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| import Mathlib | |
| import OAI.Combinatorics.KServer.Behavior | |
| namespace OAI | |
| noncomputable section | |
| open scoped BigOperators | |
| namespace KServer | |
| universe u | |
| namespace Episode | |
| open Finset | |
| variable {k : ℕ} {X : Type u} [MetricSpace X] | |
| def traceCost (s : Configuration k X) : List (X × Fin k) → ℝ | |
| | [] => 0 | |
| | (r,i)::h => dist (s i) r + traceCost (serve s i r) h | |
| lemma traceCost_nonneg (s : Configuration k X) (h : List (X × Fin k)) : | |
| 0 ≤ traceCost s h := by | |
| induction h generalizing s with | |
| | nil => simp [traceCost] | |
| | cons ri h ih => exact add_nonneg dist_nonneg (ih _) | |
| omit [MetricSpace X] in | |
| lemma configurationAfter_nil (s : Configuration k X) : configurationAfter s [] = s := rfl | |
| omit [MetricSpace X] in | |
| lemma configurationAfter_cons (s : Configuration k X) (r : X) (i : Fin k) | |
| (h : List (X × Fin k)) : | |
| configurationAfter s ((r,i)::h) = configurationAfter (serve s i r) h := rfl | |
| lemma traceCost_append (s : Configuration k X) (h g : List (X × Fin k)) : | |
| traceCost s (h++g) = traceCost s h + traceCost (configurationAfter s h) g := by | |
| induction h generalizing s with | |
| | nil => simp [traceCost,configurationAfter] | |
| | cons ri h ih => | |
| rcases ri with ⟨r,i⟩ | |
| simp only [List.cons_append,traceCost,configurationAfter_cons,ih] | |
| ring | |
| omit [MetricSpace X] in | |
| lemma configurationAfter_append' (s : Configuration k X) (h g : List (X × Fin k)) : | |
| configurationAfter s (h++g) = configurationAfter (configurationAfter s h) g := by | |
| simp [configurationAfter,List.foldl_append] | |
| omit [MetricSpace X] in | |
| lemma serve_undo (s : Configuration k X) (i : Fin k) (r : X) : | |
| serve (serve s i r) i (s i) = s := by | |
| funext j | |
| by_cases h : j=i <;> simp [serve,h] | |
| def reverseTrace (s : Configuration k X) : List (X × Fin k) → List (X × Fin k) | |
| | [] => [] | |
| | (r,i)::h => reverseTrace (serve s i r) h ++ [(s i,i)] | |
| omit [MetricSpace X] in | |
| /-- The literal reverse word returns the labeled tuple, not just its multiset. -/ | |
| lemma reverse_restores (s : Configuration k X) (h : List (X × Fin k)) : | |
| configurationAfter (configurationAfter s h) (reverseTrace s h) = s := by | |
| induction h generalizing s with | |
| | nil => rfl | |
| | cons ri h ih => | |
| rcases ri with ⟨r,i⟩ | |
| rw [reverseTrace,configurationAfter_cons,configurationAfter_append',ih] | |
| exact serve_undo s i r | |
| lemma reverse_cost (s : Configuration k X) (h : List (X × Fin k)) : | |
| traceCost (configurationAfter s h) (reverseTrace s h) = traceCost s h := by | |
| induction h generalizing s with | |
| | nil => rfl | |
| | cons ri h ih => | |
| rcases ri with ⟨r,i⟩ | |
| rw [reverseTrace,configurationAfter_cons,traceCost_append,reverse_restores,ih] | |
| simp only [traceCost,add_zero,serve,Function.update_self] | |
| rw [dist_comm] | |
| ring | |
| omit [MetricSpace X] in | |
| lemma reverse_length (s : Configuration k X) (h : List (X × Fin k)) : | |
| (reverseTrace s h).length = h.length := by | |
| induction h generalizing s with | |
| | nil => rfl | |
| | cons ri h ih => rcases ri with ⟨r,i⟩; simp [reverseTrace,ih] | |
| def serviceTrace : (σ : List X) → (Fin σ.length → Fin k) → List (X × Fin k) | |
| | [], _ => [] | |
| | r::σ,j => (r,j 0)::serviceTrace σ (fun i => j i.succ) | |
| lemma serviceTrace_cost (s : Configuration k X) (σ : List X) | |
| (j : Fin σ.length → Fin k) : traceCost s (serviceTrace σ j) = serviceCost s σ j := by | |
| induction σ generalizing s with | |
| | nil => rfl | |
| | cons r σ ih => exact congrArg (fun x => dist (s (j 0)) r+x) (ih _ _) | |
| omit [MetricSpace X] in | |
| lemma serviceTrace_requests (σ : List X) (j : Fin σ.length → Fin k) : | |
| (serviceTrace σ j).map Prod.fst = σ := by | |
| induction σ with | |
| | nil => rfl | |
| | cons r σ ih => simp only [serviceTrace,List.map_cons,ih] | |
| omit [MetricSpace X] in | |
| /-- Every legal designated trace gives a label string in the source lazy model. -/ | |
| lemma exists_labelString (h : List (X × Fin k)) : | |
| ∃ j : Fin (h.map Prod.fst).length → Fin k, | |
| serviceTrace (h.map Prod.fst) j = h := by | |
| induction h with | |
| | nil => exact ⟨Fin.elim0,rfl⟩ | |
| | cons ri h ih => | |
| rcases ri with ⟨r,i⟩ | |
| obtain ⟨j,hj⟩ := ih | |
| refine ⟨Fin.cons i j,?_⟩ | |
| change (r,i) :: serviceTrace (h.map Prod.fst) j = (r,i) :: h | |
| exact congrArg (List.cons (r,i)) hj | |
| lemma optimalCost_le_trace [NeZero k] (s : Configuration k X) (h : List (X × Fin k)) : | |
| optimalCost s (h.map Prod.fst) ≤ traceCost s h := by | |
| obtain ⟨j,hj⟩ := exists_labelString h | |
| have hc := serviceTrace_cost s (h.map Prod.fst) j | |
| rw [hj] at hc | |
| rw [hc] | |
| exact optimalCost_le_service s _ j | |
| lemma cheap_closed_episode [NeZero k] (s : Configuration k X) (σ : List X) : | |
| ∃ h : List (X × Fin k), h.map Prod.fst = σ ∧ | |
| traceCost s (h++reverseTrace s h) = 2*optimalCost s σ ∧ | |
| configurationAfter s (h++reverseTrace s h) = s ∧ | |
| (h++reverseTrace s h).length = 2*σ.length := by | |
| obtain ⟨j,hj⟩ := optimalCost_attained s σ | |
| let h := serviceTrace σ j | |
| have hc : traceCost s h = optimalCost s σ := by | |
| rw [serviceTrace_cost]; exact hj | |
| have hl : h.length = σ.length := by | |
| have hr := serviceTrace_requests σ j | |
| have he := congrArg List.length hr | |
| simpa only [List.length_map] using he | |
| refine ⟨h,serviceTrace_requests σ j,?_,?_,?_⟩ | |
| · rw [traceCost_append,reverse_cost,hc]; ring | |
| · rw [configurationAfter_append',reverse_restores] | |
| · rw [List.length_append,reverse_length,hl]; omega | |
| /-- Pathwise strong laziness, imposed only on the trace actually selected. -/ | |
| def LazyTrace (s : Configuration k X) : List (X × Fin k) → Prop | |
