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| import Mathlib | |
| namespace OAI | |
| /- Prescribed correlated-total rounding and minimization over finite joint laws, without an independence requirement. -/ | |
| noncomputable section | |
| open Finset | |
| open scoped BigOperators | |
| namespace KServer.Rounding | |
| variable {J : Type*} [Fintype J] [DecidableEq J] | |
| def move (p : J → ℝ) (x y : J) (ε : ℝ) : J → ℝ := | |
| fun z => p z + ε * ((if z = y then 1 else 0) - (if z = x then 1 else 0)) | |
| omit [Fintype J] in | |
| lemma move_nonneg {p : J → ℝ} (hp : ∀ z, 0 ≤ p z) {x y : J} {ε : ℝ} | |
| (hε : 0 ≤ ε) (hx : ε ≤ p x) : ∀ z, 0 ≤ move p x y ε z := by | |
| intro z | |
| by_cases hz : z = x | |
| · subst z | |
| by_cases hy : x = y | |
| · simp [move, hy, hp] | |
| · simp only [move, ite_eq_right hy, ite_true] | |
| linarith | |
| · by_cases hy : z = y | |
| · simp only [move, ite_eq_left hy, ite_eq_right hz] | |
| linarith [hp z] | |
| · simpa only [move, ite_eq_right hy, ite_eq_right hz, sub_self, mul_zero, add_zero] using hp z | |
| lemma move_sum (p : J → ℝ) (x y : J) (ε : ℝ) (f : J → ℝ) : | |
| (∑ z, move p x y ε z * f z) = (∑ z, p z * f z) + ε * (f y - f x) := by | |
| calc (∑ z, move p x y ε z * f z) = | |
| ∑ z, (p z * f z + (if z = y then ε * f z else 0) - | |
| (if z = x then ε * f z else 0)) := by | |
| apply sum_congr rfl | |
| intro z _ | |
| simp only [move] | |
| split_ifs <;> ring | |
| _ = _ := by rw [sum_sub_distrib, sum_add_distrib]; simp; ring | |
| omit [Fintype J] in | |
| lemma move_coordinate (p : J → ℝ) {x y z : J} {ε : ℝ} (hε : 0 ≤ ε) | |
| (hz : z ≠ x) : p z ≤ move p x y ε z := by | |
| by_cases hy : z = y | |
| · simp only [move, ite_eq_left hy, ite_eq_right hz]; linarith | |
| · simp [move, hy, hz] | |
| variable {S I : Type*} [Fintype S] [Fintype I] [DecidableEq S] [DecidableEq I] | |
| /-- Each fiber records the actual observed total, not a conditional mean. -/ | |
| abbrev Outcome (r : S → ℕ) := {x : S × Finset I // x.2.card = r x.1} | |
| def subset {r : S → ℕ} (x : Outcome (I := I) r) : Finset I := x.val.2 | |
| def state {r : S → ℕ} (x : Outcome (I := I) r) : S := x.val.1 | |
| def Marginal {r : S → ℕ} (p : Outcome (I := I) r → ℝ) (i : I) : ℝ := | |
| ∑ x, p x * (if i ∈ subset x then 1 else 0) | |
| def Mass {r : S → ℕ} (p : Outcome (I := I) r → ℝ) (ω : S) : ℝ := | |
| ∑ x, p x * (if state x = ω then 1 else 0) | |
| def Feasible {r : S → ℕ} (p₀ p : Outcome (I := I) r → ℝ) : Prop := | |
| (∀ x, 0 ≤ p x) ∧ ∀ ω, Mass p ω = Mass p₀ ω | |
| omit [DecidableEq I] in | |
| lemma mass_total {r : S → ℕ} (p : Outcome (I := I) r → ℝ) : | |
| (∑ ω, Mass p ω) = ∑ x, p x := by | |
| simp only [Mass] | |
| rw [sum_comm] | |
| apply sum_congr rfl | |
| intro x _ | |
| simp | |
| lemma marginal_total {r : S → ℕ} (p : Outcome (I := I) r → ℝ) : | |
| (∑ i, Marginal p i) = ∑ ω, Mass p ω * r ω := by | |
| simp only [Marginal, Mass] | |
| rw [sum_comm] | |
| simp_rw [sum_mul] | |
| conv_rhs => rw [sum_comm] | |
| apply sum_congr rfl | |
| intro x _ | |
| have hx : (subset x).card = r (state x) := x.property | |
| simp only [← mul_sum] | |
| have h : (∑ i : I, if i ∈ subset x then (1 : ℝ) else 0) = (subset x).card := by simp | |
| rw [h, hx] | |
| simp | |
