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| import OAI.Combinatorics.EditApproximation.Numerics.Numerics | |
| import OAI.Combinatorics.EditApproximation.Definitions | |
| namespace OAI | |
| /-! | |
| # Exact fair-bit sampling of the optimizer mixture | |
| The finite-word rejection calculation follows Section 9. | |
| The random trial is encoded from actual Boolean bits. First-success trace | |
| probabilities determine the output law and expected number of trials. | |
| -/ | |
| namespace EditApproximation | |
| open Finset | |
| /-- Little-endian encoding of a finite Boolean word. -/ | |
| def binaryWord : (B : ℕ) → (Fin B → Bool) → Fin (2 ^ B) | |
| | 0, _ => ⟨0, by norm_num⟩ | |
| | B + 1, bits => | |
| ⟨(if bits 0 then 1 else 0) + 2 * (binaryWord B (fun i => bits i.succ)).val, by | |
| have hword := (binaryWord B (fun i => bits i.succ)).isLt | |
| rw [pow_succ] | |
| split_ifs <;> omega⟩ | |
| theorem binaryWord_injective (B : ℕ) : Function.Injective (binaryWord B) := by | |
| induction B with | |
| | zero => intro bits other _; funext i; exact Fin.elim0 i | |
| | succ B ih => | |
| intro bits other heq | |
| have hvalue := congrArg Fin.val heq | |
| dsimp only [binaryWord] at hvalue | |
| have hhead : bits 0 = other 0 := by | |
| cases hb : bits 0 <;> cases ho : other 0 <;> simp only [hb, ho, Bool.false_eq_true, | |
| ↓reduceIte] at hvalue ⊢ <;> omega | |
| have htail : binaryWord B (fun i => bits i.succ) = binaryWord B (fun i => other i.succ) := by | |
| apply Fin.ext | |
| rw [hhead] at hvalue | |
| omega | |
| have htailEq := ih htail | |
| funext i | |
| exact Fin.cases hhead (fun j => congr_fun htailEq j) i | |
| theorem binaryWord_bijective (B : ℕ) : Function.Bijective (binaryWord B) := by | |
| apply (Fintype.bijective_iff_injective_and_card _).mpr | |
| exact ⟨binaryWord_injective B, by simp⟩ | |
| /-- A bijection carries the uniform finite law to the uniform finite law. -/ | |
| theorem uniform_map_of_bijective {α β : Type*} [Fintype α] [Fintype β] | |
| [Nonempty α] [Nonempty β] (f : α → β) (hf : Function.Bijective f) : | |
| (PMF.uniformOfFintype α).map f = PMF.uniformOfFintype β := by | |
| classical | |
| ext b | |
| obtain ⟨a, rfl⟩ := hf.2 b | |
| rw [PMF.map_apply, tsum_eq_single a] | |
| · simp [PMF.uniformOfFintype_apply, Fintype.card_of_bijective hf] | |
| · intro other hother | |
| rw [ite_eq_right] | |
| exact fun heq => hother (hf.1 heq.symm) | |
| /-- Independent fair Boolean words encode a uniform power-of-two range. -/ | |
| theorem binaryWord_uniform (B : ℕ) : | |
| (PMF.uniformOfFintype (Fin B → Bool)).map (binaryWord B) = | |
| PMF.uniformOfFintype (Fin (2 ^ B)) := by | |
| exact uniform_map_of_bijective _ (binaryWord_bijective B) | |
| /-- Number of fair bits per rejection trial. -/ | |
| theorem rejectionWord_range (N : ℕ) (hN : 0 < N) : | |
| N ≤ 2 ^ rejectionBitCount N ∧ 2 ^ rejectionBitCount N < 2 * N := by | |
| constructor | |
| · exact Nat.le_pow_clog (by norm_num) N | |
| · by_cases hNone : N = 1 | |
| · subst N | |
| norm_num [rejectionBitCount] | |
| · have hN1 : 1 < N := by omega | |
| have hpred := Nat.pow_pred_clog_lt_self (by norm_num : 1 < 2) hN1 | |
