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基于正则化与限制的亚高斯输入在线偏差最小化

Online Discrepancy Minimization for Sub-Gaussian Inputs via Regularization and Restriction

Nicola Wengiel

arXiv 2608.10040首次发表:更新:

AI 中文总结

该研究针对亚高斯输入的在线偏差最小化问题,提出结合ℓ_∞-范数正则化与自适应坐标限制的多项式时间算法,得到不依赖时间T的偏差界,推广了相关定理并接近最优。

AI 中文摘要

我们研究在线偏差最小化问题:向量v₁,…,v_T∈ℝⁿ依次到达,每个向量必须立即被分配一个符号x_t∈{±1},目标是最小化‖∑_{t=1}^T x_t v_t‖_∞。我们提出一种基于多项式时间势函数的算法,该算法结合了ℝⁿ上的ℓ_∞-范数正则化与对自适应选择的坐标集的限制。对于满足以下条件的独立同分布输入:坐标为独立、对称、中心化、单位方差的亚高斯变量,且亚高斯范数至多为σ,该算法实现的最终偏差为O(σ⁸√n),失败概率至少为1−exp(−Ω(σ³√n))。若坐标被均值为k/n的伯努利变量独立掩蔽,其中k≳(log n)²,则偏差界改进为O(σ⁸√k),失败概率为exp(−Ω(σ³√k))。这两种保证均对任意给定的有限时间 horizon T 成立,且不依赖于T。该稠密输入结果大幅推广了Bansal与Spencer(2020)针对拉德马赫输入的定理,并为高斯输入提供了高效的O(√n)偏差界,这一结果是Gamarnik等人(2022)提出的猜想。当T比n大一个多项式因子时,该偏差界在条件上接近最优:根据标准近似格问题的最坏情况困难性假设,Vafa与Vaikuntanathan(2025)证明,即使是离线的多项式时间算法,也无法将√n的尺度在T/n的固定多项式因子下进一步改进。

英文摘要

We study online discrepancy minimization: vectors $v_1,\ldots,v_T\in\mathbb{R}^n$ arrive sequentially, and each must immediately be assigned a sign $x_t\in\{\pm1\}$, with the aim of minimizing $\|\sum_{t=1}^T x_t v_t\|_\infty$. We give a polynomial-time potential-based algorithm combining a regularization of the $\ell_\infty$-norm with restriction to an adaptively chosen coordinate set. For i.i.d. inputs with independent, symmetric, centered, unit-variance sub-Gaussian coordinates of sub-Gaussian norm at most $σ$, the algorithm achieves terminal discrepancy $O(σ^8\sqrt{n})$ with probability at least $1-\exp(-Ω(σ^3\sqrt{n}))$. If the coordinates are independently masked by Bernoulli variables with mean $k/n$, where $k\gtrsim(\log n)^2$, the bound improves to $O(σ^8\sqrt{k})$, with failure probability $\exp(-Ω(σ^3\sqrt{k}))$. Both guarantees hold for every prescribed finite horizon $T$, with no dependence on $T$. The dense result substantially generalizes a theorem of Bansal and Spencer (2020) for Rademacher inputs and gives an efficient $O(\sqrt{n})$ bound for Gaussian inputs, as conjectured by Gamarnik et al. (2022). When $T$ is polynomially larger than $n$, this is conditionally close to optimal: under worst-case hardness assumptions for standard approximate lattice problems, Vafa and Vaikuntanathan (2025) showed that no polynomial-time algorithm, even offline, can improve the $\sqrt{n}$ scale by a fixed polynomial factor in $T/n$.

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