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ENH: Add RelaxedThresholdOptimizer postprocessing (#3) - #29

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Chirag-agg:feature/relaxed-threshold
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ENH: Add RelaxedThresholdOptimizer postprocessing (#3)#29
Chirag-agg wants to merge 1 commit into
usarfoss:mainfrom
Chirag-agg:feature/relaxed-threshold

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@Chirag-agg Chirag-agg commented Oct 15, 2025

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Description #3

This PR adds a RelaxedThresholdOptimizer postprocessing method that supports relaxed fairness constraints (currently equalized odds).

  • Solves a linear program (LP) via cvxpy to allow tolerated differences in TPR/FPR between groups.
  • Enables users to balance fairness and accuracy, and map the fairness–accuracy Pareto front.
  • Provides a reference implementation for future relaxed constraint methods.

Related issue: Closes #<issue_number>.


Tests

  • no new tests required
  • new tests added (test/unit/postprocessing/test_relaxed_threshold_optimizer.py)
  • existing tests adjusted

Documentation

  • no documentation changes needed
  • user guide added or updated (docstring in class)
  • API docs added or updated
  • example notebook added or updated

Screenshots

N/A — this PR does not include visualizations.

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