If, as they say, “ The CNAF trains its models on households who were randomly investigated”, then the model is fair in assessing the risks of fraud. The fact t

If, as they say, “ The CNAF trains its models on households who were randomly investigated”, then the model is fair in assessing the risks of fraud. The fact that street junkie vs Google engineer have a different propensity in mugging elderly ladies is definitely partially explaine by variable household_income is not economic discrimination. You’d have a problem if you did regressions on a sample selected by the results of previous regressions, but this is not the case. And in this case you are looking for a biased sample of high-risk individuals.