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import Mathlib.Algebra.Order.BigOperators.Group.Finset
import Mathlib.Data.Fintype.BigOperators
import Mathlib.Data.Fintype.Sum
import Mathlib.Basic.Real.Basic
import Mathlib.Tactic.FieldSimp
import Mathlib.Tactic.Linarith
import Mathlib.Tactic.Positivity
import Mathlib.Tactic.Ring
import OAI.Computability.BinPacking.Games.LocalSimulation
import OAI.Computability.BinPacking.Information.SideInformation
namespace OAI
noncomputable section
namespace BinPackingGames.Foundations.Repetition
section
open scoped BigOperators
variable {ι α β : Type*} [Fintype ι] [DecidableEq α] [DecidableEq β]
def revealedProductWeight (weight : ι → α → β → ℝ) (mask : ι → Bool)
(fixedLeft : ι → α) (fixedRight : ι → β) (x : ι → α) (y : ι → β) : ℝ :=
∏ i, weight i (x i) (y i) *
(if mask i then (if y i = fixedRight i then 1 else 0)
else (if x i = fixedLeft i then 1 else 0))
def revealedLeftWeight (weight : ι → α → β → ℝ) (mask : ι → Bool)
(fixedLeft : ι → α) (fixedRight : ι → β) (x : ι → α) : ℝ :=
∏ i, if mask i then weight i (x i) (fixedRight i)
else (if x i = fixedLeft i then 1 else 0)
def revealedRightWeight (weight : ι → α → β → ℝ) (mask : ι → Bool)
(fixedLeft : ι → α) (fixedRight : ι → β) (y : ι → β) : ℝ :=
∏ i, if mask i then (if y i = fixedRight i then 1 else 0)
else weight i (fixedLeft i) (y i)
theorem revealedProductWeight_factorizes (weight : ι → α → β → ℝ) (mask : ι → Bool)
(fixedLeft : ι → α) (fixedRight : ι → β) (x : ι → α) (y : ι → β) :
revealedProductWeight weight mask fixedLeft fixedRight x y =
revealedLeftWeight weight mask fixedLeft fixedRight x *
revealedRightWeight weight mask fixedLeft fixedRight y := by
unfold revealedProductWeight revealedLeftWeight revealedRightWeight
rw [← Finset.prod_mul_distrib]
apply Finset.prod_congr rfl
intro i _
by_cases hm : mask i = true
· by_cases hy : y i = fixedRight i <;> simp [hm, hy]
· by_cases hx : x i = fixedLeft i <;> simp [hm, hx]
theorem revealedProductWeight_local_restrictions
(weight : ι → α → β → ℝ) (mask : ι → Bool)
(fixedLeft : ι → α) (fixedRight : ι → β)
(leftTest : (ι → α) → ℝ) (rightTest : (ι → β) → ℝ)
(x : ι → α) (y : ι → β) :
revealedProductWeight weight mask fixedLeft fixedRight x y * leftTest x * rightTest y =
(revealedLeftWeight weight mask fixedLeft fixedRight x * leftTest x) *
(revealedRightWeight weight mask fixedLeft fixedRight y * rightTest y) := by
rw [revealedProductWeight_factorizes]
ring
variable {X Y : Type*} [Fintype X] [Fintype Y]
theorem productWeight_mass (left : X → ℝ) (right : Y → ℝ) :
(∑ xy : X × Y, left xy.1 * right xy.2) =
(∑ x, left x) * (∑ y, right y) := by
rw [Fintype.sum_prod_type]
simp only [← Finset.mul_sum, ← Finset.sum_mul]
def normalizedWeight (weight : X → ℝ) : X → ℝ :=
fun x => weight x / ∑ x', weight x'
theorem normalizedWeight_isProbability (weight : X → ℝ)
(hweight : ∀ x, 0 ≤ weight x) (hmass : 0 < ∑ x, weight x) :
(∀ x, 0 ≤ normalizedWeight weight x) ∧ (∑ x, normalizedWeight weight x) = 1 := by
constructor
· intro x
exact div_nonneg (hweight x) hmass.le
· simp only [normalizedWeight, div_eq_mul_inv, ← Finset.sum_mul, mul_inv_cancel₀ hmass.ne']
theorem normalized_productWeight (left : X → ℝ) (right : Y → ℝ)
(hleft : 0 < ∑ x, left x) (hright : 0 < ∑ y, right y) (xy : X × Y) :
normalizedWeight (fun z : X × Y => left z.1 * right z.2) xy =
normalizedWeight left xy.1 * normalizedWeight right xy.2 := by
unfold normalizedWeight
rw [productWeight_mass]
field_simp
theorem normalized_rectangle_restriction
(left : X → ℝ) (right : Y → ℝ) (leftTest : X → ℝ) (rightTest : Y → ℝ)
(hleft : 0 < ∑ x, left x * leftTest x)
(hright : 0 < ∑ y, right y * rightTest y) (xy : X × Y) :
normalizedWeight
(fun z : X × Y => left z.1 * right z.2 * leftTest z.1 * rightTest z.2) xy =
normalizedWeight (fun x => left x * leftTest x) xy.1 *
normalizedWeight (fun y => right y * rightTest y) xy.2 := by
have hfun : (fun z : X × Y => left z.1 * right z.2 * leftTest z.1 * rightTest z.2) =
(fun z : X × Y => (left z.1 * leftTest z.1) * (right z.2 * rightTest z.2)) := by
funext z
ring
rw [hfun]
exact normalized_productWeight _ _ hleft hright xy
end
section
open scoped BigOperators
open Games
variable {X Y : Type*} [Fintype X] [Fintype Y]
def normalizeOr (w : X → ℝ) (hw : ∀ x, 0 ≤ w x)
(fallback : FiniteDistribution X) : FiniteDistribution X :=
if h : 0 < ∑ x, w x then
{ weight := normalizedWeight w
nonnegative := (normalizedWeight_isProbability w hw h).1
normalized := (normalizedWeight_isProbability w hw h).2 }
else fallback
theorem sum_mul_normalizeOr (w : X → ℝ) (hw : ∀ x, 0 ≤ w x)
(fallback : FiniteDistribution X) (x : X) :
(∑ z, w z) * (normalizeOr w hw fallback).weight x = w x := by
classical
have hs : 0 ≤ ∑ z, w z := Finset.sum_nonneg (fun z _ => hw z)
by_cases h : 0 < ∑ z, w z
· simp only [normalizeOr, dite_eq_left h, normalizedWeight]
field_simp
· have hz : ∑ z, w z = 0 := le_antisymm (le_of_not_gt h) hs
have hx : w x = 0 := by
apply le_antisymm _ (hw x)
have hl := Finset.single_le_sum (fun z _ => hw z) (Finset.mem_univ x)
