An Efficient Black-Box Reduction from Online Learning to Multicalibration, and a New Route to $Φ$-Regret Minimization

We give a Gordon-Greenwald-Marks (GGM) style black-box reduction from online learning to online multicalibration. Concretely, we show that to achieve high-dimensional multicalibration with respect to a class of functions H, it suffices to combine any no-regret learner over H with an expected variational inequality (EVI) solver. We also prove a converse statement showing that efficient multicalibration implies efficient EVI solving, highlighting how EVIs in multicalibration mirror the role of fixed points in the GGM result for $Φ$-regret. This first set of results resolves the main open question in Garg, Jung, Reingold, and Roth (SODA '24), showing that oracle-efficient online multicalibration with $\sqrt{T}$-type guarantees is possible in full generality. Furthermore, our GGM-style reduction unifies the analyses of existing online multicalibration algorithms, enables new algorithms for challenging environments with delayed observations or censored outcomes, and yields the first efficient black-box reduction between online learning and multiclass omniprediction. Our second main result is a fine-grained reduction from high-dimensional online multicalibration to (contextual) $Φ$-regret minimization. Together with our first result, this establishes a new route from external regret to Phi-regret that bypasses sophisticated fixed-point or semi-separation machinery, dramatically simplifies a result of Daskalakis, Farina, Fishelson, Pipis, and Schneider (STOC '25) while improving rat