Disparate Impact (DI) - Amazon SageMaker

Disparate Impact (DI)

The difference in positive proportions in the predicted labels metric can be assessed in the form of a ratio.

The comparison of positive proportions in predicted labels metric can be assessed in the form of a ratio instead of as a difference, as it is with the Difference in Positive Proportions in Predicted Labels (DPPL). The disparate impact (DI) metric is defined as the ratio of the proportion of positive predictions (y’ = 1) for facet a over the proportion of positive predictions (y’ = 1) for facet d. For example, if the model predictions grant loans to 60% of a middle-aged group (facet a) and 50% other age groups (facet d), then DI = .5/.6 = 0.8, which indicates a positive bias and an adverse impact on facet d.

The formula for the ratio of proportions of the predicted labels:

        DI = q'd/q'a

Where:

  • q'a = n'a(1)/na is the predicted proportion of facet a who get a positive outcome of value 1. In our example, the proportion of a middle-aged facet predicted to get granted a loan. Here n'a(1) represents the number of members of facet a who get a positive predicted outcome and na the is number of members of facet a.

  • q'd = n'd(1)/nd is the predicted proportion of facet d a who get a positive outcome of value 1. In our example, a facet of older and younger people predicted to get granted a loan. Here n'd(1) represents the number of members of facet d who get a positive predicted outcome and nd the is number of members of facet d.

For binary, multicategory facet, and continuous labels, the DI values range over the interval [0, ∞).

  • Values less than 1 indicate that facet a has a higher proportion of predicted positive outcomes than facet d. This is referred to as positive bias.

  • A value of 1 indicates demographic parity.

  • Values greater than 1 indicate that facet d has a higher proportion of predicted positive outcomes than facet a. This is referred to as negative bias.