ENH Add "Reweighing"

[SeanMcCarren]

Add Reweighing preprocessing technique. #784

Design choices:

• Meta estimator
• Only 1d y and 1d sensitive_features

Progress

• preprocessing technique code in fairlearn.preprocessing
• unit tests in test.unit.preprocessing
• descriptive API reference (directly in the docstring)
• ideally a short user guide in docs.user_guide.mitigation.rst (I don't know if I should put time into this because mitigation.rst is about to change)

During this implementation, I thought of some improvements in future versions. I don't want to make an issue but here are my thoughts:

• casting categorical multi-column sensitive feature to single column (to support >1d)
• laplace smoothing
• the next algorithm in the original paper also seems interesting, and will likely share code with this one. It is the resampling. This can also be made as something else than a meta estimator? We fit and then continuously data can be sampled according to the fitted weights.

[SeanMcCarren]

Hey @romanlutz , in #784 you mention you'd ideally have a short section in mitigation.rst about this. Does that still hold now? I remember hearing that mitigation.rst will be changed a lot so don't know if it is wiser to add this as an issue for later?

[romanlutz]

Multi-dimension support for sensitive features should be added in the first version simply because we already have functionality to map multiple into a single dimension. If you need a reference please lmk and I'll send it (currently typing on phone).

The user guide would be nice to have in the first version, too. I think that's one of the requirements we have these days for adding new functionality. The mitigation.rst is typically undergoing changes, and I think that will always be like this. Just add your changes where you think it's best and we'll reevaluate then. I'm sure it's easy to adjust as this doesn't build onto an existing section of content. Does that make sense to you?

[SeanMcCarren]

Multi-dimension support for sensitive features should be added in the first version simply because we already have functionality to map multiple into a single dimension. If you need a reference please lmk and I'll send it (currently typing on phone).

Done!

The user guide would be nice to have in the first version, too. I think that's one of the requirements we have these days for adding new functionality. The mitigation.rst is typically undergoing changes, and I think that will always be like this. Just add your changes where you think it's best and we'll reevaluate then. I'm sure it's easy to adjust as this doesn't build onto an existing section of content. Does that make sense to you?

Please have a look :)