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import Mathlib.Tactic.Positivity
import OAI.Computability.BinPacking.Games.GameConditioning
import OAI.Computability.BinPacking.Information.GamesAdapter
import OAI.Computability.BinPacking.Information.SharedProfiles
namespace OAI
noncomputable section
namespace BinPackingGames.Foundations.Repetition
open scoped BigOperators
open Information
variable {α β : Type*} [Fintype α] [Fintype β]
theorem totalVariation_triangle (p q r : α → ℝ) :
totalVariation p r ≤ totalVariation p q + totalVariation q r := by
have hpoint : ∀ a, |p a - r a| ≤ |p a - q a| + |q a - r a| := by
intro a
have := abs_add_le (p a - q a) (q a - r a)
simpa only [sub_add_sub_cancel] using this
have hsum := Finset.sum_le_sum (fun a (_ : a ∈ (Finset.univ : Finset α)) => hpoint a)
simp only [Finset.sum_add_distrib] at hsum
unfold totalVariation
linarith
noncomputable def conditionWeights (p : α → ℝ) (event : α → Bool) (z : ℝ) : α → ℝ :=
fun a => if event a then p a / z else 0
theorem conditionWeights_isProbability (p : α → ℝ) (hp : IsProbability p)
(event : α → Bool) {z : ℝ} (hz : 0 < z)
(hmass : ∑ a, (if event a then p a else 0) = z) :
IsProbability (conditionWeights p event z) := by
constructor
· intro a
dsimp [conditionWeights]
split
· exact div_nonneg (hp.1 a) hz.le
· exact le_rfl
· have hpoint : ∀ a, conditionWeights p event z a =
(if event a then p a else 0) / z := by
intro a
simp only [conditionWeights]
split <;> simp
simp only [hpoint, div_eq_mul_inv, ← Finset.sum_mul, hmass, mul_inv_cancel₀ hz.ne']
theorem totalVariation_condition_le (p q : α → ℝ) (event : α → Bool)
{z : ℝ} (hz : 0 < z) :
totalVariation (conditionWeights p event z) (conditionWeights q event z) ≤
totalVariation p q / z := by
have hpoint : ∀ a,
|conditionWeights p event z a - conditionWeights q event z a| ≤
|p a - q a| / z := by
intro a
dsimp [conditionWeights]
split
· rw [← sub_div, abs_div, abs_of_pos hz]
· simp only [sub_self, abs_zero]
positivity
have hsum := Finset.sum_le_sum (fun a (_ : a ∈ (Finset.univ : Finset α)) => hpoint a)
simp only [div_eq_mul_inv, ← Finset.sum_mul] at hsum
have hsum' : (∑ a, |conditionWeights p event z a - conditionWeights q event z a|) ≤
(∑ a, |p a - q a|) / z := by
simpa only [div_eq_mul_inv] using hsum
unfold totalVariation
calc
_ ≤ (∑ a, |p a - q a|) / z / 2 := div_le_div_of_nonneg_right hsum' (by norm_num)
_ = _ := by ring
theorem totalVariation_condition_half_le (p q : α → ℝ) (event : α → Bool) :
totalVariation (conditionWeights p event (1 / 2))
(conditionWeights q event (1 / 2)) ≤ 2 * totalVariation p q := by
have h := totalVariation_condition_le p q event (z := 1 / 2) (by norm_num)
convert h using 1
ring
theorem totalVariation_append_kernel (p q : α → ℝ) (kernel : α → β → ℝ)
(hk : ∀ a, IsProbability (kernel a)) :
totalVariation (fun ab : α × β => p ab.1 * kernel ab.1 ab.2)
(fun ab : α × β => q ab.1 * kernel ab.1 ab.2) = totalVariation p q := by
unfold totalVariation
congr 1
rw [Fintype.sum_prod_type]
apply Finset.sum_congr rfl
intro a _
have habs : ∀ b, |kernel a b| = kernel a b := fun b => abs_of_nonneg ((hk a).1 b)
simp only [← sub_mul, abs_mul, habs, ← Finset.mul_sum, (hk a).2,
mul_one]
noncomputable def kernelPushforward (p : α → ℝ) (kernel : α → β → ℝ) : β → ℝ :=
fun b => ∑ a, p a * kernel a b
theorem totalVariation_kernelPushforward_le (p q : α → ℝ) (kernel : α → β → ℝ)
(hk : ∀ a, IsProbability (kernel a)) :
totalVariation (kernelPushforward p kernel) (kernelPushforward q kernel) ≤
totalVariation p q := by
have hpoint : ∀ b,
|kernelPushforward p kernel b - kernelPushforward q kernel b| ≤
∑ a, |p a - q a| * kernel a b := by
intro b
simp only [kernelPushforward, ← Finset.sum_sub_distrib, ← sub_mul]
have h := Finset.abs_sum_le_sum_abs (fun a => (p a - q a) * kernel a b) Finset.univ
have habs : ∀ a, |kernel a b| = kernel a b := fun a => abs_of_nonneg ((hk a).1 b)
simpa only [abs_mul, habs] using h
have hsum := Finset.sum_le_sum (fun b (_ : b ∈ (Finset.univ : Finset β)) => hpoint b)
rw [Finset.sum_comm] at hsum
simp only [← Finset.mul_sum, (hk _).2, mul_one] at hsum
exact div_le_div_of_nonneg_right hsum (by norm_num : (0 : ℝ) ≤ 2)
end BinPackingGames.Foundations.Repetition
namespace BinPackingGames.Foundations.Games
open scoped BigOperators
namespace FiniteDistribution
theorem pushforward_eq_of_agree_on_support
{Ω Γ : Type*} [Fintype Ω] [Fintype Γ]
(μ : FiniteDistribution Ω) (f g : Ω → Γ)
(h : ∀ x, μ.weight x ≠ 0 → f x = g x) :
μ.pushforward f = μ.pushforward g := by
classical
apply eq_of_weight_eq
intro y
simp only [pushforward]
apply Finset.sum_congr rfl
intro x _
by_cases hx : μ.weight x = 0
· simp [hx]
· rw [h x hx]
theorem product_pushforward
{Ω Γ A B : Type*} [Fintype Ω] [Fintype Γ] [Fintype A] [Fintype B]
(μ : FiniteDistribution Ω) (ν : FiniteDistribution Γ)
(f : Ω → A) (g : Γ → B) :
(μ.product ν).pushforward (fun z => (f z.1, g z.2)) =
(μ.pushforward f).product (ν.pushforward g) := by
classical
apply eq_of_weight_eq
rintro ⟨a, b⟩
simp only [pushforward, product]
rw [Fintype.sum_prod_type, Finset.sum_mul_sum]
apply Finset.sum_congr rfl
intro x _
apply Finset.sum_congr rfl
intro y _
by_cases hx : f x = a <;> by_cases hy : g y = b <;> simp [hx, hy]
