Constraints

This page summarizes the implemented constraints and how to select them.

Available constraints

• Equalized odds (default): equalize both TPR and FPR across groups, up to a tolerance.

  • Select with constraint="equalized_odds".

  • Relaxation via (ell_p) norm between group ROC points; choose l_p_norm.

• Equal opportunity: equalize TPR across groups.

  • Select with constraint="true_positive_rate_parity".

• Predictive equality: equalize FPR across groups.

  • Select with constraint="false_positive_rate_parity".

• Demographic parity: equalize positive prediction rate (PPR) across groups.

  • Select with constraint="demographic_parity".

Tolerance

All constraints accept a nonnegative tolerance parameter specifying the maximum allowed disparity according to the constraint’s metric. tolerance=0.0 enforces strict parity.

Practical guidance

• Use equalized odds when both types of errors matter and the base rates differ by group.

• Use equal opportunity when minimizing false negatives for positives is paramount.

• Use predictive equality when minimizing false positives for negatives is paramount.

• Use demographic parity when the rate of positive decisions itself should be similar across groups.