| have hB := Nat.clog_pos (by norm_num : 1 < 2) hN1 | |
| have hpow : 2 ^ rejectionBitCount N = 2 ^ (Nat.clog 2 N).pred * 2 := by | |
| rw [rejectionBitCount, ← pow_succ] | |
| congr 1 | |
| exact (Nat.succ_pred_eq_of_pos hB).symm | |
| rw [hpow] | |
| omega | |
| /-- A trial accepts exactly the words lying in the requested range. -/ | |
| def rejectionTrial (N R : ℕ) (word : Fin R) : Option (Fin N) := | |
| if h : word.val < N then some ⟨word.val, h⟩ else none | |
| /-- Executable finite prefix of the rejection loop. Each failed trial | |
| is discarded before the next trial is examined. -/ | |
| def rejectionPrefix (N R : ℕ) : List (Fin R) → Option (Fin N) | |
| | [] => none | |
| | word :: words => match rejectionTrial N R word with | |
| | some accepted => some accepted | |
| | none => rejectionPrefix N R words | |
| theorem rejectionTrial_none_iff (N R : ℕ) (word : Fin R) : | |
| rejectionTrial N R word = none ↔ N ≤ word.val := by | |
| simp [rejectionTrial] | |
| theorem rejectionTrial_some_iff (N R : ℕ) (word : Fin R) (accepted : Fin N) : | |
| rejectionTrial N R word = some accepted ↔ word.val = accepted.val := by | |
| unfold rejectionTrial | |
| split_ifs with h | |
| · simp only [Option.some.injEq, Fin.ext_iff] | |
| · simp only [false_iff] | |
| exact fun heq => h (heq ▸ accepted.isLt) | |
| theorem rejectionPrefix_none_iff (N R : ℕ) (words : List (Fin R)) : | |
| rejectionPrefix N R words = none ↔ ∀ word ∈ words, N ≤ word.val := by | |
| induction words with | |
| | nil => simp [rejectionPrefix] | |
| | cons word words ih => | |
| simp only [rejectionPrefix] | |
| cases htrial : rejectionTrial N R word with | |
| | none => simp [ih, (rejectionTrial_none_iff N R word).mp htrial] | |
| | some accepted => | |
| have hlt : word.val < N := by | |
| rw [(rejectionTrial_some_iff N R word accepted).mp htrial] | |
| exact accepted.isLt | |
| simp [show ¬N ≤ word.val by omega] | |
| theorem rejectionPrefix_first_success (N R : ℕ) (words : List (Fin R)) | |
| (last : Fin R) (accepted : Fin N) | |
| (hfailed : ∀ word ∈ words, N ≤ word.val) (hlast : last.val = accepted.val) : | |
| rejectionPrefix N R (words ++ [last]) = some accepted := by | |
| induction words with | |
| | nil => | |
| simp only [List.nil_append, rejectionPrefix] | |
| rw [(rejectionTrial_some_iff N R last accepted).mpr hlast] | |
| | cons word words ih => | |
| have hword := hfailed word (by simp) | |
| have hwords : ∀ next ∈ words, N ≤ next.val := fun next hnext => hfailed next (by simp [hnext]) | |
| simp only [List.cons_append, rejectionPrefix] | |
| rw [(rejectionTrial_none_iff N R word).mpr hword] | |
| exact ih hwords | |
| /-- Finite traces with `n` failed words followed by the specified | |
| accepted integer. -/ | |
| def firstSuccessEvent (N R n : ℕ) (accepted : Fin N) : | |
| Set ((Fin n → Fin R) × Fin R) := | |
| {samples | (∀ j, N ≤ (samples.1 j).val) ∧ samples.2.val = accepted.val} | |
| /-- Each failed word is represented uniquely by its offset above `N`; | |
| the final accepted word is fixed. -/ | |
| def firstSuccessEquiv (N R n : ℕ) (hNR : N ≤ R) (accepted : Fin N) : | |
