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import OAI.Computability.DirectedFeedback.RankGraph.RoundBoolean
namespace OAI
section
noncomputable section
open scoped BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical
noncomputable section
open scoped Classical
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped BigOperators
noncomputable section
open scoped BigOperators
open DirectedFeedback.SourceProbability
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
noncomputable section
open scoped Classical BigOperators
namespace DirectedFeedback.Construction
open DirectedFeedback.SourceProbability FiniteDistribution
open RankGraph Prefix PrefixExperiment Games
variable {U V E X Y : Type} [Fintype U] [Fintype V] [Fintype E]
[Fintype X] [Fintype Y] [Nonempty X] [Nonempty Y]
variable {M T N : ℕ} [NeZero M] [NeZero T]
omit [Fintype U] [Fintype X] [NeZero M] [NeZero T] [Nonempty X] in
theorem vertices_takePrefix {t : ℕ} (ht : t ≤ T) (a : PrefixData U X M T) :
vertices (takePrefix ht a) = takePrefix ht (vertices a) := rfl
variable (G : Game U V E X Y) (ψLaw : FiniteDistribution (Emb (rankLength X T) N))
variable (hYX : Fintype.card Y ≤ Fintype.card X) (fiber : E → X ≃ Y × Bool)
variable (deleted : OutputVertex (M := M) G ψLaw → Bool)
variable (ord : OutputVertex (M := M) G ψLaw → ℕ)
variable (hord : ∀ {a b}, deleted a = false → deleted b = false →
OutputArc G ψLaw hYX fiber a b → ord a < ord b)
variable (hrank : ∀ r, deleted (.inl r) = false)
def prefixBit (d : Full U X M T N) (t : ℕ) : Set (Fin t → X) → Bool :=
if h : t ≤ T then referenceBit (rankOrder G ψLaw ord) d.1.val rankLength_ge
(.inl ⟨⟨t,by omega⟩,takePrefix h (vertices d.2)⟩) else fun _ => false
include hord hrank in
theorem prefixBit_properties (d : Full U X M T N) {t : ℕ} (ht : t ≤ T) :
prefixBit G ψLaw ord d t ∅ = false ∧ prefixBit G ψLaw ord d t Set.univ = true := by
simp only [prefixBit, dite_eq_left ht]
exact ⟨reference_empty rankLength_ge d.1.property
(rankOrder_arc G ψLaw hYX fiber deleted ord hord hrank) _,
reference_univ rankLength_ge d.1.property
(rankOrder_arc G ψLaw hYX fiber deleted ord hord hrank) _⟩
def prefixTransition (d : Full U X M T N) (t : ℕ) : Fin (cellCount t) :=
if h : t ≤ T then transition (prefixBit G ψLaw ord d t) (prefixCell t (sets d.2))
(prefixBit_properties G ψLaw hYX fiber deleted ord hord hrank d h).1
(prefixBit_properties G ψLaw hYX fiber deleted ord hord hrank d h).2
else 0
theorem prefixBit_lift (d : Full U X M T N) (t : ℕ) (ht : t < T)
(A : Set (Fin t → X)) :
prefixBit G ψLaw ord d (t+1) (Fin.init ⁻¹' A) = prefixBit G ψLaw ord d t A := by
simp only [prefixBit, dite_eq_left (show t+1 ≤ T by omega), dite_eq_left (show t ≤ T by omega), referenceBit]
exact (compare_prefix_big (ord := rankOrder G ψLaw ord) (ψ := d.1.val)
t ht (takePrefix (by omega) (vertices d.2)) A _ _ _).symm
theorem full_membership (fallback : X) (d : Full U X M T N)
(hgood : Good (rankOrder G ψLaw ord) d.1.val rankLength_ge (fullWildcard (V := V) (Y := Y) d).tuple)
(a : Fin T → X)
(ha : cell d.2 a = prefixTransition G ψLaw hYX fiber deleted ord hord hrank d T)
(j : Fin T) :
(d.2 j).2.2 (a j) = bigFunction G ψLaw hYX fiber deleted ord hord hrank fallback
(d.1, ⟨j,takePrefix (Nat.le_of_lt j.isLt) d.2⟩) (d.2 j).1 (d.2 j).2.2 := by
let g := prefixBit G ψLaw ord d
let r := prefixTransition G ψLaw hYX fiber deleted ord hord hrank d
have hg (t : ℕ) (ht : t ≤ T) : Monotone (g t) := by
simp only [g, prefixBit, dite_eq_left ht]
exact good_monotone rankLength_ge d.1.property
(rankOrder_arc G ψLaw hYX fiber deleted ord hord hrank) _
(good_take_prefix _ _ rankLength_ge T le_rfl (vertices d.2) hgood t ht)
have hr (t : ℕ) (ht : t ≤ T) : Transition (g t) (prefixCell t (sets d.2)) (r t) := by
simp only [r, prefixTransition, dite_eq_left ht]
exact transition_spec _ _ _ _
have hh := full_transition_membership g (sets d.2) r T hg
(prefixBit_lift G ψLaw ord d) hr a ha j
have hgood' : Good (rankOrder G ψLaw ord) d.1.val rankLength_ge
(.inl ⟨⟨j.val+1,by have := j.isLt; omega⟩,
Fin.snoc (vertices (takePrefix (Nat.le_of_lt j.isLt) d.2)) (d.2 j).1⟩) := by
convert good_take_prefix (rankOrder G ψLaw ord) d.1.val rankLength_ge T le_rfl
(vertices d.2) hgood (j.val+1) (by have := j.isLt; omega) using 1
congr 2
funext i
refine Fin.lastCases ?_ (fun k => ?_) i
· simp [vertices, takePrefix]
· simp [vertices, takePrefix]
have hvertices : takePrefix (by have := j.isLt; omega : j.val+1 ≤ T) (vertices d.2) =
Fin.snoc (vertices (takePrefix (Nat.le_of_lt j.isLt) d.2)) (d.2 j).1 := by
funext i
refine Fin.lastCases ?_ (fun k => ?_) i
· simp [vertices, takePrefix]
· simp [vertices, takePrefix]
simp only [vertices_takePrefix] at hvertices
have hgood'' := hgood'
simp only [vertices_takePrefix] at hgood''
have hb (b : Bool) : decide (b = true) = b := by cases b <;> rfl
