A bank uses an AI system for credit scoring. To meet fairness requirements, they want to ensure the model predicts similar outcomes for individuals who are similar with respect to the target variable, regardless of protected attributes. Which fairness metric addresses this?
Individual fairness mandates that similar individuals be treated similarly.
Why this answer
Individual fairness requires that similar individuals (with respect to legitimate features) receive similar predictions. Demographic parity requires equal selection rates across groups. Equalized odds requires equality of true positive and false positive rates.
Calibration ensures predicted probabilities match actual outcomes across groups.