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Blackwell's approachability (Blackwell, 1954, 1956) is a very general online learning framework where a Decision Maker obtains vector-valued outcomes, and aims at the convergence of the average outcome to a given ``target'' set. Blackwell…

Optimization and Control · Mathematics 2024-08-26 Joon Kwon , Yijun Wan , Bruno Ziliotto

In the standard setting of approachability there are two players and a target set. The players play repeatedly a known vector-valued game where the first player wants to have the average vector-valued payoff converge to the target set which…

Machine Learning · Statistics 2016-06-20 Shie Mannor , Vianney Perchet , Gilles Stoltz

We unify standard frameworks for approachability both in full or partial monitoring by defining a new abstract game, called the "purely informative game", where the outcome at each stage is the maximal information players can obtain,…

Computer Science and Game Theory · Computer Science 2013-01-17 Vianney Perchet , Marc Quincampoix

We provide a necessary and sufficient condition under which a convex set is approachable in a game with partial monitoring, i.e.\ where players do not observe their opponents' moves but receive random signals. This condition is an extension…

Computer Science and Game Theory · Computer Science 2011-02-23 Vianney Perchet

We study conformal inference in non-exchangeable environments through the lens of Blackwell's theory of approachability. We first recast adaptive conformal inference (ACI, Gibbs and Cand\`es, 2021) as a repeated two-player vector-valued…

Machine Learning · Statistics 2025-10-20 Guillaume Principato , Gilles Stoltz

Approachability theory, introduced by Blackwell (1956), provides fundamental results on repeated games with vector-valued payoffs, and has been usefully applied since in the theory of learning in games and to learning algorithms in the…

Machine Learning · Computer Science 2013-12-31 Andrey Bernstein , Nahum Shimkin

We revisit Blackwell's celebrated approachability problem which considers a repeated vector-valued game between a player and an adversary. Motivated by settings in which the action set of the player or adversary (or both) is difficult to…

Optimization and Control · Mathematics 2025-06-17 Dan Garber , Mhna Massalha

Blackwell's approachability is a framework where two players, the Decision Maker and the Environment, play a repeated game with vector-valued payoffs. The goal of the Decision Maker is to make the average payoff converge to a given set…

Machine Learning · Computer Science 2021-09-08 Joon Kwon

The notion of approachability was introduced by Blackwell [1] in the context of vector-valued repeated games. The famous Blackwell's approachability theorem prescribes a strategy for approachability, i.e., for `steering' the average cost of…

Machine Learning · Computer Science 2016-06-22 Dileep Kalathil , Vivek Borkar , Rahul Jain

We explore an active learning approach for dynamic fair resource allocation problems. Unlike previous work that assumes full feedback from all agents on their allocations, we consider feedback from a select subset of agents at each epoch of…

Machine Learning · Computer Science 2024-06-24 Riddhiman Bhattacharya , Thanh Nguyen , Will Wei Sun , Mohit Tawarmalani

We consider the problem of online learning in the linear contextual bandits setting, but in which there are also strong individual fairness constraints governed by an unknown similarity metric. These constraints demand that we select…

Machine Learning · Computer Science 2018-09-19 Stephen Gillen , Christopher Jung , Michael Kearns , Aaron Roth

We study the problem of fairly allocating indivisible goods to agents in an online setting, where goods arrive sequentially and must be allocated irrevocably. Focusing on the popular fairness notions of envy-freeness, proportionality, and…

Computer Science and Game Theory · Computer Science 2026-05-29 Tzeh Yuan Neoh , Jannik Peters , Nicholas Teh

We describe mechanisms for the allocation of a scarce resource among multiple users in a way that is efficient, fair, and strategy-proof, but when users do not know their resource requirements. The mechanism is repeated for multiple rounds…

Machine Learning · Statistics 2020-12-17 Kirthevasan Kandasamy , Gur-Eyal Sela , Joseph E Gonzalez , Michael I Jordan , Ion Stoica

Effective machine learning models can automatically learn useful information from a large quantity of data and provide decisions in a high accuracy. These models may, however, lead to unfair predictions in certain sense among the population…

Machine Learning · Computer Science 2020-06-19 Mingliang Chen , Min Wu

Fairness for machine learning predictions is widely required in practice for legal, ethical, and societal reasons. Existing work typically focuses on settings without unobserved confounding, even though unobserved confounding can lead to…

Machine Learning · Computer Science 2024-10-23 Maresa Schröder , Dennis Frauen , Stefan Feuerriegel

The notion of approachability in repeated games with vector payoffs was introduced by Blackwell in the 1950s, along with geometric conditions for approachability and corresponding strategies that rely on computing {\em steering directions}…

Computer Science and Game Theory · Computer Science 2015-03-03 Nahum Shimkin

We consider Blackwell approachability, a very powerful and geometric tool in game theory, used for example to design strategies of the uninformed player in repeated games with incomplete information. We extend this theory to "generalized…

Computer Science and Game Theory · Computer Science 2016-09-29 János Flesch , Rida Laraki , Vianney Perchet

In the problem of online learning for changing environments, data are sequentially received one after another over time, and their distribution assumptions may vary frequently. Although existing methods demonstrate the effectiveness of…

Machine Learning · Computer Science 2023-07-18 Chen Zhao , Feng Mi , Xintao Wu , Kai Jiang , Latifur Khan , Christan Grant , Feng Chen

We introduce a class of learning problems where the agent is presented with a series of tasks. Intuitively, if there is relation among those tasks, then the information gained during execution of one task has value for the execution of…

Machine Learning · Computer Science 2012-09-06 Christos Dimitrakakis

The issue of fairness in decision-making is a critical one, especially given the variety of stakeholder demands for differing and mutually incompatible versions of fairness. Adopting a strategic interaction of perspectives provides an…

Machine Learning · Computer Science 2025-04-24 Tina Behzad , Mithilesh Kumar Singh , Anthony J. Ripa , Klaus Mueller
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