| | [] => True | |
| | (r,i)::h => ((∃ j, s j=r) → s i=r) ∧ LazyTrace (serve s i r) h | |
| omit [MetricSpace X] in | |
| lemma serve_same (s : Configuration k X) {i : Fin k} {r : X} (he : s i=r) : | |
| serve s i r = s := by | |
| funext j | |
| by_cases h : j=i <;> simp [serve,h,←he] | |
| lemma zero_trace_unchanged (s : Configuration k X) (h : List (X × Fin k)) | |
| (hz : traceCost s h=0) : configurationAfter s h=s ∧ | |
| ∀ r ∈ h.map Prod.fst, ∃ i, s i=r := by | |
| induction h generalizing s with | |
| | nil => exact ⟨rfl,by simp⟩ | |
| | cons ri h ih => | |
| rcases ri with ⟨r,i⟩ | |
| have hd : dist (s i) r=0 := by | |
| have hn := traceCost_nonneg (serve s i r) h | |
| have hn' : 0 ≤ dist (s i) r := dist_nonneg | |
| change dist (s i) r + traceCost (serve s i r) h=0 at hz | |
| linarith | |
| have he := dist_eq_zero.mp hd | |
| have hs := serve_same s he | |
| have ht : traceCost s h=0 := by simpa only [traceCost,hd,zero_add,hs] using hz | |
| obtain ⟨heq,hcov⟩ := ih s ht | |
| refine ⟨by simpa only [configurationAfter_cons,hs] using heq,?_⟩ | |
| intro x hx | |
| rcases List.mem_cons.mp hx with hx|hx | |
| · exact ⟨i,he.trans hx.symm⟩ | |
| · exact hcov x hx | |
| lemma lazy_covered_trace (s : Configuration k X) (h : List (X × Fin k)) | |
| (hl : LazyTrace s h) (hc : ∀ r ∈ h.map Prod.fst, ∃ i, s i=r) : | |
| configurationAfter s h=s ∧ traceCost s h=0 := by | |
| induction h generalizing s with | |
| | nil => exact ⟨rfl,rfl⟩ | |
| | cons ri h ih => | |
| rcases ri with ⟨r,i⟩ | |
| have he : s i=r := hl.1 (hc r (by simp)) | |
| have hs := serve_same s he | |
| obtain ⟨heq,hcost⟩ := ih s (by simpa only [hs] using hl.2) | |
| (fun x hx => hc x (List.mem_cons_of_mem _ hx)) | |
| exact ⟨by simpa only [configurationAfter_cons,hs] using heq, | |
| by simp only [traceCost,he,dist_self,zero_add,hs,hcost]⟩ | |
| lemma matching_zero_of_covers (s A : Configuration k X) (hs : Function.Injective s) | |
| (hc : ∀ i, ∃ j, A j=s i) : matching A s=0 := by | |
| classical | |
| choose f hf using hc | |
| have hi : Function.Injective f := by | |
| intro i j hij | |
| apply hs | |
| rw [←hf i,←hf j,hij] | |
| let e : Equiv.Perm (Fin k) := Equiv.ofBijective f | |
| ⟨hi,Finite.surjective_of_injective hi⟩ | |
| have hms : matchSum s A e=0 := by | |
| apply Finset.sum_eq_zero | |
| intro i _ | |
| change dist (s i) (A (f i))=0 | |
| rw [hf,dist_self] | |
| have hm := matching_le s A e | |
| rw [hms,matching_symmetric] at hm | |
| exact le_antisymm hm (matching_nonneg _ _) | |
| /-- A zero-cost reset cycle covers all k distinct starting points; strong | |
| laziness then keeps that multiset fixed through all following reset requests. -/ | |
| lemma zero_cycle_finishes_reset (s A : Configuration k X) (hs : Function.Injective s) | |
| (h g : List (X × Fin k)) | |
| (hcycle : h.map Prod.fst = List.ofFn s) (hz : traceCost A h=0) | |
| (hg : LazyTrace (configurationAfter A h) g) | |
| (hrequests : ∀ r ∈ g.map Prod.fst, r ∈ Set.range s) : | |
| matching (configurationAfter A (h++g)) s=0 := by | |
| obtain ⟨heq,hcov⟩ := zero_trace_unchanged A h hz | |
| have hc : ∀ i, ∃ j, A j=s i := by | |
| intro i | |
| apply hcov | |
| rw [hcycle] | |
| exact List.mem_ofFn.mpr ⟨i,rfl⟩ | |
| have hga : LazyTrace A g := by simpa only [heq] using hg | |
| have hcover : ∀ r ∈ g.map Prod.fst, ∃ j, A j=r := by | |
| intro r hr | |
| obtain ⟨i,hi⟩ := hrequests r hr | |
| exact hi ▸ hc i | |
| rw [configurationAfter_append',heq,(lazy_covered_trace A g hga hcover).1] | |
| exact matching_zero_of_covers s A hs hc | |
| omit [MetricSpace X] in | |
| lemma lazyTrace_append (s : Configuration k X) (h g : List (X × Fin k)) : | |
| LazyTrace s (h++g) ↔ LazyTrace s h ∧ LazyTrace (configurationAfter s h) g := by | |
| induction h generalizing s with | |
| | nil => simp [LazyTrace,configurationAfter] | |
| | cons ri h ih => | |
| rcases ri with ⟨r,i⟩ | |
| simp only [List.cons_append,LazyTrace,configurationAfter_cons,ih,and_assoc] | |
| lemma discrete_trace_cost (δ : ℝ) (_hδ : 0 ≤ δ) | |
| (hg : ∀ x y : X, x ≠ y → δ ≤ dist x y) | |
| (A : Configuration k X) (h : List (X × Fin k)) : | |
| traceCost A h=0 ∨ δ ≤ traceCost A h := by | |
| induction h generalizing A with | |
| | nil => exact Or.inl rfl | |
| | cons ri h ih => | |
| rcases ri with ⟨r,i⟩ | |
| by_cases he : A i=r | |
| · have hu := serve_same A he | |
| simpa only [traceCost,he,dist_self,zero_add,hu] using ih A | |
| · exact Or.inr (by | |
| have hd := hg (A i) r he | |
| have hn := traceCost_nonneg (serve A i r) h | |
| change δ ≤ dist (A i) r + traceCost (serve A i r) h | |
| linarith) | |
| def cycleTrace (s : Configuration k X) (j : Fin k → Fin k) : List (X × Fin k) := | |
| List.ofFn (fun i => (s i,j i)) | |
| def resetTrace (s : Configuration k X) (ls : List (Fin k → Fin k)) : | |
| List (X × Fin k) := ls.flatMap (cycleTrace s) | |
| omit [MetricSpace X] in | |
| lemma cycleTrace_requests (s : Configuration k X) (j : Fin k → Fin k) : | |
| (cycleTrace s j).map Prod.fst = List.ofFn s := by | |
| simp only [cycleTrace,List.map_ofFn] | |
| rfl | |
| omit [MetricSpace X] in | |
| lemma resetTrace_requests (s : Configuration k X) (ls : List (Fin k → Fin k)) : | |
| ∀ r ∈ (resetTrace s ls).map Prod.fst, r ∈ Set.range s := by | |
| intro r hr | |
| obtain ⟨ri,hri,hr⟩ := List.mem_map.mp hr | |
| obtain ⟨j,hj,hri⟩ := List.mem_flatMap.mp hri | |
| obtain ⟨i,hi⟩ := List.mem_ofFn.mp hri | |
| exact ⟨i, by rw [←hr,←hi]⟩ | |
| lemma reset_dichotomy (s A : Configuration k X) (hs : Function.Injective s) | |
| (δ : ℝ) (hδ : 0 ≤ δ) (hg : ∀ x y : X, x ≠ y → δ ≤ dist x y) | |
| (ls : List (Fin k → Fin k)) (hl : LazyTrace A (resetTrace s ls)) : | |
| matching (configurationAfter A (resetTrace s ls)) s=0 ∨ | |
| (ls.length : ℝ)*δ ≤ traceCost A (resetTrace s ls) := by | |
| induction ls generalizing A with | |
| | nil => exact Or.inr (by simp [resetTrace,traceCost]) | |
