File size: 12,098 Bytes
e320e82 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 | import OAI.Combinatorics.GraphThreshold.FiniteProbability
import Mathlib.Tactic
namespace OAI
/-!
# Finite adaptive trials
The draws are independent, but whether an attempt succeeds may depend on the
entire current state. The head-tail identity below performs the conditioning
explicitly. No independence assumption is made about success indicators.
-/
noncomputable section
open scoped BigOperators
universe u v
namespace LeanBlast.SecondKahnKalai
variable {State : Type u} {Ω : Type v}
/-- Split a finite draw sequence into its first draw and remaining sequence. -/
def trialSplitEquiv (Ω : Type v) (n : ℕ) : Ω × (Fin n → Ω) ≃ (Fin (n + 1) → Ω) where
toFun p := Fin.cases p.1 p.2
invFun draws := (draws 0, fun i => draws i.succ)
left_inv p := by cases p; rfl
right_inv draws := by
funext i
refine Fin.cases ?_ (fun j => ?_) i <;> rfl
namespace FiniteLaw
variable [Fintype Ω]
@[simp] theorem iid_weight_cons (μ : FiniteLaw Ω) (n : ℕ) (head : Ω) (tail : Fin n → Ω) :
(μ.iid (n + 1)).weight (Fin.cases head tail) = μ.weight head * (μ.iid n).weight tail := by
simp [iid_weight, Fin.prod_univ_succ]
/-- Exact finite conditional-expectation identity for a fresh independent draw. -/
theorem iid_expectation_succ (μ : FiniteLaw Ω) (n : ℕ)
(f : (Fin (n + 1) → Ω) → ℝ) :
(μ.iid (n + 1)).expectation f =
μ.expectation (fun head => (μ.iid n).expectation (fun tail => f (Fin.cases head tail))) := by
unfold expectation
rw [← (trialSplitEquiv Ω n).sum_comp
(fun draws => (μ.iid (n + 1)).weight draws * f draws)]
simp only [Fintype.sum_prod_type]
apply Finset.sum_congr rfl
intro head _
rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro tail _
change (μ.iid (n + 1)).weight (Fin.cases head tail) * f (Fin.cases head tail) = _
rw [iid_weight_cons]
ring
end FiniteLaw
/-- A deterministic adaptive update iterated over a finite sequence of draws. -/
def adaptiveRun (step : State → Ω → State) :
(n : ℕ) → State → (Fin n → Ω) → State
| 0, state, _ => state
| n + 1, state, draws => adaptiveRun step n (step state (draws 0)) (fun i => draws i.succ)
/-- Number of failed attempts along the actual adaptive state trajectory. -/
def adaptiveFailureCount (step : State → Ω → State) (bad : State → Ω → Bool) :
(n : ℕ) → State → (Fin n → Ω) → ℕ
| 0, _, _ => 0
| n + 1, state, draws =>
(if bad state (draws 0) then 1 else 0) +
adaptiveFailureCount step bad n (step state (draws 0)) (fun i => draws i.succ)
/-- A uniform state-dependent failure bound controls expected total failures.
This proof conditions at every step on the actual preceding draw and state. -/
theorem adaptiveFailureCount_expectation_le [Fintype Ω]
(μ : FiniteLaw Ω) (step : State → Ω → State) (bad : State → Ω → Bool)
(q : ℝ) (hbad : ∀ state, μ.prob (fun draw => bad state draw = true) ≤ q)
(n : ℕ) (initial : State) :
(μ.iid n).expectation (fun draws => (adaptiveFailureCount step bad n initial draws : ℝ)) ≤
(n : ℝ) * q := by
induction n generalizing initial with
| zero => simp [adaptiveFailureCount]
| succ n ih =>
rw [FiniteLaw.iid_expectation_succ]
have hstep : ∀ head,
(μ.iid n).expectation (fun tail =>
(adaptiveFailureCount step bad (n + 1) initial (Fin.cases head tail) : ℝ)) ≤
(if bad initial head then (1 : ℝ) else 0) + (n : ℝ) * q := by
intro head
by_cases hbad : bad initial head = true
· simpa only [adaptiveFailureCount, Fin.cases_zero, Fin.cases_succ, hbad,
ite_true, Nat.cast_add, Nat.cast_one, FiniteLaw.expectation_add,
FiniteLaw.expectation_const] using add_le_add_right (ih (step initial head)) 1
· simpa only [adaptiveFailureCount, Fin.cases_zero, Fin.cases_succ, hbad,
Bool.false_eq_true, ite_false, Nat.zero_add, zero_add] using ih (step initial head)
have h := (μ.expectation_mono hstep).trans_eq
(μ.expectation_add (fun head => if bad initial head then (1 : ℝ) else 0)
(fun _ => (n : ℝ) * q))
