Equalized Odds (Fairness)#
Requires equal true-positive and false-positive rates across groups.
Important
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What it is#
Equalized odds requires a classifier to have the same true-positive rate and the same false-positive rate across groups. Formally,
So among those who truly are positive (\(Y=1\)) every group is recognised at the same rate, and among those who truly are negative (\(Y=0\)) every group is wrongly flagged at the same rate.
Where it sits among fairness criteria#
This is the separation criterion, \(\hat{Y} \perp A \mid Y\) — the prediction is independent of group once you condition on the truth. It is the strictest of the error-rate criteria: equalized odds = equal opportunity (equal TPR) plus equal FPR.
Example#
A loan model approves qualified men at TPR 80% but qualified women at TPR 60%, and wrongly approves unqualified men at FPR 20% but unqualified women at FPR 30%. Both rates differ by group, so equalized odds is violated on both counts.
The catch#
Like the other criteria, equalized odds collides with predictive parity when base rates differ (the impossibility theorem), and enforcing it can cost overall accuracy — so practitioners often target approximate equalized odds within a tolerance.
Limitations#
Hard to satisfy exactly, especially with unequal base rates.
Trades off against accuracy; usually relaxed rather than enforced exactly.
In code#
from fairlearn.metrics import equalized_odds_difference
eod = equalized_odds_difference(y_true, y_pred, sensitive_features=A) # 0 = parity
Theme: Fairness & Calibration · All terminology
Hint
Mind map — connected ideas
Equal Opportunity (Fairness) · Demographic Parity (Statistical Parity) · Predictive Parity (Calibration)
Hint
More in Fairness & Calibration
Demographic Parity (Statistical Parity) · Equal Opportunity (Fairness) · Fairness Guardrails · Fairness parity · Four-Fifths (80%) Rule · Predictive Parity (Calibration) · Selection Rate
See also
Source article Adapted (context, re-expressed) in our own words from: Equalized Odds (Fairness) (insightful-data-lab.com).