Discrepancy Minimization in Input-Sparsity Time

  • Yichuan Deng
  • , Xiaoyu Li*
  • , Zhao Song*
  • , Omri Weinstein
  • *Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

1 Scopus citations

Abstract

A recent work by [Larsen, SODA 2023] introduced a faster combinatorial alternative to Bansal’s SDP algorithm for finding a coloring x ∈ {−1, 1}n that approximately minimizes the discrepancy disc(A, x):= ∥Ax∥of a real valued m × n matrix A. Larsen’s algorithm runs in Õ(mn2) time compared to Bansal’s Õ (mn45)-time algorithm, with a slightly weaker logarithmic approximation ratio in terms of the hereditary discrepancy of A [Bansal, FOCS 2010]. We present a combinatorial Õ (nnz(A) + n3)-time algorithm with the same approximation guarantee as Larsen’s, optimal for tall matrices where m = poly(n). Using a more intricate analysis and fast matrix multiplication, we further achieve a runtime of Õ (nnz(A) + n253), breaking the cubic barrier for square matrices and surpassing the limitations of linear-programming approaches [Eldan and Singh, RS&A 2018]. Our algorithm relies on two key ideas: (i) a new sketching technique for finding a projection matrix with a short ℓ2-basis using implicit leverage-score sampling, and (ii) a data structure for efficiently implementing the iterative Edge-Walk partial-coloring algorithm [Lovett and Meka, SICOMP 2015], and using an alternative analysis to enable “lazy” batch updates with low-rank corrections. Our results nearly close the computational gap between real-valued and binary matrices, for which input sparsity time coloring was recently obtained by [Jain, Sah and Sawhney, SODA 2023].

Original languageEnglish
Pages (from-to)13181-13236
Number of pages56
JournalProceedings of Machine Learning Research
Volume267
StatePublished - 2025
Externally publishedYes
Event42nd International Conference on Machine Learning, ICML 2025 - Vancouver, Canada
Duration: 13 Jul 202519 Jul 2025

Bibliographical note

Publisher Copyright:
© 2025 by the author(s).

Fingerprint

Dive into the research topics of 'Discrepancy Minimization in Input-Sparsity Time'. Together they form a unique fingerprint.

Cite this