simp only [g, r, conditionedValue, stepFunction, prefixBit,
dite_eq_left (Nat.le_of_lt j.isLt), dite_eq_left (show j.val+1 ≤ T by have := j.isLt; omega),
prefixTransition, sets, dite_eq_left j.isLt, Set.mem_ofPred_eq,
hb, bigFunction, conditionedBig, normalizedCondition, ↓reduceIte,
bigStepBit, cell_takePrefix, vertices_takePrefix, hgood''] at hh ⊢
rw [hvertices] at hh
exact hh
end DirectedFeedback.Construction
noncomputable section
open scoped Classical BigOperators
namespace DirectedFeedback.Construction
open DirectedFeedback.SourceProbability FiniteDistribution
open RankGraph Prefix PrefixExperiment Games
variable {U V E X Y : Type} [Fintype U] [Fintype V] [Fintype E]
[Fintype X] [Fintype Y] [Nonempty X] [Nonempty Y]
variable {M T N : ℕ} [NeZero M] [NeZero T]
variable (G : Game U V E X Y) (ψLaw : FiniteDistribution (Emb (rankLength X T) N))
variable (hYX : Fintype.card Y ≤ Fintype.card X) (fiber : E → X ≃ Y × Bool)
variable (deleted : OutputVertex (M := M) G ψLaw → Bool)
variable (ord : OutputVertex (M := M) G ψLaw → ℕ)
variable (hord : ∀ {a b}, deleted a = false → deleted b = false →
OutputArc G ψLaw hYX fiber a b → ord a < ord b)
variable (hrank : ∀ r, deleted (.inl r) = false)
def favorable (d : Full U X M T N) : Bool := decide (
0 < (fullLaw G ψLaw).weight d ∧ fullDeleted G ψLaw deleted d = false ∧
Good (rankOrder G ψLaw ord) d.1.val rankLength_ge (fullWildcard (V := V) (Y := Y) d).tuple)
def prefixValue (fallback : X) (ψ : Emb (rankLength X T) N) (t : ℕ)
(a : PrefixData U X M t) (u : U) (b : X → Bool) : ℝ :=
if ht : t < T then
if bigFunction G ψLaw hYX fiber deleted ord hord hrank fallback (ψ,⟨⟨t,ht⟩,a⟩) u b
then 1 else 0
else 0
theorem favorable_count (fallback : X) (d : Full U X M T N)
(hd : favorable G ψLaw deleted ord d = true) (i : Fin M) :
bias i * T / (2*M) ≤ count i (prefixValue G ψLaw hYX fiber deleted ord hord hrank fallback)
d.1 d.2 := by
obtain ⟨hpos,hkeep,hgood⟩ := of_decide_eq_true hd
have hk : deleted (.inr (.inl (.inl ⟨d,hpos⟩))) = false := by
simpa only [fullDeleted, extend, dite_eq_left hpos] using hkeep
obtain ⟨x,hx,hstar⟩ := full_unstarred G ψLaw hYX fiber deleted ord hord hrank ⟨d,hpos⟩ hk hgood
have hm (j : Fin T) := full_membership G ψLaw hYX fiber deleted ord hord hrank fallback d hgood x
(by simpa only [prefixTransition, prefixBit, dite_eq_left le_rfl, takePrefix_self, fullWildcard, cell] using hx) j
have he : count i (prefixValue G ψLaw hYX fiber deleted ord hord hrank fallback) d.1 d.2 =
(fullCount d.2 i x : ℝ) := by
simp only [count, fullCount, Finset.card_filter, Nat.cast_sum, Nat.cast_ite,
Nat.cast_one, Nat.cast_zero, prefixValue]
apply Finset.sum_congr rfl
intro j _
simp only [dite_eq_left j.isLt]
rw [← hm j]
by_cases hi : (d.2 j).2.1 = i <;> cases (d.2 j).2.2 (x j) <;> simp [hi]
rw [he]
exact not_lt.mp (fun h => hstar ⟨i,h⟩)
theorem favorable_probability (D H ρ : ℝ) (hH : 0 < H)
(hcost : H * (fullLaw G ψLaw).probability (fullDeleted G ψLaw deleted) ≤ D)
(hbad : (fullLaw (M := M) G ψLaw).probability (fun d => decide (¬
Good (rankOrder G ψLaw ord) d.1.val rankLength_ge
(fullWildcard (V := V) (Y := Y) d).tuple)) ≤ ρ)
(hnum : ρ + D/H ≤ 1/2) :
1/2 ≤ (fullLaw G ψLaw).probability (favorable G ψLaw deleted ord) := by
have he := expectation_mono_support (fullLaw (M := M) G ψLaw)
(f := fun _ => (1:ℝ))
(g := fun d => (if favorable G ψLaw deleted ord d then 1 else 0) +
(if fullDeleted G ψLaw deleted d then 1 else 0) +
(if decide (¬Good (rankOrder G ψLaw ord) d.1.val rankLength_ge
(fullWildcard (V := V) (Y := Y) d).tuple) then 1 else 0)) (by
intro d hp
by_cases hg : Good (rankOrder G ψLaw ord) d.1.val rankLength_ge
(fullWildcard (V := V) (Y := Y) d).tuple
<;> cases hk : fullDeleted G ψLaw deleted d <;> simp [favorable,hp,hg,hk])
simp only [expectation_add, ← probability_eq_expect, expectation_const] at he
have hc : (fullLaw G ψLaw).probability (fullDeleted G ψLaw deleted) ≤ D/H :=
(le_div_iff₀ hH).mpr (by simpa [mul_comm] using hcost)
linarith
theorem full_acceptance (fallback : X)
(hprob : 1/2 ≤ (fullLaw G ψLaw).probability (favorable G ψLaw deleted ord)) (i : Fin M) :
bias i / 4 ≤ (common (M := M) G ψLaw).expectation (fun d =>
(bigMarginal G).expectation (fun u => (subsetLaw i).probability
(bigFunction G ψLaw hYX fiber deleted ord hord hrank fallback d u))) := by
have hh := acceptance_lower_bound ψLaw (bigMarginal G) subsetLaw i T
(prefixValue G ψLaw hYX fiber deleted ord hord hrank fallback) (bias i) (bias_pos i).le
(favorable G ψLaw deleted ord)
(by intro ψ t a u b; unfold prefixValue; split_ifs <;> norm_num)
hprob (fun d hd => by
simpa only [Fintype.card_fin] using
(favorable_count G ψLaw hYX fiber deleted ord hord hrank fallback d hd i))
apply hh.trans_eq
apply expectation_congr
intro d
change (bigMarginal G).expectation (fun u =>