theorem table_row_weight_ne_zero
{Q A : Type*} [Fintype Q] [Fintype A] [DecidableEq Q]
(responses : Q → FiniteDistribution A) (answers : Q → A)
(h : (table responses).weight answers ≠ 0) (q : Q) :
(responses q).weight (answers q) ≠ 0 := by
intro hq
apply h
change (∏ r, (responses r).weight (answers r)) = 0
exact Finset.prod_eq_zero (Finset.mem_univ q) hq
theorem table_repair_pushforward
{Q A : Type*} [Fintype Q] [Fintype A] [DecidableEq Q]
(responses : Q → FiniteDistribution A) (repair : Q → A → A)
(hrepair : ∀ q a, (responses q).weight a ≠ 0 → repair q a = a) (q : Q) :
(table responses).pushforward (fun answers => repair q (answers q)) =
responses q := by
calc
_ = (table responses).pushforward (fun answers => answers q) := by
apply pushforward_eq_of_agree_on_support
intro answers h
exact hrepair q (answers q) (table_row_weight_ne_zero responses answers h q)
_ = responses q := table_eval_pushforward responses q
end FiniteDistribution
namespace KernelSampling
abbrev Seed (Q₁ Q₂ A B : Type*) := (Q₁ → A) × (Q₂ → B)
def readLeft {Q₁ Q₂ A B : Type*} (seed : Seed Q₁ Q₂ A B) (q : Q₁) : A := seed.1 q
def readRight {Q₁ Q₂ A B : Type*} (seed : Seed Q₁ Q₂ A B) (q : Q₂) : B := seed.2 q
def seedLaw {Q₁ Q₂ A B : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A] [Fintype B]
[DecidableEq Q₁] [DecidableEq Q₂]
(left : Q₁ → FiniteDistribution A) (right : Q₂ → FiniteDistribution B) :
FiniteDistribution (Seed Q₁ Q₂ A B) :=
(FiniteDistribution.table left).product (FiniteDistribution.table right)
theorem read_joint_pushforward {Q₁ Q₂ A B : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A] [Fintype B]
[DecidableEq Q₁] [DecidableEq Q₂]
(left : Q₁ → FiniteDistribution A) (right : Q₂ → FiniteDistribution B)
(x : Q₁) (y : Q₂) :
(seedLaw left right).pushforward (fun seed => (readLeft seed x, readRight seed y)) =
(left x).product (right y) := by
unfold seedLaw readLeft readRight
rw [FiniteDistribution.product_pushforward
(FiniteDistribution.table left) (FiniteDistribution.table right)
(fun answers => answers x) (fun answers => answers y),
FiniteDistribution.table_eval_pushforward, FiniteDistribution.table_eval_pushforward]
theorem repaired_joint_pushforward {Q₁ Q₂ A B : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A] [Fintype B]
[DecidableEq Q₁] [DecidableEq Q₂]
(left : Q₁ → FiniteDistribution A) (right : Q₂ → FiniteDistribution B)
(repairLeft : Q₁ → A → A) (repairRight : Q₂ → B → B)
(hleft : ∀ x a, (left x).weight a ≠ 0 → repairLeft x a = a)
(hright : ∀ y b, (right y).weight b ≠ 0 → repairRight y b = b)
(x : Q₁) (y : Q₂) :
(seedLaw left right).pushforward (fun seed =>
(repairLeft x (readLeft seed x), repairRight y (readRight seed y))) =
(left x).product (right y) := by
unfold seedLaw readLeft readRight
rw [FiniteDistribution.product_pushforward
(FiniteDistribution.table left) (FiniteDistribution.table right)
(fun answers => repairLeft x (answers x)) (fun answers => repairRight y (answers y)),
FiniteDistribution.table_repair_pushforward left repairLeft hleft,
FiniteDistribution.table_repair_pushforward right repairRight hright]
variable {I A B S : Type*} [DecidableEq I]
def completedLeft (j : I)
(seed : Seed (A × S) (B × S) (I → A) (I → B)) (q : A × S) : I → A :=
Function.update (readLeft seed q) j q.1
def completedRight (j : I)
(seed : Seed (A × S) (B × S) (I → A) (I → B)) (q : B × S) : I → B :=
Function.update (readRight seed q) j q.1
@[simp] theorem completedLeft_coordinate (j : I)
(seed : Seed (A × S) (B × S) (I → A) (I → B)) (q : A × S) :
completedLeft j seed q j = q.1 := by simp [completedLeft]
@[simp] theorem completedRight_coordinate (j : I)
(seed : Seed (A × S) (B × S) (I → A) (I → B)) (q : B × S) :
completedRight j seed q j = q.1 := by simp [completedRight]
private theorem update_eq_of_coordinate (xs : I → A) (j : I) (a : A)
(h : xs j = a) : Function.update xs j a = xs := by
funext i
by_cases hi : i = j <;> simp [Function.update, hi, h]
theorem completed_joint_pushforward
[Fintype I] [Fintype A] [Fintype B] [Fintype S]
[DecidableEq A] [DecidableEq B] [DecidableEq S]
(left : (A × S) → FiniteDistribution (I → A))
(right : (B × S) → FiniteDistribution (I → B)) (j : I)
(hleft : ∀ q xs, (left q).weight xs ≠ 0 → xs j = q.1)
(hright : ∀ q ys, (right q).weight ys ≠ 0 → ys j = q.1)
(x : A × S) (y : B × S) :
(seedLaw left right).pushforward
(fun seed => (completedLeft j seed x, completedRight j seed y)) =
(left x).product (right y) := by
apply repaired_joint_pushforward left right
(fun q xs => Function.update xs j q.1) (fun q ys => Function.update ys j q.1)
· intro q xs h
exact update_eq_of_coordinate xs j q.1 (hleft q xs h)
· intro q ys h
exact update_eq_of_coordinate ys j q.1 (hright q ys h)
end KernelSampling
end BinPackingGames.Foundations.Games
namespace BinPackingGames.Foundations.Repetition
open scoped BigOperators
open Information
private theorem min_half_formula (x y : ℝ) :
min x y = (x + y - |x - y|) / 2 := by
rcases le_total x y with h | h
· rw [min_eq_left h, abs_of_nonpos (sub_nonpos.mpr h)]
ring
· rw [min_eq_right h, abs_of_nonneg (sub_nonneg.mpr h)]
ring
theorem sum_min_one_sub_tv {Ω : Type*} [Fintype Ω]
(p q : Ω → ℝ) (hp : IsProbability p) (hq : IsProbability q) :
(∑ z, min (p z) (q z)) = 1 - totalVariation p q := by
