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.
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