File size: 22,710 Bytes
e5a97c6 | 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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 | import Mathlib
import OAI.Combinatorics.MatchingCount.Sampling.Endpoints
namespace OAI
namespace MatchingFPRAS.Counting
theorem trial_output_error (K : ℕ) (hK : 1 ≤ K) (epsilon : ℝ)
(he : 0 < epsilon) (he1 : epsilon < 1) (Z : ℕ → ℝ)
(hZ : ∀ j, 0 < Z j) (estimates : Fin K → ℝ)
(herr : ∀ j, |estimates j/(Z (j.val+1)/Z j.val)-1| ≤ epsilon/(100*K)) :
(1-epsilon/100)*Z K ≤ productEstimate (Z 0) estimates ∧
productEstimate (Z 0) estimates ≤ (1+epsilon/50)*Z K := by
let f : Fin K → ℝ := fun j => estimates j/(Z (j.val+1)/Z j.val)
have hprod := stage_product_error K hK epsilon he he1 f herr
have hid : productEstimate (Z 0) estimates = (∏ j, f j)*Z K := by
rw [show (∏ j, f j)=(∏ j, estimates j)/(∏ j : Fin K, Z (j.val+1)/Z j.val) from
Finset.prod_div_distrib _ _]
rw [positive_telescope Z hZ K]
unfold productEstimate
field_simp [(hZ 0).ne', (hZ K).ne']
rw [hid]
exact ⟨mul_le_mul_of_nonneg_right hprod.1 (hZ K).le,
mul_le_mul_of_nonneg_right hprod.2 (hZ K).le⟩
end MatchingFPRAS.Counting
namespace MatchingFPRAS.UnitRefresh
lemma pairingCount_le_half_power (n : ℕ) : pairingCount n ≤ n^(n/2) := by
induction n using Nat.twoStepInduction with
| zero => simp
| one => simp
| more n ih ih' =>
rw [pairingCount_add_two,show (n+2)/2=n/2+1 by omega,pow_succ]
calc
(n+1)*pairingCount n ≤ (n+2)*((n+2)^(n/2)) :=
Nat.mul_le_mul (by omega) (ih.trans (Nat.pow_le_pow_left (by omega) (n/2)))
_ = (n+2)^(n/2)*(n+2) := Nat.mul_comm _ _
end MatchingFPRAS.UnitRefresh
namespace MatchingFPRAS.Trial
open Finset Switching
lemma initial_raw_partition (G : GraphInput) : partition (raw G 0) ∅=(Z (completeGraph G.n):ℝ) := by
rw [raw_zero,Initializer.uniform_partition,Finset.card_empty,Nat.sub_zero,one_pow,mul_one,
Fintype.card_fin,GraphBridge.complete_count]
theorem final_padding (G : GraphInput) (ε : ℚ) (hε : 0<ε) (K : ℕ)
(hK : Counting.scheduleAdmissible G.n ε K) (hZ : 0<Z G) :
(Z G:ℝ) ≤ partition (raw G K) ∅ ∧
partition (raw G K) ∅ ≤ (1+(ε:ℝ)/32)*(Z G:ℝ) := by
let x : ℚ := ((1+1/(G.n:ℚ))⁻¹)^K
have hx : 0 ≤ x := by dsimp [x]; positivity
have hx1 : x ≤ 1 := by
apply pow_le_one₀ (by positivity)
apply inv_le_one_of_one_le₀
have hh : (0:ℚ)≤1/(G.n:ℚ) := by positivity
linarith
have hcast : (x:ℝ)=cooling G.n^K := by
dsimp [x,cooling]
push_cast
rfl
have hp : (rawPartition G x:ℝ)=partition (raw G K) ∅ := by
rw [GraphBridge.raw_partition,hcast]
rfl
have hb := raw_padding_bound G x hx hx1
have hb0 : (Z G:ℝ)≤partition (raw G K) ∅ := by rw [←hp]; exact_mod_cast hb.1