simpa only [hz] using hl
simp [normalizeOr, hz, hx]
theorem local_completion_recombination
(left : X → ℝ) (right : Y → ℝ)
(hl : ∀ x, 0 ≤ left x) (hr : ∀ y, 0 ≤ right y)
(defaultLeft : FiniteDistribution X) (defaultRight : FiniteDistribution Y)
(c : ℝ) (x : X) (y : Y) :
(c * (∑ z, left z) * (∑ z, right z)) *
((normalizeOr left hl defaultLeft).weight x *
(normalizeOr right hr defaultRight).weight y) = c * left x * right y := by
calc
_ = c * ((∑ z, left z) * (normalizeOr left hl defaultLeft).weight x) *
((∑ z, right z) * (normalizeOr right hr defaultRight).weight y) := by ring
_ = _ := by rw [sum_mul_normalizeOr, sum_mul_normalizeOr]
theorem factorized_completion_row
(left : X → ℝ) (right : Y → ℝ)
(hl : ∀ x, 0 ≤ left x) (hr : ∀ y, 0 ≤ right y)
(defaultLeft : FiniteDistribution X) (defaultRight : FiniteDistribution Y)
(c : ℝ) (xy : X × Y) :
(∑ z : X × Y, c * left z.1 * right z.2) *
((normalizeOr left hl defaultLeft).product
(normalizeOr right hr defaultRight)).weight xy = c * left xy.1 * right xy.2 := by
have hm : (∑ z : X × Y, c * left z.1 * right z.2) =
c * (∑ z, left z) * (∑ z, right z) := by
simp_rw [mul_assoc, ← Finset.mul_sum]
rw [productWeight_mass]
rw [hm]
exact local_completion_recombination left right hl hr defaultLeft defaultRight c xy.1 xy.2
end
section
open scoped BigOperators
open Games Information
variable {X Y : Type*} [Fintype X] [Fintype Y] [DecidableEq X] [DecidableEq Y]
def revealEndpoint (q : X × Y) (side : Bool) : X ⊕ Y :=
if side then Sum.inr q.2 else Sum.inl q.1
def revealLaw (μ : FiniteDistribution (X × Y)) :
FiniteDistribution ((X × Y) × (X ⊕ Y)) :=
(μ.product (FiniteDistribution.uniform Bool)).pushforward
(fun z => (z.1, revealEndpoint z.1 z.2))
theorem revealLaw_weight (μ : FiniteDistribution (X × Y)) (q : X × Y) (r : X ⊕ Y) :
(revealLaw μ).weight (q,r) =
(if r = Sum.inl q.1 then μ.weight q / 2 else 0) +
(if r = Sum.inr q.2 then μ.weight q / 2 else 0) := by
classical
rcases q with ⟨x,y⟩
simp only [revealLaw, FiniteDistribution.pushforward, FiniteDistribution.product,
Fintype.sum_prod_type, Prod.mk.injEq, ite_and]
simp [revealEndpoint, FiniteDistribution.uniform, div_eq_mul_inv, add_comm, eq_comm]
def revealFirstLaw (μ : FiniteDistribution (X × Y)) :
FiniteDistribution ((X ⊕ Y) × (X × Y)) :=
(revealLaw μ).transport (Equiv.prodComm _ _)
omit [DecidableEq X] [DecidableEq Y] in
@[simp] theorem revealFirstLaw_weight (μ : FiniteDistribution (X × Y))
(r : X ⊕ Y) (q : X × Y) :
(revealFirstLaw μ).weight (r,q) = (revealLaw μ).weight (q,r) := rfl
def revealFallback (μ : FiniteDistribution (X × Y)) (r : X ⊕ Y) :
FiniteDistribution (X × Y) :=
match r with
| Sum.inl x => μ.pushforward (fun q => (x,q.2))
| Sum.inr y => μ.pushforward (fun q => (q.1,y))
def revealProfile (μ : FiniteDistribution (X × Y)) (r : X ⊕ Y) :
FiniteDistribution (X × Y) :=
gameConditionalKernel (revealFirstLaw μ) (revealFallback μ r) r
theorem revealProfile_inl_support (μ : FiniteDistribution (X × Y))
(x : X) (q : X × Y) (h : q.1 ≠ x) :
(revealProfile μ (Sum.inl x)).weight q = 0 := by
classical
rcases q with ⟨x',y⟩
dsimp at h
simp only [revealProfile, gameConditionalKernel, toGameLaw, conditionalKernel]
split
· simp [revealFallback, FiniteDistribution.pushforward, Fintype.sum_prod_type,
Prod.mk.injEq, Ne.symm h]
· simp [revealLaw_weight, Ne.symm h]
theorem revealProfile_inr_support (μ : FiniteDistribution (X × Y))
(y : Y) (q : X × Y) (h : q.2 ≠ y) :
(revealProfile μ (Sum.inr y)).weight q = 0 := by
classical
rcases q with ⟨x,y'⟩
dsimp at h
simp only [revealProfile, gameConditionalKernel, toGameLaw, conditionalKernel]
split
· simp [revealFallback, FiniteDistribution.pushforward, Fintype.sum_prod_type,
Prod.mk.injEq, Ne.symm h]
· simp [revealLaw_weight, Ne.symm h]
def revealInputLaw (μ : FiniteDistribution (X × Y)) : FiniteDistribution (X ⊕ Y) :=
(revealLaw μ).pushforward Prod.snd
theorem revealInputLaw_weight (μ : FiniteDistribution (X × Y)) (r : X ⊕ Y) :
(revealInputLaw μ).weight r = firstMarginal (revealFirstLaw μ).weight r := by
classical
cases r <;>
simp [revealInputLaw, FiniteDistribution.pushforward, firstMarginal, Fintype.sum_prod_type]
theorem reveal_profile_recombination (μ : FiniteDistribution (X × Y))
(r : X ⊕ Y) (q : X × Y) :
(revealInputLaw μ).weight r * (revealProfile μ r).weight q =
(revealLaw μ).weight (q,r) := by
rw [revealInputLaw_weight]
exact gameConditionalKernel_recombine (revealFirstLaw μ) (revealFallback μ r) r q
theorem reveal_profile_inl_recombination (μ : FiniteDistribution (X × Y))
(x : X) (q : X × Y) :
(revealInputLaw μ).weight (Sum.inl x) * (revealProfile μ (Sum.inl x)).weight q =
if x = q.1 then μ.weight q / 2 else 0 := by
rw [reveal_profile_recombination, revealLaw_weight]
simp
theorem reveal_profile_inr_recombination (μ : FiniteDistribution (X × Y))
(y : Y) (q : X × Y) :
(revealInputLaw μ).weight (Sum.inr y) * (revealProfile μ (Sum.inr y)).weight q =
if y = q.2 then μ.weight q / 2 else 0 := by
rw [reveal_profile_recombination, revealLaw_weight]
simp
theorem revealInputLaw_inl (μ : FiniteDistribution (X × Y)) (x : X) :