| omit [DecidableEq I] in | |
| lemma feasible_mass {r : S → ℕ} {p₀ p : Outcome (I := I) r → ℝ} | |
| (hp : Feasible p₀ p) : (∑ x, p x) = ∑ x, p₀ x := by | |
| rw [← mass_total p, ← mass_total p₀] | |
| exact sum_congr rfl fun ω _ => hp.2 ω | |
| lemma move_feasible {r : S → ℕ} {p₀ p : Outcome (I := I) r → ℝ} (hp : Feasible p₀ p) | |
| {x y : Outcome (I := I) r} (hxy : state x = state y) | |
| {ε : ℝ} (hε : 0 ≤ ε) (hx : ε ≤ p x) : Feasible p₀ (move p x y ε) := by | |
| refine ⟨move_nonneg hp.1 hε hx, ?_⟩ | |
| intro ω | |
| rw [Mass, move_sum, hxy] | |
| simpa [Mass] using hp.2 ω | |
| omit [DecidableEq I] in | |
| lemma continuous_mass {r : S → ℕ} (ω : S) : Continuous (fun p : Outcome (I := I) r → ℝ => Mass p ω) := by | |
| unfold Mass | |
| fun_prop | |
| omit [DecidableEq S] in | |
| lemma continuous_marginal {r : S → ℕ} (i : I) : Continuous (fun p : Outcome (I := I) r → ℝ => Marginal p i) := by | |
| unfold Marginal | |
| fun_prop | |
| omit [DecidableEq I] in | |
| lemma feasible_compact {r : S → ℕ} (p₀ : Outcome (I := I) r → ℝ) | |
| (h₀ : ∑ x, p₀ x = 1) : IsCompact {p | Feasible p₀ p} := by | |
| have hc : IsClosed {p | Feasible p₀ p} := by | |
| change IsClosed ({p : Outcome (I := I) r → ℝ | ∀ x, 0 ≤ p x} ∩ | |
| {p | ∀ ω, Mass p ω = Mass p₀ ω}) | |
| apply IsClosed.inter | |
| · simp only [Set.ofPred_forall] | |
| exact isClosed_iInter fun x => isClosed_le continuous_const (continuous_apply x) | |
| · simp only [Set.ofPred_forall] | |
| exact isClosed_iInter fun ω => isClosed_eq (continuous_mass ω) continuous_const | |
| apply (isCompact_pi_infinite fun _ : Outcome (I := I) r => | |
| isCompact_Icc (a := (0 : ℝ)) (b := 1)).of_isClosed_subset hc | |
| intro p hp x | |
| refine ⟨hp.1 x, ?_⟩ | |
| have he : ∑ z, p z = 1 := (feasible_mass hp).trans h₀ | |
| rw [← he] | |
| exact single_le_sum (fun z _ => hp.1 z) (mem_univ x) | |
| def Objective {r : S → ℕ} (c : Outcome (I := I) r → ℝ) (f : I → ℝ) | |
| (p : Outcome (I := I) r → ℝ) : ℝ := | |
| (∑ x, p x * c x) + 10 * ∑ i, |Marginal p i - f i| | |
| omit [DecidableEq S] in | |
| lemma objective_continuous {r : S → ℕ} (c : Outcome (I := I) r → ℝ) (f : I → ℝ) : | |
| Continuous (Objective c f) := by | |
| apply Continuous.add | |
| · fun_prop | |
| · apply Continuous.const_mul | |
| apply continuous_finsetSum | |
| intro i _ | |
| exact ((continuous_marginal i).sub continuous_const).abs | |
| lemma exists_minimizer {r : S → ℕ} (p₀ c : Outcome (I := I) r → ℝ) (f : I → ℝ) | |
| (hp₀ : ∀ x, 0 ≤ p₀ x) (h₀ : ∑ x, p₀ x = 1) : | |
| ∃ p, Feasible p₀ p ∧ IsMinOn (Objective c f) {p | Feasible p₀ p} p := by | |
| exact (feasible_compact p₀ h₀).exists_isMinOn ⟨p₀, hp₀, fun _ => rfl⟩ | |
| (objective_continuous c f).continuousOn | |
| def exchange (A : Finset I) (i j : I) : Finset I := insert j (A.erase i) | |
| omit [Fintype I] in | |
| lemma exchange_card {A : Finset I} {i j : I} (hi : i ∈ A) (hj : j ∉ A) : | |
| (exchange A i j).card = A.card := by | |
| rw [exchange, card_insert_of_notMem (fun h => hj (mem_of_mem_erase h)), card_erase_of_mem hi] | |
| have := card_pos.mpr ⟨i, hi⟩ | |
| omega | |
| omit [Fintype I] in | |
| lemma exchange_indicator {A : Finset I} {i j : I} (hi : i ∈ A) (hj : j ∉ A) (a : I) : | |
| (if a ∈ exchange A i j then (1 : ℝ) else 0) = (if a ∈ A then 1 else 0) + | |