have hb1 : partition (raw G K) ∅≤(Z G:ℝ)+(Z (completeGraph G.n):ℝ)*(x:ℝ) := by
rw [←hp]; exact_mod_cast hb.2
have hcount : (Z (completeGraph G.n):ℝ)≤(G.n:ℝ)^(G.n/2) := by
rw [GraphBridge.complete_count]
exact_mod_cast UnitRefresh.pairingCount_le_half_power G.n
have hsmall : (G.n:ℝ)^(G.n/2)*(x:ℝ) ≤ (ε:ℝ)/32 := by
have hq : (G.n:ℚ)^(G.n/2)*x ≤ ε/32 := by
simpa only [x,div_eq_mul_inv,inv_pow] using hK.2
exact_mod_cast hq
have hz1 : (1:ℝ)≤Z G := by exact_mod_cast hZ
have he0 : (0:ℝ)<ε := by exact_mod_cast hε
have hh := mul_le_mul_of_nonneg_right hcount (by exact_mod_cast hx : (0:ℝ)≤x)
refine ⟨hb0,?_⟩
nlinarith
theorem final_trial_interval (G : GraphInput) (heven : Even G.n) (ε : ℚ)
(hε : 0<ε) (hε1 : ε<1) (K : ℕ) (hK : Counting.scheduleAdmissible G.n ε K)
(hZ : 0<Z G) (r : Fin K → ℝ)
(hr : ∀ j,|r j/(partition (raw G (j.val+1)) ∅/partition (raw G j.val) ∅)-1|≤(ε:ℝ)/(100*K)) :
let Y := (Z (completeGraph G.n):ℝ)*∏ j,r j
(1-(ε:ℝ))*(Z G:ℝ)≤Y ∧ Y≤(1+(ε:ℝ))*(Z G:ℝ) := by
dsimp only
have he : (0:ℝ)<ε := by exact_mod_cast hε
have he1 : (ε:ℝ)<1 := by exact_mod_cast hε1
have h := Counting.trial_output_error K hK.1 ε he he1
(fun j=>partition (raw G j) ∅) (raw_partition_pos G heven) r hr
simp only [Counting.productEstimate,initial_raw_partition] at h
have hb := final_padding G ε hε K hK hZ
have hz : (0:ℝ)≤Z G := Nat.cast_nonneg _
constructor
· have hmul := mul_le_mul_of_nonneg_left hb.1 (by linarith : (0:ℝ)≤1-(ε:ℝ)/100)
nlinarith [mul_nonneg he.le hz]
· have hmul := mul_le_mul_of_nonneg_left hb.2 (by positivity : (0:ℝ)≤1+(ε:ℝ)/50)
have hscalar : (1+(ε:ℝ)/50)*(1+(ε:ℝ)/32)≤1+(ε:ℝ) := by nlinarith
have hm := mul_le_mul_of_nonneg_right hscalar hz
nlinarith
end MatchingFPRAS.Trial
namespace MatchingFPRAS.Adaptive
open Finset
variable {Ω : Type*} [Fintype Ω]
structure Law (Ω : Type*) [Fintype Ω] where
mass : Ω → ℝ
nonneg : ∀ x,0 ≤ mass x
total : ∑ x,mass x=1
instance : CoeFun (Law Ω) (fun _ => Ω → ℝ) := ⟨Law.mass⟩
noncomputable def Law.event (μ : Law Ω) (P : Ω → Prop) : ℝ := by
classical
exact ∑ x,if P x then μ x else 0
lemma Law.event_nonneg (μ : Law Ω) (P : Ω → Prop) : 0 ≤ μ.event P := by
classical
apply sum_nonneg
intro x _
split_ifs
· exact μ.nonneg x
· rfl
lemma Law.event_le_one (μ : Law Ω) (P : Ω → Prop) : μ.event P ≤ 1 := by
classical
rw [← μ.total]
apply sum_le_sum
intro x _
split_ifs
· rfl
· exact μ.nonneg x
noncomputable def Law.step (μ : Law Ω) (k : Ω → Law Ω) : Law Ω where
mass y := ∑ x,μ x*k x y
nonneg y := sum_nonneg fun x _ => mul_nonneg (μ.nonneg x) ((k x).nonneg y)
total := by
rw [sum_comm]
simp only [← mul_sum,Law.total,mul_one]