(revealInputLaw μ).weight (Sum.inl x) = (∑ y, μ.weight (x,y)) / 2 := by
classical
rw [revealInputLaw_weight]
simp [firstMarginal, Fintype.sum_prod_type, revealLaw_weight, div_eq_mul_inv]
rw [Finset.sum_comm]
simp [← Finset.sum_mul]
theorem revealInputLaw_inr (μ : FiniteDistribution (X × Y)) (y : Y) :
(revealInputLaw μ).weight (Sum.inr y) = (∑ x, μ.weight (x,y)) / 2 := by
classical
rw [revealInputLaw_weight]
simp [firstMarginal, Fintype.sum_prod_type, revealLaw_weight,
div_eq_mul_inv, ← Finset.sum_mul]
theorem revealProfile_inl_diagonal (μ : FiniteDistribution (X × Y)) (x : X) (y : Y) :
(revealProfile μ (Sum.inl x)).weight (x,y) =
conditionalKernel μ.weight (μ.pushforward Prod.snd).weight x y := by
classical
have hm : firstMarginal (revealFirstLaw μ).weight (Sum.inl x) =
firstMarginal μ.weight x / 2 := by
rw [← revealInputLaw_weight, revealInputLaw_inl]
rfl
have hf : (revealFallback μ (Sum.inl x)).weight (x,y) =
(μ.pushforward Prod.snd).weight y := by
simp [revealFallback, FiniteDistribution.pushforward, Prod.mk.injEq]
apply Finset.sum_congr rfl
intro q _
by_cases hq : q.2 = y <;> simp [hq]
simp only [revealProfile, gameConditionalKernel, toGameLaw, conditionalKernel, hm]
by_cases h : firstMarginal μ.weight x = 0
· simpa [h] using hf
· have hh : firstMarginal μ.weight x / 2 ≠ 0 := div_ne_zero h (by norm_num)
simp only [ite_eq_right h, ite_eq_right hh, revealFirstLaw_weight, revealLaw_weight,
ite_true, Sum.inl_ne_inr, ite_false, add_zero]
field_simp
theorem revealProfile_inr_diagonal (μ : FiniteDistribution (X × Y)) (x : X) (y : Y) :
(revealProfile μ (Sum.inr y)).weight (x,y) =
conditionalKernel (μ.transport (Equiv.prodComm X Y)).weight
(μ.pushforward Prod.fst).weight y x := by
classical
have hm : firstMarginal (revealFirstLaw μ).weight (Sum.inr y) =
firstMarginal (μ.transport (Equiv.prodComm X Y)).weight y / 2 := by
rw [← revealInputLaw_weight, revealInputLaw_inr]
rfl
have hf : (revealFallback μ (Sum.inr y)).weight (x,y) =
(μ.pushforward Prod.fst).weight x := by
simp [revealFallback, FiniteDistribution.pushforward, Prod.mk.injEq]
apply Finset.sum_congr rfl
intro q _
by_cases hq : q.1 = x <;> simp [hq]
simp only [revealProfile, gameConditionalKernel, toGameLaw, conditionalKernel, hm]
by_cases h : firstMarginal (μ.transport (Equiv.prodComm X Y)).weight y = 0
· simpa [h] using hf
· have hh : firstMarginal (μ.transport (Equiv.prodComm X Y)).weight y / 2 ≠ 0 :=
div_ne_zero h (by norm_num)
simp only [ite_eq_right h, ite_eq_right hh, revealFirstLaw_weight, revealLaw_weight,
ite_true, Sum.inr_ne_inl, ite_false, zero_add]
change (μ.weight (x,y) / 2) / (firstMarginal (μ.transport (Equiv.prodComm X Y)).weight y / 2) =
μ.weight (x,y) / firstMarginal (μ.transport (Equiv.prodComm X Y)).weight y
field_simp
theorem revealLaw_sum_left (μ : FiniteDistribution (X × Y)) (q : X × Y) :
(∑ x, (revealLaw μ).weight (q, Sum.inl x)) = μ.weight q / 2 := by
classical
simp [revealLaw_weight]
theorem revealLaw_sum_right (μ : FiniteDistribution (X × Y)) (q : X × Y) :
(∑ y, (revealLaw μ).weight (q, Sum.inr y)) = μ.weight q / 2 := by
classical
simp [revealLaw_weight]
theorem revealLaw_forget (μ : FiniteDistribution (X × Y)) :
(revealLaw μ).pushforward Prod.fst = μ := by
classical
apply FiniteDistribution.eq_of_weight_eq
intro q
rcases q with ⟨x,y⟩
simp [FiniteDistribution.pushforward, Fintype.sum_prod_type,
Finset.sum_ite_irrel, revealLaw_weight]
theorem reveal_product_factorization {ι : Type*} [Fintype ι]
(μ : FiniteDistribution (X × Y)) (r : ι → X ⊕ Y) (q : ι → X × Y) :
(∏ i, (revealInputLaw μ).weight (r i)) *
(∏ i, (revealProfile μ (r i)).weight (q i)) =
∏ i, (revealLaw μ).weight (q i,r i) := by
rw [← Finset.prod_mul_distrib]
apply Finset.prod_congr rfl
intro i _
exact reveal_profile_recombination μ (r i) (q i)
theorem reveal_product_forget {ι : Type*} [Fintype ι] [DecidableEq ι]
(μ : FiniteDistribution (X × Y)) (q : ι → X × Y) :
(∑ r : ι → X ⊕ Y,
(∏ i, (revealInputLaw μ).weight (r i)) *
(∏ i, (revealProfile μ (r i)).weight (q i))) =
∏ i, μ.weight (q i) := by
classical
simp_rw [reveal_product_factorization]
calc
_ = ∏ i, ∑ r : X ⊕ Y, (revealLaw μ).weight (q i,r) :=
(Fintype.prod_sum (fun (i : ι) (r : X ⊕ Y) => (revealLaw μ).weight (q i,r))).symm
_ = _ := by
apply Finset.prod_congr rfl
intro i _
rw [Fintype.sum_sum_type, revealLaw_sum_left, revealLaw_sum_right]
ring
theorem reveal_product_expectation {ι : Type*} [Fintype ι] [DecidableEq ι]
(μ : FiniteDistribution (X × Y)) (f : (ι → X × Y) → ℝ) :
(∑ r : ι → X ⊕ Y,
(∏ i, (revealInputLaw μ).weight (r i)) *
∑ q : ι → X × Y, (∏ i, (revealProfile μ (r i)).weight (q i)) * f q) =
∑ q : ι → X × Y, (∏ i, μ.weight (q i)) * f q := by
classical
simp_rw [Finset.mul_sum]
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro q _
simp_rw [← mul_assoc, ← Finset.sum_mul]
rw [reveal_product_forget]
end
section
open scoped BigOperators
open Games Information
def mergeCoordinates {Ω : Type*} {n : Nat} (selected : Finset (Fin n))
(fixed : selected → Ω) (remaining : {i : Fin n // i ∉ selected} → Ω) : Fin n → Ω :=