| | cons j ls ih => | |
| have he : resetTrace s (j::ls) = cycleTrace s j ++ resetTrace s ls := rfl | |
| rw [he] at hl ⊢ | |
| obtain ⟨hlc,hlt⟩ := (lazyTrace_append _ _ _).mp hl | |
| rcases discrete_trace_cost δ hδ hg A (cycleTrace s j) with hz|hpos | |
| · exact Or.inl (zero_cycle_finishes_reset s A hs _ _ (cycleTrace_requests s j) | |
| hz hlt (resetTrace_requests s ls)) | |
| · rcases ih (configurationAfter A (cycleTrace s j)) hlt with hm|hb | |
| · exact Or.inl (by rwa [configurationAfter_append']) | |
| · right | |
| rw [traceCost_append,List.length_cons,Nat.cast_add,Nat.cast_one] | |
| linarith | |
| lemma matching_le_diameter (A s : Configuration k X) (Δ : ℝ) | |
| (hdiam : ∀ x y : X, dist x y ≤ Δ) : matching A s ≤ (k : ℝ)*Δ := by | |
| apply (matching_le A s (Equiv.refl _)).trans | |
| change (∑ i : Fin k, dist (A i) (s i)) ≤ _ | |
| calc | |
| _ ≤ ∑ _i : Fin k, Δ := Finset.sum_le_sum fun _ _ => hdiam _ _ | |
| _ = _ := by simp | |
| /-- Equation reset-mismatch with its actual finite-reset cost. The metric gap | |
| is used only to choose the number of cycles; no bound depends on the horizon. -/ | |
| theorem reset_mismatch (s A : Configuration k X) (hs : Function.Injective s) | |
| (δ Δ : ℝ) (hδ : 0 ≤ δ) (hg : ∀ x y : X, x ≠ y → δ ≤ dist x y) | |
| (hdiam : ∀ x y : X, dist x y ≤ Δ) | |
| (ls : List (Fin k → Fin k)) (hR : (k : ℝ)*Δ ≤ (ls.length : ℝ)*δ) | |
| (hl : LazyTrace A (resetTrace s ls)) : | |
| matching (configurationAfter A (resetTrace s ls)) s ≤ | |
| traceCost A (resetTrace s ls) := by | |
| rcases reset_dichotomy s A hs δ hδ hg ls hl with hm|hc | |
| · rw [hm]; exact traceCost_nonneg _ _ | |
| · exact (matching_le_diameter _ _ Δ hdiam).trans (hR.trans hc) | |
| /-- Source's finite-space gap and diameter, with no assumption of discreteness | |
| on the eventual arbitrary metric space. Only the local finite experiment uses | |
| these constants. -/ | |
| lemma finite_gap_diameter [Fintype X] (hne : ∃ x y : X, x ≠ y) : | |
| ∃ δ Δ : ℝ, 0 < δ ∧ 0 ≤ Δ ∧ | |
| (∀ x y : X, x ≠ y → δ ≤ dist x y) ∧ (∀ x y : X, dist x y ≤ Δ) := by | |
| classical | |
| let pairs : Finset (X × X) := Finset.univ.filter fun p => p.1 ≠ p.2 | |
| have hp : pairs.Nonempty := by | |
| obtain ⟨x,y,hxy⟩ := hne | |
| exact ⟨(x,y),by simp [pairs,hxy]⟩ | |
| obtain ⟨p,hp,hm⟩ := Finset.exists_min_image pairs (fun p => dist p.1 p.2) hp | |
| have hup : (Finset.univ : Finset (X × X)).Nonempty := ⟨p,Finset.mem_univ _⟩ | |
| obtain ⟨q,hq,hM⟩ := Finset.exists_max_image Finset.univ | |
| (fun p : X × X => dist p.1 p.2) hup | |
| refine ⟨dist p.1 p.2,dist q.1 q.2,?_,dist_nonneg,?_,?_⟩ | |
| · apply dist_pos.mpr | |
| exact (Finset.mem_filter.mp hp).2 | |
| · intro x y hxy; exact hm (x,y) (by simp [pairs,hxy]) | |
| · intro x y; exact hM (x,y) (Finset.mem_univ _) | |
| def resetCount (k : ℕ) (Δ δ : ℝ) : ℕ := ⌊(k : ℝ)*Δ/δ⌋₊+1 | |
| lemma resetCount_bound (Δ δ : ℝ) (hδ : 0 < δ) : | |
| (k : ℝ)*Δ < (resetCount k Δ δ : ℝ)*δ := by | |
| have h := Nat.lt_floor_add_one ((k : ℝ)*Δ/δ) | |
| have h' := (div_lt_iff₀ hδ).mp h | |
| simpa only [resetCount,Nat.cast_add,Nat.cast_one] using h' | |
| /-- The finite reset length is chosen once for the metric and starting stock, | |
| not for the law or horizon. It applies to every strongly lazy trace of that | |
| reset word, including choices of labels occupying equal positions. -/ | |
| theorem exists_uniform_reset [Fintype X] (s : Configuration k X) | |
| (hs : Function.Injective s) (hne : ∃ x y : X, x ≠ y) : | |
| ∃ R : ℕ, 0 < R ∧ ∀ A : Configuration k X, | |
| ∀ ls : List (Fin k → Fin k), ls.length=R → | |
| LazyTrace A (resetTrace s ls) → | |
| matching (configurationAfter A (resetTrace s ls)) s ≤ traceCost A (resetTrace s ls) := by | |
| obtain ⟨δ,Δ,hδ,hΔ,hg,hdiam⟩ := finite_gap_diameter hne | |
| refine ⟨resetCount k Δ δ,Nat.zero_lt_succ _,?_⟩ | |
| intro A ls hlen hl | |
| apply reset_mismatch s A hs δ Δ hδ.le hg hdiam ls _ hl | |
| rw [hlen] | |
| exact (resetCount_bound Δ δ hδ).le | |
| end Episode | |
| end KServer | |
| namespace KServer | |
| namespace Amplification | |
| noncomputable section | |
| open Finset | |
| universe u | |
| variable {k : ℕ} [NeZero k] {X : Type u} [MetricSpace X] | |
| /-- Exact finite-input Bellman expectation of an arbitrary terminal observable. | |
| The private action history, not only the current configuration, is retained. -/ | |
| def after (A : Policy k X) (h : List (X × Fin k)) : List X → | |
| (List (X × Fin k) → ℝ) → ℝ | |
| | [],f => f h | |
| | r::σ,f => ∑ i, (A h r).val i * after A (h++[(r,i)]) σ f | |
| def cost (A : Policy k X) (s : Configuration k X) | |
| (h : List (X × Fin k)) (σ : List X) := | |
| continuationCost A (configurationAfter s h) h σ | |
| omit [NeZero k] in | |
| lemma cost_nil (A : Policy k X) (s : Configuration k X) (h : List (X × Fin k)) : | |
| cost A s h []=0 := continuationCost_nil _ _ _ | |
| omit [NeZero k] in | |
| lemma cost_cons (A : Policy k X) (s : Configuration k X) | |
| (h : List (X × Fin k)) (r : X) (σ : List X) : | |
| cost A s h (r::σ)=∑ i, (A h r).val i * | |
| (dist (configurationAfter s h i) r+cost A s (h++[(r,i)]) σ) := by | |
| simp only [cost,continuationCost_cons,configurationAfter_append] | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma after_const (A : Policy k X) (h : List (X × Fin k)) (σ : List X) (c : ℝ) : | |
| after A h σ (fun _=>c)=c := by | |
| induction σ generalizing h with | |
| | nil => rfl | |
| | cons r σ ih => simp only [after,ih,←sum_mul,(A h r).property.2,one_mul] | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma after_mono (A : Policy k X) (h : List (X × Fin k)) (σ : List X) | |
| {f g : List (X × Fin k) → ℝ} (hfg : ∀ h, f h ≤ g h) : | |
| after A h σ f ≤ after A h σ g := by | |
| induction σ generalizing h with | |
| | nil => exact hfg h | |
| | cons r σ ih => | |