lemma Law.step_event (μ : Law Ω) (k : Ω → Law Ω) (P : Ω → Prop) :
(μ.step k).event P=∑ x,μ x*(k x).event P := by
classical
unfold Law.event
change (∑ y,if P y then ∑ x,μ x*k x y else 0)=_
simp_rw [mul_sum]
rw [sum_comm]
apply sum_congr rfl
intro y _
split_ifs <;> simp
theorem first_failure_step (μ : Law Ω) (k : Ω → Law Ω) (P Q : Ω → Prop)
(η : ℝ) (hη : 0 ≤ η) (h : ∀ x,P x → (k x).event (fun y => ¬Q y) ≤ η) :
(μ.step k).event (fun y => ¬Q y) ≤ μ.event (fun x => ¬P x)+η := by
classical
rw [Law.step_event,← mul_one η,← μ.total,mul_sum]
unfold Law.event
rw [← sum_add_distrib]
apply sum_le_sum
intro x _
by_cases hx : P x
· have hh := mul_le_mul_of_nonneg_left (h x hx) (μ.nonneg x)
simpa [Law.event,hx,mul_comm] using hh
· have hh := mul_le_mul_of_nonneg_left ((k x).event_le_one (fun y => ¬Q y)) (μ.nonneg x)
have hz := mul_nonneg hη (μ.nonneg x)
dsimp [Law.event] at hh
dsimp [Law.event]
simp only [hx,not_false_eq_true,ite_true]
nlinarith
noncomputable def Law.evolve (μ : Law Ω) (k : ℕ → Ω → Law Ω) : ℕ → Law Ω
| 0 => μ
| n+1 => (μ.evolve k n).step (k n)
theorem first_failure_bound (μ : Law Ω) (k : ℕ → Ω → Law Ω) (P : ℕ → Ω → Prop)
(η : ℝ) (hη : 0 ≤ η) (h0 : μ.event (fun x => ¬P 0 x)=0)
(h : ∀ n x,P n x → (k n x).event (fun y => ¬P (n+1) y) ≤ η) (n : ℕ) :
(μ.evolve k n).event (fun x => ¬P n x) ≤ n*η := by
induction n with
| zero => simp [Law.evolve,h0]
| succ n ih =>
change ((μ.evolve k n).step (k n)).event _ ≤ _
have hh := first_failure_step (μ.evolve k n) (k n) (P n) (P (n+1)) η hη (h n)
push_cast
linarith
theorem source_trial_failure (μ : Law Ω) (k : ℕ → Ω → Law Ω) (P : ℕ → Ω → Prop)
(K : ℕ) (hK : 0 < K) (h0 : μ.event (fun x => ¬P 0 x)=0)
(h : ∀ n x,P n x → (k n x).event (fun y => ¬P (n+1) y) ≤ 13/(1000*K)) :
(μ.evolve k K).event (fun x => ¬P K x) ≤ 13/1000 := by
have hh := first_failure_bound μ k P (13/(1000*K)) (by positivity) h0 h K
convert hh using 1
have hz : (K:ℝ)≠0 := Nat.cast_ne_zero.mpr (ne_of_gt hK)
field_simp
open Finset
open scoped Classical
variable {Ω : Type*} [Fintype Ω] {Ψ : Ω → Type*} [∀ x,Fintype (Ψ x)]
noncomputable def Law.sigma (μ : Law Ω) (ν : ∀ x,Law (Ψ x)) : Law (Sigma Ψ) where
mass z := μ z.1*ν z.1 z.2
nonneg z := mul_nonneg (μ.nonneg z.1) ((ν z.1).nonneg z.2)
total := by
rw [Fintype.sum_sigma]
change (∑ x,∑ y,μ x*(ν x) y)=1
simp_rw [←mul_sum,Law.total,mul_one]
exact μ.total
lemma Law.sigma_event (μ : Law Ω) (ν : ∀ x,Law (Ψ x)) (P : Sigma Ψ → Prop) :
(μ.sigma ν).event P=∑ x,μ x*(ν x).event (fun y=>P ⟨x,y⟩) := by
unfold Law.event
rw [Fintype.sum_sigma]
apply sum_congr rfl
intro x _
rw [mul_sum]
apply sum_congr rfl
intro y _
