12 research outputs found
An Algorithm for Koml\'os Conjecture Matching Banaszczyk's bound
We consider the problem of finding a low discrepancy coloring for sparse set
systems where each element lies in at most t sets. We give an efficient
algorithm that finds a coloring with discrepancy O((t log n)^{1/2}), matching
the best known non-constructive bound for the problem due to Banaszczyk. The
previous algorithms only achieved an O(t^{1/2} log n) bound. The result also
extends to the more general Koml\'{o}s setting and gives an algorithmic
O(log^{1/2} n) bound
Improved Algorithmic Bounds for Discrepancy of Sparse Set Systems
We consider the problem of finding a low discrepancy coloring for sparse set
systems where each element lies in at most sets. We give an algorithm that
finds a coloring with discrepancy where is the
maximum cardinality of a set. This improves upon the previous constructive
bound of based on algorithmic variants of the partial
coloring method, and for small (e.g.) comes close to
the non-constructive bound due to Banaszczyk. Previously,
no algorithmic results better than were known even for . Our method is quite robust and we give several refinements and
extensions. For example, the coloring we obtain satisfies the stronger
size-sensitive property that each set in the set system incurs an discrepancy. Another variant can be used to
essentially match Banaszczyk's bound for a wide class of instances even where
is arbitrarily large. Finally, these results also extend directly to the
more general Koml\'{o}s setting
Vector Balancing in Lebesgue Spaces
A tantalizing conjecture in discrete mathematics is the one of Koml\'os,
suggesting that for any vectors
there exist signs so that . It is a natural extension to ask what
-norm bound to expect for .
We prove that, for , such vectors admit fractional
colorings with a linear number of
coordinates so that , and that one can obtain a
full coloring at the expense of another factor of .
In particular, for we can indeed find signs with . Our result generalizes Spencer's theorem, for which , and is tight for .
Additionally, we prove that for any fixed constant , in a centrally
symmetric body with measure at least
one can find such a fractional coloring in polynomial time. Previously this was
known only for a small enough constant -- indeed in this regime classical
nonconstructive arguments do not apply and partial colorings of the form
do not necessarily exist.Comment: 19 page
The Gram-Schmidt Walk: A Cure for the Banaszczyk Blues
A classic result of Banaszczyk (Random Str. & Algor. 1997) states that given any n vectors in Rm with ℓ2-norm at most 1 and any convex body K in Rm of Gaussian measure at least half, there exists a ±1 combination of these vectors that lies in 5K. Banaszczyk’s proof of this result was non-constructive and it was open how to find such a ±1 combination in polynomial time. In this paper, we give an efficient randomized algorithm to find a ±1 combination of the vectors which lies in cK for some fixed constant c > 0. This leads to new efficient algorithms for several problems in discrepancy theory
Towards a Constructive Version of Banaszczyk's Vector Balancing Theorem
An important theorem of Banaszczyk (Random Structures & Algorithms `98)
states that for any sequence of vectors of norm at most and any
convex body of Gaussian measure in , there exists a
signed combination of these vectors which lands inside . A major open
problem is to devise a constructive version of Banaszczyk's vector balancing
theorem, i.e. to find an efficient algorithm which constructs the signed
combination.
We make progress towards this goal along several fronts. As our first
contribution, we show an equivalence between Banaszczyk's theorem and the
existence of -subgaussian distributions over signed combinations. For the
case of symmetric convex bodies, our equivalence implies the existence of a
universal signing algorithm (i.e. independent of the body), which simply
samples from the subgaussian sign distribution and checks to see if the
associated combination lands inside the body. For asymmetric convex bodies, we
provide a novel recentering procedure, which allows us to reduce to the case
where the body is symmetric.
As our second main contribution, we show that the above framework can be
efficiently implemented when the vectors have length ,
recovering Banaszczyk's results under this stronger assumption. More precisely,
we use random walk techniques to produce the required -subgaussian
signing distributions when the vectors have length , and
use a stochastic gradient ascent method to implement the recentering procedure
for asymmetric bodies
Online Discrepancy Minimization for Stochastic Arrivals
In the stochastic online vector balancing problem, vectors
chosen independently from an arbitrary distribution in
arrive one-by-one and must be immediately given a 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 factors. This substantially
generalizes and improves upon the previous results of Bansal, Jiang, Singla,
and Sinha (STOC' 20). In particular, for the Koml\'{o}s problem where
for each , our algorithm achieves
discrepancy with high probability, improving upon the previous
bound. For Tusn\'{a}dy's problem of minimizing the
discrepancy of axis-aligned boxes, we obtain an bound for
arbitrary distribution over points. Previous techniques only worked for product
distributions and gave a weaker bound. We also consider the
Banaszczyk setting, where given a symmetric convex body with Gaussian
measure at least , our algorithm achieves discrepancy with
respect to the norm given by 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
Online discrepancy minimization for stochastic arrivals
In the stochastic online vector balancing problem, vectors v1, v2,..., vT chosen independently from an arbitrary distribution in Rn arrive one-by-one and must be immediately given a ± 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 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 kvtk2 ≤ 1 for each t, our algorithm achieves Oe(1) discrepancy with high probability, improving upon the previous Oe(n3/2) bound. For Tusnády's problem of minimizing the discrepancy of axis-aligned boxes, we obtain an O(logd+4 T) bound for arbitrary distribution over points. Previous techniques only worked for product distributions and gave a weaker O(log2d+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 Oe(1) discrepancy with respect to the norm given by K for input distributions with sub-exponential tails. Our results are based on a new potential function approach. Previous techniques consider a potential that penalizes large discrepancy, and greedily chooses the next color to minimize the increase in potential. 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. We believe that our techniques to control the evolution of states could find other applications in stochastic processes and online algorithms. 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 multicolor discrepancy
Online discrepancy minimization for stochastic arrivals
In the stochastic online vector balancing problem, vectors v1,v2,…,vT chosen independently from an arbitrary distribution in Rn arrive one-by-one and must be immediately given a ± 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 polylog(nT) factors. This substantially generalizes and improves upon the previous results of Bansal, Jiang, Singla, and Sinha (STOC' 20). In particular, for the Komlos problem where ∥v_t∥_2≤1 for each t, our algorithm achieves ˜O(1) discrepancy with high probability, improving upon the previous ˜O(n3/2) 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 results are based on a new potential function approach. Previous techniques consider a potential that penalizes large discrepancy, and greedily chooses the next color to minimize the increase in potential. 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. We believe that our techniques to control the evolution of states could find other applications in stochastic processes and online algorithms. 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.</p