fun i => if h : i ∈ selected then fixed ⟨i,h⟩ else remaining ⟨i,h⟩
def coordinateSplitEquiv {Ω : Type*} {n : Nat} (selected : Finset (Fin n)) :
(Fin n → Ω) ≃ ((selected → Ω) × ({i : Fin n // i ∉ selected} → Ω)) where
toFun x := (fun i => x i.1, fun i => x i.1)
invFun x := mergeCoordinates selected x.1 x.2
left_inv x := by funext i; simp [mergeCoordinates]
right_inv x := by
apply Prod.ext <;> funext i <;> simp [mergeCoordinates, i.property]
theorem iid_coordinate_split {Ω : Type*} [Fintype Ω] {n : Nat}
(μ : FiniteDistribution Ω) (selected : Finset (Fin n)) :
(μ.iid n).transport (coordinateSplitEquiv selected) =
(FiniteDistribution.table (fun _ : selected => μ)).product
(FiniteDistribution.table (fun _ : {i : Fin n // i ∉ selected} => μ)) := by
classical
apply FiniteDistribution.eq_of_weight_eq
intro x
change (∏ i, μ.weight (mergeCoordinates selected x.1 x.2 i)) =
(∏ i : selected, μ.weight (x.1 i)) *
∏ i : {i : Fin n // i ∉ selected}, μ.weight (x.2 i)
have h := Fintype.prod_subtype_mul_prod_subtype (fun i : Fin n => i ∈ selected)
(fun i => μ.weight (mergeCoordinates selected x.1 x.2 i))
have hi : Subtype.fintype (fun i : Fin n => i ∈ selected) =
Finset.Subtype.fintype selected := Subsingleton.elim _ _
rw [hi] at h
calc
_ = (∏ i : {i : Fin n // i ∈ selected},
μ.weight (mergeCoordinates selected x.1 x.2 i.1)) *
∏ i : {i : Fin n // i ∉ selected},
μ.weight (mergeCoordinates selected x.1 x.2 i.1) := h.symm
_ = _ := by
congr 1 <;> apply Finset.prod_congr rfl <;> intro i _ <;>
simp [mergeCoordinates, i.property]
variable {Q₁ Q₂ A₁ A₂ : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
[DecidableEq Q₁] [DecidableEq Q₂]
{n : Nat}
abbrev SelectedLabels (selected : Finset (Fin n)) :=
(selected → A₁) × (selected → A₂)
def selectedQuestionTuple (selected : Finset (Fin n))
(fixed : selected → Q₁ × Q₂)
(remaining : {i : Fin n // i ∉ selected} → Q₁ × Q₂) :
(Fin n → Q₁) × (Fin n → Q₂) :=
(fun i => (mergeCoordinates selected fixed remaining i).1,
fun i => (mergeCoordinates selected fixed remaining i).2)
def selectedAnswerLabel
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (questions : (Fin n → Q₁) × (Fin n → Q₂)) :
SelectedLabels (A₁ := A₁) (A₂ := A₂) selected :=
(fun i => strategy.1 questions.1 i.1, fun i => strategy.2 questions.2 i.1)
def selectedLikelihood (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (fixed : selected → Q₁ × Q₂)
(label : SelectedLabels (A₁ := A₁) (A₂ := A₂) selected)
(remaining : {i : Fin n // i ∉ selected} → Q₁ × Q₂) : ℝ := by
classical
let questions := selectedQuestionTuple selected fixed remaining
exact if selectedAnswerLabel strategy selected questions = label then
(if G.selectedWins strategy selected questions then 1 else 0) else 0
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedLikelihood_nonnegative (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (fixed : selected → Q₁ × Q₂)
(label : SelectedLabels (A₁ := A₁) (A₂ := A₂) selected)
(remaining : {i : Fin n // i ∉ selected} → Q₁ × Q₂) :
0 ≤ selectedLikelihood G strategy selected fixed label remaining := by
classical
dsimp only [selectedLikelihood]
split_ifs <;> norm_num
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedLikelihood_sum (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (fixed : selected → Q₁ × Q₂)
(remaining : {i : Fin n // i ∉ selected} → Q₁ × Q₂) :
(∑ label, selectedLikelihood G strategy selected fixed label remaining) =
if G.selectedWins strategy selected (selectedQuestionTuple selected fixed remaining)
then 1 else 0 := by
classical
simp [selectedLikelihood]
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedLikelihood_sum_le_one (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (fixed : selected → Q₁ × Q₂)
(remaining : {i : Fin n // i ∉ selected} → Q₁ × Q₂) :
(∑ label, selectedLikelihood G strategy selected fixed label remaining) ≤ 1 := by
rw [selectedLikelihood_sum]
split <;> norm_num
def selectedSplitLaw (G : Game Q₁ Q₂ A₁ A₂) (selected : Finset (Fin n)) :
FiniteDistribution ((selected → Q₁ × Q₂) ×
({i : Fin n // i ∉ selected} → Q₁ × Q₂)) :=
(FiniteDistribution.table (fun _ : selected => G.questions)).product
(FiniteDistribution.table (fun _ : {i : Fin n // i ∉ selected} => G.questions))
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedSplit_probability (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) :
(selectedSplitLaw G selected).probability
(fun q => G.selectedWins strategy selected (selectedQuestionTuple selected q.1 q.2)) =
G.selectedSuccess strategy selected := by
rw [selectedSplitLaw, ← iid_coordinate_split, FiniteDistribution.probability_transport]
change (G.questions.iid n).probability _ =
((G.questions.iid n).transport (Game.tupleQuestionEquiv n)).probability _
rw [FiniteDistribution.probability_transport]
apply congrArg (G.questions.iid n).probability
funext q
congr 1
apply Prod.ext <;> funext i <;>
simp [selectedQuestionTuple, coordinateSplitEquiv, mergeCoordinates, Game.tupleQuestionEquiv]
abbrev SelectedInput (Q₁ Q₂ : Type*) {n : Nat} (selected : Finset (Fin n)) :=