split_ifs <;> simp [Law.sigma]
lemma Law.event_mono (μ : Law Ω) {P Q : Ω → Prop} (h : ∀ x,P x→Q x) :
μ.event P ≤ μ.event Q := by
unfold Law.event
apply sum_le_sum
intro x _
split_ifs with hp hq hq
· rfl
· exact False.elim (hq (h x hp))
· exact μ.nonneg x
· rfl
lemma first_failure_sigma (μ : Law Ω) (ν : ∀ x,Law (Ψ x))
(P : Ω → Prop) (Q : Sigma Ψ → Prop) (η : ℝ) (hη : 0≤η)
(h : ∀ x,P x→(ν x).event (fun y=>¬Q ⟨x,y⟩) ≤ η) :
(μ.sigma ν).event (fun z=>¬Q z) ≤ μ.event (fun x=>¬P x)+η := by
rw [Law.sigma_event,←mul_one η,←μ.total,mul_sum]
unfold Law.event
rw [←sum_add_distrib]
apply sum_le_sum
intro x _
by_cases hx : P x
· have hh := mul_le_mul_of_nonneg_left (h x hx) (μ.nonneg x)
simpa [Law.event,hx,mul_comm] using hh
· have hh := mul_le_mul_of_nonneg_left ((ν x).event_le_one (fun y=>¬Q ⟨x,y⟩)) (μ.nonneg x)
have hz := mul_nonneg hη (μ.nonneg x)
dsimp [Law.event] at hh
dsimp [Law.event]
simp only [hx,not_false_eq_true,ite_true]
nlinarith
open Finset
open MatchingFPRAS.Enlargement MatchingFPRAS.Transport MatchingFPRAS.Replica.Ladder
open scoped Classical
variable {Ω : Type*} [Fintype Ω]
noncomputable def Law.changeFintype {Ω : Type*} {i j : Fintype Ω} (μ : @Law Ω i) : @Law Ω j := by
have hij : i=j := Subsingleton.elim _ _
cases hij
exact μ
@[simp] theorem Law.changeFintype_mass {Ω : Type*} {i j : Fintype Ω} (μ : @Law Ω i) (x : Ω) :
@Law.mass Ω j (@Law.changeFintype Ω i j μ) x = @Law.mass Ω i μ x := by
have hij : i=j := Subsingleton.elim _ _
cases hij
rfl
noncomputable def Law.iid (μ : Law Ω) (S : ℕ) : Law (Fin S → Ω) where
mass := Variation.iid μ.mass S
nonneg := Variation.iid_nonneg μ.mass μ.nonneg S
total := Variation.iid_sum μ.mass μ.total S
end MatchingFPRAS.Adaptive
namespace MatchingFPRAS.Enlargement
open Finset MatchingFPRAS.Transport MatchingFPRAS.Adaptive MatchingFPRAS.Replica.Ladder
open scoped Classical
variable {V : Type*} [Fintype V] [LinearOrder V] [Nontrivial V]
noncomputable local instance (w : V → V → ℝ) (K : ℕ) : DecidableEq (SourceLabel w K) := Classical.decEq _
noncomputable local instance (w : V → V → ℝ) (K : ℕ) : Fintype (BagEdge (sourceBags w K)) := Fintype.ofFinite _
noncomputable local instance (w : V → V → ℝ) (K : ℕ) : DecidableEq (SourcePM w K) := Classical.decEq _
noncomputable def sourceRunLawBase (w : V → V → ℝ) (hw : ∀ a b,0<w a b) (K : ℕ)
(hK : ∀ a b,a≠b → Switching.edgeActivity w a b ≤ (4:ℝ)^K)
(T q : ℕ) (hq : 0<q) (z : Slot T q → SourcePM w K) (t : ℕ) : Law (SourceMarked w K) where
mass := sourceRun w K hK T q hq z t
nonneg := sourceRun_nonneg w hw K hK T q hq z t
total := sourceRun_sum w hw K hK T q hq z t
