Constrained Gradient Equilibrium: Approachability under Locally Constrained Adversaries
Kaicheng Zhang, Lujing Zhang, Yifei Pang, Yuxiao Wen, Zhun Deng, Yanjun Han
Abstract
Gradient equilibrium (GEQ) is a recent framework in online learning that requires the time-averaged gradients along the learner's trajectory to vanish. We study GEQ when the learner is constrained and ask when such an equilibrium remains achievable in an adversarial environment. We first show that constrained GEQ (CGEQ) can be impossible even under simple and slowly varying constraints, motivating imposing local temporal structure on the adversary. We then develop an approachability framework for CGEQ under locally constrained adversaries, and obtain necessary and sufficient characterizations in the spirit of classical Blackwell approachability. Beyond these theoretical characterizations, we provide an algorithmic principle that converts window-wise no-regret learners into CGEQ algorithms under a local feasibility condition with margin. Experiments on synthetic and real data demonstrate that the resulting algorithms perform strongly in both achieving GEQ and respecting the constraints.