CS 201: Fairness in Financial Services, JIAHAO CHEN, JP Morgan AI Research

Speaker: Jiahao Chen
Affiliation: JP Morgan AI Research

ABSTRACT:

The financial services industry needs fairness and explainability in artificial intelligence and machine learning, arising from considerations of transparency, ethics, regulatory compliance, and risk management [arXiv:1809.04684,2010.04827].

In this talk, I introduce some of the research challenges that arise from developing models for regulated decision making. We studied how to measure bias in models when labels for protected class membership cannot be observed [arXiv:1811.11154], or cannot be revealed for privacy reasons [arXiv:2010.04840].

We also generalized existing results on fairness-fairness and fairness-performance impossibilities and trade-offs using a convex programming formalism [arXiv:2004.03424].

Finally, we will discuss how fairness interventions generally overfit and generalize poorly [arXiv:2011.02407].

BIO:

Jiahao Chen is an AI Research Director (Executive Director) at JPMorgan AI Research in New York, and leads research in responsible AI, building new capabilities for holistic reasoning about explainability, fairness, security, robustness, privacy, safety, and related concerns. He was previously a Senior Manager of Data Science at Capital One focusing on machine learning research for credit analytics and retail operations.

When still in academia, Jiahao was a Research Scientist at MIT CSAIL, where he co-founded and led the Julia Lab, focusing on applications of the Julia programming language to data science, scientific computing, and machine learning. Jiahao has organized JuliaCon, the Julia conference, for the years 2014-2016, as well as organized workshops at NeurIPS, SIAM CSE, and the American Chemical Society National Meetings.

Jiahao has published 47 papers which have received over 720 citations, and has authored over 120 packages for numerical computation, data science and machine learning for the Julia programming language, in addition to numerous contributions to the base language itself. JPMorgan AI Research is actively hiring for full-time research positions in the US and UK. https://jiahao.github.io https://jpmorgan.com/ai

Hosted by Professor Quanquan Gu

Date/Time:
Date(s) - Apr 27, 2021
4:00 pm - 5:45 pm

Location:
Zoom Webinar
404 Westwood Plaza Los Angeles
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