When an AI system interacts with multiple users, it frequently needs to make allocation decisions. For instance, a virtual agent decides whom to pay attention to in a group setting, or a factory robot selects a worker to deliver a part. Demonstrating fairness in decision making is essential for such systems to be broadly accepted. We introduce a Multi-Armed Bandit algorithm with fairness constraints, where fairness is defined as a minimum rate that a task or a resource is assigned to a user. The proposed algorithm uses contextual information about the users and the task and makes no assumptions on how the losses capturing the performance of different users are generated. We provide theoretical guarantees of performance and empirical results from simulation and an online user study. The results highlight the benefit of accounting for contexts in fair decision making, especially when users perform better at some contexts and worse at others.
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