have hindicator : μ.expectation (fun head => if bad initial head then (1 : ℝ) else 0) =
μ.prob (fun draw => bad initial draw = true) := by
classical
unfold FiniteLaw.expectation FiniteLaw.prob
apply Finset.sum_congr rfl
intro draw _
cases hdraw : bad initial draw <;> simp [hdraw]
rw [FiniteLaw.expectation_const, hindicator] at h
have hlocal := hbad initial
push_cast
linarith
/-- Once the rank is zero, later draws are declared successful for the purpose
of counting failures. Before then, success means a strict rank decrease. -/
def rankFailure (rank : State → ℕ) (step : State → Ω → State)
(state : State) (draw : Ω) : Bool :=
decide (rank state ≠ 0 ∧ ¬ rank (step state draw) < rank state)
theorem adaptiveRun_rank_le (rank : State → ℕ) (step : State → Ω → State)
(hstep : ∀ state draw, rank (step state draw) ≤ rank state)
(n : ℕ) (initial : State) (draws : Fin n → Ω) :
rank (adaptiveRun step n initial draws) ≤ rank initial := by
induction n generalizing initial with
| zero => exact le_rfl
| succ n ih =>
exact (ih (step initial (draws 0)) (fun i => draws i.succ)).trans (hstep _ _)
/-- On a trajectory that is still incomplete, every nonfailed attempt consumes
at least one unit of rank. The conclusion includes the final positive rank. -/
theorem adaptiveRun_rank_failure_bound (rank : State → ℕ) (step : State → Ω → State)
(hstep : ∀ state draw, rank (step state draw) ≤ rank state)
(n : ℕ) (initial : State) (draws : Fin n → Ω)
(hincomplete : rank (adaptiveRun step n initial draws) ≠ 0) :
n + rank (adaptiveRun step n initial draws) ≤
rank initial + adaptiveFailureCount step (rankFailure rank step) n initial draws := by
induction n generalizing initial with
| zero => simp [adaptiveRun, adaptiveFailureCount]
| succ n ih =>
have htail := ih (step initial (draws 0)) (fun i => draws i.succ) hincomplete
have hdecrease := hstep initial (draws 0)
have hinit : rank initial ≠ 0 := by
have hbound := adaptiveRun_rank_le rank step hstep (n + 1) initial draws
omega
change (n + 1) + rank (adaptiveRun step n (step initial (draws 0))
(fun i => draws i.succ)) ≤
rank initial + ((if rankFailure rank step initial (draws 0) then 1 else 0) +
adaptiveFailureCount step (rankFailure rank step) n (step initial (draws 0))
(fun i => draws i.succ))
by_cases hprogress : rank (step initial (draws 0)) < rank initial
· have hbad : rankFailure rank step initial (draws 0) = false := by
simp [rankFailure, hprogress]
simp [hbad]
omega
· have hbad : rankFailure rank step initial (draws 0) = true := by
simp [rankFailure, hinit, hprogress]
simp [hbad]
omega
theorem rankFailure_probability_le [Fintype Ω] (μ : FiniteLaw Ω)
(rank : State → ℕ) (step : State → Ω → State)
(hprogress : ∀ state, rank state ≠ 0 →
(3 / 4 : ℝ) ≤ μ.prob (fun draw => rank (step state draw) < rank state))
(state : State) :
μ.prob (fun draw => rankFailure rank step state draw = true) ≤ (1 / 4 : ℝ) := by
by_cases hz : rank state = 0
· simp [rankFailure, hz, FiniteLaw.prob]
· have heq : μ.prob (fun draw => rankFailure rank step state draw = true) =
1 - μ.prob (fun draw => rank (step state draw) < rank state) := by
simpa [rankFailure, hz] using
μ.prob_compl (fun draw => rank (step state draw) < rank state)
rw [heq]
linarith [hprogress state hz]
/-- Noncompletion by time `4*s` forces at least `3*s+1` failed attempts. -/
theorem adaptive_incomplete_many_failures (rank : State → ℕ) (step : State → Ω → State)
(hstep : ∀ state draw, rank (step state draw) ≤ rank state)
(s : ℕ) (initial : State) (hinitial : rank initial ≤ s)
(draws : Fin (4 * s) → Ω)
(hincomplete : rank (adaptiveRun step (4 * s) initial draws) ≠ 0) :
3 * s + 1 ≤ adaptiveFailureCount step (rankFailure rank step) (4 * s) initial draws := by
have h := adaptiveRun_rank_failure_bound rank step hstep (4 * s) initial draws hincomplete
omega
/-- Adaptive finite completion bound. Only fresh draws are independent.
