计对类似风险的人进行相似的处理，而不是一定要满足公平的数学定义，并强调这种方法需要大量的努力来构建适当的风险估计。