| exact sum_le_sum fun i _=>mul_le_mul_of_nonneg_left (ih _) ((A h r).property.1 i) | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma after_nonneg (A : Policy k X) (h : List (X × Fin k)) (σ : List X) | |
| {f : List (X × Fin k) → ℝ} (hf : ∀ h, 0 ≤ f h) : 0 ≤ after A h σ f := by | |
| simpa only [after_const] using after_mono A h σ hf | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma after_add (A : Policy k X) (h : List (X × Fin k)) (σ : List X) | |
| (f g : List (X × Fin k) → ℝ) : | |
| after A h σ (fun h=>f h+g h)=after A h σ f+after A h σ g := by | |
| induction σ generalizing h with | |
| | nil => rfl | |
| | cons r σ ih => simp only [after,ih,mul_add,sum_add_distrib] | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma after_mul (A : Policy k X) (h : List (X × Fin k)) (σ : List X) | |
| (c : ℝ) (f : List (X × Fin k) → ℝ) : | |
| after A h σ (fun h=>c*f h)=c*after A h σ f := by | |
| induction σ generalizing h with | |
| | nil => rfl | |
| | cons r σ ih => simp only [after,ih,Finset.mul_sum]; congr 1; funext i; ring | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma after_append (A : Policy k X) (h : List (X × Fin k)) (ρ σ : List X) | |
| (f : List (X × Fin k) → ℝ) : | |
| after A h (ρ++σ) f=after A h ρ (fun h=>after A h σ f) := by | |
| induction ρ generalizing h with | |
| | nil => rfl | |
| | cons r ρ ih => simp only [List.cons_append,after,ih] | |
| omit [NeZero k] in | |
| lemma cost_append (A : Policy k X) (s : Configuration k X) | |
| (h : List (X × Fin k)) (ρ σ : List X) : | |
| cost A s h (ρ++σ)=cost A s h ρ+after A h ρ (fun h=>cost A s h σ) := by | |
| induction ρ generalizing h with | |
| | nil => simp [cost_nil,after] | |
| | cons r ρ ih => | |
| simp only [List.cons_append,cost_cons,ih,after,mul_add,sum_add_distrib] | |
| ring | |
| omit [NeZero k] in | |
| lemma cost_nonneg (A : Policy k X) (s : Configuration k X) | |
| (h : List (X × Fin k)) (σ : List X) : 0 ≤ cost A s h σ := by | |
| unfold cost continuationCost | |
| exact sum_nonneg fun j _=>mul_nonneg (pathProbability_nonneg _ _ _ _) (serviceCost_nonneg _ _ _) | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma after_paths (A : Policy k X) (h : List (X × Fin k)) (σ : List X) | |
| (f : List (X × Fin k) → ℝ) : | |
| after A h σ f=∑ j : Fin σ.length → Fin k, | |
| pathProbability A h σ j * f (h++Episode.serviceTrace σ j) := by | |
| induction σ generalizing h with | |
| | nil => simp [after,pathProbability,Episode.serviceTrace] | |
| | cons r σ ih => | |
| change after A h (r::σ) f = ∑ j : Fin (σ.length+1) → Fin k, | |
| pathProbability A h (r::σ) j * f (h++Episode.serviceTrace (r::σ) j) | |
| rw [sum_labelStrings] | |
| simp only [after,ih,pathProbability,Episode.serviceTrace,Fin.cons_zero,Fin.cons_succ,List.append_assoc, | |
| List.singleton_append,mul_assoc,Finset.mul_sum] | |
| omit [NeZero k] in | |
| lemma cost_paths (A : Policy k X) (s : Configuration k X) (h : List (X × Fin k)) | |
| (σ : List X) : cost A s h σ = ∑ j : Fin σ.length → Fin k, | |
| pathProbability A h σ j * Episode.traceCost (configurationAfter s h) (Episode.serviceTrace σ j) := by | |
| simp only [cost,continuationCost,Episode.serviceTrace_cost] | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma supported_trace_lazy (A : Policy k X) (s : Configuration k X) | |
| (hl : StronglyLazy s A) (h : List (X × Fin k)) (σ : List X) | |
| (j : Fin σ.length → Fin k) (hp : pathProbability A h σ j ≠0) : | |
| Episode.LazyTrace (configurationAfter s h) (Episode.serviceTrace σ j) := by | |
| induction σ generalizing h with | |
| | nil => trivial | |
| | cons r σ ih => | |
| have hn := mul_ne_zero_iff.mp hp | |
| refine ⟨?_,?_⟩ | |
| · intro hc | |
| by_contra hh | |
| exact hn.1 (hl h r hc (j 0) hh) | |
| · have ht := ih (h++[(r,j 0)]) (fun i=>j i.succ) hn.2 | |
| simpa only [configurationAfter_append] using ht | |
| omit [NeZero k] [MetricSpace X] in | |
| /-- Extract one cycle's label list from any trace whose requests are the fixed | |
| starting tuple. This prevents an unjustified switch from label multisets to | |
| labeled equality in the reset argument. -/ | |
| lemma trace_of_cycle_requests (s : Configuration k X) (h : List (X × Fin k)) | |
| (hr : h.map Prod.fst=List.ofFn s) : | |
| ∃ j : Fin k → Fin k, h=Episode.cycleTrace s j := by | |
| have hlen : h.length=k := by | |
| have := congrArg List.length hr | |
| simpa only [List.length_map,List.length_ofFn] using this | |
| let j : Fin k → Fin k := fun i=>(h.get ⟨i.val,by simp [hlen]⟩).2 | |
| refine ⟨j,?_⟩ | |
| apply List.ext_getElem (by simp [Episode.cycleTrace,hlen]) | |
| intro n hn hn' | |
| simp only [Episode.cycleTrace,List.getElem_ofFn] | |
| have hnk : n<k := by simpa [hlen] using hn | |
| have hrn := congrArg (fun l : List X=>l[n]?) hr | |
| have hx : h[n].1=s ⟨n,hnk⟩ := by | |
| simpa [List.getElem?_eq_getElem,hn,hnk] using hrn | |
| exact Prod.ext hx rfl | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma trace_of_reset_requests (s : Configuration k X) (R : ℕ) | |
| (h : List (X × Fin k)) (hr : h.map Prod.fst=(List.replicate R (List.ofFn s)).flatten) : | |
| ∃ ls : List (Fin k → Fin k), ls.length=R ∧ h=Episode.resetTrace s ls := by | |
| induction R generalizing h with | |
| | zero => | |
| have he : h=[] := by | |
| have hh := congrArg List.length hr | |
| simpa using hh | |
| exact ⟨[],rfl,he⟩ | |
| | succ R ih => | |
| have hr' : h.map Prod.fst=List.ofFn s++(List.replicate R (List.ofFn s)).flatten := by | |
| simpa only [List.replicate_succ,List.flatten_cons] using hr | |
| have ht : (h.take k).map Prod.fst=List.ofFn s := by | |
| rw [List.map_take,hr'] | |
| simp | |
| have hd : (h.drop k).map Prod.fst=(List.replicate R (List.ofFn s)).flatten := by | |
| rw [List.map_drop,hr'] | |
| simp | |
| obtain ⟨j,hj⟩ := trace_of_cycle_requests s (h.take k) ht | |
| obtain ⟨ls,hlen,hls⟩ := ih (h.drop k) hd | |
| refine ⟨j::ls,by simp [hlen],?_⟩ | |
| change h=Episode.cycleTrace s j++Episode.resetTrace s ls | |