classical
simp_rw [min_half_formula]
simp only [div_eq_mul_inv, ← Finset.sum_mul, Finset.sum_sub_distrib,
Finset.sum_add_distrib, hp.2, hq.2, totalVariation]
ring
private theorem discount_le_self {c t : ℝ} (hc : 0 ≤ c) (ht : 0 ≤ t) :
c / (1 + t) ≤ c := by
apply (div_le_iff₀ (by linarith : 0 < 1 + t)).2
nlinarith [mul_nonneg hc ht]
private theorem discount_loss_le_mul {c t : ℝ} (hc : 0 ≤ c) (ht : 0 ≤ t) :
c - c / (1 + t) ≤ c * t := by
have hd : 0 < 1 + t := by linarith
have hid : c - c / (1 + t) = c * t / (1 + t) := by
field_simp [hd.ne']
ring
rw [hid]
apply (div_le_iff₀ hd).2
nlinarith [mul_nonneg (mul_nonneg hc ht) ht]
noncomputable def discountedCommonMass {X S : Type*} [Fintype X] [Fintype S]
(p a b : X × S → ℝ) (t : X → ℝ) : ℝ :=
∑ z, min (p z) (min (a z) (b z)) / (1 + t z.1)
theorem discounted_common_mass_bounds {X S : Type*} [Fintype X] [Fintype S]
(p a b : X × S → ℝ) (μ t : X → ℝ)
(hp : IsProbability p) (ha : IsProbability a) (hb : IsProbability b)
(ht : ∀ x, 0 ≤ t x)
(hrow : ∀ x, (∑ s, a (x, s)) = μ x)
(htv : (∑ x, μ x * t x) = totalVariation a b) :
1 - 2 * totalVariation p a - 2 * totalVariation p b ≤ discountedCommonMass p a b t ∧
discountedCommonMass p a b t ≤ 1 := by
classical
let C : X × S → ℝ := fun z => min (p z) (min (a z) (b z))
have hC0 : ∀ z, 0 ≤ C z := by
intro z
exact le_min (hp.1 z) (le_min (ha.1 z) (hb.1 z))
have hCp : ∀ z, C z ≤ p z := by
intro z
exact min_le_left _ _
have hCa : ∀ z, C z ≤ a z := by
intro z
exact (min_le_right _ _).trans (min_le_left _ _)
have hmass : 1 - totalVariation p a - totalVariation p b ≤ ∑ z, C z := by
have hpoint : ∀ z, min (p z) (a z) + min (p z) (b z) - p z ≤ C z := by
intro z
dsimp [C]
refine le_min ?_ (le_min ?_ ?_)
· linarith [min_le_left (p z) (a z), min_le_left (p z) (b z)]
· linarith [min_le_right (p z) (a z), min_le_left (p z) (b z)]
· linarith [min_le_right (p z) (b z), min_le_left (p z) (a z)]
have hsum := Finset.sum_le_sum
(fun z (_ : z ∈ (Finset.univ : Finset (X × S))) => hpoint z)
simp only [Finset.sum_sub_distrib, Finset.sum_add_distrib] at hsum
rw [sum_min_one_sub_tv p a hp ha, sum_min_one_sub_tv p b hp hb, hp.2] at hsum
linarith
have hrowC : ∀ x, (∑ s, C (x, s)) ≤ μ x := by
intro x
calc
(∑ s, C (x, s)) ≤ ∑ s, a (x, s) := Finset.sum_le_sum (fun s _ => hCa (x, s))
_ = μ x := hrow x
have hweighted : (∑ z, C z * t z.1) ≤ totalVariation a b := by
rw [← htv, Fintype.sum_prod_type]
apply Finset.sum_le_sum
intro x _
change (∑ s, C (x, s) * t x) ≤ μ x * t x
rw [← Finset.sum_mul]
exact mul_le_mul_of_nonneg_right (hrowC x) (ht x)
have hloss : (∑ z, C z) - discountedCommonMass p a b t ≤ ∑ z, C z * t z.1 := by
change (∑ z, C z) - (∑ z, C z / (1 + t z.1)) ≤ ∑ z, C z * t z.1
rw [← Finset.sum_sub_distrib]
exact Finset.sum_le_sum (fun z _ => discount_loss_le_mul (hC0 z) (ht z.1))
have htriangle : totalVariation a b ≤ totalVariation p a + totalVariation p b := by
have h := totalVariation_triangle a p b
rw [totalVariation_symm a p] at h
exact h
have hupper : discountedCommonMass p a b t ≤ 1 := by
change (∑ z, C z / (1 + t z.1)) ≤ 1
calc
_ ≤ ∑ z, p z := Finset.sum_le_sum
(fun z _ => (discount_le_self (hC0 z) (ht z.1)).trans (hCp z))
_ = 1 := hp.2
exact ⟨by linarith, hupper⟩
noncomputable def diagonalWeights {X S : Type*} [Fintype X] [Fintype S]
(p : X × S → ℝ) : X × S × S → ℝ := by
classical
exact fun z => if z.2.1 = z.2.2 then p (z.1, z.2.1) else 0
theorem diagonalWeights_isProbability {X S : Type*} [Fintype X] [Fintype S]
(p : X × S → ℝ) (hp : IsProbability p) : IsProbability (diagonalWeights p) := by
classical
constructor
· intro z
dsimp [diagonalWeights]
split
· exact hp.1 _
· exact le_rfl
· simpa [diagonalWeights, Fintype.sum_prod_type] using hp.2
theorem diagonal_overlap_identity {X S : Type*} [Fintype X] [Fintype S]
(p : X × S → ℝ) (sim : X × S × S → ℝ)
(hp : IsProbability p) (hsim : IsProbability sim) :
totalVariation sim (diagonalWeights p) =
1 - ∑ z : X × S, min (p z) (sim (z.1, z.2, z.2)) := by
classical
have h := sum_min_one_sub_tv sim (diagonalWeights p) hsim (diagonalWeights_isProbability p hp)
have heq : (∑ z, min (sim z) (diagonalWeights p z)) =
∑ z : X × S, min (p z) (sim (z.1, z.2, z.2)) := by
simp only [Fintype.sum_prod_type, diagonalWeights]
apply Finset.sum_congr rfl
intro x _
apply Finset.sum_congr rfl
intro s _
have hpoint : ∀ s', min (sim (x, s, s')) (if s = s' then p (x, s) else 0) =
if s = s' then min (p (x, s)) (sim (x, s, s')) else 0 := by
intro s'
by_cases he : s = s'
· simp [he, min_comm]
· simp [he, min_eq_right (hsim.1 (x, s, s'))]
simp only [hpoint]
simp
rw [heq] at h
linarith
theorem diagonal_sampler_totalVariation_le {X S : Type*} [Fintype X] [Fintype S]
(p : X × S → ℝ) (μ : X → ℝ) (L R : X → S → ℝ)
(sim : X × S × S → ℝ) (hp : IsProbability p) (hμ : IsProbability μ)
(hL : ∀ x, IsProbability (L x)) (hR : ∀ x, IsProbability (R x))
(hsim : IsProbability sim) {τ : ℝ} (hτ0 : 0 ≤ τ) (hτ1 : τ ≤ 1)
(hdiag : ∀ x s, μ x * min (L x s) (R x s) /
(1 + totalVariation (L x) (R x)) * (1 - τ) ≤ sim (x, s, s)) :
totalVariation sim (diagonalWeights p) ≤
2 * totalVariation p (fun z => μ z.1 * L z.1 z.2) +
2 * totalVariation p (fun z => μ z.1 * R z.1 z.2) + τ := by
classical
let a : X × S → ℝ := fun z => μ z.1 * L z.1 z.2