(selected → Q₁ × Q₂) × ({i : Fin n // i ∉ selected} → Q₁ ⊕ Q₂)
def selectedInputLaw (G : Game Q₁ Q₂ A₁ A₂) (selected : Finset (Fin n)) :
FiniteDistribution (SelectedInput Q₁ Q₂ selected) :=
(FiniteDistribution.table (fun _ : selected => G.questions)).product
(FiniteDistribution.table (fun _ : {i : Fin n // i ∉ selected} => revealInputLaw G.questions))
def selectedInputProfile (G : Game Q₁ Q₂ A₁ A₂) (selected : Finset (Fin n))
(t : SelectedInput Q₁ Q₂ selected) (i : {i : Fin n // i ∉ selected}) :
FiniteDistribution (Q₁ × Q₂) := revealProfile G.questions (t.2 i)
def selectedSideMass (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n))
(tv : SelectedInput Q₁ Q₂ selected × SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) : ℝ :=
∑ u, independentProduct (fun i => (selectedInputProfile G selected tv.1 i).weight) u *
selectedLikelihood G strategy selected tv.1.1 tv.2 u
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedSideMass_sum (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (t : SelectedInput Q₁ Q₂ selected) :
(∑ v, selectedSideMass G strategy selected (t,v)) =
∑ u, independentProduct (fun i => (selectedInputProfile G selected t i).weight) u *
(if G.selectedWins strategy selected (selectedQuestionTuple selected t.1 u)
then 1 else 0) := by
classical
simp only [selectedSideMass]
rw [Finset.sum_comm]
simp_rw [← Finset.mul_sum, selectedLikelihood_sum]
theorem selectedSideMass_total (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) :
(∑ tv, (selectedInputLaw G selected).weight tv.1 *
selectedSideMass G strategy selected tv) = G.selectedSuccess strategy selected := by
classical
rw [Fintype.sum_prod_type]
simp_rw [← Finset.mul_sum, selectedSideMass_sum]
rw [Fintype.sum_prod_type]
simp only [selectedInputLaw, FiniteDistribution.product, FiniteDistribution.table,
selectedInputProfile, independentProduct]
simp_rw [mul_assoc, ← Finset.mul_sum]
have hforget (fixed : selected → Q₁ × Q₂) :=
reveal_product_expectation G.questions
(fun u : {i : Fin n // i ∉ selected} → Q₁ × Q₂ =>
if G.selectedWins strategy selected (selectedQuestionTuple selected fixed u)
then (1 : ℝ) else 0)
simp_rw [hforget]
have h := selectedSplit_probability G strategy selected
simpa [selectedSplitLaw, FiniteDistribution.probability, FiniteDistribution.product,
FiniteDistribution.table, Fintype.sum_prod_type, Finset.mul_sum, mul_ite, mul_assoc] using h
def selectedSideWeight (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n))
(tv : SelectedInput Q₁ Q₂ selected × SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) : ℝ :=
(selectedInputLaw G selected).weight tv.1 * selectedSideMass G strategy selected tv /
G.selectedSuccess strategy selected
theorem selected_information_bound [Nonempty A₁] [Nonempty A₂]
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ i : {i : Fin n // i ∉ selected}, totalVariation
(fun tva : (SelectedInput Q₁ Q₂ selected ×
SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) × (Q₁ × Q₂) =>
selectedSideWeight G strategy selected tva.1 * coordinateMarginal
(posteriorOrOriginal
(independentProduct (fun j => (selectedInputProfile G selected tva.1.1 j).weight))
(selectedLikelihood G strategy selected tva.1.1.1 tva.1.2)
(selectedSideMass G strategy selected tva.1)) i tva.2)
(fun tva => selectedSideWeight G strategy selected tva.1 *
(selectedInputProfile G selected tva.1.1 i).weight tva.2)) ≤
Real.sqrt ((Fintype.card {i : Fin n // i ∉ selected} : ℝ) *
(Real.log (Fintype.card (SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) : ℝ) +
Real.log (1 / G.selectedSuccess strategy selected))) := by
exact finite_side_information_bound (selectedInputLaw G selected).weight
(fun t i => (selectedInputProfile G selected t i).weight)
(fun tv => selectedLikelihood G strategy selected tv.1.1 tv.2)
(selectedSideMass G strategy selected) (selectedSideWeight G strategy selected)
(gameLaw_isProbability _) (fun t i => gameLaw_isProbability _)
(fun tv => selectedLikelihood_nonnegative G strategy selected tv.1.1 tv.2)
(fun t => selectedLikelihood_sum_le_one G strategy selected t.1)
(fun _ => rfl) positive (selectedSideMass_total G strategy selected) (fun _ => rfl)
end
section
open scoped BigOperators
variable {S X Y : Type*} [Fintype S] [Fintype X] [Fintype Y]
[DecidableEq X] [DecidableEq Y]
def maskedJoint (p : S × (X × Y) → ℝ) : (S × (X ⊕ Y)) × (X × Y) → ℝ := fun z =>
(if z.1.2 = Sum.inl z.2.1 then p (z.1.1, z.2) / 2 else 0) +
(if z.1.2 = Sum.inr z.2.2 then p (z.1.1, z.2) / 2 else 0)
def maskedModel (μ : Games.FiniteDistribution (X × Y)) (p : S × (X × Y) → ℝ) :
(S × (X ⊕ Y)) × (X × Y) → ℝ := fun z =>
Information.firstMarginal (maskedJoint p) z.1 * (revealProfile μ z.1.2).weight z.2
def leftRevealModel (μ : Games.FiniteDistribution (X × Y)) (p : S × (X × Y) → ℝ) :
S × (X × Y) → ℝ := fun z =>
(∑ y, p (z.1, (z.2.1, y))) * (revealProfile μ (Sum.inl z.2.1)).weight z.2
def rightRevealModel (μ : Games.FiniteDistribution (X × Y)) (p : S × (X × Y) → ℝ) :
S × (X × Y) → ℝ := fun z =>
(∑ x, p (z.1, (x, z.2.2))) * (revealProfile μ (Sum.inr z.2.2)).weight z.2