| rw [←hj,←hls,List.take_append_drop] | |
| omit [NeZero k] in | |
| /-- The reset bound for literal Bellman expectation under an actual strongly | |
| lazy policy, not an assumed distribution of reset costs. -/ | |
| theorem expected_reset [Fintype X] (s : Configuration k X) (hs : Function.Injective s) | |
| (hne : ∃ x y : X, x ≠ y) : | |
| ∃ R : ℕ, 0<R ∧ ∀ A : Policy k X, StronglyLazy s A → ∀ h, | |
| after A h ((List.replicate R (List.ofFn s)).flatten) | |
| (fun g=>matching (configurationAfter s g) s) ≤ | |
| cost A s h ((List.replicate R (List.ofFn s)).flatten) := by | |
| obtain ⟨R,hR,hreset⟩ := Episode.exists_uniform_reset s hs hne | |
| refine ⟨R,hR,?_⟩ | |
| intro A hA h | |
| rw [after_paths,cost_paths] | |
| apply sum_le_sum | |
| intro j _ | |
| by_cases hzero : pathProbability A h ((List.replicate R (List.ofFn s)).flatten) j=0 | |
| · simp [hzero] | |
| · obtain ⟨ls,hlen,htrace⟩ := trace_of_reset_requests s R | |
| (Episode.serviceTrace ((List.replicate R (List.ofFn s)).flatten) j) | |
| (Episode.serviceTrace_requests _ _) | |
| have htl := supported_trace_lazy A s hA h _ j hzero | |
| rw [htrace] at htl | |
| have hb := hreset (configurationAfter s h) ls hlen htl | |
| rw [←htrace] at hb | |
| rw [Episode.configurationAfter_append'] | |
| exact mul_le_mul_of_nonneg_left hb (pathProbability_nonneg _ _ _ _) | |
| variable {Ω : Type} [Fintype Ω] | |
| /-- The minimum is attained in the full product of causal decision simplexes, | |
| not in a horizon-dependent surrogate space. -/ | |
| lemma law_minimum (s : Configuration k X) (σ : Ω → List X) (w : Ω → ℝ) : | |
| ∃ P : Policy k X, ∀ A : Policy k X, | |
| (∑ ω, w ω*expectedCost P s (σ ω)) ≤ ∑ ω, w ω*expectedCost A s (σ ω) := by | |
| have hc : Continuous fun A : Policy k X => ∑ ω, w ω*expectedCost A s (σ ω) := | |
| continuous_finsetSum _ fun ω _ => continuous_const.mul (continuous_expectedCost s (σ ω)) | |
| obtain ⟨P,_,hP⟩ := isCompact_univ.exists_isMinOn | |
| (Set.univ_nonempty : (Set.univ : Set (Policy k X)).Nonempty) hc.continuousOn | |
| exact ⟨P,fun A=>hP (Set.mem_univ A)⟩ | |
| /-- Minimum-law continuation and compactness give a causal policy without sampling fictitious prefixes. -/ | |
| lemma minimum_continuation (s : Configuration k X) (σ : Ω → List X) (w : Ω → ℝ) | |
| (hw : ∀ ω, 0 ≤ w ω) (hsum : ∑ ω, w ω=1) (m : ℝ) | |
| (hmin : ∀ B : Policy k X, m ≤ ∑ ω, w ω*expectedCost B s (σ ω)) | |
| (A : Policy k X) (h : List (X × Fin k)) : | |
| m ≤ matching (configurationAfter s h) s+∑ ω, w ω*cost A s h (σ ω) := by | |
| obtain ⟨B,hB⟩ := BoundedSimulation.global_simulation A h s (configurationAfter s h) | |
| have hb := (hmin B).trans (sum_le_sum fun ω _=> | |
| mul_le_mul_of_nonneg_left (hB (σ ω)) (hw ω)) | |
| simpa only [mul_add,sum_add_distrib,←sum_mul,hsum,one_mul, | |
| matching_symmetric s (configurationAfter s h),cost] using hb | |
| def lawAfter (A : Policy k X) (w : Ω → ℝ) (σ : Ω → List X) | |
| (h : List (X × Fin k)) (f : List (X × Fin k) → ℝ) := | |
| ∑ ω, w ω * after A h (σ ω) f | |
| def lawCost (A : Policy k X) (s : Configuration k X) (w : Ω → ℝ) | |
| (σ : Ω → List X) (h : List (X × Fin k)) := ∑ ω, w ω*cost A s h (σ ω) | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma lawAfter_mono (A : Policy k X) (w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) | |
| (σ : Ω → List X) (h : List (X × Fin k)) | |
| {f g : List (X × Fin k) → ℝ} (hfg : ∀ h, f h ≤ g h) : | |
| lawAfter A w σ h f ≤ lawAfter A w σ h g := | |
| sum_le_sum fun ω _=>mul_le_mul_of_nonneg_left (after_mono A h _ hfg) (hw ω) | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma lawAfter_const (A : Policy k X) (w : Ω → ℝ) (hsum : ∑ ω, w ω=1) | |
| (σ : Ω → List X) (h : List (X × Fin k)) (c : ℝ) : | |
| lawAfter A w σ h (fun _=>c)=c := by | |
| simp only [lawAfter,after_const,←sum_mul,hsum,one_mul] | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma lawAfter_add (A : Policy k X) (w : Ω → ℝ) (σ : Ω → List X) | |
| (h : List (X × Fin k)) (f g : List (X × Fin k) → ℝ) : | |
| lawAfter A w σ h (fun h=>f h+g h)=lawAfter A w σ h f+lawAfter A w σ h g := by | |
| simp only [lawAfter,after_add,mul_add,sum_add_distrib] | |
| def runCost (A : Policy k X) (s : Configuration k X) (w : Ω → ℝ) | |
| (ep : Ω → List X) : ℕ → List (X × Fin k) → ℝ | |
| | 0,_ => 0 | |
| | N+1,h => lawCost A s w ep h+lawAfter A w ep h (runCost A s w ep N) | |
| omit [NeZero k] in | |
| /-- Exact telescoping lower bound for repeated independent closed episodes. | |
| The second premise here is derived from `expected_reset` below; it is not an | |
| assumed policy-existence claim. -/ | |
| lemma episode_telescope (A : Policy k X) (s : Configuration k X) | |
| (w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) (hsum : ∑ ω, w ω=1) | |
| (ep : Ω → List X) (m : ℝ) | |
| (hstep : ∀ h, m+lawAfter A w ep h (fun g=>matching (configurationAfter s g) s) ≤ | |
| matching (configurationAfter s h) s+lawCost A s w ep h) : | |
| ∀ (N : ℕ) h, (N : ℝ)*m ≤ matching (configurationAfter s h) s+runCost A s w ep N h := by | |
| intro N | |
| induction N with | |
| | zero => intro h; simpa [runCost] using matching_nonneg (configurationAfter s h) s | |
| | succ N ih => | |
| intro h | |
| have he := lawAfter_mono A w hw ep h ih | |
| rw [lawAfter_const A w hsum,lawAfter_add] at he | |
| have hs := hstep h | |
| simp only [runCost,Nat.cast_add,Nat.cast_one] | |
| linarith | |
| /-- The reset charge and the minimum-continuation inequality together give the | |
| one-episode drift needed for the preceding telescope. -/ | |
| lemma episode_step (A : Policy k X) (s : Configuration k X) | |
| (w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) (hsum : ∑ ω, w ω=1) | |
| (σ ρ : Ω → List X) (z : List X) (m : ℝ) | |
| (hmin : ∀ B : Policy k X, m ≤ ∑ ω, w ω*expectedCost B s (σ ω)) | |
| (hz : ∀ h, after A h z (fun g=>matching (configurationAfter s g) s) ≤ cost A s h z) : | |
