In this paper, it is shown that, for any measure $m$ on any algebra $\mathcal A$ of subsets of a set $X$, a subset $E$ of $X$ is locally approximable by sets in $\mathcal A$ in the sense of pseudo-metrics $d_A$ if and only if $E$ is Carathéodory-measurable, where $d_A(E,F):=m^*(A\cap(E+F))$, $A$ is a member of $\mathcal A$ with $m(A)<\infty$, $m^*$ is the outer measure corresponding to $m$, and $E+F$ is the symmetric difference between subsets $E$ and $F$ of $X$.
In particular, if $m(X)<\infty$, then one can use just the approximation relative to one pseudo-metric $d_X$ instead of the local approximation relative to the family of pseudo-metrics $d_A$.
(We have to say "pseudo-metrics", because $d_A(E,F)=0$ does not in general imply $E=F$.)