Appendices A Linear Performance Metric Elicitation

As explained in Section 2.3, we use the linear metric elicitation procedure [ Let the oracle's scale invariant metric be The algorithm is summarized in Algorithm 2. The algorithm also uses the following Parameterizing the boundary of the enclosed sphere S . Suppose that the oracle's linear metric is The number of cycles in coordinate-wise search is fixed to four. Please do not confuse it with the sensitive group index. 's are vertices: Any supporting hyperplane with slope's are vertices of the convex set. The following discussion is extended from [21] to multiple groups setting and provided here for completeness.