let b : X × S → ℝ := fun z => μ z.1 * R z.1 z.2
let t : X → ℝ := fun x => totalVariation (L x) (R x)
let C : X × S → ℝ := fun z => min (p z) (min (a z) (b z))
have ha : IsProbability a := kernelProduct_isProbability μ L hμ hL
have hb : IsProbability b := kernelProduct_isProbability μ R hμ hR
have ht : ∀ x, 0 ≤ t x := fun x => totalVariation_nonneg (L x) (R x)
have hrow : ∀ x, (∑ s, a (x, s)) = μ x := by
intro x
simp only [a, ← Finset.mul_sum, (hL x).2, mul_one]
have htv : (∑ x, μ x * t x) = totalVariation a b :=
(totalVariation_joint_common_weights μ L R hμ.1).symm
obtain ⟨hBlower, hBupper⟩ := discounted_common_mass_bounds p a b μ t hp ha hb ht hrow htv
have hpoint : ∀ z : X × S,
(1 - τ) * (C z / (1 + t z.1)) ≤ min (p z) (sim (z.1, z.2, z.2)) := by
intro z
have hden : 0 < 1 + t z.1 := by linarith [ht z.1]
have hC0 : 0 ≤ C z := le_min (hp.1 z) (le_min (ha.1 z) (hb.1 z))
have hCp : C z ≤ p z := min_le_left _ _
have hdisc0 : 0 ≤ C z / (1 + t z.1) := div_nonneg hC0 hden.le
have hmin : min (a z) (b z) = μ z.1 * min (L z.1 z.2) (R z.1 z.2) := by
dsimp [a, b]
rcases le_total (L z.1 z.2) (R z.1 z.2) with h | h
· rw [min_eq_left h, min_eq_left (mul_le_mul_of_nonneg_left h (hμ.1 z.1))]
· rw [min_eq_right h, min_eq_right (mul_le_mul_of_nonneg_left h (hμ.1 z.1))]
have hCmin : C z ≤ μ z.1 * min (L z.1 z.2) (R z.1 z.2) := by
rw [← hmin]
exact min_le_right _ _
apply le_min
· calc
_ ≤ 1 * (C z / (1 + t z.1)) :=
mul_le_mul_of_nonneg_right (by linarith) hdisc0
_ ≤ C z := by simpa using discount_le_self hC0 (ht z.1)
_ ≤ p z := hCp
· have hd := mul_le_mul_of_nonneg_left
(div_le_div_of_nonneg_right hCmin hden.le) (by linarith : 0 ≤ 1 - τ)
calc
_ ≤ (1 - τ) * (μ z.1 * min (L z.1 z.2) (R z.1 z.2) / (1 + t z.1)) := hd
_ ≤ sim (z.1, z.2, z.2) := by
simpa only [t, mul_comm] using hdiag z.1 z.2
have hsum := Finset.sum_le_sum (fun z (_ : z ∈ (Finset.univ : Finset (X × S))) => hpoint z)
rw [← Finset.mul_sum] at hsum
change (1 - τ) * discountedCommonMass p a b t ≤ _ at hsum
rw [diagonal_overlap_identity p sim hp hsim]
have hτB := mul_le_mul_of_nonneg_left hBupper hτ0
change 1 - _ ≤ 2 * totalVariation p a + 2 * totalVariation p b + τ
nlinarith
end BinPackingGames.Foundations.Repetition
namespace BinPackingGames.Foundations.Games.FiniteDistribution
open scoped BigOperators
variable {A B C : Type*} [Fintype A] [Fintype B] [Fintype C]
theorem weight_eq_probability_singleton [DecidableEq A] (μ : FiniteDistribution A) (a : A) :
μ.weight a = μ.probability (fun x => decide (x = a)) := by
classical
simp [probability]
theorem pushforward_comp (μ : FiniteDistribution A) (f : A → B) (g : B → C) :
(μ.pushforward f).pushforward g = μ.pushforward (fun a => g (f a)) := by
classical
apply eq_of_weight_eq
intro c
rw [weight_eq_probability_singleton, weight_eq_probability_singleton]
simp only [probability_pushforward]
theorem transport_eq_pushforward (μ : FiniteDistribution A) (e : A ≃ B) :
μ.transport e = μ.pushforward e := by
classical
apply eq_of_weight_eq
intro b
rw [weight_eq_probability_singleton, weight_eq_probability_singleton,
probability_transport, probability_pushforward]
theorem expectation_pushforward (μ : FiniteDistribution A) (f : A → B) (h : B → ℝ) :
(μ.pushforward f).expectation h = μ.expectation (fun a => h (f a)) := by
classical
simp only [expectation, pushforward, Finset.sum_mul]
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro a _
simp [ite_mul]
theorem pushforward_mixture (μ : FiniteDistribution A) (ν : A → FiniteDistribution B)
(f : B → C) :
(μ.mixture ν).pushforward f = μ.mixture (fun a => (ν a).pushforward f) := by
classical
apply eq_of_weight_eq
intro c
rw [weight_eq_probability_singleton, weight_eq_probability_singleton]
simp only [probability_pushforward, probability_mixture]
end BinPackingGames.Foundations.Games.FiniteDistribution
namespace BinPackingGames.Foundations.Repetition
open scoped BigOperators
open Games
universe u
def TraceSeed (σ : Type u) : Nat → Type u
| 0 => PUnit
| n + 1 => σ × TraceSeed σ n
instance traceSeedFintype {σ : Type*} [Fintype σ] (n : Nat) : Fintype (TraceSeed σ n) := by
induction n with
| zero => exact inferInstanceAs (Fintype PUnit)
| succ n ih => exact inferInstanceAs (Fintype (σ × TraceSeed σ n))
instance traceSeedUniqueZero {σ : Type*} : Unique (TraceSeed σ 0) :=
inferInstanceAs (Unique PUnit)
def traceList {σ : Type*} : (n : Nat) → TraceSeed σ n → List σ
| 0, _ => []
| n + 1, seed => seed.1 :: traceList n seed.2
def traceSeedLaw {σ : Type*} [Fintype σ] (μ : FiniteDistribution σ) :
(n : Nat) → FiniteDistribution (TraceSeed σ n)
| 0 => { weight := fun _ => 1, nonnegative := by intro; norm_num,
normalized := by simp }
| n + 1 => μ.product (traceSeedLaw μ n)
theorem traceSeedLaw_expectation {σ : Type*} [Fintype σ]
(μ : FiniteDistribution σ) (n : Nat) (f : List σ → ℝ) :
(traceSeedLaw μ n).expectation (fun seed => f (traceList n seed)) =
CorrelatedSampling.traceAverage μ.weight n f := by
induction n generalizing f with
| zero => simp [traceSeedLaw, traceList, FiniteDistribution.expectation,
CorrelatedSampling.traceAverage]
| succ n ih =>
change (μ.product (traceSeedLaw μ n)).expectation
(fun seed => f (seed.1 :: traceList n seed.2)) = _
rw [FiniteDistribution.expectation_product]
