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Add lean source and binary files (part 46)
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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