noncomputable def sourceRunLaw (w : V → V → ℝ) (hw : ∀ a b,0<w a b) (K : ℕ)
(hK : ∀ a b,a≠b → Switching.edgeActivity w a b ≤ (4:ℝ)^K)
(T q : ℕ) (hq : 0<q) (z : Slot T q → SourcePM w K) (t : ℕ)
(i : Fintype (SourceMarked w K)) : @Law (SourceMarked w K) i :=
@Law.changeFintype _ _ i (sourceRunLawBase w hw K hK T q hq z t)
@[simp] lemma sourceRunLaw_mass (w : V → V → ℝ) (hw : ∀ a b,0<w a b) (K : ℕ)
(hK : ∀ a b,a≠b → Switching.edgeActivity w a b ≤ (4:ℝ)^K)
(T q : ℕ) (hq : 0<q) (z : Slot T q → SourcePM w K) (t : ℕ)
(i : Fintype (SourceMarked w K)) (a : SourceMarked w K) :
@Law.mass _ i (sourceRunLaw w hw K hK T q hq z t i) a=sourceRun w K hK T q hq z t a := by
simp only [sourceRunLaw,Law.changeFintype_mass]
rfl
@[instance_reducible]
noncomputable def sourceMarkedFintype (w : V → V → ℝ) (K : ℕ) : Fintype (SourceMarked w K) := inferInstance
theorem sourceRunLaw_budget (hn : 2 ≤ Fintype.card V)
(w w₁ : V → V → ℝ) (hw : ∀ a b,0<w a b)
(hw₁ : ∀ a b,0≤w₁ a b) (hle : ∀ a b,a≠b → w₁ a b≤w a b)
(hz : 0<Switching.partition w ∅) (K T S : ℕ) (hT : 0<T) (hS : 0<S)
(hK : ∀ a b,a≠b → Switching.edgeActivity w a b≤(4:ℝ)^K)
(σ : ℝ) (hσ : 0≤σ) (hSσ : 10*((Fintype.card V:ℝ)+T+1)≤(S:ℝ)*σ^2)
(L : ℕ) (hL : max (sourceD (V:=V) K:ℝ) (3*4^K)≤(tierBase (SourceVertex V K))^L)
(hq : 0<ladderQ (Fintype.card (SourceVertex V K)) (sourceD (V:=V) K))
(z : Slot L (ladderQ (Fintype.card (SourceVertex V K)) (sourceD (V:=V) K)) → SourcePM w K)
(i : Fintype (SourceMarked w K)) :
((sourceRunLaw w hw K hK L _ hq z
(ladderSteps (Fintype.card (SourceVertex V K)) (sourceD (V:=V) K) K L (1/(1000*T*S))) i).iid S).event
(fun x=>¬StageGood w w₁ K σ x) < 13/(1000*T) := by
have hi : i=sourceMarkedFintype w K := Subsingleton.elim _ _
subst i
have h := source_run_stage_budget hn w w₁ hw hw₁ hle hz K T S hT hS hK σ hσ hSσ L hL hq z
convert h using 1
unfold Law.event Law.iid Variation.event Variation.iid sourceMarkedFintype
congr 1
end MatchingFPRAS.Enlargement
namespace MatchingFPRAS.Trial
open Finset Switching Subdivision RealGeometry Hierarchy Transport Enlargement StageAnalysis
open MatchingFPRAS.Replica MatchingFPRAS.Replica.Ladder MatchingFPRAS.Adaptive
open scoped Classical
structure Parameters (G : GraphInput) where
hn : 2 ≤ G.n
even : Even G.n
K : ℕ
epsilon : ℚ
epsilon_pos : 0<epsilon
epsilon_lt_one : epsilon<1
schedule : Counting.scheduleAdmissible G.n epsilon K
variable {G : GraphInput} [Nontrivial (Fin G.n)]
noncomputable local instance (w : Fin G.n → Fin G.n → ℝ) (K : ℕ) : DecidableEq (SourceLabel w K) := Classical.decEq _
noncomputable local instance (w : Fin G.n → Fin G.n → ℝ) (K : ℕ) : Fintype (BagEdge (sourceBags w K)) := Fintype.ofFinite _