| firstSuccessEvent N R n accepted ≃ (Fin n → Fin (R - N)) where | |
| toFun samples j := ⟨(samples.val.1 j).val - N, by | |
| have hlt := (samples.val.1 j).isLt | |
| have hge := samples.property.1 j | |
| omega⟩ | |
| invFun failed := ⟨(fun j => ⟨N + (failed j).val, by | |
| have hlt := (failed j).isLt | |
| omega⟩, ⟨accepted.val, accepted.isLt.trans_le hNR⟩), by | |
| constructor | |
| · intro j | |
| simp only | |
| omega | |
| · rfl⟩ | |
| left_inv samples := by | |
| apply Subtype.ext | |
| apply Prod.ext | |
| · funext j | |
| apply Fin.ext | |
| simp only | |
| have hge := samples.property.1 j | |
| omega | |
| · apply Fin.ext | |
| exact samples.property.2.symm | |
| right_inv failed := by | |
| funext j | |
| apply Fin.ext | |
| simp | |
| /-- First-success events are actual terminating executions of the | |
| finite-prefix rejection program. -/ | |
| theorem firstSuccessEvent_runs (N R n : ℕ) (accepted : Fin N) | |
| (samples : (Fin n → Fin R) × Fin R) (hsamples : samples ∈ firstSuccessEvent N R n accepted) : | |
| rejectionPrefix N R (List.ofFn samples.1 ++ [samples.2]) = some accepted := by | |
| apply rejectionPrefix_first_success N R _ _ accepted _ hsamples.2 | |
| intro word hword | |
| obtain ⟨j, rfl⟩ := List.mem_ofFn.mp hword | |
| exact hsamples.1 j | |
| /-- Exact finite counting probability for `n` failures and then a | |
| specified accepted value, under independent uniform trial words. -/ | |
| theorem firstSuccessEvent_probability (N R n : ℕ) (hN : 0 < N) (hNR : N ≤ R) | |
| (accepted : Fin N) : | |
| let : NeZero R := ⟨by omega⟩ | |
| ((PMF.uniformOfFintype ((Fin n → Fin R) × Fin R)).toMeasure).real | |
| (firstSuccessEvent N R n accepted) = ((R - N : ℕ) : ℝ) ^ n / ((R : ℝ) ^ n * R) := by | |
| let : NeZero R := ⟨by omega⟩ | |
| classical | |
| have hcard : Fintype.card (firstSuccessEvent N R n accepted) = (R - N) ^ n := by | |
| rw [Fintype.card_congr (firstSuccessEquiv N R n hNR accepted)] | |
| simp | |
| dsimp only | |
| rw [MeasureTheory.measureReal_def, PMF.toMeasure_uniformOfFintype_apply (firstSuccessEvent N R n accepted) (by measurability)] | |
| rw [hcard] | |
| simp only [ENNReal.toReal_div, ENNReal.toReal_pow, ENNReal.toReal_mul, ENNReal.toReal_natCast, Fintype.card_prod, | |
| Fintype.card_fun, Fintype.card_fin, Nat.cast_pow, Nat.cast_mul] | |
| /-- Rejection probability per trial. -/ | |
| noncomputable def rejectionFailureProbability (N R : ℕ) : ℝ := ((R - N : ℕ) : ℝ) / R | |
| theorem rejectionFailureProbability_range (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) : | |
| 0 ≤ rejectionFailureProbability N R ∧ rejectionFailureProbability N R < 1 := by | |
| have hR : (0 : ℝ) < R := by exact_mod_cast hN.trans_le hNR | |
| constructor | |
| · unfold rejectionFailureProbability | |
| positivity | |
| · unfold rejectionFailureProbability | |
| rw [div_lt_one hR, Nat.cast_sub hNR] | |
| have hNreal : (0 : ℝ) < N := by exact_mod_cast hN | |
| linarith | |
| /-- The sum over all first-success times is exactly uniform on the | |
| requested range. This also establishes total terminating mass one. -/ | |