simp only [CorrelatedSampling.traceAverage, FiniteDistribution.expectation]
apply Finset.sum_congr rfl
intro s _
congr 1
exact ih (fun xs => f (s :: xs))
def sharedOutputLaw {X Y S Seed : Type*}
[Fintype X] [Fintype Y] [Fintype S] [Fintype Seed] [DecidableEq S]
(μ : FiniteDistribution (X × Y)) (seedLaw : FiniteDistribution Seed)
(left : Seed → X → S) (right : Seed → Y → S) :
FiniteDistribution ((X × Y) × S × S) :=
(μ.product seedLaw).pushforward
(fun z => (z.1, left z.2 z.1.1, right z.2 z.1.2))
theorem sharedOutputLaw_weight {X Y S Seed : Type*}
[Fintype X] [Fintype Y] [Fintype S] [Fintype Seed] [DecidableEq S]
(μ : FiniteDistribution (X × Y)) (seedLaw : FiniteDistribution Seed)
(left : Seed → X → S) (right : Seed → Y → S) (x : X) (y : Y) (a b : S) :
(sharedOutputLaw μ seedLaw left right).weight ((x,y),a,b) =
μ.weight (x,y) * seedLaw.expectation
(fun seed => if left seed x = a ∧ right seed y = b then 1 else 0) := by
classical
simp only [sharedOutputLaw, FiniteDistribution.pushforward,
FiniteDistribution.product, Fintype.sum_prod_type, Prod.mk.injEq]
simp only [and_assoc, ite_and]
simp [FiniteDistribution.expectation, Finset.mul_sum, mul_ite]
open CorrelatedSampling
variable {X Y S : Type*} [Fintype X] [Fintype Y] [Fintype S]
[Nonempty S] [DecidableEq S]
def samplerLocal (thresholds : List ℝ) (profile : X → FiniteDistribution S)
(fallback : S) (n : Nat) (seed : TraceSeed (RectangleSeed thresholds S) n)
(x : X) : S :=
localSample (rectangleAccept thresholds (profile x).weight) Prod.fst fallback
(traceList n seed)
def samplerOutputLaw (thresholds : List ℝ) (μ : FiniteDistribution (X × Y))
(L : X → FiniteDistribution S) (R : Y → FiniteDistribution S)
(fallback : S) (n : Nat) : FiniteDistribution ((X × Y) × S × S) :=
sharedOutputLaw μ (traceSeedLaw (rectangleDistribution thresholds) n)
(samplerLocal thresholds L fallback n) (samplerLocal thresholds R fallback n)
omit [Nonempty S] [DecidableEq S] in
theorem probability_weight_le_one (μ : FiniteDistribution S) (s : S) : μ.weight s ≤ 1 := by
calc
μ.weight s ≤ ∑ t, μ.weight t :=
Finset.single_le_sum (fun t _ => μ.nonnegative t) (Finset.mem_univ s)
_ = 1 := μ.normalized
theorem samplerOutputLaw_diagonal (thresholds : List ℝ)
(μ : FiniteDistribution (X × Y))
(L : X → FiniteDistribution S) (R : Y → FiniteDistribution S)
(hL : ∀ x s, (L x).weight s ∈ thresholds)
(hR : ∀ y s, (R y).weight s ∈ thresholds)
(fallback : S) (n : Nat) (x : X) (y : Y) (a : S) :
μ.weight (x,y) * min ((L x).weight a) ((R y).weight a) /
(1 + Information.totalVariation (L x).weight (R y).weight) *
(1 - eventMass (rectangleWeight thresholds)
(fun s => !(rectangleAccept thresholds (L x).weight s ||
rectangleAccept thresholds (R y).weight s)) ^ n) ≤
(samplerOutputLaw thresholds μ L R fallback n).weight ((x,y),a,a) := by
have h := rectangle_label_diagonal_bound thresholds (L x).weight (R y).weight
fallback a (hL x) (hR y) (L x).nonnegative (R y).nonnegative
(probability_weight_le_one (L x)) (probability_weight_le_one (R y))
(L x).normalized (R y).normalized n
rw [samplerOutputLaw, sharedOutputLaw_weight]
have he : (traceSeedLaw (rectangleDistribution (α := S) thresholds) n).expectation
(fun seed => if samplerLocal thresholds L fallback n seed x = a ∧
samplerLocal thresholds R fallback n seed y = a then 1 else 0) =
traceAverage (rectangleWeight thresholds) n
(localDiagonal (rectangleAccept thresholds (L x).weight)
(rectangleAccept thresholds (R y).weight) Prod.fst fallback a) := by
exact traceSeedLaw_expectation (rectangleDistribution (α := S) thresholds) n
(localDiagonal (rectangleAccept thresholds (L x).weight)
(rectangleAccept thresholds (R y).weight) Prod.fst fallback a)
rw [he]
simp only [Information.totalVariation, CorrelatedSampling.totalVariation] at h ⊢
simpa only [mul_div_assoc, mul_assoc] using
mul_le_mul_of_nonneg_left h (μ.nonnegative (x,y))
theorem samplerOutputLaw_uniform_diagonal
(μ : FiniteDistribution (X × Y))
(L : X → FiniteDistribution S) (R : Y → FiniteDistribution S)
(fallback : S) (n : Nat) (x : X) (y : Y) (a : S) :
μ.weight (x,y) * min ((L x).weight a) ((R y).weight a) /
(1 + Information.totalVariation (L x).weight (R y).weight) *
(1 - uniformRejectionRate S ^ n) ≤
(samplerOutputLaw (sharedProfileThresholds L R) μ L R fallback n).weight ((x,y),a,a) := by
have hp := pow_le_pow_left₀ (sharedProfileReject_nonnegative L R x y)
(sharedProfile_reject_le_rate L R x y) n
have hco : 0 ≤ μ.weight (x,y) * min ((L x).weight a) ((R y).weight a) /
(1 + Information.totalVariation (L x).weight (R y).weight) :=
div_nonneg (mul_nonneg (μ.nonnegative (x,y))
(le_min ((L x).nonnegative a) ((R y).nonnegative a)))
(by linarith [Information.totalVariation_nonneg (L x).weight (R y).weight])
have h := samplerOutputLaw_diagonal (sharedProfileThresholds L R) μ L R
(left_mem_sharedProfileThresholds L R) (right_mem_sharedProfileThresholds L R)
fallback n x y a
exact (mul_le_mul_of_nonneg_left (sub_le_sub_left hp 1) hco).trans h
theorem samplerOutputLaw_totalVariation
(p : FiniteDistribution ((X × Y) × S)) (μ : FiniteDistribution (X × Y))
(L : X → FiniteDistribution S) (R : Y → FiniteDistribution S)
(fallback : S) (n : Nat) :
Information.totalVariation