noncomputable local instance (w : Fin G.n → Fin G.n → ℝ) (K : ℕ) : DecidableEq (SourcePM w K) := Classical.decEq _
omit [Nontrivial (Fin G.n)] in
lemma Parameters.K_pos (p : Parameters G) : 0<p.K := p.schedule.1
omit [Nontrivial (Fin G.n)] in
lemma Parameters.epsilon_real_pos (p : Parameters G) : (0:ℝ)<p.epsilon := by exact_mod_cast p.epsilon_pos
omit [Nontrivial (Fin G.n)] in
lemma Parameters.epsilon_real_lt_one (p : Parameters G) : (p.epsilon:ℝ)<1 := by exact_mod_cast p.epsilon_lt_one
noncomputable def Parameters.D (p : Parameters G) : ℕ := sourceD (V:=Fin G.n) p.K
def Parameters.N (p : Parameters G) : ℕ := Fintype.card (SourceVertex (Fin G.n) p.K)
omit [Nontrivial (Fin G.n)] in
lemma Parameters.N_pos (p : Parameters G) : 0<p.N := by
have h := sourceVertex_card_ge (V:=Fin G.n) p.K
simp only [Fintype.card_fin] at h
exact lt_of_lt_of_le (by have := p.hn; omega) h
lemma Parameters.D_pos (p : Parameters G) : 0<p.D := sourceD_one _
noncomputable def Parameters.T (p : Parameters G) : ℕ := ladderTier p.N p.D p.K p.N_pos
noncomputable def Parameters.q (p : Parameters G) : ℕ := ladderQ p.N p.D
lemma Parameters.q_pos (p : Parameters G) : 0<p.q := by
unfold Parameters.q ladderQ ladderL
have hn := p.N_pos
have hd := p.D_pos
positivity
noncomputable def Parameters.sigma (p : Parameters G) : ℝ := RealStage.sigma p.D p.K p.epsilon
noncomputable def Parameters.S (p : Parameters G) : ℕ := stageSampleCount G.n p.D p.K p.epsilon
noncomputable def Parameters.initialData (p : Parameters G) : StageData G.n p.K p.K :=
stageData G p.hn p.even p.K p.K_pos p.epsilon p.epsilon_real_pos p.epsilon_real_lt_one 0
(Nat.zero_le _) (initialScaleState G p.hn) (initial_balanced G p.hn p.even)
lemma Parameters.sigma_pos (p : Parameters G) : 0<p.sigma := p.initialData.sigma_pos
lemma Parameters.S_pos (p : Parameters G) : 0<p.S := p.initialData.sampleCount_pos
lemma Parameters.S_bound (p : Parameters G) : 10*((G.n:ℝ)+p.K+1) ≤ (p.S:ℝ)*p.sigma^2 :=
p.initialData.sampleCount_bound
lemma sourcePM_nonempty (w : Fin G.n → Fin G.n → ℝ) (hw : ∀ a b,0<w a b)
(hz : 0<partition w ∅) (K : ℕ) : Nonempty (SourcePM w K) := by
have hp := sourceBagZ_pos w hw hz K (sourceD (V:=Fin G.n) K)
by_contra hn
have : IsEmpty (SourcePM w K) := not_nonempty_iff.mp hn
change 0<(∑ M : SourcePM w K,∏ e ∈ M.val,sourceBagWeight w K (sourceD (V:=Fin G.n) K) e) at hp
simp at hp
noncomputable def ScaleState.start (p : Parameters G) {j : ℕ} (s : ScaleState G j) : SourcePM s.activity p.K :=
Classical.choice (sourcePM_nonempty s.activity s.activity_pos (s.partition_pos p.even) p.K)