| ∀ h, m+lawAfter A w (fun ω=>σ ω++ρ ω++z) h | |
| (fun g=>matching (configurationAfter s g) s) ≤ | |
| matching (configurationAfter s h) s+lawCost A s w (fun ω=>σ ω++ρ ω++z) h := by | |
| intro h | |
| have hm := minimum_continuation s σ w hw hsum m hmin A h | |
| have hb : lawCost A s w σ h + lawAfter A w (fun ω=>σ ω++ρ ω++z) h | |
| (fun g=>matching (configurationAfter s g) s) ≤ | |
| lawCost A s w (fun ω=>σ ω++ρ ω++z) h := by | |
| unfold lawCost lawAfter | |
| rw [←sum_add_distrib] | |
| apply sum_le_sum | |
| intro ω _ | |
| rw [←mul_add] | |
| apply mul_le_mul_of_nonneg_left _ (hw ω) | |
| rw [after_append,after_append,cost_append,cost_append] | |
| have hr : after A h (σ ω) (fun g=>after A g (ρ ω) (fun g=>cost A s g z)) ≤ | |
| after A h (σ ω) (fun g=>cost A s g (ρ ω))+ | |
| after A h (σ ω) (fun g=>after A g (ρ ω) (fun g=>cost A s g z)) := | |
| le_add_of_nonneg_left (after_nonneg A h _ (fun g=>cost_nonneg A s g _)) | |
| have he := after_mono A h (σ ω) (fun g=>after_mono A g (ρ ω) hz) | |
| rw [after_append] | |
| linarith | |
| change m ≤ matching (configurationAfter s h) s+lawCost A s w σ h at hm | |
| linarith | |
| lemma sum_strings {N : ℕ} (f : (Fin (N+1) → Ω) → ℝ) : | |
| ∑ v, f v=∑ ω, ∑ v : Fin N → Ω, f (Fin.cons ω v) := by | |
| rw [←Fintype.sum_equiv (Fin.consEquiv (fun _ : Fin (N+1)=>Ω)) | |
| (fun p=>f (Fin.cons p.1 p.2)) f (fun _=>rfl),Fintype.sum_prod_type] | |
| def iidWord (ep : Ω → List X) : (N : ℕ) → (Fin N → Ω) → List X | |
| | 0,_ => [] | |
| | N+1,v => ep (v 0)++iidWord ep N (fun i=>v i.succ) | |
| def iidWeight (w : Ω → ℝ) : (N : ℕ) → (Fin N → Ω) → ℝ | |
| | 0,_ => 1 | |
| | N+1,v => w (v 0)*iidWeight w N (fun i=>v i.succ) | |
| omit [Fintype Ω] in | |
| lemma iidWeight_nonneg (w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) : | |
| ∀ N v, 0 ≤ iidWeight w N v := by | |
| intro N | |
| induction N with | |
| | zero => intro v; exact zero_le_one | |
| | succ N ih => intro v; exact mul_nonneg (hw _) (ih _) | |
| lemma iidWeight_sum (w : Ω → ℝ) (hsum : ∑ ω, w ω=1) : | |
| ∀ N, ∑ v, iidWeight w N v=1 := by | |
| intro N | |
| induction N with | |
| | zero => simp [iidWeight] | |
| | succ N ih => | |
| rw [sum_strings] | |
| simp only [iidWeight,Fin.cons_zero,Fin.cons_succ,←Finset.mul_sum,ih,mul_one,hsum] | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma after_sum (A : Policy k X) (h : List (X × Fin k)) (σ : List X) | |
| {ι : Type} [Fintype ι] (f : ι → List (X × Fin k) → ℝ) : | |
| after A h σ (fun h=>∑ i, f i h)=∑ i, after A h σ (f i) := by | |
| induction σ generalizing h with | |
| | nil => rfl | |
| | cons r σ ih => simp only [after,ih,Finset.mul_sum]; exact sum_comm | |
| omit [NeZero k] in | |
| /-- The Bellman recursion is exactly the expectation under the concrete finite | |
| product law on iid forward words, including the algorithm's labels. -/ | |
| lemma runCost_iid (A : Policy k X) (s : Configuration k X) (w : Ω → ℝ) | |
| (hsum : ∑ ω, w ω=1) (ep : Ω → List X) : | |
| ∀ N h, runCost A s w ep N h= | |
| ∑ v, iidWeight w N v*cost A s h (iidWord ep N v) := by | |
| intro N | |
| induction N with | |
| | zero => intro h; simp [runCost,iidWord,cost_nil] | |
| | succ N ih => | |
| intro h | |
| rw [sum_strings] | |
| simp only [runCost,iidWord,iidWeight,Fin.cons_zero,Fin.cons_succ,cost_append, | |
| mul_add,sum_add_distrib] | |
| simp_rw [mul_assoc,←Finset.mul_sum,←sum_mul,iidWeight_sum w hsum,one_mul] | |
| rw [←sum_add_distrib] | |
| unfold lawCost lawAfter | |
| rw [←sum_add_distrib] | |
| apply sum_congr rfl | |
| intro ω _ | |
| rw [←mul_add,←mul_add] | |
| congr 2 | |
| rw [show runCost A s w ep N = (fun h=>∑ v, iidWeight w N v*cost A s h (iidWord ep N v)) from funext ih,after_sum] | |
| simp only [after_mul] | |
| omit [MetricSpace X] [Fintype Ω] in | |
| lemma iidWord_length (ep : Ω → List X) (L : ℕ) (hL : ∀ ω, (ep ω).length=L) : | |
| ∀ N v, (iidWord ep N v).length=N*L := by | |
| intro N | |
| induction N with | |
| | zero => simp [iidWord] | |
| | succ N ih => intro v; simp [iidWord,List.length_append,hL,ih,Nat.succ_mul,Nat.add_comm] | |
| omit [NeZero k] in | |
| lemma stationary_trace (s : Configuration k X) (t : List (X × Fin k)) | |
| (ht : ∀ ri ∈ t, s ri.2=ri.1) : | |
| configurationAfter s t=s ∧ Episode.traceCost s t=0 := by | |
| induction t with | |
| | nil => exact ⟨rfl,rfl⟩ | |
| | cons ri t ih => | |
| rcases ri with ⟨r,i⟩ | |
| obtain ⟨he,hc⟩ := ih (fun x hx=>ht x (List.mem_cons_of_mem _ hx)) | |
| have hs := Episode.serve_same s (ht (r,i) (List.mem_cons_self)) | |
| simp only [Episode.configurationAfter_cons,hs,he,Episode.traceCost, | |
| ht (r,i) (List.mem_cons_self),dist_self,zero_add,hc,and_self] | |
| omit [NeZero k] in | |
| lemma stationary_reset (s : Configuration k X) (R : ℕ) : | |
| configurationAfter s (Episode.resetTrace s (List.replicate R id))=s ∧ | |
| Episode.traceCost s (Episode.resetTrace s (List.replicate R id))=0 := by | |
| apply stationary_trace | |
| intro ri hri | |
| obtain ⟨j,hj,hri⟩ := List.mem_flatMap.mp hri | |
| obtain ⟨_,rfl⟩ := List.mem_replicate.mp hj | |
| obtain ⟨i,hi⟩ := List.mem_ofFn.mp hri | |
| simp only [←hi,Function.id_def] | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma reset_length (s : Configuration k X) (ls : List (Fin k → Fin k)) : | |
| (Episode.resetTrace s ls).length=ls.length*k := by | |
| induction ls with | |
| | nil => simp [Episode.resetTrace] | |
| | cons j ls ih => | |
| change (Episode.cycleTrace s j++Episode.resetTrace s ls).length=(ls.length+1)*k | |
| simp only [List.length_append,Episode.cycleTrace,List.length_ofFn,ih] | |
| ring | |
| omit [NeZero k] [MetricSpace X] in | |
| lemma reset_requests_eq (s : Configuration k X) (R : ℕ) : | |
| (Episode.resetTrace s (List.replicate R id)).map Prod.fst= | |
| (List.replicate R (List.ofFn s)).flatten := by | |
| induction R with | |
| | zero => rfl | |
| | succ R ih => | |