| theorem rejection_exact_output_mass (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) : | |
| HasSum (fun n : ℕ => ((R - N : ℕ) : ℝ) ^ n / ((R : ℝ) ^ n * R)) (1 / (N : ℝ)) := by | |
| have hR : (0 : ℝ) < R := by exact_mod_cast hN.trans_le hNR | |
| have hNreal : (0 : ℝ) < N := by exact_mod_cast hN | |
| have hq := rejectionFailureProbability_range N R hN hNR | |
| have hseries := (hasSum_geometric_of_lt_one hq.1 hq.2).div_const (R : ℝ) | |
| have hterm (n : ℕ) : rejectionFailureProbability N R ^ n / R = | |
| ((R - N : ℕ) : ℝ) ^ n / ((R : ℝ) ^ n * R) := by | |
| simp only [rejectionFailureProbability, div_pow] | |
| ring | |
| have hsum : (1 - rejectionFailureProbability N R)⁻¹ / R = 1 / (N : ℝ) := by | |
| unfold rejectionFailureProbability | |
| rw [Nat.cast_sub hNR] | |
| field_simp [hR.ne', hNreal.ne'] | |
| ring | |
| simpa only [hterm, hsum] using hseries | |
| /-- The expected rejection-loop trial count is the sum of its failure | |
| tails, namely `R/N`. -/ | |
| theorem rejection_expected_trials (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) : | |
| HasSum (fun n : ℕ => rejectionFailureProbability N R ^ n) ((R : ℝ) / N) := by | |
| have hR : (0 : ℝ) < R := by exact_mod_cast hN.trans_le hNR | |
| have hNreal : (0 : ℝ) < N := by exact_mod_cast hN | |
| have hq := rejectionFailureProbability_range N R hN hNR | |
| have hsum : (1 - rejectionFailureProbability N R)⁻¹ = (R : ℝ) / N := by | |
| unfold rejectionFailureProbability | |
| rw [Nat.cast_sub hNR] | |
| field_simp [hR.ne', hNreal.ne'] | |
| ring | |
| simpa only [hsum] using hasSum_geometric_of_lt_one hq.1 hq.2 | |
| theorem rejection_fair_bits_expected_trials_lt_two (N : ℕ) (hN : 0 < N) : | |
| (∑' n : ℕ, rejectionFailureProbability N (2 ^ rejectionBitCount N) ^ n) < 2 := by | |
| have hrange := rejectionWord_range N hN | |
| rw [(rejection_expected_trials N _ hN hrange.1).tsum_eq] | |
| apply (div_lt_iff₀ (by exact_mod_cast hN : (0 : ℝ) < N)).mpr | |
| exact_mod_cast hrange.2 | |
| /-- The actual first-success trace law has expected trial count `R/N`; | |
| this identifies the tail-sum calculation with the terminating executions. -/ | |
| theorem rejection_first_success_expected_trials (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) : | |
| HasSum (fun n : ℕ => ((n : ℝ) + 1) * N * | |
| (((R - N : ℕ) : ℝ) ^ n / ((R : ℝ) ^ n * R))) ((R : ℝ) / N) := by | |
| have hR : (0 : ℝ) < R := by exact_mod_cast hN.trans_le hNR | |
| have hNreal : (0 : ℝ) < N := by exact_mod_cast hN | |
| have hq := rejectionFailureProbability_range N R hN hNR | |
| have hnorm : ‖rejectionFailureProbability N R‖ < 1 := by | |
| rw [Real.norm_eq_abs, abs_of_nonneg hq.1] | |
| exact hq.2 | |
| have hseries := ((hasSum_coe_mul_geometric_of_norm_lt_one hnorm).add | |
| (hasSum_geometric_of_lt_one hq.1 hq.2)).mul_right ((N : ℝ) / R) | |
| have hterm (n : ℕ) : | |
| ((n : ℝ) * rejectionFailureProbability N R ^ n + rejectionFailureProbability N R ^ n) * | |
| ((N : ℝ) / R) = | |
| ((n : ℝ) + 1) * N * (((R - N : ℕ) : ℝ) ^ n / ((R : ℝ) ^ n * R)) := by | |
| simp only [rejectionFailureProbability, div_pow] | |
| ring | |
| have hratio : 1 - rejectionFailureProbability N R = (N : ℝ) / R := by | |
