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Implement constraints on predicted prevalence (demographic parity) #42

@AndreFCruz

Description

@AndreFCruz

Summary

We should enable creating group-wise constraints on the percentage of positive predictions (a.k.a., predicted prevalence).

This enables the popular Demographic Parity fairness metric.

TODO

  • Add constraint_type=PP to the available group-wise constraint options;
  • Implement gradient descent on proxy predicted prevalence metrics;
  • Add the same PP constraint type for global constraints
    • This would be a constraint on maximum alert rate -> quite useful for our in-house use cases

EDIT

Minor notes for the future PP constraint implementation:
83de2426-ea6e-4308-9f0d-5ddc3b001580.pdf

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