| change (Episode.cycleTrace s id++Episode.resetTrace s (List.replicate R id)).map Prod.fst=_ | |
| rw [List.map_append,Episode.cycleTrace_requests,ih] | |
| rfl | |
| /-- Padded *closed* episodes, valid even when forward lengths differ. Padding | |
| is inserted after the reverse path and before the reset, so it costs the closed | |
| offline trace zero and does not compromise the online reset-mismatch bound. -/ | |
| lemma closed_padded_episodes (s : Configuration k X) (σ : Ω → List X) (R : ℕ) : | |
| ∃ L : ℕ, ∃ ρ : Ω → List X, ∃ t : Ω → List (X × Fin k), | |
| ∀ ω, (t ω).map Prod.fst=σ ω++ρ ω++(List.replicate R (List.ofFn s)).flatten ∧ | |
| configurationAfter s (t ω)=s ∧ Episode.traceCost s (t ω)=2*optimalCost s (σ ω) ∧ | |
| (t ω).length=L := by | |
| classical | |
| choose h hreq hcost hend hlen using fun ω=>Episode.cheap_closed_episode s (σ ω) | |
| let M := Finset.univ.sup (fun ω=>(σ ω).length) | |
| let pad (ω : Ω) := List.replicate (2*(M-(σ ω).length)) (s 0,(0 : Fin k)) | |
| let z := Episode.resetTrace s (List.replicate R id) | |
| have hz := stationary_reset s R | |
| have hp (ω : Ω) : configurationAfter s (pad ω)=s ∧ Episode.traceCost s (pad ω)=0 := by | |
| apply stationary_trace | |
| intro ri hri | |
| have he := (List.mem_replicate.mp hri).2 | |
| subst ri | |
| rfl | |
| refine ⟨2*M+R*k,fun ω=>(Episode.reverseTrace s (h ω)++pad ω).map Prod.fst, | |
| fun ω=>((h ω++Episode.reverseTrace s (h ω))++pad ω)++z,?_⟩ | |
| intro ω | |
| have hM : (σ ω).length ≤ M := by | |
| dsimp [M] | |
| exact Finset.le_sup (f := fun ω : Ω => (σ ω).length) (Finset.mem_univ ω) | |
| refine ⟨?_,?_,?_,?_⟩ | |
| · simp only [List.map_append,hreq] | |
| simp only [z,reset_requests_eq,List.append_assoc] | |
| · rw [Episode.configurationAfter_append',Episode.configurationAfter_append',hend,(hp ω).1] | |
| exact hz.1 | |
| · have hf : configurationAfter s ((h ω++Episode.reverseTrace s (h ω))++pad ω)=s := by | |
| rw [Episode.configurationAfter_append',hend,(hp ω).1] | |
| rw [Episode.traceCost_append,hf,Episode.traceCost_append,hcost,hend,(hp ω).2,hz.2] | |
| ring | |
| · simp only [List.length_append,hlen,pad,List.length_replicate,z,reset_length] | |
| omega | |
| def iidTrace (t : Ω → List (X × Fin k)) : (N : ℕ) → (Fin N → Ω) → List (X × Fin k) | |
| | 0,_ => [] | |
| | N+1,v => t (v 0)++iidTrace t N (fun i=>v i.succ) | |
| def iidSum (q : Ω → ℝ) : (N : ℕ) → (Fin N → Ω) → ℝ | |
| | 0,_ => 0 | |
| | N+1,v => q (v 0)+iidSum q N (fun i=>v i.succ) | |
| omit [NeZero k] [MetricSpace X] [Fintype Ω] in | |
| lemma iidTrace_requests (t : Ω → List (X × Fin k)) : | |
| ∀ N v, (iidTrace t N v).map Prod.fst=iidWord (fun ω=>(t ω).map Prod.fst) N v := by | |
| intro N | |
| induction N with | |
| | zero => intro v; rfl | |
| | succ N ih => intro v; simp only [iidTrace,List.map_append,iidWord,ih] | |
| omit [NeZero k] [Fintype Ω] in | |
| lemma iidTrace_cost (s : Configuration k X) (t : Ω → List (X × Fin k)) | |
| (ht : ∀ ω, configurationAfter s (t ω)=s) : | |
| ∀ N v, Episode.traceCost s (iidTrace t N v)=iidSum (fun ω=>Episode.traceCost s (t ω)) N v := by | |
| intro N | |
| induction N with | |
| | zero => intro v; rfl | |
| | succ N ih => intro v; simp only [iidTrace,Episode.traceCost_append,ht,ih,iidSum] | |
| lemma iidSum_expectation (w q : Ω → ℝ) (hsum : ∑ ω,w ω=1) : | |
| ∀ N, (∑ v, iidWeight w N v*iidSum q N v)=(N : ℝ)*∑ ω,w ω*q ω := by | |
| intro N | |
| induction N with | |
| | zero => simp [iidSum] | |
| | succ N ih => | |
| rw [sum_strings] | |
| simp only [iidWeight,iidSum,Fin.cons_zero,Fin.cons_succ,mul_add,sum_add_distrib] | |
| simp_rw [mul_assoc,←Finset.mul_sum,←sum_mul,iidWeight_sum w hsum,one_mul,ih] | |
| rw [hsum,one_mul] | |
| push_cast | |
| ring | |
| lemma iid_offline (s : Configuration k X) (σ : Ω → List X) | |
| (t : Ω → List (X × Fin k)) (ht : ∀ ω, configurationAfter s (t ω)=s) | |
| (hc : ∀ ω, Episode.traceCost s (t ω)=2*optimalCost s (σ ω)) | |
| (w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) (hsum : ∑ ω,w ω=1) (N : ℕ) : | |
| (∑ v, iidWeight w N v*optimalCost s (iidWord (fun ω=>(t ω).map Prod.fst) N v)) ≤ | |
| 2*(N : ℝ)*(∑ ω,w ω*optimalCost s (σ ω)) := by | |
| have hb := sum_le_sum (s:=Finset.univ) (fun v _=>mul_le_mul_of_nonneg_left | |
| (Episode.optimalCost_le_trace s (iidTrace t N v)) (iidWeight_nonneg w hw N v)) | |
| simp only [iidTrace_requests,iidTrace_cost s t ht] at hb | |
| refine hb.trans_eq ?_ | |
| rw [iidSum_expectation w _ hsum] | |
| simp_rw [hc] | |
| rw [show (∑ ω,w ω*(2*optimalCost s (σ ω)))=2*∑ ω,w ω*optimalCost s (σ ω) by | |
| rw [Finset.mul_sum]; apply sum_congr rfl; intro ω _; ring] | |
| ring | |
| universe v | |
| variable {Λ : Type v} [Fintype Λ] | |
| def pushWeights (f : Ω → Λ) (w : Ω → ℝ) : Λ → ℝ := | |
| by classical exact fun y=>∑ ω, if f ω=y then w ω else 0 | |
| omit [Fintype Λ] in | |
| lemma pushWeights_nonneg (f : Ω → Λ) (w : Ω → ℝ) (hw : ∀ ω, 0 ≤ w ω) : | |
| ∀ y, 0 ≤ pushWeights f w y := by | |
| classical | |
| intro y | |
| unfold pushWeights | |
| exact sum_nonneg fun ω _=>by split_ifs; exact hw ω; exact le_rfl | |
| lemma pushWeights_expectation (f : Ω → Λ) (w : Ω → ℝ) (g : Λ → ℝ) : | |
| (∑ y, pushWeights f w y*g y)=∑ ω,w ω*g (f ω) := by | |
| classical | |
| simp only [pushWeights,Finset.sum_mul] | |
| rw [sum_comm] | |
| apply sum_congr rfl | |
| intro ω _ | |
| simp only [ite_mul,zero_mul] | |
| simp | |
| lemma pushWeights_sum (f : Ω → Λ) (w : Ω → ℝ) (hsum : ∑ ω,w ω=1) : | |
| ∑ y,pushWeights f w y=1 := by | |
| simpa only [mul_one,hsum] using pushWeights_expectation f w (fun _=>1) | |
| omit [NeZero k] in | |
| /-- Exact transport of a horizon law to a finite indexed family; identically | |
| valued words are grouped rather than incorrectly treated as different inputs. -/ | |
| lemma fixed_law_indexed [Fintype X] (s : Configuration k X) (c D : ℝ) | |
| (hfinite : ∀ H : ℕ, ∀ q : (Fin H → X) → ℝ, | |