theorem sum_maskedJoint (p : S × (X × Y) → ℝ) :
(∑ z, maskedJoint p z) = ∑ z, p z := by
classical
have hrow (s : S) (q : X × Y) :
(∑ r : X ⊕ Y, maskedJoint p ((s,r),q)) = p (s,q) := by
simp [maskedJoint]
calc
_ = ∑ s : S, ∑ r : X ⊕ Y, ∑ q : X × Y, maskedJoint p ((s,r),q) := by
simp only [Fintype.sum_prod_type]
_ = ∑ s : S, ∑ q : X × Y, p (s,q) := by
apply Finset.sum_congr rfl
intro s _
rw [Finset.sum_comm]
simp_rw [hrow]
_ = _ := (Fintype.sum_prod_type _).symm
theorem maskedJoint_isProbability_iff (p : S × (X × Y) → ℝ) :
Information.IsProbability (maskedJoint p) ↔ Information.IsProbability p := by
classical
constructor
· intro h
constructor
· intro z
have hp := h.1 ((z.1,Sum.inl z.2.1),z.2)
simp [maskedJoint] at hp
linarith
· rw [← sum_maskedJoint]
exact h.2
· intro h
constructor
· intro z
have hp : 0 ≤ p (z.1.1,z.2) / 2 := div_nonneg (h.1 _) (by norm_num)
dsimp [maskedJoint]
split_ifs <;> linarith
· rw [sum_maskedJoint]
exact h.2
omit [Fintype S] in
theorem maskedJoint_firstMarginal_inl (p : S × (X × Y) → ℝ) (s : S) (x : X) :
Information.firstMarginal (maskedJoint p) (s, Sum.inl x) =
(∑ y, p (s, (x, y))) / 2 := by
simp [Information.firstMarginal, maskedJoint, Fintype.sum_prod_type,
div_eq_mul_inv, Finset.sum_mul]
rw [Finset.sum_comm]
simp
omit [Fintype S] in
theorem maskedJoint_firstMarginal_inr (p : S × (X × Y) → ℝ) (s : S) (y : Y) :
Information.firstMarginal (maskedJoint p) (s, Sum.inr y) =
(∑ x, p (s, (x, y))) / 2 := by
simp [Information.firstMarginal, maskedJoint, Fintype.sum_prod_type,
div_eq_mul_inv, Finset.sum_mul]
private theorem abs_half_sub_half_mul (a b c : ℝ) :
|a / 2 - b / 2 * c| = |a - b * c| / 2 := by
rw [show a / 2 - b / 2 * c = (a - b * c) / 2 by ring, abs_div]
norm_num
omit [Fintype S] in
theorem abs_masked_inl (μ : Games.FiniteDistribution (X × Y))
(p : S × (X × Y) → ℝ) (s : S) (u x : X) (y : Y) :
|maskedJoint p ((s, Sum.inl u), (x, y)) - maskedModel μ p ((s, Sum.inl u), (x, y))| =
if x = u then |p (s, (x, y)) - leftRevealModel μ p (s, (x, y))| / 2 else 0 := by
by_cases hx : x = u
· subst x
simp only [maskedModel, maskedJoint_firstMarginal_inl]
simpa [maskedJoint, leftRevealModel] using
abs_half_sub_half_mul (p (s, (u, y))) (∑ v, p (s, (u, v)))
((revealProfile μ (Sum.inl u)).weight (u, y))
· have hs := revealProfile_inl_support μ u (x, y) hx
simp [maskedJoint, maskedModel, hs, hx, Ne.symm hx]
omit [Fintype S] in
theorem abs_masked_inr (μ : Games.FiniteDistribution (X × Y))
(p : S × (X × Y) → ℝ) (s : S) (v : Y) (x : X) (y : Y) :
|maskedJoint p ((s, Sum.inr v), (x, y)) - maskedModel μ p ((s, Sum.inr v), (x, y))| =
if y = v then |p (s, (x, y)) - rightRevealModel μ p (s, (x, y))| / 2 else 0 := by
by_cases hy : y = v
· subst y
simp only [maskedModel, maskedJoint_firstMarginal_inr]
simpa [maskedJoint, rightRevealModel] using
abs_half_sub_half_mul (p (s, (x, v))) (∑ u, p (s, (u, v)))
((revealProfile μ (Sum.inr v)).weight (x, v))
· have hs := revealProfile_inr_support μ v (x, y) hy
simp [maskedJoint, maskedModel, hs, hy, Ne.symm hy]
theorem masked_totalVariation_identity (μ : Games.FiniteDistribution (X × Y))
(p : S × (X × Y) → ℝ) :
2 * Information.totalVariation (maskedJoint p) (maskedModel μ p) =
Information.totalVariation p (leftRevealModel μ p) +
Information.totalVariation p (rightRevealModel μ p) := by
have hleft (s : S) :
(∑ u : X, ∑ q : X × Y,
|maskedJoint p ((s, Sum.inl u), q) - maskedModel μ p ((s, Sum.inl u), q)|) =
(∑ q : X × Y, |p (s, q) - leftRevealModel μ p (s, q)|) / 2 := by
simp_rw [Fintype.sum_prod_type, abs_masked_inl]
simp [Finset.sum_ite_irrel, div_eq_mul_inv, Finset.sum_mul]
have hright (s : S) :
(∑ v : Y, ∑ q : X × Y,
|maskedJoint p ((s, Sum.inr v), q) - maskedModel μ p ((s, Sum.inr v), q)|) =
(∑ q : X × Y, |p (s, q) - rightRevealModel μ p (s, q)|) / 2 := by
have hcollapse :
(∑ v : Y, ∑ q : X × Y,
|maskedJoint p ((s, Sum.inr v), q) - maskedModel μ p ((s, Sum.inr v), q)|) =
∑ v : Y, ∑ x : X, |p (s, (x, v)) - rightRevealModel μ p (s, (x, v))| / 2 := by
simp [Fintype.sum_prod_type, abs_masked_inr]
rw [hcollapse, Finset.sum_comm]
simp [Fintype.sum_prod_type, div_eq_mul_inv, Finset.sum_mul]
have hmass :
(∑ z : (S × (X ⊕ Y)) × (X × Y), |maskedJoint p z - maskedModel μ p z|) =
((∑ z : S × (X × Y), |p z - leftRevealModel μ p z|) +
(∑ z : S × (X × Y), |p z - rightRevealModel μ p z|)) / 2 := by
calc
_ = ∑ s : S,
((∑ u : X, ∑ q : X × Y, |maskedJoint p ((s, Sum.inl u), q) - maskedModel μ p ((s, Sum.inl u), q)|) +
(∑ v : Y, ∑ q : X × Y, |maskedJoint p ((s, Sum.inr v), q) - maskedModel μ p ((s, Sum.inr v), q)|)) := by
simp only [Fintype.sum_prod_type, Fintype.sum_sum_type]
_ = ∑ s : S,
((∑ q : X × Y, |p (s, q) - leftRevealModel μ p (s, q)|) / 2 +
(∑ q : X × Y, |p (s, q) - rightRevealModel μ p (s, q)|) / 2) := by
simp_rw [hleft, hright]
_ = _ := by
simp [Fintype.sum_prod_type, div_eq_mul_inv, Finset.sum_add_distrib, Finset.sum_mul, add_mul]
unfold Information.totalVariation
rw [hmass]
ring
theorem leftRevealModel_totalVariation_le (μ : Games.FiniteDistribution (X × Y))
(p : S × (X × Y) → ℝ) :