(subsetLaw i).expectation (prefixValue G ψLaw hYX fiber deleted ord hord hrank fallback
d.1 d.2.1.val d.2.2 u)) = _
apply expectation_congr
intro u
rw [probability_eq_expect]
apply expectation_congr
intro b
simp only [prefixValue, dite_eq_left d.2.1.isLt]
end DirectedFeedback.Construction
noncomputable section
open scoped BigOperators
namespace DirectedFeedback.Ranks
def Homogeneous {C : Type*} (r : ℕ) (color : Finset ℕ → C) (s : Finset ℕ) : Prop :=
∃ c, ∀ t ⊆ s, t.card = r → color t = c
theorem end_homogeneous {C : Type*} [Fintype C] [Nonempty C] (r : ℕ)
(R : ℕ → ℕ) (hR : ∀ k, ∀ (s : Finset ℕ), R k ≤ s.card →
∀ color : Finset ℕ → C, ∃ h ⊆ s, h.card = k ∧ Homogeneous r color h) :
∀ k, ∃ N, ∀ (s : Finset ℕ), N ≤ s.card → ∀ color : Finset ℕ → C,
∃ h ⊆ s, h.card = k ∧ ∃ tag : ℕ → C,
∀ t ⊆ h, t.card = r + 1 → ∀ a ∈ t,
(∀ b ∈ t, a ≤ b) → color t = tag a := by
classical
intro k
induction k with
| zero =>
refine ⟨0, ?_⟩
intro s _ color
refine ⟨∅, Finset.empty_subset _, rfl, (fun _ => color ∅), ?_⟩
intro t ht hcard a ha _
have : t = ∅ := Finset.subset_empty.mp ht
simp [this] at ha
| succ k ih =>
obtain ⟨N, hN⟩ := ih
refine ⟨R N + 1, ?_⟩
intro s hs color
have hsne : s.Nonempty := Finset.card_pos.mp (by omega)
let v := s.min' hsne
have hv : v ∈ s := Finset.min'_mem _ _
have hrest : R N ≤ (s.erase v).card := by
rw [Finset.card_erase_of_mem hv]
omega
obtain ⟨B, hBs, hBcard, c, hc⟩ := hR N (s.erase v) hrest (fun t => color (insert v t))
obtain ⟨H, hHB, hHcard, tag, htag⟩ := hN B hBcard.ge color
have hvH : v ∉ H := fun h => (Finset.mem_erase.mp (hBs (hHB h))).1 rfl
have hvmin : ∀ a ∈ B, v < a := by
intro a ha
have hsa := Finset.mem_erase.mp (hBs ha)
exact lt_of_le_of_ne (Finset.min'_le _ _ hsa.2) hsa.1.symm
refine ⟨insert v H, Finset.insert_subset hv (hHB.trans (hBs.trans (Finset.erase_subset _ _))),
by simp [hvH, hHcard], (fun a => if a = v then c else tag a), ?_⟩
intro t ht hcard a ha hamin
by_cases hvt : v ∈ t
· have hat : a = v := by
apply Nat.le_antisymm (hamin v hvt)
rcases Finset.mem_insert.mp (ht ha) with hav | haH
· exact hav ▸ le_rfl
· exact (hvmin a (hHB haH)).le
subst a
have het : t.erase v ⊆ B := by
intro a ha
rcases Finset.mem_insert.mp (ht (Finset.mem_erase.mp ha).2) with hav | haH
· exact False.elim ((Finset.mem_erase.mp ha).1 hav)
· exact hHB haH
have hecard : (t.erase v).card = r := by
rw [Finset.card_erase_of_mem hvt, hcard]
omega
have h := hc (t.erase v) het hecard
simpa [Finset.insert_erase hvt] using h
· have htH : t ⊆ H := by
intro b hb
rcases Finset.mem_insert.mp (ht hb) with hbv | hbH
· exact False.elim (hvt (hbv ▸ hb))
· exact hbH
have hav : a ≠ v := fun he => hvt (he ▸ ha)
simp only [ite_eq_right hav]
exact htag t htH hcard a ha hamin
theorem finite_ramsey {C : Type*} [Fintype C] [Nonempty C] :
∀ r k : ℕ, ∃ N ≥ k, ∀ (s : Finset ℕ), N ≤ s.card →
∀ color : Finset ℕ → C, ∃ h ⊆ s, h.card = k ∧ Homogeneous r color h := by
classical
intro r
induction r with
| zero =>
intro k
refine ⟨k, le_rfl, ?_⟩
intro s hs color
obtain ⟨h, hhs, hh⟩ := Finset.exists_subset_card_eq hs
refine ⟨h, hhs, hh, color ∅, ?_⟩
intro t _ ht
rw [Finset.card_eq_zero.mp ht]
| succ r ih =>
choose R hRk hR using ih
intro k
obtain ⟨N, hN⟩ := end_homogeneous r R hR (Fintype.card C * k)
refine ⟨max N k, le_max_right _ _, ?_⟩
intro s hs color
obtain ⟨H, hHs, hHcard, tag, htag⟩ := hN s ((le_max_left _ _).trans hs) color
obtain ⟨c, _, hc⟩ := Finset.exists_le_card_fiber_of_mul_le_card_of_maps_to
(s := H) (t := (Finset.univ : Finset C)) (f := tag)
(fun _ _ => Finset.mem_univ _) Finset.univ_nonempty
(by simpa using hHcard.ge : Fintype.card C * k ≤ H.card)
obtain ⟨h, hsub, hcard⟩ := Finset.exists_subset_card_eq hc
refine ⟨h, hsub.trans (Finset.filter_subset _ _ |>.trans hHs), hcard, c, ?_⟩
intro t ht htcard
have htne : t.Nonempty := Finset.card_pos.mp (by omega)
let a := t.min' htne
have ha : a ∈ t := Finset.min'_mem _ _
have ha' := Finset.mem_filter.mp (hsub (ht ha))
rw [htag t (ht.trans (hsub.trans (Finset.filter_subset _ _))) htcard a ha
(fun b hb => Finset.min'_le _ _ hb), ha'.2]
end DirectedFeedback.Ranks
noncomputable section
open scoped BigOperators
namespace DirectedFeedback.Ranks
variable {I J : Type*} [Fintype I] [Fintype J]
def payoff (a : I → J → ℝ) (x : I → ℝ) (y : J → ℝ) : ℝ :=
∑ i, ∑ j, x i * y j * a i j
theorem payoff_left (a : I → J → ℝ) (x x' : I → ℝ) (y : J → ℝ) (r s : ℝ) :
payoff a (r • x + s • x') y = r * payoff a x y + s * payoff a x' y := by
simp only [payoff, Pi.add_apply, Pi.smul_apply, smul_eq_mul, add_mul,
Finset.sum_add_distrib, Finset.mul_sum, mul_assoc]
theorem payoff_right (a : I → J → ℝ) (x : I → ℝ) (y y' : J → ℝ) (r s : ℝ) :
payoff a x (r • y + s • y') = r * payoff a x y + s * payoff a x y' := by
simp only [payoff, Pi.add_apply, Pi.smul_apply, smul_eq_mul, mul_add, add_mul,
Finset.sum_add_distrib, Finset.mul_sum]
congr 1 <;> apply Finset.sum_congr rfl <;> intro i _ <;>
