ISyE Seminar Series: Luis Nunes Vicente



"Accuracy and Fairness Trade-offs in Machine Learning: A Stochastic Multi-Objective Approach"

Presentation by Professor Luis Nunes Vicente
Timothy J. Wilmott Endowed Chair Professor and Department Chair
Department of Industrial and Systems Engineering
Lehigh University

Wednesday, November 18
3:30-5:00 PM CST — Graduate Seminar and Reception (Zoom)

About the seminar:

In the application of machine learning to real life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly used strategy in fair machine learning is to include fairness as a constraint or a penalization term in the minimization of the prediction loss, which ultimately limits the information given to decision-makers. In this talk, we introduce a new approach to handle fairness by formulating a stochastic multi-objective optimization problem for which the corresponding Pareto fronts uniquely and comprehensively define the accuracy-fairness trade-offs. We have then applied a stochastic approximation-type method to efficiently obtain well-spread and accurate Pareto fronts, and by doing so we can handle training data arriving in a streaming way.


Luis Nunes Vicente is the Timothy J. Wilmott ’80 Endowed Faculty Professor and Chair of Lehigh University’s Department of Industrial and Systems Engineering (ISE), effective August 1, 2018, after a career as a faculty member in the Department of Mathematics of the University of Coimbra. His research interests include Continuous Optimization, Computational Science and Engineering, and Machine Learning and Data Science.

He obtained his PhD from Rice University in 1996, under a Fulbright scholarship, receiving from Rice the Ralph Budd Thesis Award. He was one of the three finalists of the 94-96 A. W. Tucker Prize of the Mathematical Optimization Society (MOS). He has served on numerous editorial boards, including SIAM Journal on Optimization (2009-2017), EURO Journal on Computational Optimization, and Optimization Methods and Software (2010-2018). He was Editor-in-Chief of Portugaliae Mathematica (published by the European Mathematical Society) during 2013-2018.

Seminar Video:

Start date
Wednesday, Nov. 18, 2020, 3:30 p.m.
End date
Wednesday, Nov. 18, 2020, 5 p.m.