A Distribution Mapping Approach to Counterfactually Fair Reinforcement Learning

Reinforcement learning (RL) seeks to optimize sequential decisions to maximize population-level benefits over time. However, when deployed in high-stakes settings such as healthcare, RL decisions might systematically restrict some subpopulation's access to valuable services in a manner contrary to the values and goals of stakeholders. Counterfactual fairness (CF) offers a promising framework to address this problem based on causal reasoning. This paper develops a data preprocessing algorithm that, when used in tandem with policy learning, enables CF in RL. Our algorithm relies on a novel quantile distribution mapping method for sequentially estimating the counterfactual states and rewards in the data preprocessing step, subsuming common additivity assumptions used for counterfactual prediction as a special case. We theoretically prove that the per-step level of counterfactual unfairness and infinite-horizon suboptimality gap can be bounded under mild regularity conditions. We also empirically test our algorithm in numerical experiments as well as in application to a real-world interventional digital health dataset.

PyCFRL: A Python library for counterfactually fair offline reinforcement learning via sequential data preprocessing

Reinforcement learning (RL) aims to learn and evaluate a sequential decision rule, often referred to as a "policy", that maximizes the population-level benefit in an environment across possibly infinitely many time steps. However, the sequential decisions made by an RL algorithm, while optimized to maximize overall population benefits, may disadvantage certain individuals who are in minority or socioeconomically disadvantaged groups. To address this problem, we introduce PyCFRL, a Python library for ensuring counterfactual fairness in offline RL. PyCFRL implements a novel data preprocessing algorithm for learning counterfactually fair RL policies from offline datasets and provides tools to evaluate the values and counterfactual unfairness levels of RL policies. We describe the high-level functionalities of PyCFRL and demonstrate one of its major use cases through a data example. The library is publicly available on PyPI and Github (https://github.com/JianhanZhang/PyCFRL), and detailed tutorials can be found in the PyCFRL documentation (https://pycfrl-documentation.netlify.app).