Recently, there has been much discussion of ‘fair machine learning’: fairness in data-driven decision-making systems (which are often, though not always, made with assistance from machine learning systems). Notorious impossibility results show that we cannot have everything we want here. Such problems call for careful thinking about the foundations of fair machine learning. Sune Holm has identified one promising way forward, which involves applying John Broome's theory of fairness to the puzzles of fair machine learning. Unfortunately, his application of Broome's (...) theory appears to be fatally flawed. This article attempts to rescue Holm's central insight – namely, that Broome's theory can be useful to the study of fair machine learning – by giving an alternative application of Broome's theory, which involves thinking about fair machine learning in counterfactual (as opposed to merely statistical) terms. (shrink)