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Data Science & Deep Learning: State Visitation Fairness in Average-Reward MDPs
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Vineet Nair (CS, Technion)
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Monday, 19.4.2021, 12:30
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Zoom Lecture: 93378688224
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Fairness has emerged as an important concern in automated decision-making in recent years, especially when these decisions affect human welfare. In this work, we study fairness in temporally extended decision-making settings, specifically those formulated as Markov Decision Processes (MDPs). Our proposed notion of fairness ensures that each state's long-term visitation frequency is more than a specified fraction. In an average-reward MDP setting, we formulate the problem as a bilinear saddle point program and, for a generative model, solve it using a Stochastic Mirror Descent (SMD) based algorithm. The proposed solution guarantees a simultaneous approximation of the expected average-reward and the long-term state-visitation frequency.
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