Model personalization has attracted widespread attention in recent years. In an ideal situation, if individuals’ data are sufficient, model personalization can be realized by building models separately for different individuals using their own data. But, in reality, individuals often have data sets of varying sizes and qualities. To overcome this disparity, collaborative learning has emerged as a generic strategy for model personalization, but there is no mechanism to ensure fairness in this framework. In this paper, we develop fair collaborative learning (FairCL) that could potentially integrate a variety of fairness concepts. We further focus on two specific fairness metrics, the bounded individual loss and individual fairness, and develop a self-adaptive algorithm for FairCL and conduct both simulated and real-world case studies. Our study reveals that model fairness and accuracy could be improved simultaneously in the context of model personalization. Funding: This work was supported by the Breakthrough T1D Award [Grant 2-SRA-2022-1259-S-B]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/ijds.2024.0029 .
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