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arXiv 2007.10622cs.DScs.CGcs.DMmath.CO
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随机到达的在线离散最小化

Online Discrepancy Minimization for Stochastic Arrivals

Nikhil Bansal, Haotian Jiang, Raghu Meka, Sahil Singla, Makrand Sinha

摘要:

在随机在线向量平衡问题中,从$\mathbb{R}^n$中的任意分布独立选择的向量$v_1,v_2,\ldots,v_T$逐个到达,并且必须立即给予$\pm$符号。目标是保持差异向量的范数,即,有符号前缀和,对于给定的目标范数尽可能小。我们认为,在上述在线随机设置的差异理论中的一些最知名的问题,并给出算法,匹配已知的离线界限高达$\mathsf{polylog}(nT)$因素。这实质上推广和改进了Bansal,Jiang,Singla和Sinha(STOC '20)以前的结果。特别是,对于Komlós问题,其中$\|v_t\|_2\leq 1$为每个$t$,我们的算法实现$\tilde{O}(1)$差异的概率很高,提高了以前的$\tilde{O}(n^{3/2})$绑定。对于Tusnády的最小化轴对齐盒的差异的问题,我们得到了一个$O(\log^{d+4} T)$界任意分布的点。以前的技术只适用于产品分布,并给出了较弱的$O(\log^{2d+1} T)$界。我们还考虑了Banaszczyk设置,其中给定一个对称凸体$K$,高斯测度至少为$1/2$,我们的算法实现了$\tilde{O}(1)$差异,相对于$K$给出的次指数尾输入分布的范数。我们的关键思想是引入一个势,它也对差异向量如何演化施加约束,使我们能够保持某些反集中特性。对于Banaszczyk设置,我们通过将其与通用链接的想法相结合来进一步增强这种潜力。最后,我们还将这些结果推广到在线多色差异的设置。

英文摘要:

In the stochastic online vector balancing problem, vectors $v_1,v_2,\ldots,v_T$ chosen independently from an arbitrary distribution in $\mathbb{R}^n$ arrive one-by-one and must be immediately given a $\pm$ sign. The goal is to keep the norm of the discrepancy vector, i.e., the signed prefix-sum, as small as possible for a given target norm. We consider some of the most well-known problems in discrepancy theory in the above online stochastic setting, and give algorithms that match the known offline bounds up to $\mathsf{polylog}(nT)$ factors. This substantially generalizes and improves upon the previous results of Bansal, Jiang, Singla, and Sinha (STOC' 20). In particular, for the Komlós problem where $\|v_t\|_2\leq 1$ for each $t$, our algorithm achieves $\tilde{O}(1)$ discrepancy with high probability, improving upon the previous $\tilde{O}(n^{3/2})$ bound. For Tusnády's problem of minimizing the discrepancy of axis-aligned boxes, we obtain an $O(\log^{d+4} T)$ bound for arbitrary distribution over points. Previous techniques only worked for product distributions and gave a weaker $O(\log^{2d+1} T)$ bound. We also consider the Banaszczyk setting, where given a symmetric convex body $K$ with Gaussian measure at least $1/2$, our algorithm achieves $\tilde{O}(1)$ discrepancy with respect to the norm given by $K$ for input distributions with sub-exponential tails. Our key idea is to introduce a potential that also enforces constraints on how the discrepancy vector evolves, allowing us to maintain certain anti-concentration properties. For the Banaszczyk setting, we further enhance this potential by combining it with ideas from generic chaining. Finally, we also extend these results to the setting of online multi-color discrepancy.

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