Online Vector Balancing and Geometric Discrepancy (1912.03350v2)

Abstract: We consider an online vector balancing question where $T$ vectors, chosen from an arbitrary distribution over $[-1,1]^n$, arrive one-by-one and must be immediately given a $\pm$ sign. The goal is to keep the discrepancy small as possible. A concrete example is the online interval discrepancy problem where T points are sampled uniformly in [0,1], and the goal is to immediately color them $\pm$ such that every sub-interval remains nearly balanced. As random coloring incurs $\Omega(T^{1/2})$ discrepancy, while the offline bounds are $\Theta(\sqrt{n \log (T/n)})$ for vector balancing and $1$ for interval balancing, a natural question is whether one can (nearly) match the offline bounds in the online setting for these problems. One must utilize the stochasticity as in the worst-case scenario it is known that discrepancy is $\Omega(T^{1/2})$ for any online algorithm. Bansal and Spencer recently show an $O(\sqrt{n}\log T)$ bound when each coordinate is independent. When there are dependencies among the coordinates, the problem becomes much more challenging, as evidenced by a recent work of Jiang, Kulkarni, and Singla that gives a non-trivial $O(T^{1/\log\log T})$ bound for online interval discrepancy. Although this beats random coloring, it is still far from the offline bound. In this work, we introduce a new framework for online vector balancing when the input distribution has dependencies across coordinates. This lets us obtain a $poly(n, \log T)$ bound for online vector balancing under arbitrary input distributions, and a $poly(\log T)$ bound for online interval discrepancy. Our framework is powerful enough to capture other well-studied geometric discrepancy problems; e.g., a $poly(\log^d (T))$ bound for the online $d$-dimensional Tusn\'ady's problem. A key new technical ingredient is an {anti-concentration} inequality for sums of pairwise uncorrelated random variables.