Information.totalVariation p (leftRevealModel μ p) ≤
2 * Information.totalVariation (maskedJoint p) (maskedModel μ p) := by
rw [masked_totalVariation_identity]
linarith [Information.totalVariation_nonneg p (rightRevealModel μ p)]
theorem rightRevealModel_totalVariation_le (μ : Games.FiniteDistribution (X × Y))
(p : S × (X × Y) → ℝ) :
Information.totalVariation p (rightRevealModel μ p) ≤
2 * Information.totalVariation (maskedJoint p) (maskedModel μ p) := by
rw [masked_totalVariation_identity]
linarith [Information.totalVariation_nonneg p (leftRevealModel μ p)]
end
section
open scoped BigOperators
open Games Information
variable {Q₁ Q₂ A₁ A₂ : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
[DecidableEq Q₁] [DecidableEq Q₂] {n : Nat}
def selectedJointWeight (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n))
(z : (SelectedInput Q₁ Q₂ selected × SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) ×
({i : Fin n // i ∉ selected} → Q₁ × Q₂)) : ℝ :=
(selectedInputLaw G selected).weight z.1.1 *
independentProduct (fun i => (selectedInputProfile G selected z.1.1 i).weight) z.2 *
selectedLikelihood G strategy selected z.1.1.1 z.1.2 z.2 /
G.selectedSuccess strategy selected
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedJointWeight_nonnegative (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (z) : 0 ≤ selectedJointWeight G strategy selected z := by
apply div_nonneg
· exact mul_nonneg
(mul_nonneg ((selectedInputLaw G selected).nonnegative _)
((independentProduct_isProbability _
(fun i => gameLaw_isProbability (selectedInputProfile G selected z.1.1 i))).1 z.2))
(selectedLikelihood_nonnegative G strategy selected z.1.1.1 z.1.2 z.2)
· exact G.selectedSuccess_nonnegative strategy selected
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedJointWeight_firstMarginal (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (tv) :
firstMarginal (selectedJointWeight G strategy selected) tv =
selectedSideWeight G strategy selected tv := by
simp only [firstMarginal, selectedJointWeight, selectedSideWeight, selectedSideMass,
div_eq_mul_inv, Finset.mul_sum, Finset.sum_mul]
apply Finset.sum_congr rfl
intro i _
ring
theorem selectedJointWeight_isProbability (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
IsProbability (selectedJointWeight G strategy selected) := by
constructor
· exact selectedJointWeight_nonnegative G strategy selected
· rw [Fintype.sum_prod_type]
change (∑ tv, firstMarginal (selectedJointWeight G strategy selected) tv) = 1
simp_rw [selectedJointWeight_firstMarginal, selectedSideWeight, div_eq_mul_inv]
rw [← Finset.sum_mul, selectedSideMass_total, mul_inv_cancel₀ positive.ne']
def selectedJointLaw (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :=
toGameLaw (selectedJointWeight G strategy selected)
(selectedJointWeight_isProbability G strategy selected positive)
theorem selectedJointWeight_factorization (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (tv) (u) :
selectedJointWeight G strategy selected (tv,u) =
(∏ i : selected, G.questions.weight (tv.1.1 i)) *
(∏ i : {i : Fin n // i ∉ selected}, (revealLaw G.questions).weight (u i,tv.1.2 i)) *
selectedLikelihood G strategy selected tv.1.1 tv.2 u /
G.selectedSuccess strategy selected := by
unfold selectedJointWeight
simp only [selectedInputLaw, FiniteDistribution.product, FiniteDistribution.table,
independentProduct, selectedInputProfile]
rw [mul_assoc (∏ i : selected, G.questions.weight (tv.1.1 i)), reveal_product_factorization]
end
open scoped BigOperators
open Games Information
variable {Q₁ Q₂ A₁ A₂ : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
[DecidableEq Q₁] [DecidableEq Q₂]
{n : Nat}
def selectedTupleLikelihood (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (questions : Fin n → Q₁ × Q₂) : ℝ :=
if G.selectedWins strategy selected (Game.tupleQuestionEquiv n questions) then 1 else 0
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedTupleLikelihood_nonnegative (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (questions : Fin n → Q₁ × Q₂) :
0 ≤ selectedTupleLikelihood G strategy selected questions := by
unfold selectedTupleLikelihood
split <;> norm_num
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedTupleLikelihood_le_one (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (questions : Fin n → Q₁ × Q₂) :
selectedTupleLikelihood G strategy selected questions ≤ 1 := by
unfold selectedTupleLikelihood
split <;> norm_num
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem selectedTupleLikelihood_mass (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) :
(∑ questions, independentProduct (fun _ : Fin n => G.questions.weight) questions *
selectedTupleLikelihood G strategy selected questions) =
G.selectedSuccess strategy selected := by
classical
change _ = ((G.questions.iid n).transport (Game.tupleQuestionEquiv n)).probability
(G.selectedWins strategy selected)
rw [FiniteDistribution.probability_transport]
simp only [FiniteDistribution.probability, FiniteDistribution.iid, independentProduct,