| (if a = j then 1 else 0) - (if a = i then 1 else 0) := by | |
| have hij : i ≠ j := by intro h; subst j; contradiction | |
| by_cases ha : a = i | |
| · subst a; simp [exchange, hij, hi] | |
| · by_cases hb : a = j | |
| · subst a; simp [exchange, Ne.symm hij, hj] | |
| · simp [exchange, ha, hb] | |
| def afterExchange {r : S → ℕ} (x : Outcome (I := I) r) (i j : I) | |
| (hi : i ∈ subset x) (hj : j ∉ subset x) : Outcome (I := I) r := | |
| ⟨(state x, exchange (subset x) i j), (exchange_card hi hj).trans x.property⟩ | |
| omit [Fintype I] [Fintype S] [DecidableEq S] in | |
| lemma exchange_state {r : S → ℕ} (x : Outcome (I := I) r) (i j : I) | |
| (hi : i ∈ subset x) (hj : j ∉ subset x) : | |
| state (afterExchange x i j hi hj) = state x := rfl | |
| lemma move_exchange_marginal {r : S → ℕ} (p : Outcome (I := I) r → ℝ) | |
| (x : Outcome (I := I) r) (i j : I) (hi : i ∈ subset x) (hj : j ∉ subset x) | |
| (ε : ℝ) (a : I) : | |
| Marginal (move p x (afterExchange x i j hi hj) ε) a = Marginal p a + | |
| ε * ((if a = j then 1 else 0) - (if a = i then 1 else 0)) := by | |
| rw [Marginal, move_sum] | |
| change _ + ε * ((if a ∈ exchange (subset x) i j then 1 else 0) - _) = _ | |
| rw [exchange_indicator hi hj] | |
| unfold Marginal | |
| ring | |
| lemma deviation_descent (a f : I → ℝ) {i j : I} (hij : i ≠ j) {ε : ℝ} | |
| (hε : 0 ≤ ε) (hi : ε ≤ a i - f i) (hj : ε ≤ f j - a j) : | |
| (∑ x, |a x + ε * ((if x = j then 1 else 0) - (if x = i then 1 else 0)) - f x|) = | |
| (∑ x, |a x - f x|) - 2 * ε := by | |
| have he (x : I) : | |
| |a x + ε * ((if x = j then 1 else 0) - (if x = i then 1 else 0)) - f x| = | |
| |a x - f x| - (if x = i then ε else 0) - (if x = j then ε else 0) := by | |
| by_cases hx : x = i | |
| · subst x | |
| simp only [ite_eq_right hij, ite_true] | |
| rw [abs_of_nonneg (by linarith : 0 ≤ a i + ε * (0 - 1) - f i), | |
| abs_of_nonneg (by linarith : 0 ≤ a i - f i)] | |
| ring | |
| · by_cases hy : x = j | |
| · subst x | |
| simp only [ite_true, ite_eq_right (Ne.symm hij)] | |
| rw [abs_of_nonpos (by linarith : a j + ε * (1 - 0) - f j ≤ 0), | |
| abs_of_nonpos (by linarith : a j - f j ≤ 0)] | |
| ring | |
| · simp [hx, hy] | |
| simp_rw [he] | |
| rw [sum_sub_distrib, sum_sub_distrib] | |
| simp | |
| ring | |
| omit [DecidableEq I] in | |
| lemma discrepancy_pair (a f : I → ℝ) (hs : ∑ i, a i = ∑ i, f i) | |
| (hne : ¬∀ i, a i = f i) : ∃ i j, a i > f i ∧ a j < f j := by | |
| have hi : ∃ i, f i < a i := by | |
| by_contra! h | |
| apply hne | |
| intro i | |
| exact (sum_eq_sum_iff_of_le (fun i _ => h i)).mp hs i (mem_univ _) | |
| have hj : ∃ j, a j < f j := by | |
| by_contra! h | |
| apply hne | |
| have he := (sum_eq_sum_iff_of_le (fun i _ => h i)).mp hs.symm | |
| intro i | |
| exact (he i (mem_univ i)).symm | |
| obtain ⟨i, hi⟩ := hi | |
| obtain ⟨j, hj⟩ := hj | |
| exact ⟨i, j, hi, hj⟩ | |
| omit [DecidableEq S] in | |
| lemma support_mem {r : S → ℕ} {p : Outcome (I := I) r → ℝ} (hp : ∀x, 0 ≤ p x) | |
| {i : I} (hi : 0 < Marginal p i) : ∃ x, 0 < p x ∧ i ∈ subset x := by | |
| by_contra! h | |
| have he : Marginal p i = 0 := by | |
| apply sum_eq_zero | |
| intro x _ | |
| by_cases hh : 0 < p x | |
| · simp [h x hh] | |
| · have hz := le_antisymm (le_of_not_gt hh) (hp x) | |