noncomputable def ScaleState.runLaw (p : Parameters G) {j : ℕ} (hj : j ≤ p.K) (s : ScaleState G j) :
Law (SourceMarked s.activity p.K) :=
sourceRunLaw s.activity s.activity_pos p.K (s.cap hj) p.T p.q p.q_pos (fun _=>s.start p)
(ladderSteps p.N p.D p.K p.T (1/(1000*p.K*p.S))) inferInstance
noncomputable def ScaleState.sampleLaw (p : Parameters G) {j : ℕ} (hj : j ≤ p.K) (s : ScaleState G j) :
Law (Fin p.S → SourceMarked s.activity p.K) := (s.runLaw p hj).iid p.S
theorem ScaleState.sampleLaw_budget (p : Parameters G) {j : ℕ} (hj : j ≤ p.K) (s : ScaleState G j)
(_hs : s.Balanced p.hn) :
(s.sampleLaw p hj).event (fun x=>¬StageGood s.activity s.nextActivity p.K p.sigma x) < 13/(1000*p.K) := by
exact sourceRunLaw_budget (by simpa using p.hn) s.activity s.nextActivity s.activity_pos
(fun a b=>(s.nextActivity_pos a b).le) (fun a b _=>(s.cooling a b).2) (s.partition_pos p.even)
p.K p.K p.S p.K_pos p.S_pos (s.cap hj) p.sigma p.sigma_pos.le (by simpa using p.S_bound)
p.T (ladderTier_spec p.N p.D p.K p.N_pos) p.q_pos (fun _=>s.start p) inferInstance
structure Layer (p : Parameters G) (j : ℕ) where
Ω : Type
finite : Fintype Ω
law : @Law Ω finite
state : Ω → ScaleState G j
ratios : Ω → Fin j → ℝ
ratios_nonneg : ∀ x i,0 ≤ ratios x i
attribute [instance] Layer.finite
noncomputable def Layer.good (p : Parameters G) {j : ℕ} (L : Layer p j) (x : L.Ω) : Prop :=
(L.state x).Balanced p.hn ∧ ∀ i : Fin j,
|L.ratios x i/(partition (raw G (i.val+1)) ∅/partition (raw G i.val) ∅)-1| ≤ (p.epsilon:ℝ)/(100*p.K)
noncomputable def firstLayer (p : Parameters G) : Layer p 0 where
Ω := PUnit
finite := inferInstance
law := ⟨fun _=>1,fun _=>by norm_num,by simp⟩
state _ := initialScaleState G p.hn
ratios _ := Fin.elim0
ratios_nonneg _ i := Fin.elim0 i
noncomputable def Layer.append (p : Parameters G) {j : ℕ} (hj : j ≤ p.K) (L : Layer p j) : Layer p (j+1) where
Ω := Σ x : L.Ω, Fin p.S → SourceMarked (L.state x).activity p.K
finite := inferInstance
law := L.law.sigma (fun x=>(L.state x).sampleLaw p hj)
state x := (L.state x.1).update p.hn x.2
ratios x := Fin.snoc (L.ratios x.1) ((L.state x.1).ratioEstimate x.2)
ratios_nonneg x i := by
refine Fin.lastCases ?_ (fun i=>?_) i
· simpa using (L.state x.1).ratioEstimate_nonneg p.S_pos x.2
· simpa using L.ratios_nonneg x.1 i
theorem Layer.append_good (p : Parameters G) {j : ℕ} (hj : j ≤ p.K) (L : Layer p j) (x : L.Ω)
(hx : L.good p x) (y : Fin p.S → SourceMarked (L.state x).activity p.K)
(hy : StageGood (L.state x).activity (L.state x).nextActivity p.K p.sigma y) :
(L.append p hj).good p ⟨x,y⟩ := by