apply Finset.sum_congr rfl <;> intro j _ <;> ring
def probabilitySimplex (Index : Type*) [Fintype Index] : Set (Index → ℝ) :=
{weights | (∀ index, 0 ≤ weights index) ∧ ∑ index, weights index = 1}
theorem single_mem_probabilitySimplex {Index : Type*} [Fintype Index] [DecidableEq Index]
(index : Index) : Pi.single index 1 ∈ probabilitySimplex Index :=
⟨le_update_iff.2 ⟨zero_le_one, fun _ _ => le_rfl⟩, by simp⟩
theorem convex_probabilitySimplex (Index : Type*) [Fintype Index] :
Convex ℝ (probabilitySimplex Index) := by
intro left hleft right hright weightLeft weightRight hweightLeft hweightRight hsum
refine ⟨fun index => ?_, ?_⟩
· exact add_nonneg (mul_nonneg hweightLeft (hleft.1 index))
(mul_nonneg hweightRight (hright.1 index))
· simp_rw [Pi.add_apply, Pi.smul_apply]
rwa [Finset.sum_add_distrib, ← Finset.smul_sum, ← Finset.smul_sum,
hleft.2, hright.2, smul_eq_mul, smul_eq_mul, mul_one, mul_one]
theorem isCompact_probabilitySimplex (Index : Type*) [Fintype Index] :
IsCompact (probabilitySimplex Index) := by
have hform : probabilitySimplex Index =
(⋂ index : Index, {weights : Index → ℝ | 0 ≤ weights index}) ∩
{weights | ∑ index, weights index = 1} := by
ext weights
simp only [probabilitySimplex, Set.mem_inter_iff, Set.mem_iInter, Set.mem_ofPred_eq]
apply IsCompact.of_isClosed_subset (s := Set.Icc (0 : Index → ℝ) 1) isCompact_Icc
· rw [hform]
exact (isClosed_iInter fun index =>
isClosed_le continuous_const (continuous_apply index)).inter
(isClosed_eq (by fun_prop) continuous_const)
· intro weights hweights
refine ⟨hweights.1, fun index => ?_⟩
change weights index ≤ 1
rw [← hweights.2]
exact Finset.single_le_sum (fun other _ => hweights.1 other) (Finset.mem_univ index)
theorem finite_minimax [Nonempty I] [Nonempty J] (a : I → J → ℝ) (δ : ℝ)
(hresponse : ∀ y ∈ probabilitySimplex J, ∃ i, (∑ j, y j * a i j) ≤ δ) :
∃ x ∈ probabilitySimplex I, ∀ j, (∑ i, x i * a i j) ≤ δ := by
classical
have hI : (probabilitySimplex I).Nonempty := ⟨Pi.single (Classical.arbitrary I) 1,
single_mem_probabilitySimplex _⟩
have hJ : (probabilitySimplex J).Nonempty := ⟨Pi.single (Classical.arbitrary J) 1,
single_mem_probabilitySimplex _⟩
have hleft (y : J → ℝ) : Continuous (fun x : I → ℝ => payoff a x y) := by
unfold payoff
fun_prop
have hright (x : I → ℝ) : Continuous (fun y : J → ℝ => payoff a x y) := by
unfold payoff
fun_prop
have hcLeft (y : J → ℝ) : ConvexOn ℝ (probabilitySimplex I) (fun x => payoff a x y) := by
refine ⟨convex_probabilitySimplex _, ?_⟩
intro x _ x' _ r s _ _ _
exact (payoff_left a x x' y r s).le
have hcRight (x : I → ℝ) : ConcaveOn ℝ (probabilitySimplex J) (fun y => payoff a x y) := by
refine ⟨convex_probabilitySimplex _, ?_⟩
intro y _ y' _ r s _ _ _
exact (payoff_right a x y y' r s).ge
obtain ⟨x, hx, y, hy, hxy⟩ := Sion.exists_isSaddlePointOn hI (convex_probabilitySimplex _)
(isCompact_probabilitySimplex _) (fun y _ => (hleft y).continuousOn.lowerSemicontinuousOn)
(fun y _ => (hcLeft y).quasiconvexOn) (convex_probabilitySimplex _) hJ
(isCompact_probabilitySimplex _) (fun x _ => (hright x).continuousOn.upperSemicontinuousOn)
(fun x _ => (hcRight x).quasiconcaveOn)
obtain ⟨i, hi⟩ := hresponse y hy
refine ⟨x, hx, ?_⟩
intro j
have hsaddle := hxy (Pi.single i 1) (single_mem_probabilitySimplex _)
(Pi.single j 1) (single_mem_probabilitySimplex _)
have hpureLeft : payoff a (Pi.single i 1) y = ∑ j, y j * a i j := by
simp [payoff, Pi.single_apply, ite_mul]
have hpureRight : payoff a x (Pi.single j 1) = ∑ i, x i * a i j := by
simp [payoff, Pi.single_apply, mul_ite, ite_mul]
rw [hpureLeft, hpureRight] at hsaddle
exact hsaddle.trans hi
theorem rational_simplex_approximation [Nonempty I] (x : I → ℝ)
(hx : x ∈ probabilitySimplex I) (ε : ℝ) (hε : 0 < ε) :
∃ q : I → ℚ, (∀ i, 0 ≤ q i) ∧ (∑ i, q i = 1) ∧
(∑ i, |(q i : ℝ) - x i|) < ε := by
classical
let n : ℝ := Fintype.card I
have hn : 0 < n := by
change 0 < (Fintype.card I : ℝ)
exact_mod_cast (Fintype.card_pos : 0 < Fintype.card I)
let d := ε / (2 * n)
have hd : 0 < d := by dsimp [d]; positivity
have hex (i : I) : ∃ q : ℚ, 0 ≤ q ∧ (q : ℝ) ≤ x i ∧ x i - q < d := by
by_cases hxi : x i = 0
· exact ⟨0, le_rfl, by simp [hxi], by simpa [hxi] using hd⟩
have hp : 0 < x i := lt_of_le_of_ne (hx.1 i) (Ne.symm hxi)
obtain ⟨q, hq1, hq2⟩ := exists_rat_btwn (show max 0 (x i - d) < x i by
exact max_lt hp (by linarith))
refine ⟨q, ?_, hq2.le, ?_⟩
· exact_mod_cast (le_max_left _ _).trans hq1.le
· have hh := (le_max_right _ _).trans_lt hq1
linarith
choose q hqnonneg hqle hqerr using hex
let deficit : ℚ := 1 - ∑ i, q i
have hdef : 0 ≤ deficit := by
have hsum : (∑ i, (q i : ℝ)) ≤ 1 := by
rw [← hx.2]
exact Finset.sum_le_sum (fun i _ => hqle i)
dsimp [deficit]
exact_mod_cast (sub_nonneg.mpr hsum)
have herr : (deficit : ℝ) < ε / 2 := by
have hh := Finset.sum_lt_sum_of_nonempty Finset.univ_nonempty (fun i _ => hqerr i)
