Actionable Recourse in Linear Classification

Abstract

Classification models are often used to make decisions that affect humans: whether to approve a loan application, extend a job offer, or provide insurance. In such applications, individuals should have the ability to change the decision of the model. When a person is denied a loan by a credit scoring model, for example, they should be able to change the input variables of the model in a way that will guarantee approval. Otherwise, this person will be denied the loan so long as the model is deployed, and -- more importantly --will lack agency over a decision that affects their livelihood. In this paper, we propose to evaluate a linear classification model in terms of recourse, which we define as the ability of a person to change the decision of the model through actionable input variables (e.g., income vs. age or marital status). We present an integer programming toolkit to: (i) measure the feasibility and difficulty of recourse in a target population; and (ii) generate a list of actionable changes for a person to obtain a desired outcome. We discuss how our tools can inform different stakeholders by using them to audit recourse for credit scoring models built with real-world datasets. Our results illustrate how recourse can be significantly affected by common modeling practices, and motivate the need to evaluate recourse in algorithmic decision-making.