| unfold rejectionFailureProbability | |
| rw [Nat.cast_sub hNR] | |
| field_simp | |
| ring | |
| have hsum : (rejectionFailureProbability N R / (1 - rejectionFailureProbability N R) ^ 2 + | |
| (1 - rejectionFailureProbability N R)⁻¹) * ((N : ℝ) / R) = (R : ℝ) / N := by | |
| rw [hratio] | |
| have hqeq : rejectionFailureProbability N R = 1 - (N : ℝ) / R := by linarith [hratio] | |
| rw [hqeq] | |
| field_simp [hR.ne', hNreal.ne'] | |
| ring | |
| simpa only [hterm, hsum] using hseries | |
| /-- A streaming rejection sampler only retains its current accepted | |
| value and the current bounded-width random word. -/ | |
| def rejectionTransition (N R : ℕ) (state : Option (Fin N)) (word : Fin R) : Option (Fin N) := | |
| match state with | |
| | none => rejectionTrial N R word | |
| | some accepted => some accepted | |
| theorem rejectionTransition_absorbs (N R : ℕ) (accepted : Fin N) (word : Fin R) : | |
| rejectionTransition N R (some accepted) word = some accepted := rfl | |
| /-- The sampler state space is independent of the number of failures. -/ | |
| theorem rejection_fixed_state_space (N R : ℕ) : | |
| Fintype.card (Option (Fin N)) = N + 1 ∧ Fintype.card (Fin R) = R := by | |
| simp | |
| /-- Summing the first-success trace probabilities gives exactly the | |
| probability of each value in the uniform target distribution. -/ | |
| theorem rejection_output_is_uniform (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) | |
| (accepted : Fin N) : | |
| let : NeZero N := ⟨Nat.ne_of_gt hN⟩ | |
| (∑' n : ℕ, ((R - N : ℕ) : ℝ) ^ n / ((R : ℝ) ^ n * R)) = | |
| (PMF.uniformOfFintype (Fin N) accepted).toReal := by | |
| let : NeZero N := ⟨Nat.ne_of_gt hN⟩ | |
| rw [(rejection_exact_output_mass N R hN hNR).tsum_eq] | |
| simp [PMF.uniformOfFintype_apply, ENNReal.toReal_inv, one_div] | |
| /-- Total mass of terminating rejection executions is one. -/ | |
| theorem rejection_terminating_mass (N R : ℕ) (hN : 0 < N) (hNR : N ≤ R) : | |
| (∑ _ : Fin N, ∑' n : ℕ, ((R - N : ℕ) : ℝ) ^ n / ((R : ℝ) ^ n * R)) = 1 := by | |
| simp only [(rejection_exact_output_mass N R hN hNR).tsum_eq, sum_const, | |
| card_univ, Fintype.card_fin, nsmul_eq_mul] | |
| have hNreal : (N : ℝ) ≠ 0 := by exact_mod_cast Nat.ne_of_gt hN | |
| field_simp | |
| /-- The finite fair-word law factors into the independent fair-bit laws. -/ | |
| theorem fair_bit_word_probability (B : ℕ) (bits : Fin B → Bool) : | |
| PMF.uniformOfFintype (Fin B → Bool) bits = | |
| ∏ i : Fin B, PMF.uniformOfFintype Bool (bits i) := by | |
| simp [PMF.uniformOfFintype_apply, ENNReal.inv_pow] | |
| theorem rejection_fair_bits_failure_lt_half (N : ℕ) (hN : 0 < N) : | |
| rejectionFailureProbability N (2 ^ rejectionBitCount N) < 1 / 2 := by | |
| have hrange := rejectionWord_range N hN | |
| have hR : (0 : ℝ) < (2 ^ rejectionBitCount N : ℕ) := by positivity | |
| unfold rejectionFailureProbability | |
| apply (div_lt_iff₀ hR).mpr | |
| rw [Nat.cast_sub hrange.1] | |
| have hRbound : ((2 ^ rejectionBitCount N : ℕ) : ℝ) < 2 * N := by exact_mod_cast hrange.2 | |
| linarith | |
| theorem optimizerTriangularMass_monotone : Monotone optimizerTriangularMass := by | |