have hdid : (∑ _i : I, d) = ε / 2 := by
simp only [Finset.sum_const, Finset.card_univ, nsmul_eq_mul]
change n * (ε / (2 * n)) = ε / 2
field_simp
rw [Finset.sum_sub_distrib, hx.2, hdid] at hh
simpa [deficit] using hh
let i₀ : I := Classical.arbitrary I
let q' : I → ℚ := fun i => q i + if i = i₀ then deficit else 0
refine ⟨q', (fun i => add_nonneg (hqnonneg i) (by split_ifs <;> positivity)), ?_, ?_⟩
· simp [q', Finset.sum_add_distrib, deficit]
· calc
(∑ i, |(q' i : ℝ) - x i|) ≤
∑ i, ((x i - (q i : ℝ)) + if i = i₀ then (deficit : ℝ) else 0) := by
apply Finset.sum_le_sum
intro i _
dsimp [q']
push_cast
split_ifs with hi
· have ht := abs_add_le ((q i : ℝ) - x i) (deficit : ℝ)
rw [abs_of_nonpos (sub_nonpos.mpr (hqle i)),
abs_of_nonneg (show (0 : ℝ) ≤ (deficit : ℝ) by exact_mod_cast hdef)] at ht
calc
|(q i : ℝ) + (deficit : ℝ) - x i| =
|((q i : ℝ) - x i) + (deficit : ℝ)| := by congr 1; ring
_ ≤ -((q i : ℝ) - x i) + (deficit : ℝ) := ht
_ = _ := by ring
· rw [Rat.cast_zero, add_zero, add_zero, abs_of_nonpos (sub_nonpos.mpr (hqle i))]
linarith
_ = 2 * deficit := by
rw [Finset.sum_add_distrib, Finset.sum_sub_distrib, hx.2]
simp [deficit]
ring
_ < ε := by linarith
end DirectedFeedback.Ranks
noncomputable section
open scoped BigOperators
namespace DirectedFeedback.Ranks
abbrev Triple (n : ℕ) := {s : Finset (Fin n) // s.card = 3}
abbrev Increasing (L N : ℕ) := {f : Fin L → Fin N // StrictMono f}
theorem triple_nonempty {L : ℕ} (hL : 3 ≤ L) : Nonempty (Triple L) := by
classical
refine ⟨⟨Finset.univ.image (Fin.castLE hL), ?_⟩⟩
rw [Finset.card_image_of_injective _ (Fin.castLE_injective hL)]
simp
def toFinite (N : ℕ) (s : Finset ℕ) : Finset (Fin N) :=
s.preimage Fin.val Fin.val_injective.injOn
@[simp] theorem toFinite_image {N : ℕ} (s : Finset (Fin N)) :
toFinite N (s.image Fin.val) = s := by
classical
ext x
simp [toFinite, Fin.val_inj]
abbrev RankTest (L N : ℕ) := (Triple L × Triple L) × Finset (Finset (Fin N))
def rankPayoff {L N : ℕ} (ψ : Increasing L N) (t : RankTest L N) : ℝ :=
(if t.1.1.val.image ψ.val ∈ t.2 then 1 else 0) -
(if t.1.2.val.image ψ.val ∈ t.2 then 1 else 0)
theorem rankPayoff_abs {L N : ℕ} (ψ : Increasing L N) (t : RankTest L N) :
|rankPayoff ψ t| ≤ 1 := by
unfold rankPayoff
split_ifs <;> norm_num
theorem bucket_close (b : ℕ) (hb : 0 < b) (x y : ℝ) (_hx : 0 ≤ x) (hy : 0 ≤ y)
(h : ⌊(b : ℝ) * x⌋₊ = ⌊(b : ℝ) * y⌋₊) : x - y ≤ 1 / b := by
have hb' : (0 : ℝ) < b := by exact_mod_cast hb
have h1 := Nat.lt_floor_add_one ((b : ℝ) * x)
have h2 := Nat.floor_le (mul_nonneg hb'.le hy)
rw [h] at h1
apply (le_div_iff₀ hb').mpr
nlinarith
theorem rank_spreading (L : ℕ) (hL : 3 ≤ L) (η : ℝ) (hη : 0 < η) :
∃ N ≥ L, ∃ μ : Increasing L N → ℚ,
(∀ ψ, 0 ≤ μ ψ) ∧ (∑ ψ, μ ψ = 1) ∧
∀ I I' : Triple L, ∀ A : Finset (Finset (Fin N)),
|(∑ ψ, (μ ψ : ℝ) * if I.val.image ψ.val ∈ A then 1 else 0) -
(∑ ψ, (μ ψ : ℝ) * if I'.val.image ψ.val ∈ A then 1 else 0)| ≤ η := by
classical
let : Nonempty (Triple L) := triple_nonempty hL
let P := Triple L × Triple L
let c : ℝ := Fintype.card P
have hc : 0 < c := by
dsimp [c]
exact_mod_cast (Fintype.card_pos : 0 < Fintype.card P)
obtain ⟨b₀, hb₀⟩ := exists_nat_one_div_lt (show 0 < η / (4 * c) by positivity)
let b := b₀ + 1
have hb : 0 < b := Nat.succ_pos _
have hb' : (0 : ℝ) < b := by exact_mod_cast hb
have hcb : c * (1 / (b : ℝ)) < η / 4 := by
have hh := mul_lt_mul_of_pos_left hb₀ hc
have heq : c * (η / (4 * c)) = η / 4 := by field_simp
simpa [b, heq] using hh
obtain ⟨N, hNL, hN⟩ := finite_ramsey (C := P → Fin (b + 1)) 3 L
let : Nonempty (Increasing L N) := ⟨⟨Fin.castLE hNL, fun _ _ h => h⟩⟩
have hresponse : ∀ τ ∈ probabilitySimplex (RankTest L N), ∃ ψ : Increasing L N,
(∑ t, τ t * rankPayoff ψ t) ≤ η / 4 := by
intro τ hτ
let q (p : P) (Z : Finset (Fin N)) : ℝ :=
∑ A : Finset (Finset (Fin N)), τ (p, A) * if Z ∈ A then 1 else 0
have hq0 (p : P) (Z : Finset (Fin N)) : 0 ≤ q p Z := by
apply Finset.sum_nonneg
intro A _
split_ifs <;> simp [hτ.1 (p, A)]
have hq1 (p : P) (Z : Finset (Fin N)) : q p Z ≤ 1 := by
calc
q p Z ≤ ∑ A : Finset (Finset (Fin N)), τ (p, A) := by
apply Finset.sum_le_sum
intro A _
split_ifs <;> simp [hτ.1 (p, A)]
_ ≤ ∑ p' : P, ∑ A : Finset (Finset (Fin N)), τ (p', A) := by
exact Finset.single_le_sum (fun p' _ => Finset.sum_nonneg (fun A _ => hτ.1 (p', A)))
(Finset.mem_univ p)
_ = 1 := by
have hh := hτ.2
rw [Fintype.sum_prod_type] at hh
exact hh
let color (s : Finset ℕ) (p : P) : Fin (b + 1) :=
⟨⌊(b : ℝ) * q p (toFinite N s)⌋₊, by
have hh := Nat.floor_mono (mul_le_mul_of_nonneg_left (hq1 p (toFinite N s)) hb'.le)
simp only [mul_one, Nat.floor_natCast] at hh
omega⟩
obtain ⟨H, hHN, hHcard, tag, htag⟩ := hN (Finset.range N) (by simp) color
let ψ₀ : Fin L → Fin N := fun i =>
⟨H.orderEmbOfFin hHcard i, Finset.mem_range.mp (hHN (H.orderEmbOfFin_mem hHcard i))⟩