have h := successful_update p.hn p.even p.K_pos p.epsilon p.epsilon_real_pos p.epsilon_real_lt_one
hj (L.state x) hx.1 y hy
refine ⟨h.1,?_⟩
intro i
refine Fin.lastCases ?_ (fun i=>?_) i
· simpa [Layer.append] using h.2
· simpa [Layer.append] using hx.2 i
theorem Layer.append_failure (p : Parameters G) {j : ℕ} (hj : j ≤ p.K) (L : Layer p j) :
(L.append p hj).law.event (fun x=>¬(L.append p hj).good p x) ≤
L.law.event (fun x=>¬L.good p x)+13/(1000*p.K) := by
apply first_failure_sigma L.law (fun x=>(L.state x).sampleLaw p hj) (L.good p)
((L.append p hj).good p) _ (by positivity)
intro x hx
apply le_trans ((L.state x).sampleLaw p hj |>.event_mono ?_)
((L.state x).sampleLaw_budget p hj hx.1).le
intro y hy hgood
exact hy (L.append_good p hj x hx y hgood)
noncomputable def layers (p : Parameters G) : (j : ℕ) → j ≤ p.K → Layer p j
| 0, _ => firstLayer p
| j+1, h => (layers p j (by omega)).append p (by omega)
theorem layers_failure (p : Parameters G) (j : ℕ) (hj : j ≤ p.K) :
(layers p j hj).law.event (fun x=>¬(layers p j hj).good p x) ≤ j*(13/(1000*p.K)) := by
induction j with
| zero =>
have hg : ∀ x,(firstLayer p).good p x := by
intro x
constructor
· exact initial_balanced G p.hn p.even
· intro i; exact Fin.elim0 i
simp [layers,Law.event,hg]
| succ j ih =>
refine le_trans ((layers p j (by omega)).append_failure p (by omega)) ?_
calc
_ ≤ (j:ℝ)*(13/(1000*p.K))+13/(1000*p.K) := by linarith only [ih (by omega)]
_ = _ := by push_cast; ring
noncomputable def output (p : Parameters G) (x : (layers p p.K le_rfl).Ω) : ℝ :=
(Z (completeGraph G.n):ℝ)*∏ i,(layers p p.K le_rfl).ratios x i
lemma output_nonneg (p : Parameters G) (x : (layers p p.K le_rfl).Ω) : 0 ≤ output p x := by
apply mul_nonneg (Nat.cast_nonneg _)
exact prod_nonneg fun i _=>(layers p p.K le_rfl).ratios_nonneg x i
def Accurate (p : Parameters G) (y : ℝ) : Prop :=
(1-(p.epsilon:ℝ))*(Z G:ℝ)≤y ∧ y≤(1+(p.epsilon:ℝ))*(Z G:ℝ)
theorem good_output (p : Parameters G) (hZ : 0<Z G) (x : (layers p p.K le_rfl).Ω)
(hx : (layers p p.K le_rfl).good p x) : Accurate p (output p x) :=
final_trial_interval G p.even p.epsilon p.epsilon_pos p.epsilon_lt_one p.K p.schedule hZ
((layers p p.K le_rfl).ratios x) hx.2
theorem actual_ideal_trial_failure (p : Parameters G) (hZ : 0<Z G) :
(layers p p.K le_rfl).law.event (fun x=>¬Accurate p (output p x)) ≤ 13/1000 := by
have hh := layers_failure p p.K le_rfl
have he : (p.K:ℝ)*(13/(1000*p.K))=13/1000 := by
have hk : (p.K:ℝ)≠0 := by exact_mod_cast p.K_pos.ne'
field_simp
rw [he] at hh
apply le_trans ((layers p p.K le_rfl).law.event_mono ?_) hh
intro x hx hg
exact hx (good_output p hZ x hg)
end MatchingFPRAS.Trial
end OAI
|