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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…

计算机科学与博弈论 · 计算机科学 2011-02-23 Vianney Perchet

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…

机器学习 · 计算机科学 2013-12-31 Andrey Bernstein , Nahum Shimkin

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,…

计算机科学与博弈论 · 计算机科学 2013-01-17 Vianney Perchet , Marc Quincampoix

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…

机器学习 · 计算机科学 2016-06-22 Dileep Kalathil , Vivek Borkar , Rahul Jain

This manuscript investigates the relationship between Blackwell Approachability, a stochastic vector-valued repeated game, and minimax theory, a single-play scalar-valued scenario. First, it is established in a general setting --- one not…

计算机科学与博弈论 · 计算机科学 2011-10-10 Matus Telgarsky

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…

最优化与控制 · 数学 2025-06-17 Dan Garber , Mhna Massalha

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…

最优化与控制 · 数学 2024-08-26 Joon Kwon , Yijun Wan , Bruno Ziliotto

In approachability with full monitoring there are two types of conditions that are known to be equivalent for convex sets: a primal and a dual condition. The primal one is of the form: a set C is approachable if and only all containing…

最优化与控制 · 数学 2013-05-24 Shie Mannor , Vianney Perchet , Gilles Stoltz

Blackwell approachability, regret minimization and calibration are three criteria evaluating a strategy (or an algorithm) in different sequential decision problems, or repeated games between a player and Nature. Although they have at first…

计算机科学与博弈论 · 计算机科学 2013-01-15 Vianney Perchet

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}…

计算机科学与博弈论 · 计算机科学 2015-03-03 Nahum Shimkin

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…

机器学习 · 计算机科学 2021-09-08 Joon Kwon

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…

机器学习 · 统计学 2025-10-20 Guillaume Principato , Gilles Stoltz

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…

机器学习 · 统计学 2016-06-20 Shie Mannor , Vianney Perchet , Gilles Stoltz

Classic reachability games on graphs are zero-sum games, where the goal of one player, Eve, is to visit a vertex from a given target set, and that of other player, Adam, is to prevent this. Generalised reachability games, studied by…

计算机科学与博弈论 · 计算机科学 2025-09-18 Sougata Bose , Daniel Hausmann , Soumyajit Paul , Sven Schewe , Tansholpan Zhanabekova

We study approachability theory in the presence of constraints. Given a repeated game with vector payoffs, we characterize the pairs of sets (A,D) in the payoff space such that Player 1 can guarantee that the long-run average payoff…

最优化与控制 · 数学 2017-12-05 Gaëtan Fournier , Eden Kuperwasser , Orin Munk , Eilon Solan , Avishay Weinbaum

We provide a setting and a general approach to fair online learning with stochastic sensitive and non-sensitive contexts. The setting is a repeated game between the Player and Nature, where at each stage both pick actions based on the…

机器学习 · 计算机科学 2021-11-09 Evgenii Chzhen , Christophe Giraud , Gilles Stoltz

Games on graphs provide a natural and powerful model for reactive systems. In this paper, we consider generalized reachability objectives, defined as conjunctions of reachability objectives. We first prove that deciding the winner in such…

计算复杂性 · 计算机科学 2012-02-06 Nathanaël Fijalkow , Florian Horn

We consider the celebrated Blackwell Approachability Theorem for two-player games with vector payoffs. We show that Blackwell's result is equivalent, via efficient reductions, to the existence of "no-regret" algorithms for Online Linear…

机器学习 · 计算机科学 2010-11-10 Jacob Abernethy , Peter L. Bartlett , Elad Hazan

Approachability has become a standard tool in analyzing earning algorithms in the adversarial online learning setup. We develop a variant of approachability for games where there is ambiguity in the obtained reward that belongs to a set,…

统计理论 · 数学 2012-02-17 Shie Mannor , Vianney Perchet , Gilles Stoltz

This paper reframes approachability theory within the context of population games. Thus, whilst one player aims at driving her average payoff to a predefined set, her opponent is not malevolent but rather extracted randomly from a…

最优化与控制 · 数学 2014-07-16 Dario Bauso , Thomas W L Norman
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