(samplerOutputLaw (sharedProfileThresholds L R) μ L R fallback n).weight
(diagonalWeights p.weight) ≤
2 * Information.totalVariation p.weight (fun z => μ.weight z.1 * (L z.1.1).weight z.2) +
2 * Information.totalVariation p.weight (fun z => μ.weight z.1 * (R z.1.2).weight z.2) +
uniformRejectionRate S ^ n := by
apply diagonal_sampler_totalVariation_le p.weight μ.weight
(fun xy => (L xy.1).weight) (fun xy => (R xy.2).weight) _
(Information.gameLaw_isProbability p) (Information.gameLaw_isProbability μ)
(fun xy => Information.gameLaw_isProbability (L xy.1))
(fun xy => Information.gameLaw_isProbability (R xy.2))
(Information.gameLaw_isProbability _)
(pow_nonneg (uniformRejectionRate_nonnegative S) n)
· exact pow_le_one₀ (uniformRejectionRate_nonnegative S)
(uniformRejectionRate_lt_one S).le
· intro xy a
exact samplerOutputLaw_uniform_diagonal μ L R fallback n xy.1 xy.2 a
theorem samplerOutputLaw_arbitrarily_close
(p : FiniteDistribution ((X × Y) × S)) (μ : FiniteDistribution (X × Y))
(L : X → FiniteDistribution S) (R : Y → FiniteDistribution S)
(fallback : S) (η : ℝ) (hη : 0 < η) : ∃ n : Nat,
Information.totalVariation
(samplerOutputLaw (sharedProfileThresholds L R) μ L R fallback n).weight
(diagonalWeights p.weight) ≤
2 * Information.totalVariation p.weight (fun z => μ.weight z.1 * (L z.1.1).weight z.2) +
2 * Information.totalVariation p.weight (fun z => μ.weight z.1 * (R z.1.2).weight z.2) + η := by
obtain ⟨n,hn⟩ := exists_uniformRejectionRate_pow_lt S η hη
exact ⟨n, (samplerOutputLaw_totalVariation p μ L R fallback n).trans
(by linarith)⟩
end BinPackingGames.Foundations.Repetition
namespace BinPackingGames.Foundations.Repetition.CompletedSampling
open scoped BigOperators
open Games
section DistributionIdentities
variable {A B C D : Type*} [Fintype A] [Fintype B] [Fintype C] [Fintype D]
theorem mixture_pushforward_base (μ : FiniteDistribution A) (f : A → B)
(K : B → FiniteDistribution C) :
(μ.pushforward f).mixture K = μ.mixture (fun a => K (f a)) := by
apply FiniteDistribution.eq_of_weight_eq
intro c
exact FiniteDistribution.expectation_pushforward μ f (fun b => (K b).weight c)
theorem product_pushforward_eq_mixture_right (μ : FiniteDistribution A)
(ν : FiniteDistribution B) (f : A × B → C) :
(μ.product ν).pushforward f =
ν.mixture (fun b => μ.pushforward (fun a => f (a, b))) := by
classical
apply FiniteDistribution.eq_of_weight_eq
intro c
simp only [FiniteDistribution.pushforward, FiniteDistribution.product,
FiniteDistribution.mixture, Fintype.sum_prod_type]
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro b _
rw [Finset.mul_sum]
apply Finset.sum_congr rfl
intro a _
by_cases h : f (a, b) = c <;> simp [h, mul_comm]
theorem product_product_pushforward_eq_mixture (μ : FiniteDistribution A)
(ν : FiniteDistribution B) (κ : FiniteDistribution C) (f : A → B → C → D) :
(μ.product (ν.product κ)).pushforward (fun z => f z.1 z.2.1 z.2.2) =
(μ.product ν).mixture
(fun z => κ.pushforward (fun c => f z.1 z.2 c)) := by
classical
apply FiniteDistribution.eq_of_weight_eq
intro d
simp only [FiniteDistribution.pushforward, FiniteDistribution.product,
FiniteDistribution.mixture, Fintype.sum_prod_type]
simp only [Finset.mul_sum, mul_ite, mul_zero, mul_assoc]
theorem mixture_totalVariation_le (μ ν : FiniteDistribution A)
(K : A → FiniteDistribution B) :
(μ.mixture K).totalVariation (ν.mixture K) ≤ μ.totalVariation ν := by
simpa only [FiniteDistribution.totalVariation, FiniteDistribution.mixture,
Information.totalVariation, kernelPushforward] using
totalVariation_kernelPushforward_le μ.weight ν.weight
(fun a => (K a).weight) (fun a => Information.gameLaw_isProbability (K a))
end DistributionIdentities
section Diagonal
variable {Z S : Type*} [Fintype Z] [Fintype S]
def diagonalLaw (σ : FiniteDistribution (Z × S)) : FiniteDistribution (Z × S × S) :=
Information.toGameLaw (diagonalWeights σ.weight)
(diagonalWeights_isProbability _ (Information.gameLaw_isProbability σ))
theorem diagonalLaw_eq_pushforward (σ : FiniteDistribution (Z × S)) :
diagonalLaw σ = σ.pushforward (fun z => (z.1, z.2, z.2)) := by
classical
apply FiniteDistribution.eq_of_weight_eq
rintro ⟨z, a, b⟩
change diagonalWeights σ.weight (z, a, b) =
(σ.pushforward (fun t => (t.1, t.2, t.2))).weight (z, a, b)
simp only [diagonalWeights, FiniteDistribution.pushforward,
Fintype.sum_prod_type, Prod.mk.injEq]
by_cases hab : a = b
· subst b
simp [ite_and]
· simp [hab, ite_and]
theorem diagonalLaw_mixture {T : Type*} [Fintype T]
(σ : FiniteDistribution (Z × S)) (K : Z × S × S → FiniteDistribution T) :
(diagonalLaw σ).mixture K = σ.mixture (fun z => K (z.1, z.2, z.2)) := by
rw [diagonalLaw_eq_pushforward, mixture_pushforward_base]
end Diagonal
section Completion
variable {X Y S Γ U V : Type*}
[Fintype X] [Fintype Y] [Fintype S] [Fintype Γ] [Fintype U] [Fintype V]
[DecidableEq X] [DecidableEq Y] [DecidableEq S]
abbrev Seed (Γ X Y S U V : Type*) :=
Γ × KernelSampling.Seed (X × S) (Y × S) U V
def seedLaw (γ : FiniteDistribution Γ)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
FiniteDistribution (Seed Γ X Y S U V) :=
γ.product (KernelSampling.seedLaw L R)
def left (sL : Γ → X → S) (seed : Seed Γ X Y S U V) (x : X) : U :=
KernelSampling.readLeft seed.2 (x, sL seed.1 x)