have hψ : StrictMono ψ₀ := fun i j hij => (H.orderEmbOfFin hHcard).strictMono hij
let ψ : Increasing L N := ⟨ψ₀, hψ⟩
have hmono (I : Triple L) : color ((I.val.image ψ.val).image Fin.val) = tag := by
apply htag
· intro a ha
obtain ⟨v, hv, rfl⟩ := Finset.mem_image.mp ha
obtain ⟨i, _, rfl⟩ := Finset.mem_image.mp hv
exact H.orderEmbOfFin_mem hHcard i
· rw [Finset.card_image_of_injective _ Fin.val_injective,
Finset.card_image_of_injective _ hψ.injective]
exact I.property
have hclose (p : P) : q p (p.1.val.image ψ.val) - q p (p.2.val.image ψ.val) ≤ 1 / b := by
apply bucket_close b hb _ _ (hq0 _ _) (hq0 _ _)
have heq := congrArg (fun f => (f p).val) ((hmono p.1).trans (hmono p.2).symm)
simpa only [color, toFinite_image] using heq
refine ⟨ψ, ?_⟩
calc
(∑ t, τ t * rankPayoff ψ t) =
∑ p : P, (q p (p.1.val.image ψ.val) - q p (p.2.val.image ψ.val)) := by
rw [Fintype.sum_prod_type]
simp only [rankPayoff, mul_sub, Finset.sum_sub_distrib, q]
rfl
_ ≤ ∑ _p : P, (1 / (b : ℝ)) := Finset.sum_le_sum (fun p _ => hclose p)
_ = c * (1 / (b : ℝ)) := by simp [c]
_ ≤ η / 4 := hcb.le
obtain ⟨x, hx, hxbound⟩ := finite_minimax rankPayoff (η / 4) hresponse
obtain ⟨μ, hμ0, hμ1, hμerr⟩ := rational_simplex_approximation x hx (η / 2) (by positivity)
have hμbound (t : RankTest L N) : (∑ ψ, (μ ψ : ℝ) * rankPayoff ψ t) < η := by
have hle : (∑ ψ, (μ ψ : ℝ) * rankPayoff ψ t) ≤
(∑ ψ, x ψ * rankPayoff ψ t) + ∑ ψ, |(μ ψ : ℝ) - x ψ| := by
rw [← Finset.sum_add_distrib]
apply Finset.sum_le_sum
intro ψ _
have hh : ((μ ψ : ℝ) - x ψ) * rankPayoff ψ t ≤ |(μ ψ : ℝ) - x ψ| := by
calc
_ ≤ |((μ ψ : ℝ) - x ψ) * rankPayoff ψ t| := le_abs_self _
_ = |(μ ψ : ℝ) - x ψ| * |rankPayoff ψ t| := abs_mul _ _
_ ≤ |(μ ψ : ℝ) - x ψ| * 1 :=
mul_le_mul_of_nonneg_left (rankPayoff_abs ψ t) (abs_nonneg _)
_ = _ := mul_one _
linarith
have hh := hxbound t
linarith
refine ⟨N, hNL, μ, hμ0, hμ1, ?_⟩
intro I I' A
have h1 := hμbound ((I, I'), A)
have h2 := hμbound ((I', I), A)
simp only [rankPayoff, mul_sub, Finset.sum_sub_distrib] at h1 h2
exact abs_le.mpr ⟨by linarith, h1.le⟩
end DirectedFeedback.Ranks
open scoped Classical
namespace DirectedFeedback.Ranks
open DirectedFeedback.SourceProbability
open DirectedFeedback.SourceProbability.FiniteDistribution
def Spreads {L N : ℕ} (μ : FiniteDistribution (Increasing L N)) (η : ℝ) : Prop :=
∀ I I' : Triple L, ∀ A : Finset (Finset (Fin N)),
|μ.probability (fun ψ => decide (I.val.image ψ.val ∈ A)) -
μ.probability (fun ψ => decide (I'.val.image ψ.val ∈ A))| ≤ η
theorem exists_spreading_law (L : ℕ) (hL : 3 ≤ L) (η : ℝ) (hη : 0 < η) :
∃ N ≥ L, ∃ μ : FiniteDistribution (Increasing L N), Spreads μ η ∧
∀ ψ, ∃ q : ℚ, μ.weight ψ = q := by
obtain ⟨N, hNL, q, hq0, hq1, hq⟩ := rank_spreading L hL η hη
let μ : FiniteDistribution (Increasing L N) :=
⟨fun ψ => q ψ, fun ψ => by exact_mod_cast hq0 ψ, by exact_mod_cast hq1⟩
refine ⟨N, hNL, μ, ?_, fun ψ => ⟨q ψ, rfl⟩⟩
intro I I' A
convert hq I I' A using 1
simp only [probability, μ, decide_eq_true_eq, mul_ite, mul_one, mul_zero]
theorem triple_data_processing {L N : ℕ} {η : ℝ}
(μ : FiniteDistribution (Increasing L N)) (hs : Spreads μ η)
(f g : Fin 3 → Fin L) (hf : StrictMono f) (hg : StrictMono g)
(K : (Fin 3 → Fin N) → Bool) :
|μ.probability (fun ψ => K (ψ.val ∘ f)) -
μ.probability (fun ψ => K (ψ.val ∘ g))| ≤ η := by
classical
let I (f : Fin 3 → Fin L) (hf : StrictMono f) : Triple L :=
⟨Finset.univ.image f, by rw [Finset.card_image_of_injective _ hf.injective]; simp⟩
let event (s : Finset (Fin N)) : Bool :=
if h : s.card = 3 then K (s.orderEmbOfFin h) else false
let A : Finset (Finset (Fin N)) := Finset.univ.filter (fun s => event s = true)
have hevent (f : Fin 3 → Fin L) (hf : StrictMono f) (ψ : Increasing L N) :
decide ((I f hf).val.image ψ.val ∈ A) = K (ψ.val ∘ f) := by
have hmono := ψ.property.comp hf
have hc : ((I f hf).val.image ψ.val).card = 3 := by
rw [Finset.card_image_of_injective _ ψ.property.injective]
exact (I f hf).property
have heq := Finset.orderEmbOfFin_unique hc (f := ψ.val ∘ f)
(fun j => by simp [I]) hmono
simp only [A, Finset.mem_filter, Finset.mem_univ, true_and]
have hh : event ((I f hf).val.image ψ.val) = K (ψ.val ∘ f) := by
dsimp [event]
rw [dite_eq_left hc, ← heq]
simp [hh]
simpa only [hevent] using hs (I f hf) (I g hg) A
def tripleVector {L : ℕ} (a c h : Fin L) : Fin 3 → Fin L := ![a, c, h]
theorem tripleVector_strict {L : ℕ} {a c h : Fin L} (hac : a < c) (hch : c < h) :
StrictMono (tripleVector a c h) := by
intro i j hij
fin_cases i <;> fin_cases j <;> simp_all [tripleVector]
exact hac.trans hch
end DirectedFeedback.Ranks
namespace DirectedFeedback.RankGraph
open DirectedFeedback.SourceProbability
open DirectedFeedback.SourceProbability.FiniteDistribution
open DirectedFeedback.Ranks
variable {U V X Y : Type} {T N L : ℕ}
theorem comparison_expectations {η : ℝ}