| simp [hz] | |
| linarith | |
| omit [DecidableEq S] in | |
| lemma support_notMem {r : S → ℕ} {p : Outcome (I := I) r → ℝ} (hp : ∀x, 0 ≤ p x) | |
| (h₁ : ∑ x, p x = 1) {i : I} (hi : Marginal p i < 1) : | |
| ∃ x, 0 < p x ∧ i ∉ subset x := by | |
| by_contra! h | |
| have he : Marginal p i = ∑ x, p x := by | |
| apply sum_congr rfl | |
| intro x _ | |
| by_cases hh : 0 < p x | |
| · simp [h x hh] | |
| · have hz := le_antisymm (le_of_not_gt hh) (hp x) | |
| simp [hz] | |
| linarith | |
| omit [Fintype I] in | |
| lemma exists_bridge {A B : Finset I} {i j : I} (hij : i ≠ j) | |
| (hiA : i ∈ A) (hjA : j ∈ A) (hiB : i ∉ B) (hjB : j ∉ B) | |
| (hc : A.card ≤ B.card + 1) : ∃ h, h ∈ B ∧ h ∉ A := by | |
| by_contra! hh | |
| have hBA : B ⊆ A := hh | |
| have hsub : insert i (insert j B) ⊆ A := by | |
| intro a ha | |
| rcases mem_insert.mp ha with rfl | ha | |
| · exact hiA | |
| rcases mem_insert.mp ha with rfl | ha | |
| · exact hjA | |
| exact hBA ha | |
| have hcard := card_le_card hsub | |
| have hn : i ∉ insert j B := by simp [hij, hiB] | |
| rw [card_insert_of_notMem hn, card_insert_of_notMem hjB] at hcard | |
| omega | |
| /-- The local Lipschitz property needed by the repair objective. It will be | |
| instantiated by Hamming distance from the state's preliminary rounding. -/ | |
| def ExchangeCost {r : S → ℕ} (c : Outcome (I := I) r → ℝ) : Prop := | |
| ∀ (x : Outcome (I := I) r) (i j : I) (hi : i ∈ subset x) (hj : j ∉ subset x), | |
| c (afterExchange x i j hi hj) - c x ≤ 2 | |
| lemma one_exchange_improves {r : S → ℕ} {p₀ p c : Outcome (I := I) r → ℝ} {f : I → ℝ} | |
| (hp : Feasible p₀ p) (hc : ExchangeCost c) | |
| {i j : I} (hi : f i < Marginal p i) (hj : Marginal p j < f j) | |
| (x : Outcome (I := I) r) (hx : 0 < p x) (hxi : i ∈ subset x) (hxj : j ∉ subset x) : | |
| ∃ q, Feasible p₀ q ∧ Objective c f q < Objective c f p := by | |
| have hij : i ≠ j := by intro he; subst j; linarith | |
| let ε := min (p x) (min (Marginal p i - f i) (f j - Marginal p j)) | |
| have hε : 0 < ε := lt_min hx (lt_min (sub_pos.mpr hi) (sub_pos.mpr hj)) | |
| have hεx : ε ≤ p x := min_le_left _ _ | |
| have hεi : ε ≤ Marginal p i - f i := (min_le_right _ _).trans (min_le_left _ _) | |
| have hεj : ε ≤ f j - Marginal p j := (min_le_right _ _).trans (min_le_right _ _) | |
| let y := afterExchange x i j hxi hxj | |
| let q := move p x y ε | |
| refine ⟨q, move_feasible (x := x) (y := y) hp rfl hε.le hεx, ?_⟩ | |
| have hd : (∑ a, |Marginal q a - f a|) = (∑ a, |Marginal p a - f a|) - 2 * ε := by | |
| simp only [q, y, move_exchange_marginal] | |
| exact deviation_descent _ _ hij hε.le hεi hεj | |
| have hcost : (∑ z, q z * c z) ≤ (∑ z, p z * c z) + 2 * ε := by | |
| dsimp only [q] | |
| rw [move_sum] | |
| have hh := mul_le_mul_of_nonneg_left (hc x i j hxi hxj) hε.le | |
| dsimp [y] | |
| linarith | |
| unfold Objective | |
| rw [hd] | |
| linarith | |
| lemma two_exchanges_improve {r : S → ℕ} {p₀ p c : Outcome (I := I) r → ℝ} {f : I → ℝ} | |
| (hp : Feasible p₀ p) (hc : ExchangeCost c) | |
| {i j : I} (hi : f i < Marginal p i) (hj : Marginal p j < f j) | |
| (x y : Outcome (I := I) r) (hx : 0 < p x) (hy : 0 < p y) | |
| (hxi : i ∈ subset x) (hxj : j ∈ subset x) | |
| (hyi : i ∉ subset y) (hyj : j ∉ subset y) | |