| intro a b hab | |
| have hproduct := Nat.mul_le_mul hab (Nat.add_le_add_right hab 1) | |
| rw [← optimizerTriangularMass_twice a, ← optimizerTriangularMass_twice b] at hproduct | |
| omega | |
| theorem optimizerTriangularMass_positive (K : ℕ) (hK : 0 < K) : | |
| 0 < optimizerTriangularMass K := by | |
| have hproduct : 0 < K * (K + 1) := Nat.mul_pos hK (by omega) | |
| rw [← optimizerTriangularMass_twice K] at hproduct | |
| omega | |
| /- Executable triangular-block lookup. Its finite linear search also | |
| has polynomial cost in the prescribed number of optimizer steps. -/ | |
| /-- The lookup assigns precisely the `j+1` integers in block `j`. -/ | |
| theorem triangularChoice_fiber (K : ℕ) (integer : Fin (optimizerTriangularMass K)) | |
| (j : ℕ) (hj : j < K) : | |
| (triangularChoice K integer).val = j ↔ | |
| optimizerTriangularMass j ≤ integer.val ∧ integer.val < optimizerTriangularMass (j + 1) := by | |
| induction K with | |
| | zero => omega | |
| | succ K ih => | |
| simp only [triangularChoice] | |
| split_ifs with hprevious | |
| · by_cases hjK : j < K | |
| · exact ih ⟨integer.val, hprevious⟩ hjK | |
| · have hjEq : j = K := by omega | |
| subst j | |
| have hchosen := (triangularChoice K ⟨integer.val, hprevious⟩).isLt | |
| simp only [Fin.val_castSucc] | |
| constructor | |
| · intro heq | |
| omega | |
| · intro hblock | |
| omega | |
| · change K = j ↔ _ | |
| by_cases hjEq : j = K | |
| · subst j | |
| exact ⟨fun _ => ⟨by omega, integer.isLt⟩, fun _ => rfl⟩ | |
| · have hjK : j + 1 ≤ K := by omega | |
| have hupper := optimizerTriangularMass_monotone hjK | |
| constructor | |
| · intro heq | |
| omega | |
| · intro hblock | |
| omega | |
| /-- Each triangular lookup fiber is exactly a finite interval of the | |
| claimed integer length. -/ | |
| def triangularChoiceFiberEquiv (K j : ℕ) (hj : j < K) : | |
| {integer : Fin (optimizerTriangularMass K) // (triangularChoice K integer).val = j} ≃ Fin (j + 1) where | |
| toFun integer := ⟨integer.val.val - optimizerTriangularMass j, by | |
| have hblock := (triangularChoice_fiber K integer.val j hj).mp integer.property | |
| rw [optimizerTriangularMass_succ] at hblock | |
| omega⟩ | |
| invFun offset := ⟨⟨optimizerTriangularMass j + offset.val, by | |
| have hupper := optimizerTriangularMass_monotone (show j + 1 ≤ K by omega) | |
| rw [optimizerTriangularMass_succ] at hupper | |
| have hoffset := offset.isLt | |
| omega⟩, by | |
| apply (triangularChoice_fiber K _ j hj).mpr | |
| constructor | |
| · simp only | |
| omega | |
| · simp only | |
| rw [optimizerTriangularMass_succ] | |
| have hoffset := offset.isLt | |
| omega⟩ | |
| left_inv integer := by | |
| apply Subtype.ext | |
| apply Fin.ext | |
| simp only | |
| have hblock := (triangularChoice_fiber K integer.val j hj).mp integer.property | |
| omega | |
| right_inv offset := by | |
| apply Fin.ext | |
| simp | |
| theorem triangularChoice_fiber_card (K : ℕ) (j : Fin K) : | |
| Fintype.card {integer : Fin (optimizerTriangularMass K) // triangularChoice K integer = j} = j.val + 1 := by | |
| have hcard := Fintype.card_congr (triangularChoiceFiberEquiv K j.val j.isLt) | |