(μ : FiniteDistribution (Increasing L N)) (hs : Spreads μ η)
(ord : Rank U V X Y T N → ℕ) (d : Tuple U V T)
(E : Set (Domain U V X Y T d)) (a c h a' c' h' : Fin L)
(hac : a < c) (hch : c < h) (hac' : a' < c') (hch' : c' < h') :
|μ.probability (fun ψ => compareBit ord ψ.val d E a c h) -
μ.probability (fun ψ => compareBit ord ψ.val d E a' c' h')| ≤ η := by
classical
exact triple_data_processing μ hs _ _ (tripleVector_strict hac hch)
(tripleVector_strict hac' hch')
(fun r => decide (ord (vertex d (fun lambda => if lambda ∈ E then r 0 else r 2)) <
ord (marker (r 1))))
theorem ordered_disagreement {I : Type*} [Fintype I]
(μ : FiniteDistribution I) (p q : I → Bool)
(hpq : (∀ i, p i ≤ q i) ∨ (∀ i, q i ≤ p i)) {η : ℝ}
(hc : |μ.probability p - μ.probability q| ≤ η) :
μ.probability (fun i => decide (p i ≠ q i)) ≤ η := by
rcases hpq with h | h
· rw [indicator_difference μ p q (fun i => (Bool.le_iff_imp.mp (h i)))]
exact (le_abs_self _).trans (by rwa [abs_sub_comm])
· have he := indicator_difference μ q p (fun i => (Bool.le_iff_imp.mp (h i)))
have hh : (fun i => decide (p i ≠ q i)) = (fun i => decide (q i ≠ p i)) := by
funext i; simp [ne_comm]
rw [hh, he]
exact (le_abs_self _).trans hc
theorem compare_marker_mono (ord : Rank U V X Y T N → ℕ)
(hord : ∀ {a b}, Arc a b → ord a < ord b)
(ψ : Increasing L N) (d : Tuple U V T) (E : Set (Domain U V X Y T d))
(a h : Fin L) {c c' : Fin L} (hc : c ≤ c') :
compareBit ord ψ.val d E a c h ≤ compareBit ord ψ.val d E a c' h := by
rcases hc.eq_or_lt with rfl | hc
· exact le_rfl
rw [Bool.le_iff_imp]
simp only [compareBit, decide_eq_true_eq]
exact fun hh => hh.trans (hord (marker_arc (ψ.property hc)))
theorem comparison_disagreement (hL : 30 ≤ L) {η : ℝ}
(μ : FiniteDistribution (Increasing L N)) (hs : Spreads μ η)
(ord : Rank U V X Y T N → ℕ)
(hord : ∀ {a b}, Arc a b → ord a < ord b)
(d : Tuple U V T) (E : Set (Domain U V X Y T d))
(a c h : Fin L) (hu : usable a c h) :
μ.probability (fun ψ => decide (compareBit ord ψ.val d E a c h ≠
referenceBit ord ψ.val hL d E)) ≤ 3 * η := by
have hua := hu.1
have hac := hu.2.1
have huc := hu.2.2.1
have hucL := hu.2.2.2.1
have huh := hu.2.2.2.2
let z : Fin L := ⟨0, by omega⟩
let lo : Fin L := ⟨1, by omega⟩
let ref : Fin L := ⟨14, by omega⟩
let hi : Fin L := ⟨L - 2, by omega⟩
let cp : Fin L := ⟨c.val + 1, by omega⟩
let A0 (ψ : Increasing L N) := compareBit ord ψ.val d E lo ref hi
let A1 (ψ : Increasing L N) := compareBit ord ψ.val d E lo c hi
let A2 (ψ : Increasing L N) := compareBit ord ψ.val d E z c cp
let A3 (ψ : Increasing L N) := compareBit ord ψ.val d E a c h
have h01 : μ.probability (fun ψ => decide (A0 ψ ≠ A1 ψ)) ≤ η := by
apply ordered_disagreement
· rcases le_total ref c with hc | hc
· exact Or.inl (fun ψ => compare_marker_mono ord hord ψ d E lo hi hc)
· exact Or.inr (fun ψ => compare_marker_mono ord hord ψ d E lo hi hc)
· exact comparison_expectations μ hs ord d E lo ref hi lo c hi
(by simp [Fin.lt_def, lo, ref]) (by simp [Fin.lt_def, ref, hi]; omega)
(by simp [Fin.lt_def, lo]; omega) (by simp [Fin.lt_def, hi]; omega)
have h12 : μ.probability (fun ψ => decide (A1 ψ ≠ A2 ψ)) ≤ η := by
apply ordered_disagreement
· apply Or.inl
intro ψ
apply compareBit_mono_of_arc hord
exact twoLevel_arc ψ.property d (Set.Subset.refl _) (by simp [Fin.lt_def, z, lo])
(by simp [Fin.lt_def, z, hi]; omega) (by simp [Fin.lt_def, cp, hi]; omega)
· exact comparison_expectations μ hs ord d E lo c hi z c cp
(by simp [Fin.lt_def, lo]; omega) (by simp [Fin.lt_def, hi]; omega)
(by simp [Fin.lt_def, z]; omega) (by simp [Fin.lt_def, cp])
have h23 : μ.probability (fun ψ => decide (A2 ψ ≠ A3 ψ)) ≤ η := by
apply ordered_disagreement
· apply Or.inr
intro ψ
apply compareBit_mono_of_arc hord
exact twoLevel_arc ψ.property d (Set.Subset.refl _) (by simp [Fin.lt_def, z]; omega)
(by simp [Fin.lt_def, z]; omega) (by simp [Fin.lt_def, cp]; omega)
· exact comparison_expectations μ hs ord d E z c cp a c h
(by simp [Fin.lt_def, z]; omega) (by simp [Fin.lt_def, cp]) hac (by omega)
have hh := probability_disagree_triangle μ A0 A1 A3
have hh' := probability_disagree_triangle μ A1 A2 A3
have he : μ.probability (fun ψ => decide (A0 ψ ≠ A3 ψ)) ≤ 3 * η := by linarith
calc
_ = μ.probability (fun ψ => decide (A0 ψ ≠ A3 ψ)) := by
apply congrArg (μ.probability)
funext ψ
change decide (A3 ψ ≠ A0 ψ) = decide (A0 ψ ≠ A3 ψ)
apply Bool.eq_iff_iff.mpr
simp only [decide_eq_true_eq]
exact ne_comm
_ ≤ _ := he
theorem goodness_probability [Fintype X] [Fintype Y]
(hL : 30 ≤ L) {η : ℝ} (hη : 0 ≤ η)
(μ : FiniteDistribution (Increasing L N)) (hs : Spreads μ η)
(ord : Rank U V X Y T N → ℕ)
(hord : ∀ {a b}, Arc a b → ord a < ord b) (d : Tuple U V T) :
μ.probability (fun ψ => decide (¬Good ord ψ.val hL d)) ≤
3 * η * (L : ℝ)^3 * 2^(Fintype.card (Domain U V X Y T d)) := by
classical
let J := Set (Domain U V X Y T d) × Fin L × Fin L × Fin L