| (h : I) (hyh : h ∈ subset y) (hxh : h ∉ subset x) : | |
| ∃ q, Feasible p₀ q ∧ Objective c f q < Objective c f p := by | |
| have hij : i ≠ j := by intro he; subst j; linarith | |
| have hyx : y ≠ x := by intro he; subst y; contradiction | |
| let ε := min (min (p x) (p y)) (min (Marginal p i - f i) (f j - Marginal p j)) | |
| have hε : 0 < ε := lt_min (lt_min hx hy) (lt_min (sub_pos.mpr hi) (sub_pos.mpr hj)) | |
| have hεx : ε ≤ p x := (min_le_left _ _).trans (min_le_left _ _) | |
| have hεy : ε ≤ p y := (min_le_left _ _).trans (min_le_right _ _) | |
| have hεi : ε ≤ Marginal p i - f i := (min_le_right _ _).trans (min_le_left _ _) | |
| have hεj : ε ≤ f j - Marginal p j := (min_le_right _ _).trans (min_le_right _ _) | |
| let x' := afterExchange x i h hxi hxh | |
| let y' := afterExchange y h j hyh hyj | |
| let mid := move p x x' ε | |
| let q := move mid y y' ε | |
| have hmid : Feasible p₀ mid := move_feasible (x := x) (y := x') hp rfl hε.le hεx | |
| have hq : Feasible p₀ q := move_feasible (x := y) (y := y') hmid rfl hε.le | |
| (hεy.trans (move_coordinate p hε.le hyx)) | |
| refine ⟨q, hq, ?_⟩ | |
| have hm (a : I) : Marginal q a = Marginal p a + | |
| ε * ((if a = j then 1 else 0) - (if a = i then 1 else 0)) := by | |
| dsimp only [q, mid, x', y'] | |
| rw [move_exchange_marginal, move_exchange_marginal] | |
| ring | |
| have hd : (∑ a, |Marginal q a - f a|) = (∑ a, |Marginal p a - f a|) - 2 * ε := by | |
| simp only [hm] | |
| exact deviation_descent _ _ hij hε.le hεi hεj | |
| have hcost : (∑ z, q z * c z) ≤ (∑ z, p z * c z) + 4 * ε := by | |
| dsimp only [q, mid] | |
| rw [move_sum, move_sum] | |
| have hhx := mul_le_mul_of_nonneg_left (hc x i h hxi hxh) hε.le | |
| have hhy := mul_le_mul_of_nonneg_left (hc y h j hyh hyj) hε.le | |
| dsimp only [x', y'] | |
| linarith | |
| unfold Objective | |
| rw [hd] | |
| linarith | |
| /-- A minimizer has the prescribed unconditional marginals, even when different | |
| fibers have different adjacent totals. This is the source's essential | |
| correlation-tolerant two-state exchange argument. -/ | |
| lemma minimizer_marginals {r : S → ℕ} {p₀ p c : Outcome (I := I) r → ℝ} {f : I → ℝ} | |
| (hr : ∀ ω ν, r ω ≤ r ν + 1) (hf : ∀ i, 0 ≤ f i ∧ f i ≤ 1) | |
| (hfSum : ∑ i, f i = ∑ ω, Mass p₀ ω * r ω) | |
| (hp : Feasible p₀ p) (h₀ : ∑ x, p₀ x = 1) (hc : ExchangeCost c) | |
| (hmin : IsMinOn (Objective c f) {p | Feasible p₀ p} p) : | |
| ∀ i, Marginal p i = f i := by | |
| by_contra hne | |
| have hsum : ∑ i, Marginal p i = ∑ i, f i := by | |
| rw [marginal_total, hfSum] | |
| exact sum_congr rfl fun ω _ => by rw [hp.2 ω] | |
| obtain ⟨i, j, hi, hj⟩ := discrepancy_pair (Marginal p) f hsum hne | |
| have hij : i ≠ j := by intro he; subst j; linarith | |
| by_cases hex : ∃ x, 0 < p x ∧ i ∈ subset x ∧ j ∉ subset x | |
| · obtain ⟨x, hx, hxi, hxj⟩ := hex | |
| obtain ⟨q, hq, hqCost⟩ := one_exchange_improves hp hc hi hj x hx hxi hxj | |
| exact (not_lt_of_ge (hmin hq)) hqCost | |
| · obtain ⟨x, hx, hxi⟩ := support_mem hp.1 ((hf i).1.trans_lt hi) | |
| have hxj : j ∈ subset x := by | |
| by_contra hh | |
| exact hex ⟨x, hx, hxi, hh⟩ | |
| obtain ⟨y, hy, hyj⟩ := support_notMem hp.1 ((feasible_mass hp).trans h₀) (hj.trans_le (hf j).2) | |
