Unfair predictions of machine learning (ML) models impede their broad acceptance in real-world settings. Tackling this arduous challenge first necessitates defining what it means for an ML model to be fair. This has been addressed by the ML community with various measures of fairness that depend on the prediction outcomes of the ML models, either at the group-level or the individual-level. These fairness measures are limited in that they utilize point predictions, neglecting their variances, or uncertainties, making them susceptible to noise, missingness and shifts in data. In this paper, we first show that a ML model may appear to be fair with existing point-based fairness measures but biased against a demographic group in terms of prediction uncertainties. Then, we introduce new fairness measures based on different types of uncertainties, namely, aleatoric uncertainty and epistemic uncertainty. We demonstrate on many datasets that (i) our uncertaintybased measures are complementary to existing measures of fairness, and (ii) they provide more insights about the underlying issues leading to bias.

Mental health is becoming an increasingly prominent health challenge. Despite a plethora of studies analysing and mitigating bias for a variety of tasks such as face recognition and credit scoring, research on machine learning (ML) fairness for mental health has been sparse to date. In this work, we focus on gender bias in mental health and make the following contributions. First, we examine whether bias exists in existing mental health datasets and algorithms. Our experiments were conducted using Depresjon, Psykose and D-Vlog. We identify that both data and algorithmic bias exist. Second, we analyse strategies that can be deployed at the pre-processing, in-processing and post-processing stages to mitigate for bias and evaluate their effectiveness. Third, we investigate factors that impact the efficacy of existing bias mitigation strategies and outline recommendations to achieve greater gender fairness for mental health. Upon obtaining counter-intuitive results on D-Vlog dataset, we undertake further experiments and analyses, and provide practical suggestions to avoid hampering bias mitigation efforts in ML for mental health.