def right (sR : Γ → Y → S) (seed : Seed Γ X Y S U V) (y : Y) : V :=
KernelSampling.readRight seed.2 (y, sR seed.1 y)
def completionKernel (L : X × S → FiniteDistribution U)
(R : Y × S → FiniteDistribution V) (z : (X × Y) × S × S) :
FiniteDistribution (U × V) :=
(L (z.1.1, z.2.1)).product (R (z.1.2, z.2.2))
def outputLaw (μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
FiniteDistribution (U × V) :=
(seedLaw γ L R).mixture (fun seed =>
μ.pushforward (fun q => (left sL seed q.1, right sR seed q.2)))
theorem outputLaw_eq_product_pushforward
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
outputLaw μ γ sL sR L R =
(μ.product (seedLaw γ L R)).pushforward
(fun z => (left sL z.2 z.1.1, right sR z.2 z.1.2)) := by
exact (product_pushforward_eq_mixture_right μ (seedLaw γ L R)
(fun z : (X × Y) × Seed Γ X Y S U V =>
(left sL z.2 z.1.1, right sR z.2 z.1.2))).symm
theorem outputLaw_eq_mixture
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
outputLaw μ γ sL sR L R =
(sharedOutputLaw μ γ sL sR).mixture (completionKernel L R) := by
calc
outputLaw μ γ sL sR L R =
(μ.product γ).mixture (fun z =>
(KernelSampling.seedLaw L R).pushforward (fun table =>
(KernelSampling.readLeft table (z.1.1, sL z.2 z.1.1),
KernelSampling.readRight table (z.1.2, sR z.2 z.1.2)))) := by
rw [outputLaw_eq_product_pushforward]
exact product_product_pushforward_eq_mixture μ γ (KernelSampling.seedLaw L R)
(fun q seed table =>
(KernelSampling.readLeft table (q.1, sL seed q.1),
KernelSampling.readRight table (q.2, sR seed q.2)))
_ = (μ.product γ).mixture (fun z =>
completionKernel L R (z.1, sL z.2 z.1.1, sR z.2 z.1.2)) := by
apply congrArg ((μ.product γ).mixture)
funext z
exact KernelSampling.read_joint_pushforward L R
(z.1.1, sL z.2 z.1.1) (z.1.2, sR z.2 z.1.2)
_ = (sharedOutputLaw μ γ sL sR).mixture (completionKernel L R) := by
exact (mixture_pushforward_base (μ.product γ)
(fun z => (z.1, sL z.2 z.1.1, sR z.2 z.1.2)) (completionKernel L R)).symm
omit [DecidableEq X] [DecidableEq Y] [DecidableEq S] in
theorem diagonalLaw_completion_mixture
(σ : FiniteDistribution ((X × Y) × S))
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V) :
(diagonalLaw σ).mixture (completionKernel L R) =
σ.mixture (fun z => (L (z.1.1, z.2)).product (R (z.1.2, z.2))) := by
exact diagonalLaw_mixture σ (completionKernel L R)
theorem outputLaw_totalVariation_le
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution U) (R : Y × S → FiniteDistribution V)
(σ : FiniteDistribution ((X × Y) × S)) :
(outputLaw μ γ sL sR L R).totalVariation
(σ.mixture (fun z => (L (z.1.1, z.2)).product (R (z.1.2, z.2)))) ≤
(sharedOutputLaw μ γ sL sR).totalVariation (diagonalLaw σ) := by
rw [outputLaw_eq_mixture, ← diagonalLaw_completion_mixture σ L R]
exact mixture_totalVariation_le _ _ (completionKernel L R)
end Completion
variable {I X Y S Γ : Type*}
[Fintype I] [Fintype X] [Fintype Y] [Fintype S] [Fintype Γ]
[DecidableEq I] [DecidableEq X] [DecidableEq Y] [DecidableEq S]
def coordinateLeft (j : I) (sL : Γ → X → S)
(seed : Seed Γ X Y S (I → X) (I → Y)) (x : X) : I → X :=
KernelSampling.completedLeft j seed.2 (x, sL seed.1 x)
def coordinateRight (j : I) (sR : Γ → Y → S)
(seed : Seed Γ X Y S (I → X) (I → Y)) (y : Y) : I → Y :=
KernelSampling.completedRight j seed.2 (y, sR seed.1 y)
omit [Fintype I] [Fintype X] [Fintype Y] [Fintype S] [Fintype Γ]
[DecidableEq X] [DecidableEq Y] [DecidableEq S] in
@[simp] theorem coordinateLeft_preserves (j : I) (sL : Γ → X → S)
(seed : Seed Γ X Y S (I → X) (I → Y)) (x : X) :
coordinateLeft j sL seed x j = x := by
simp [coordinateLeft]
omit [Fintype I] [Fintype X] [Fintype Y] [Fintype S] [Fintype Γ]
[DecidableEq X] [DecidableEq Y] [DecidableEq S] in
@[simp] theorem coordinateRight_preserves (j : I) (sR : Γ → Y → S)
(seed : Seed Γ X Y S (I → X) (I → Y)) (y : Y) :
coordinateRight j sR seed y j = y := by
simp [coordinateRight]
def coordinateOutputLaw (μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(j : I) (sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution (I → X))
(R : Y × S → FiniteDistribution (I → Y)) :
FiniteDistribution ((I → X) × (I → Y)) :=
(seedLaw γ L R).mixture (fun seed => μ.pushforward
(fun q => (coordinateLeft j sL seed q.1, coordinateRight j sR seed q.2)))
theorem coordinateOutputLaw_eq_mixture
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(j : I) (sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution (I → X))
(R : Y × S → FiniteDistribution (I → Y))
(hL : ∀ q xs, (L q).weight xs ≠ 0 → xs j = q.1)
(hR : ∀ q ys, (R q).weight ys ≠ 0 → ys j = q.1) :
coordinateOutputLaw μ γ j sL sR L R =
(sharedOutputLaw μ γ sL sR).mixture (completionKernel L R) := by
calc
coordinateOutputLaw μ γ j sL sR L R =
(μ.product (seedLaw γ L R)).pushforward
(fun z => (coordinateLeft j sL z.2 z.1.1,
coordinateRight j sR z.2 z.1.2)) := by
exact (product_pushforward_eq_mixture_right μ (seedLaw γ L R)
(fun z : (X × Y) × Seed Γ X Y S (I → X) (I → Y) =>
(coordinateLeft j sL z.2 z.1.1, coordinateRight j sR z.2 z.1.2))).symm
_ = (μ.product γ).mixture (fun z =>
(KernelSampling.seedLaw L R).pushforward (fun table =>
(KernelSampling.completedLeft j table (z.1.1, sL z.2 z.1.1),
KernelSampling.completedRight j table (z.1.2, sR z.2 z.1.2)))) := by