| have hyi : i ∉ subset y := fun hh => hex ⟨y, hy, hh, hyj⟩ | |
| have hcard : (subset x).card ≤ (subset y).card + 1 := by | |
| rw [show (subset x).card = r (state x) from x.property, | |
| show (subset y).card = r (state y) from y.property] | |
| exact hr _ _ | |
| obtain ⟨h, hyh, hxh⟩ := exists_bridge hij hxi hxj hyi hyj hcard | |
| obtain ⟨q, hq, hqCost⟩ := two_exchanges_improve hp hc hi hj x y hx hy hxi hxj hyi hyj h hyh hxh | |
| exact (not_lt_of_ge (hmin hq)) hqCost | |
| /-- The compact finite-law repair step, including its quantitative cost bound. -/ | |
| theorem finite_repair {r : S → ℕ} (p₀ c : Outcome (I := I) r → ℝ) (f : I → ℝ) | |
| (hr : ∀ ω ν, r ω ≤ r ν + 1) (hf : ∀ i, 0 ≤ f i ∧ f i ≤ 1) | |
| (hfSum : ∑ i, f i = ∑ ω, Mass p₀ ω * r ω) | |
| (hp₀ : ∀ x, 0 ≤ p₀ x) (h₀ : ∑ x, p₀ x = 1) (hc : ExchangeCost c) : | |
| ∃ p, Feasible p₀ p ∧ (∀ i, Marginal p i = f i) ∧ | |
| (∑ x, p x * c x) ≤ (∑ x, p₀ x * c x) + 10 * ∑ i, |Marginal p₀ i - f i| := by | |
| obtain ⟨p, hp, hm⟩ := exists_minimizer p₀ c f hp₀ h₀ | |
| have hmar := minimizer_marginals hr hf hfSum hp h₀ hc hm | |
| refine ⟨p, hp, hmar, ?_⟩ | |
| have hh := hm (show Feasible p₀ p₀ from ⟨hp₀, fun _ => rfl⟩) | |
| simpa [Objective, hmar] using hh | |
| def hamming (A B : Finset I) : ℝ := | |
| ∑ i, |(if i ∈ A then (1 : ℝ) else 0) - (if i ∈ B then 1 else 0)| | |
| lemma hamming_self (A : Finset I) : hamming A A = 0 := by simp [hamming] | |
| lemma hamming_triangle (A B C : Finset I) : hamming A C ≤ hamming A B + hamming B C := by | |
| rw [hamming, hamming, hamming, ← sum_add_distrib] | |
| exact sum_le_sum fun i _ => abs_sub_le _ _ _ | |
| lemma hamming_exchange {A : Finset I} {i j : I} (hi : i ∈ A) (hj : j ∉ A) : | |
| hamming (exchange A i j) A = 2 := by | |
| have hij : i ≠ j := by intro he; subst j; contradiction | |
| have he (a : I) : | |
| |(if a ∈ exchange A i j then (1 : ℝ) else 0) - (if a ∈ A then 1 else 0)| = | |
| (if a = j then 1 else 0) + (if a = i then 1 else 0) := by | |
| rw [exchange_indicator hi hj] | |
| by_cases ha : a = i | |
| · subst a; simp [hij] | |
| · by_cases hb : a = j | |
| · subst a; simp [Ne.symm hij] | |
| · simp [ha, hb] | |
| simp only [hamming, he, sum_add_distrib] | |
| norm_num | |
| def HammingCost {r : S → ℕ} (A₀ : S → Finset I) (x : Outcome (I := I) r) : ℝ := | |
| hamming (subset x) (A₀ (state x)) | |
| omit [Fintype S] [DecidableEq S] in | |
| lemma hamming_exchangeCost {r : S → ℕ} (A₀ : S → Finset I) : | |
| ExchangeCost (HammingCost (r := r) A₀) := by | |
| intro x i j hi hj | |
| have hh := hamming_triangle (exchange (subset x) i j) (subset x) (A₀ (state x)) | |
| rw [hamming_exchange hi hj] at hh | |
| change hamming (exchange (subset x) i j) (A₀ (state x)) - _ ≤ 2 | |
| unfold HammingCost | |
| linarith | |
| def seed {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r) : Outcome (I := I) r → ℝ := | |
| fun x => ∑ ω, if x = e ω then w ω else 0 | |
| omit [Fintype I] in | |
| lemma seed_nonneg {r : S → ℕ} {w : S → ℝ} (hw : ∀ ω, 0 ≤ w ω) | |
| (e : S → Outcome (I := I) r) : ∀ x, 0 ≤ seed w e x := by | |
| intro x | |
| exact sum_nonneg fun ω _ => by split_ifs; exact hw ω; rfl | |
| lemma seed_sum {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r) | |
| (g : Outcome (I := I) r → ℝ) : | |