let bad (j : J) (ψ : Increasing L N) : Bool :=
decide (usable j.2.1 j.2.2.1 j.2.2.2 ∧
compareBit ord ψ.val d j.1 j.2.1 j.2.2.1 j.2.2.2 ≠ referenceBit ord ψ.val hL d j.1)
have hb (j : J) : μ.probability (bad j) ≤ 3 * η := by
by_cases hu : usable j.2.1 j.2.2.1 j.2.2.2
· simpa only [bad, hu, true_and] using comparison_disagreement hL μ hs ord hord d j.1
j.2.1 j.2.2.1 j.2.2.2 hu
· simp only [bad, hu, false_and, decide_false, probability_false]
positivity
calc
_ ≤ μ.probability (fun ψ => decide (∃ j : J, bad j ψ = true)) := by
apply probability_mono
intro ψ hp
have hn : ¬Good ord ψ.val hL d := of_decide_eq_true hp
unfold Good at hn
push Not at hn
obtain ⟨E, a, c, h, hu, he⟩ := hn
apply decide_eq_true
refine ⟨(E, a, c, h), ?_⟩
simpa only [bad, decide_eq_true_eq] using And.intro hu he
_ ≤ ∑ j : J, μ.probability (bad j) := probability_exists_le_sum μ bad
_ ≤ ∑ _j : J, 3 * η := Finset.sum_le_sum (fun j _ => hb j)
_ = _ := by simp [J, Fintype.card_set, Nat.cast_mul, Nat.cast_pow]; ring
end DirectedFeedback.RankGraph
noncomputable section
open scoped Classical BigOperators
namespace DirectedFeedback.RankGraph
open DirectedFeedback.SourceProbability FiniteDistribution
open Ranks
variable {U V X Y : Type} [Fintype X] [Fintype Y] [Nonempty X]
variable {T N L : ℕ}
theorem domain_card_bound (hYX : Fintype.card Y ≤ Fintype.card X) (d : Tuple U V T) :
Fintype.card (Domain U V X Y T d) ≤ (Fintype.card X)^T := by
have hm : 1 ≤ Fintype.card X := Fintype.card_pos
rcases d with ⟨t,s⟩ | ⟨t,s,v⟩
· change Fintype.card (Fin t.val → X) ≤ _
rw [Fintype.card_fun, Fintype.card_fin]
exact Nat.pow_le_pow_right hm (by have := t.isLt; omega)
· change Fintype.card ((Fin t.val → X) × Y) ≤ _
rw [Fintype.card_prod, Fintype.card_fun, Fintype.card_fin]
calc
_ ≤ (Fintype.card X)^t.val * Fintype.card X := Nat.mul_le_mul_left _ hYX
_ = (Fintype.card X)^(t.val+1) := (pow_succ _ _).symm
_ ≤ _ := Nat.pow_le_pow_right hm t.isLt
theorem goodness_bound (hYX : Fintype.card Y ≤ Fintype.card X)
(hL : 30 ≤ L) {η ρ : ℝ} (hη : 0 ≤ η)
(haccuracy : 3*η*(L:ℝ)^3*2^((Fintype.card X)^T) ≤ ρ)
(μ : FiniteDistribution (Increasing L N)) (hs : Spreads μ η)
(ord : Rank U V X Y T N → ℕ)
(hord : ∀ {a b}, Arc a b → ord a < ord b) (d : Tuple U V T) :
μ.probability (fun ψ => decide (¬Good ord ψ.val hL d)) ≤ ρ := by
apply (goodness_probability hL hη μ hs ord hord d).trans
apply le_trans _ haccuracy
apply mul_le_mul_of_nonneg_left _ (by positivity)
exact pow_le_pow_right₀ (by norm_num : (1:ℝ) ≤ 2) (domain_card_bound hYX d)
theorem sampled_goodness {Ω : Type*} [Fintype Ω]
(hYX : Fintype.card Y ≤ Fintype.card X) (hL : 30 ≤ L) {η ρ : ℝ} (hη : 0 ≤ η)
(haccuracy : 3*η*(L:ℝ)^3*2^((Fintype.card X)^T) ≤ ρ)
(μ : FiniteDistribution (Increasing L N)) (hs : Spreads μ η)
(ν : FiniteDistribution Ω) (tuple : Ω → Tuple U V T)
(ord : Rank U V X Y T N → ℕ)
(hord : ∀ {a b}, Arc a b → ord a < ord b) :
(μ.product ν).probability (fun a => decide (¬Good ord a.1.val hL (tuple a.2))) ≤ ρ := by
rw [probability_eq_expect, expectation_product, expectation_comm]
simp_rw [← probability_eq_expect]
calc
_ ≤ ν.expectation (fun _ => ρ) := expectation_mono _ (fun a =>
goodness_bound hYX hL hη haccuracy μ hs ord hord (tuple a))
_ = _ := expectation_const _ _
end DirectedFeedback.RankGraph
noncomputable section
open scoped Classical BigOperators
namespace DirectedFeedback.Construction
open DirectedFeedback.SourceProbability FiniteDistribution
open RankGraph Prefix PrefixExperiment Games Ranks
variable {U V E X Y : Type} [Fintype U] [Fintype V] [Fintype E]
[Fintype X] [Fintype Y] [Nonempty X] [Nonempty Y]
variable {M T N : ℕ} [NeZero M] [NeZero T]
variable (G : Game U V E X Y) (ψLaw : FiniteDistribution (Emb (rankLength X T) N))
variable (hYX : Fintype.card Y ≤ Fintype.card X) (fiber : E → X ≃ Y × Bool)
variable (deleted : OutputVertex (M := M) G ψLaw → Bool)
variable (ord : OutputVertex (M := M) G ψLaw → ℕ)
variable (hord : ∀ {a b}, deleted a = false → deleted b = false →
OutputArc G ψLaw hYX fiber a b → ord a < ord b)
variable (hrank : ∀ r, deleted (.inl r) = false)
variable {η ρ : ℝ} (hη : 0 ≤ η)
variable (haccuracy : 3*η*(rankLength X T : ℝ)^3*2^((Fintype.card X)^T) ≤ ρ)
variable (hs : Spreads ψLaw η)
include hord hrank hη haccuracy hs in
theorem full_badness :
(fullLaw (M := M) G ψLaw).probability (fun d => decide (¬
Good (rankOrder G ψLaw ord) d.1.val rankLength_ge
(fullWildcard (V := V) (Y := Y) d).tuple)) ≤ ρ := by
exact sampled_goodness hYX rankLength_ge hη haccuracy ψLaw hs
((atomLaw (bigMarginal G) subsetLaw).iid T)
(fun a => Sum.inl ⟨⟨T,by omega⟩,vertices a⟩)
(rankOrder G ψLaw ord) (rankOrder_arc G ψLaw hYX fiber deleted ord hord hrank)
end DirectedFeedback.Construction
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end
end OAI
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