| (∀ v,0 ≤ q v) → (∑ v,q v=1) → ∃ A : Policy k X, StronglyLazy s A ∧ | |
| (∑ v,q v*expectedCost A s (List.ofFn v)) ≤ | |
| c*(∑ v,q v*optimalCost s (List.ofFn v))+D) | |
| (σ : Ω → List X) (w : Ω → ℝ) (hw : ∀ ω,0 ≤ w ω) (hsum : ∑ ω,w ω=1) | |
| (H : ℕ) (hH : ∀ ω,(σ ω).length=H) : | |
| ∃ A : Policy k X, StronglyLazy s A ∧ | |
| (∑ ω,w ω*expectedCost A s (σ ω)) ≤ c*(∑ ω,w ω*optimalCost s (σ ω))+D := by | |
| let f : Ω → (Fin H → X) := fun ω i=>(σ ω).get (Fin.cast (hH ω).symm i) | |
| have hf (ω : Ω) : List.ofFn (f ω)=σ ω := by | |
| apply List.ext_getElem (by simpa using (hH ω).symm) | |
| intro n hn hn' | |
| simp [f] | |
| obtain ⟨A,hA,hb⟩ := hfinite H (pushWeights f w) | |
| (pushWeights_nonneg f w hw) (pushWeights_sum f w hsum) | |
| rw [pushWeights_expectation,pushWeights_expectation] at hb | |
| simp only [hf] at hb | |
| exact ⟨A,hA,hb⟩ | |
| /-- Removing a fixed additive term by arbitrarily many repetitions. This | |
| argument includes the zero-optimum case without assuming a positive Q. -/ | |
| lemma remove_additive (m q D : ℝ) (h : ∀ N : ℕ, (N : ℝ)*m ≤ (N : ℝ)*q+D) : m ≤ q := by | |
| by_contra hmq | |
| have hp : 0 < m-q := sub_pos.mpr (lt_of_not_ge hmq) | |
| obtain ⟨N,hN⟩ := exists_nat_gt (D/(m-q)) | |
| have hmul : D<(N : ℝ)*(m-q) := (div_lt_iff₀ hp).mp hN | |
| have hb := h N | |
| nlinarith | |
| /-- Episode amplification transfers the finite-law estimate to a horizon-uniform competitive bound. -/ | |
| theorem amplification_of_uniform_finite_law [Fintype X] | |
| (s : Configuration k X) (hs : Function.Injective s) (hne : ∃ x y : X,x≠y) | |
| (c D : ℝ) (hc : 0 ≤ c) | |
| (hfinite : ∀ H : ℕ, ∀ q : (Fin H → X) → ℝ, | |
| (∀ v,0 ≤ q v) → (∑ v,q v=1) → ∃ A : Policy k X, StronglyLazy s A ∧ | |
| (∑ v,q v*expectedCost A s (List.ofFn v)) ≤ | |
| c*(∑ v,q v*optimalCost s (List.ofFn v))+D) | |
| (σ : Ω → List X) (w : Ω → ℝ) (hw : ∀ ω,0 ≤ w ω) (hsum : ∑ ω,w ω=1) : | |
| ∃ P : Policy k X, (∑ ω,w ω*expectedCost P s (σ ω)) ≤ | |
| 2*c*(∑ ω,w ω*optimalCost s (σ ω)) := by | |
| obtain ⟨P,hP⟩ := law_minimum s σ w | |
| let m := ∑ ω,w ω*expectedCost P s (σ ω) | |
| let Q := ∑ ω,w ω*optimalCost s (σ ω) | |
| obtain ⟨R,hR,hreset⟩ := expected_reset s hs hne | |
| obtain ⟨L,ρ,t,ht⟩ := closed_padded_episodes s σ R | |
| let ep : Ω → List X := fun ω=>(t ω).map Prod.fst | |
| have hep : ep=(fun ω=>σ ω++ρ ω++(List.replicate R (List.ofFn s)).flatten) := | |
| funext fun ω=>(ht ω).1 | |
| have hlen (ω : Ω) : (ep ω).length=L := by | |
| simp only [ep,List.length_map,(ht ω).2.2.2] | |
| have hcN : ∀ N : ℕ, (N : ℝ)*m ≤ (N : ℝ)*(2*c*Q)+D := by | |
| intro N | |
| obtain ⟨A,hA,hcost⟩ := fixed_law_indexed s c D hfinite (iidWord ep N) | |
| (iidWeight w N) (iidWeight_nonneg w hw N) (iidWeight_sum w hsum N) | |
| (N*L) (iidWord_length ep L hlen N) | |
| have hupper := iid_offline s σ t (fun ω=>(ht ω).2.1) (fun ω=>(ht ω).2.2.1) w hw hsum N | |
| have hc' := hcost.trans (add_le_add (mul_le_mul_of_nonneg_left hupper hc) le_rfl) | |
| have hstep := episode_step A s w hw hsum σ ρ | |
| ((List.replicate R (List.ofFn s)).flatten) m hP (hreset A hA) | |
| rw [←hep] at hstep | |
| have hlower := episode_telescope A s w hw hsum ep m hstep N [] | |
| rw [Episode.configurationAfter_nil,matching_self,zero_add,runCost_iid A s w hsum] at hlower | |
| have hid (v : Fin N → Ω) : cost A s [] (iidWord ep N v)=expectedCost A s (iidWord ep N v) := rfl | |
| simp only [hid] at hlower | |
| change (N : ℝ)*m ≤ _ at hlower | |
| dsimp [Q] | |
| nlinarith | |
| exact ⟨P,remove_additive m (2*c*Q) D hcN⟩ | |
| end | |
| end Amplification | |
| end KServer | |
| namespace KServer | |
| noncomputable section | |
| open Finset | |
| universe u | |
| def FiniteDistribution (Ω : Type*) [Fintype Ω] := | |
| {w : Ω → ℝ // (∀ ω, 0 ≤ w ω) ∧ ∑ ω, w ω = 1} | |
| def FiniteLawStatement : Prop := | |
| ∃ a : ℝ, ∀ (Y : Type u) (_ : MetricSpace Y) (_ : Fintype Y), | |
| (∃ x y : Y, x ≠ y) → ∀ k : ℕ, 2 ≤ k → ∀ s : Configuration k Y, | |
| ∃ D₀ : ℝ, 0 ≤ D₀ ∧ ∀ H : ℕ, ∀ law : FiniteDistribution (Fin H → Y), | |
| ∃ A : Policy k Y, StronglyLazy s A ∧ | |
| (∑ σ, law.val σ * expectedCost A s (List.ofFn σ)) ≤ | |
| a * (1 + Real.log (k + 1)) ^ 2 * | |
| (∑ σ, law.val σ * optimalCost s (List.ofFn σ)) + D₀ | |
| /-- The finite-law estimate implies the arbitrary-metric competitive bound | |
| through closed-episode amplification and product compactness. -/ | |
| theorem finite_law_suffices_for_main : FiniteLawStatement.{u} → ReductionStatement.{u} := by | |
| intro h | |
| obtain ⟨a,ha⟩ := h | |
| apply main_reduction | |
| refine ⟨2*max a 0,mul_nonneg (by norm_num) (le_max_right _ _),?_⟩ | |
| intro k hk Y _ _ s hs Ω _ σ w hw hsum | |
| let : NeZero k := ⟨by omega⟩ | |
| have hne : ∃ x y : Y, x≠y := by | |
| refine ⟨s ⟨0,by omega⟩,s ⟨1,by omega⟩,?_⟩ | |
| intro he | |
| have hi := congrArg Fin.val (hs he) | |
| exact Nat.zero_ne_one hi | |
| obtain ⟨D,hD,hF⟩ := ha Y inferInstance inferInstance hne k hk s | |
| let c := max a 0*(1+Real.log (k+1))^2 | |
| have hc : 0 ≤ c := mul_nonneg (le_max_right _ _) (sq_nonneg _) | |
| have hfinite : ∀ H : ℕ, ∀ q : (Fin H → Y) → ℝ, | |
| (∀ v,0 ≤ q v) → (∑ v,q v=1) → ∃ A : Policy k Y, StronglyLazy s A ∧ | |
| (∑ v,q v*expectedCost A s (List.ofFn v)) ≤ | |
| c*(∑ v,q v*optimalCost s (List.ofFn v))+D := by | |
| intro H q hq hqsum | |
| obtain ⟨A,hA,hb⟩ := hF H ⟨q,hq,hqsum⟩ | |
| refine ⟨A,hA,hb.trans ?_⟩ | |
| refine add_le_add ?_ le_rfl | |
| apply mul_le_mul_of_nonneg_right | |
| · exact mul_le_mul_of_nonneg_right (le_max_left _ _) (sq_nonneg _) | |
| · exact sum_nonneg fun v _=>mul_nonneg (hq v) (optimalCost_nonneg s _) | |
| obtain ⟨P,hP⟩ := Amplification.amplification_of_uniform_finite_law | |
| s hs hne c D hc hfinite σ w hw hsum | |
| refine ⟨P,hP.trans_eq ?_⟩ | |
| rw [Finset.mul_sum] | |
| apply sum_congr rfl | |
| intro ω _ | |
| dsimp [c] | |
| ring | |
| end | |
| end KServer | |
| end | |
| end OAI | |