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Under review as a conference paper at ICLR 2027

Walking Logistically, but Lazily, for Online Discrepancy Minimization

Abstract

We study online discrepancy minimization in the oblivious setting, where vectors satisfying are fixed in advance and revealed one at a time. The goal is to assign signs in {} upon arrival while keeping all prefix sums small in norm. (Liu et al., 2022) showed that a parity obstruction prevents a one-dimensional Markov chain with steps in {} from preserving a Gaussian distribution exactly. By allowing coefficients in {}, they constructed a Gaussian fixed-point walk with at least % nonzero coefficients in expectation and an prefix discrepancy bound with high probability, matching the optimal order for fully signed online discrepancy. More recently, (Aden-Ali, 2026) introduced the Gaussian triplet walk, which couples three Gaussian fixed-point walks to assign signs in {}, achieving the optimal bound in linear time. We propose two complementary random walks. The first is a Metropolis-adjusted logistic walk, parametrized by , that achieves the optimal discrepancy order while assigning coefficients in {}. The parameter controls both the subgaussian parameter of the partial sums and the uniform upper bound on the expected fraction of zero coefficients. The second is a fully signed, unadjusted logistic walk that lacks a proved optimality guarantee but is empirically competitive. Across seven real datasets, the unadjusted walk is faster than the Gaussian triplet walk and has %% lower mean maximum prefix discrepancy on six datasets, averaging % over those six. At , the adjusted walk is faster than the Gaussian triplet walk and also has lower mean maximum prefix discrepancy on six datasets, while incurring a higher, though still less than %, observed fraction of zero coefficients than the Gaussian fixed-point walk.

open until 14 Dec 2026

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