Swap Agnostic Learning, or Characterizing Omniprediction via Multicalibration

We introduce and study Swap Agnostic Learning. The problem can be phrased as a game between a predictor and an adversary: first, the predictor selects a hypothesis h; then, the adversary plays in response, and for each level set of the predictor x ∈ X : h(x) = v selects a (different) loss-minimizing hypothesis c v ∈ C; the predictor wins if h competes with the adaptive adversary's loss. Despite the strength of the adversary, we demonstrate the feasibility Swap Agnostic Learning for any convex loss. Somewhat surprisingly, the result follows through an investigation into the connections between Omniprediction [GKR + 22] and Multicalibration [HKRR18]. Omniprediction is a new notion of optimality for predictors that strengthtens classical notions such as agnostic learning. It asks for loss minimization guarantees (relative to a hypothesis class) that apply not just for a specific loss function, but for any loss belonging to a rich family of losses. A recent line of work shows that omniprediction is implied by multicalibration and related multi-group fairness notions [GKR + 22, GHK + 23]. This unexpected connection raises the question: is multi-group fairness necessary for omniprediction? Our work gives the first affirmative answer to this question. We establish an equivalence between swap variants of omniprediction and multicalibration and swap agnostic learning. Further, swap multicalibration is essentially equivalent to the standard notion of multicalibration, so existing learning algorithms can be used to achieve any of the three notions. Building on this characterization, we paint a complete picture of the relationship between different variants of multi-group fairness, omniprediction, and Outcome Indistinguishability [DKR + 21]. This inquiry reveals a unified notion of OI that captures all existing notions of omniprediction and multicalibration. * This manuscript represents the full version of [GKR23]. It subsumes arXiv:2302.06726v1 by the authors, under the title Characterizing notions of omniprediction via multicalibration.