exact product_product_pushforward_eq_mixture μ γ (KernelSampling.seedLaw L R)
(fun q seed table =>
(KernelSampling.completedLeft j table (q.1, sL seed q.1),
KernelSampling.completedRight j table (q.2, sR seed q.2)))
_ = (μ.product γ).mixture (fun z =>
completionKernel L R (z.1, sL z.2 z.1.1, sR z.2 z.1.2)) := by
apply congrArg ((μ.product γ).mixture)
funext z
exact KernelSampling.completed_joint_pushforward L R j hL hR
(z.1.1, sL z.2 z.1.1) (z.1.2, sR z.2 z.1.2)
_ = (sharedOutputLaw μ γ sL sR).mixture (completionKernel L R) := by
exact (mixture_pushforward_base (μ.product γ)
(fun z => (z.1, sL z.2 z.1.1, sR z.2 z.1.2)) (completionKernel L R)).symm
theorem coordinateOutputLaw_eq_outputLaw
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(j : I) (sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution (I → X))
(R : Y × S → FiniteDistribution (I → Y))
(hL : ∀ q xs, (L q).weight xs ≠ 0 → xs j = q.1)
(hR : ∀ q ys, (R q).weight ys ≠ 0 → ys j = q.1) :
coordinateOutputLaw μ γ j sL sR L R = outputLaw μ γ sL sR L R := by
rw [coordinateOutputLaw_eq_mixture μ γ j sL sR L R hL hR, outputLaw_eq_mixture]
theorem coordinateOutputLaw_totalVariation_le
(μ : FiniteDistribution (X × Y)) (γ : FiniteDistribution Γ)
(j : I) (sL : Γ → X → S) (sR : Γ → Y → S)
(L : X × S → FiniteDistribution (I → X))
(R : Y × S → FiniteDistribution (I → Y))
(hL : ∀ q xs, (L q).weight xs ≠ 0 → xs j = q.1)
(hR : ∀ q ys, (R q).weight ys ≠ 0 → ys j = q.1)
(σ : FiniteDistribution ((X × Y) × S)) :
(coordinateOutputLaw μ γ j sL sR L R).totalVariation
(σ.mixture (fun z => (L (z.1.1, z.2)).product (R (z.1.2, z.2)))) ≤
(sharedOutputLaw μ γ sL sR).totalVariation (diagonalLaw σ) := by
rw [coordinateOutputLaw_eq_outputLaw μ γ j sL sR L R hL hR]
exact outputLaw_totalVariation_le μ γ sL sR L R σ
end BinPackingGames.Foundations.Repetition.CompletedSampling
namespace BinPackingGames.Foundations.Repetition
open scoped BigOperators
open Games CorrelatedSampling
variable {Q₁ Q₂ A₁ A₂ S : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂] [Fintype S]
[Nonempty A₁] [Nonempty A₂] [Nonempty S]
[DecidableEq Q₁] [DecidableEq Q₂] [DecidableEq S] {n : Nat}
theorem coordinate_probability_le_value_of_local_completion
(G : Game Q₁ Q₂ A₁ A₂) (j : Fin n)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(σ : FiniteDistribution ((Q₁ × Q₂) × S))
(profileL : Q₁ → FiniteDistribution S) (profileR : Q₂ → FiniteDistribution S)
(completionL : Q₁ × S → FiniteDistribution (Fin n → Q₁))
(completionR : Q₂ × S → FiniteDistribution (Fin n → Q₂))
(supportL : ∀ q xs, (completionL q).weight xs ≠ 0 → xs j = q.1)
(supportR : ∀ q ys, (completionR q).weight ys ≠ 0 → ys j = q.1)
(fallback : S) :
(σ.mixture (fun z => (completionL (z.1.1,z.2)).product
(completionR (z.1.2,z.2)))).probability (G.coordinateWin strategy j) ≤
G.value +
(2 * Information.totalVariation σ.weight
(fun z => G.questions.weight z.1 * (profileL z.1.1).weight z.2) +
2 * Information.totalVariation σ.weight
(fun z => G.questions.weight z.1 * (profileR z.1.2).weight z.2)) := by
let targetLaw := σ.mixture (fun z => (completionL (z.1.1,z.2)).product (completionR (z.1.2,z.2)))
let δ := 2 * Information.totalVariation σ.weight
(fun z => G.questions.weight z.1 * (profileL z.1.1).weight z.2) +
2 * Information.totalVariation σ.weight
(fun z => G.questions.weight z.1 * (profileR z.1.2).weight z.2)
change targetLaw.probability (G.coordinateWin strategy j) ≤ G.value + δ
by_contra h
have gap : 0 < targetLaw.probability (G.coordinateWin strategy j) - (G.value + δ) :=
sub_pos.mpr (lt_of_not_ge h)
let η := (targetLaw.probability (G.coordinateWin strategy j) - (G.value + δ)) / 2
have hη : 0 < η := by dsimp [η]; linarith
obtain ⟨N,hN⟩ := samplerOutputLaw_arbitrarily_close σ G.questions profileL profileR fallback η hη
let thresholds := sharedProfileThresholds profileL profileR
let γ := traceSeedLaw (rectangleDistribution (α := S) thresholds) N
let sL := samplerLocal thresholds profileL fallback N
let sR := samplerLocal thresholds profileR fallback N
have hvariation := CompletedSampling.coordinateOutputLaw_totalVariation_le
G.questions γ j sL sR completionL completionR supportL supportR σ
have hclose : (CompletedSampling.coordinateOutputLaw G.questions γ j sL sR completionL completionR).totalVariation targetLaw ≤ δ + η :=
hvariation.trans hN
have hsuccess := G.coordinate_probability_le_value_add_embedding_distance j targetLaw
(CompletedSampling.seedLaw γ completionL completionR)
(CompletedSampling.coordinateLeft j sL) (CompletedSampling.coordinateRight j sR)
(CompletedSampling.coordinateLeft_preserves j sL)
(CompletedSampling.coordinateRight_preserves j sR) strategy
have hsym : targetLaw.totalVariation
(G.localEmbeddingLaw (CompletedSampling.seedLaw γ completionL completionR)
(CompletedSampling.coordinateLeft j sL) (CompletedSampling.coordinateRight j sR)) =
(CompletedSampling.coordinateOutputLaw G.questions γ j sL sR completionL completionR).totalVariation targetLaw := by
unfold FiniteDistribution.totalVariation
congr 1
apply Finset.sum_congr rfl
intro q _
exact abs_sub_comm _ _
rw [hsym] at hsuccess
dsimp [η] at hclose
linarith
end BinPackingGames.Foundations.Repetition
end
end OAI
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