The chance of progress can depend arbitrarily on the current state.
The case `s=0` is included. -/
theorem adaptive_rank_completion [Fintype Ω] (μ : FiniteLaw Ω)
(rank : State → ℕ) (step : State → Ω → State)
(hstep : ∀ state draw, rank (step state draw) ≤ rank state)
(hprogress : ∀ state, rank state ≠ 0 →
(3 / 4 : ℝ) ≤ μ.prob (fun draw => rank (step state draw) < rank state))
(s : ℕ) (initial : State) (hinitial : rank initial ≤ s) :
(2 / 3 : ℝ) ≤ (μ.iid (4 * s)).prob
(fun draws => rank (adaptiveRun step (4 * s) initial draws) = 0) := by
let ν := μ.iid (4 * s)
let F : (Fin (4 * s) → Ω) → ℝ := fun draws =>
adaptiveFailureCount step (rankFailure rank step) (4 * s) initial draws
have hF : ∀ draws, 0 ≤ F draws := fun _ => Nat.cast_nonneg _
have hexpected := adaptiveFailureCount_expectation_le μ step (rankFailure rank step)
(1 / 4) (rankFailure_probability_le μ rank step hprogress) (4 * s) initial
have hE : ν.expectation F ≤ (s : ℝ) := by
convert hexpected using 1
push_cast
ring
have ht : 0 < 3 * (s : ℝ) + 1 := by positivity
have hsubset : ν.prob (fun draws => rank (adaptiveRun step (4 * s) initial draws) ≠ 0) ≤
ν.prob (fun draws => 3 * (s : ℝ) + 1 ≤ F draws) := by
apply ν.prob_mono
intro draws hinc
have h := adaptive_incomplete_many_failures rank step hstep s initial hinitial draws hinc
dsimp [F]
exact_mod_cast h
have hMarkov := ν.prob_ge_le_expectation_div F hF ht
have hbad : ν.prob (fun draws => rank (adaptiveRun step (4 * s) initial draws) ≠ 0) ≤
(s : ℝ) / (3 * (s : ℝ) + 1) :=
(hsubset.trans hMarkov).trans (div_le_div_of_nonneg_right hE ht.le)
have hratio : (s : ℝ) / (3 * (s : ℝ) + 1) ≤ (1 / 3 : ℝ) := by
apply (div_le_iff₀ ht).mpr
linarith
have hbad' := hbad.trans hratio
have hcomplement := ν.prob_compl
(fun draws => rank (adaptiveRun step (4 * s) initial draws) = 0)
change (2 / 3 : ℝ) ≤ ν.prob (fun draws => rank (adaptiveRun step (4 * s) initial draws) = 0)
linarith
/-- Counter form for the tree reduction: counters never decrease, and while
fewer than `s` successful rounds have occurred the chance of an increase is
at least three quarters. No finite-state assumption is needed. -/
theorem adaptive_counter_completion [Fintype Ω] (μ : FiniteLaw Ω)
(counter : State → ℕ) (step : State → Ω → State)
(hstep : ∀ state draw, counter state ≤ counter (step state draw))
(s : ℕ)
(hprogress : ∀ state, counter state < s →
(3 / 4 : ℝ) ≤ μ.prob (fun draw => counter state < counter (step state draw)))
(initial : State) :
(2 / 3 : ℝ) ≤ (μ.iid (4 * s)).prob
(fun draws => s ≤ counter (adaptiveRun step (4 * s) initial draws)) := by
let rank : State → ℕ := fun state => s - counter state
have hrank : ∀ state draw, rank (step state draw) ≤ rank state := by
intro state draw
exact Nat.sub_le_sub_left (hstep state draw) s
have hprob : ∀ state, rank state ≠ 0 →
(3 / 4 : ℝ) ≤ μ.prob (fun draw => rank (step state draw) < rank state) := by
intro state hne
have hlt : counter state < s := by dsimp [rank] at hne; omega
apply (hprogress state hlt).trans
apply μ.prob_mono
intro draw hdraw
dsimp [rank]
omega
have h := adaptive_rank_completion μ rank step hrank hprob s initial (Nat.sub_le _ _)
simpa only [rank, Nat.sub_eq_zero_iff_le] using h
end LeanBlast.SecondKahnKalai
end
end OAI
|