| (∑ x, seed w e x * g x) = ∑ ω, w ω * g (e ω) := by | |
| simp only [seed, sum_mul] | |
| rw [sum_comm] | |
| apply sum_congr rfl | |
| intro ω _ | |
| simp [ite_mul] | |
| lemma seed_total {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r) : | |
| (∑ x, seed w e x) = ∑ ω, w ω := by | |
| simpa using seed_sum w e (fun _ => 1) | |
| lemma seed_mass {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r) | |
| (he : ∀ ω, state (e ω) = ω) (ω : S) : Mass (seed w e) ω = w ω := by | |
| rw [Mass, seed_sum] | |
| simp [he] | |
| lemma seed_marginal {r : S → ℕ} (w : S → ℝ) (e : S → Outcome (I := I) r) (i : I) : | |
| Marginal (seed w e) i = ∑ ω, w ω * (if i ∈ subset (e ω) then 1 else 0) := by | |
| exact seed_sum _ _ _ | |
| /-- Joint-law repair in the exact Hamming metric of the manuscript. All | |
| correlation is retained by preserving every original state probability. -/ | |
| theorem hamming_repair (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1) | |
| (r : S → ℕ) (hr : ∀ ω ν, r ω ≤ r ν + 1) (A₀ : S → Finset I) | |
| (hA : ∀ ω, (A₀ ω).card = r ω) (f : I → ℝ) (hf : ∀ i, 0 ≤ f i ∧ f i ≤ 1) | |
| (hs : ∑ i, f i = ∑ ω, w ω * r ω) : | |
| ∃ p : Outcome (I := I) r → ℝ, (∀ x, 0 ≤ p x) ∧ (∀ ω, Mass p ω = w ω) ∧ | |
| (∀ i, Marginal p i = f i) ∧ | |
| (∑ x, p x * HammingCost A₀ x) ≤ | |
| 10 * ∑ i, |(∑ ω, w ω * (if i ∈ A₀ ω then 1 else 0)) - f i| := by | |
| let e : S → Outcome (I := I) r := fun ω => ⟨(ω, A₀ ω), hA ω⟩ | |
| have he (ω : S) : state (e ω) = ω := rfl | |
| have hsubset (ω : S) : subset (e ω) = A₀ ω := rfl | |
| have hmass := seed_mass w e he | |
| have hfs : ∑ i, f i = ∑ ω, Mass (seed w e) ω * r ω := by simpa [hmass] using hs | |
| obtain ⟨p, hp, hmar, hcost⟩ := finite_repair (seed w e) (HammingCost A₀) f hr hf hfs | |
| (seed_nonneg hw e) ((seed_total w e).trans h₁) (hamming_exchangeCost A₀) | |
| refine ⟨p, hp.1, fun ω => (hp.2 ω).trans (hmass ω), hmar, ?_⟩ | |
| have hzero : (∑ x, seed w e x * HammingCost A₀ x) = 0 := by | |
| rw [seed_sum] | |
| simp [HammingCost, he, hsubset, hamming_self] | |
| simpa [hzero, seed_marginal, hsubset] using hcost | |
| lemma hamming_comm (A B : Finset I) : hamming A B = hamming B A := by | |
| apply sum_congr rfl | |
| intro i _ | |
| exact abs_sub_comm _ _ | |
| lemma hamming_subset {A B : Finset I} (h : B ⊆ A) : | |
| hamming A B = (A.card : ℝ) - B.card := by | |
| have hn (i : I) : (0 : ℝ) ≤ (if i ∈ A then 1 else 0) - (if i ∈ B then 1 else 0) := by | |
| by_cases hi : i ∈ B | |
| · simp [hi, h hi] | |
| · simp [hi]; split_ifs <;> norm_num | |
| simp only [hamming, abs_of_nonneg (hn _)] | |
| rw [sum_sub_distrib] | |
| simp | |
| /-- Deterministic adjustment to any attainable integer total, with optimal | |
| Hamming cost. The permitted coordinates H may omit all integral targets. -/ | |
| lemma adjust_subset (H A : Finset I) (hAH : A ⊆ H) {r : ℕ} (hr : r ≤ H.card) : | |
| ∃ B : Finset I, B ⊆ H ∧ B.card = r ∧ hamming B A = |(r : ℝ) - A.card| := by | |
| by_cases hsmall : r ≤ A.card | |
| · obtain ⟨B, hBA, hBr⟩ := exists_subset_card_eq hsmall | |
| refine ⟨B, hBA.trans hAH, hBr, ?_⟩ | |
| rw [hamming_comm, hamming_subset hBA, hBr, abs_of_nonpos (sub_nonpos.mpr (by exact_mod_cast hsmall : (r : ℝ) ≤ A.card))] | |
| ring | |