| simpa only [Fin.ext_iff, Fintype.card_fin] using hcard | |
| /-- Uniform integer rejection followed by triangular lookup gives the | |
| stored exact optimizer weights. -/ | |
| theorem triangularChoice_uniform_weights (K : ℕ) (hK : 0 < K) (j : Fin K) : | |
| let : NeZero (optimizerTriangularMass K) := ⟨Nat.ne_of_gt (optimizerTriangularMass_positive K hK)⟩ | |
| (((PMF.uniformOfFintype (Fin (optimizerTriangularMass K))).map (triangularChoice K)) j).toReal = | |
| (optimizerMixtureWeight K j.val : ℝ) := by | |
| let : NeZero (optimizerTriangularMass K) := ⟨Nat.ne_of_gt (optimizerTriangularMass_positive K hK)⟩ | |
| classical | |
| dsimp only | |
| rw [PMF.map_apply, tsum_fintype] | |
| simp_rw [PMF.uniformOfFintype_apply, Fintype.card_fin] | |
| rw [← sum_filter] | |
| simp only [sum_const, nsmul_eq_mul] | |
| have hcard : (univ.filter fun integer : Fin (optimizerTriangularMass K) => | |
| j = triangularChoice K integer).card = j.val + 1 := by | |
| rw [← Fintype.card_subtype] | |
| simpa only [eq_comm] using triangularChoice_fiber_card K j | |
| rw [hcard] | |
| simp only [ENNReal.toReal_mul, ENNReal.toReal_inv, ENNReal.toReal_natCast] | |
| rw [← optimizerSampler_block_weight K j.val hK] | |
| push_cast | |
| ring | |
| /-- Exact coordinate mean of the sampler, including repeated selected | |
| actions, equals the actual rational optimizer iterate. -/ | |
| theorem triangularChoice_coordinate_mean {ι : Type*} (initial : ι → ℚ) | |
| (selected : ℕ → ι → ℚ) (K : ℕ) (hK : 0 < K) (i : ι) : | |
| (∑ integer : Fin (optimizerTriangularMass K), selected (triangularChoice K integer).val i) / | |
| optimizerTriangularMass K = rationalOptimizerIterate initial selected K i := by | |
| classical | |
| have hsum : (∑ integer : Fin (optimizerTriangularMass K), selected (triangularChoice K integer).val i) = | |
| ∑ j : Fin K, ((j.val + 1 : ℕ) : ℚ) * selected j.val i := by | |
| rw [← Fintype.sum_fiberwise' (triangularChoice K) (fun j => selected j.val i)] | |
| apply sum_congr rfl | |
| intro j hj | |
| rw [sum_const, card_univ, triangularChoice_fiber_card, nsmul_eq_mul] | |
| have hmixture := rationalOptimizerIterate_eq_mixture initial selected (K - 1) i | |
| rw [Nat.sub_add_cancel (show 1 ≤ K by omega)] at hmixture | |
| rw [hsum, sum_div, hmixture, ← Fin.sum_univ_eq_sum_range] | |
| apply sum_congr rfl | |
| intro j hj | |
| rw [← optimizerSampler_block_weight K j.val hK] | |
| ring | |
| /-- The exactly sampled action has the mean computed by the finite | |
| rational optimizer, with no distinction assumption on its selections. -/ | |
| theorem finiteRationalOptimizer_sampler_mean {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) (linear : ι → ℚ) (G K : ℕ) (hK : 0 < K) (i : ι) : | |
| (∑ integer : Fin (optimizerTriangularMass K), | |
| finiteOptimizerSelection coordinates vertices linear G (triangularChoice K integer).val i) / | |
| optimizerTriangularMass K = finiteRationalOptimizer coordinates vertices linear G K i := by | |
| rw [finiteRationalOptimizer_eq_iterate] | |
| exact triangularChoice_coordinate_mean _ _ K hK i | |
| end EditApproximation | |
| end OAI | |