selectedTupleLikelihood, mul_ite, mul_one, mul_zero]
def selectedQuestionMarginal (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected)
(i : Fin n) : FiniteDistribution (Q₁ × Q₂) :=
((G.repetition n).questions.condition (G.selectedWins strategy selected) positive).pushforward
(fun questions => (questions.1 i, questions.2 i))
theorem selectedQuestionMarginal_weight (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected)
(i : Fin n) :
(selectedQuestionMarginal G strategy selected positive i).weight =
coordinateMarginal
(posterior (independentProduct (fun _ : Fin n => G.questions.weight))
(selectedTupleLikelihood G strategy selected) (G.selectedSuccess strategy selected)) i := by
classical
funext a
simp only [selectedQuestionMarginal, FiniteDistribution.pushforward,
FiniteDistribution.condition, coordinateMarginal]
refine Fintype.sum_equiv (Game.tupleQuestionEquiv (Q₁ := Q₁) (Q₂ := Q₂) n).symm _ _ ?_
intro questions
cases he : G.selectedWins strategy selected questions <;>
simp [Game.repetition_question_weight, Game.tupleQuestionEquiv,
posterior, independentProduct, selectedTupleLikelihood, Game.selectedSuccess, he]
theorem selectedQuestionMarginal_totalVariation_sq_sum_le_log
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ i : Fin n,
(selectedQuestionMarginal G strategy selected positive i).totalVariation G.questions ^ 2) ≤
Real.log (1 / G.selectedSuccess strategy selected) := by
classical
change (∑ i : Fin n, Information.totalVariation
(selectedQuestionMarginal G strategy selected positive i).weight G.questions.weight ^ 2) ≤ _
simp_rw [selectedQuestionMarginal_weight]
exact posterior_coordinate_totalVariation_sq_sum_le_log
(fun _ : Fin n => G.questions.weight) (fun _ => gameLaw_isProbability G.questions)
(selectedTupleLikelihood G strategy selected)
(selectedTupleLikelihood_nonnegative G strategy selected)
(selectedTupleLikelihood_le_one G strategy selected)
positive (selectedTupleLikelihood_mass G strategy selected)
theorem unselectedQuestionMarginal_totalVariation_sq_sum_le_log
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ i : {i : Fin n // i ∉ selected},
(selectedQuestionMarginal G strategy selected positive i.1).totalVariation G.questions ^ 2) ≤
Real.log (1 / G.selectedSuccess strategy selected) := by
classical
let d : Fin n → ℝ := fun i =>
(selectedQuestionMarginal G strategy selected positive i).totalVariation G.questions
have hfull := selectedQuestionMarginal_totalVariation_sq_sum_le_log G strategy selected positive
have hsplit := Fintype.sum_subtype_add_sum_subtype (fun i : Fin n => i ∈ selected)
(fun i => d i ^ 2)
have hinst : Subtype.fintype (fun i : Fin n => i ∈ selected) =
Finset.Subtype.fintype selected := Subsingleton.elim _ _
rw [hinst] at hsplit
have hselected : 0 ≤ ∑ i : {i : Fin n // i ∈ selected}, d i.1 ^ 2 :=
Finset.sum_nonneg (fun _ _ => sq_nonneg _)
change (∑ i : {i : Fin n // i ∉ selected}, d i.1 ^ 2) ≤ _
change (∑ i : Fin n, d i ^ 2) ≤ _ at hfull
linarith
theorem unselectedQuestionMarginal_totalVariation_sum_le_sqrt
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ i : {i : Fin n // i ∉ selected},
(selectedQuestionMarginal G strategy selected positive i.1).totalVariation G.questions) ≤
Real.sqrt ((Fintype.card {i : Fin n // i ∉ selected} : ℝ) *
Real.log (1 / G.selectedSuccess strategy selected)) := by
classical
let d : {i : Fin n // i ∉ selected} → ℝ := fun i =>
(selectedQuestionMarginal G strategy selected positive i.1).totalVariation G.questions
have hsq := unselectedQuestionMarginal_totalVariation_sq_sum_le_log G strategy selected positive
have hcs := Finset.sum_mul_sq_le_sq_mul_sq
(Finset.univ : Finset {i : Fin n // i ∉ selected}) d (fun _ => (1 : ℝ))
simp only [mul_one, one_pow, Finset.sum_const, Finset.card_univ, nsmul_eq_mul, mul_one] at hcs
have hln : 0 ≤ Real.log (1 / G.selectedSuccess strategy selected) :=
(Finset.sum_nonneg (fun _ _ => sq_nonneg _)).trans hsq
have hcard : 0 ≤ (Fintype.card {i : Fin n // i ∉ selected} : ℝ) := Nat.cast_nonneg _
have hmul := mul_le_mul_of_nonneg_left hsq hcard
have hsqrt := Real.sq_sqrt (mul_nonneg hcard hln)
have hsqrtpos := Real.sqrt_nonneg
((Fintype.card {i : Fin n // i ∉ selected} : ℝ) *
Real.log (1 / G.selectedSuccess strategy selected))
change (∑ i, d i) ≤ _
change (∑ i, d i ^ 2) ≤ _ at hsq
change (Fintype.card {i : Fin n // i ∉ selected} : ℝ) * (∑ i, d i ^ 2) ≤ _ at hmul
nlinarith
theorem unselectedQuestionMarginal_totalVariation_sum_le_sqrt_sub_card
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ i : {i : Fin n // i ∉ selected},
(selectedQuestionMarginal G strategy selected positive i.1).totalVariation G.questions) ≤
Real.sqrt (((n - selected.card : Nat) : ℝ) *
Real.log (1 / G.selectedSuccess strategy selected)) := by
classical
have hcard : Fintype.card {i : Fin n // i ∉ selected} = n - selected.card := by
simp
simpa only [hcard] using
unselectedQuestionMarginal_totalVariation_sum_le_sqrt G strategy selected positive
end BinPackingGames.Foundations.Repetition
end
end OAI
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