| · have hbig : A.card ≤ r := le_of_not_ge hsmall | |
| have hc : r - A.card ≤ (H \ A).card := by | |
| rw [card_sdiff, inter_eq_left.mpr hAH] | |
| omega | |
| obtain ⟨C, hCH, hCr⟩ := exists_subset_card_eq hc | |
| have hdis : Disjoint A C := by | |
| apply disjoint_left.mpr | |
| intro a ha hca | |
| exact (mem_sdiff.mp (hCH hca)).2 ha | |
| let B := A ∪ C | |
| have hAB : A ⊆ B := subset_union_left | |
| have hBH : B ⊆ H := union_subset hAH (hCH.trans sdiff_subset) | |
| have hBr : B.card = r := by | |
| dsimp [B] | |
| rw [card_union_of_disjoint hdis, hCr] | |
| omega | |
| refine ⟨B, hBH, hBr, ?_⟩ | |
| rw [hamming_subset hAB, hBr, abs_of_nonneg (sub_nonneg.mpr (by exact_mod_cast hbig : (A.card : ℝ) ≤ r))] | |
| /-- The literal scalar interval used by the source's preliminary clipping. -/ | |
| def clip (b : ℝ) (x : ℤ) : ℤ := max ⌊b⌋ (min ⌈b⌉ x) | |
| def Balanced (b : ℝ) (x : ℤ) : Prop := x = ⌊b⌋ ∨ x = ⌈b⌉ | |
| lemma balanced_iff_bounds (b : ℝ) (x : ℤ) : | |
| Balanced b x ↔ ⌊b⌋ ≤ x ∧ x ≤ ⌈b⌉ := by | |
| have hl := Int.floor_le_ceil b | |
| have hu := Int.ceil_le_floor_add_one b | |
| unfold Balanced | |
| omega | |
| lemma clip_balanced (b : ℝ) (x : ℤ) : Balanced b (clip b x) := by | |
| rw [balanced_iff_bounds] | |
| exact ⟨le_max_left _ _, max_le (Int.floor_le_ceil b) (min_le_left _ _)⟩ | |
| lemma balanced_bounds {b : ℝ} {x : ℤ} (h : Balanced b x) : | |
| ⌊b⌋ ≤ x ∧ x ≤ ⌈b⌉ := (balanced_iff_bounds b x).mp h | |
| lemma clip_up {a b : ℝ} (hab : a ≤ b) {x : ℤ} (hx : Balanced a x) : | |
| clip b x = max ⌊b⌋ x := by | |
| unfold clip | |
| rw [min_eq_right ((balanced_bounds hx).2.trans (Int.ceil_mono hab))] | |
| lemma clip_down {a b : ℝ} (hab : b ≤ a) {x : ℤ} (hx : Balanced a x) : | |
| clip b x = min ⌈b⌉ x := by | |
| unfold clip | |
| rw [max_eq_right (le_min (Int.floor_le_ceil b) ((Int.floor_mono hab).trans (balanced_bounds hx).1))] | |
| omit [DecidableEq S] in | |
| /-- Exact source clipping estimate, with arbitrary finite weights and no | |
| independence assumptions. -/ | |
| lemma clipping_bound (w : S → ℝ) (_hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1) | |
| {a b : ℝ} (X : S → ℤ) (hX : ∀ ω, Balanced a (X ω)) | |
| (hmean : ∑ ω, w ω * (X ω : ℝ) = a) : | |
| (∑ ω, w ω * |(clip b (X ω) : ℝ) - X ω|) ≤ |a - b| := by | |
| rcases le_total a b with hab | hba | |
| · simp_rw [clip_up hab (hX _)] | |
| by_cases hf : ⌊b⌋ ≤ ⌊a⌋ | |
| · have hh (ω : S) : max ⌊b⌋ (X ω) = X ω := max_eq_right (hf.trans (balanced_bounds (hX ω)).1) | |
| simp [hh] | |
| · have hl : ⌈a⌉ ≤ ⌊b⌋ := by have := Int.ceil_le_floor_add_one a; omega | |
| have hh (ω : S) : max ⌊b⌋ (X ω) = ⌊b⌋ := max_eq_left ((balanced_bounds (hX ω)).2.trans hl) | |
| have hn (ω : S) : (0 : ℝ) ≤ (⌊b⌋ : ℝ) - X ω := by | |
| exact_mod_cast sub_nonneg.mpr ((balanced_bounds (hX ω)).2.trans hl) | |
| simp_rw [hh, abs_of_nonneg (hn _), mul_sub] | |
| rw [sum_sub_distrib, ← sum_mul, h₁, one_mul, hmean, abs_of_nonpos (sub_nonpos.mpr hab)] | |
| linarith [Int.floor_le b] | |
| · simp_rw [clip_down hba (hX _)] | |
| by_cases hc : ⌈a⌉ ≤ ⌈b⌉ | |
| · have hh (ω : S) : min ⌈b⌉ (X ω) = X ω := min_eq_right ((balanced_bounds (hX ω)).2.trans hc) | |
| simp [hh] | |
| · have hu : ⌈b⌉ ≤ ⌊a⌋ := by have := Int.ceil_le_floor_add_one a; omega | |
| have hh (ω : S) : min ⌈b⌉ (X ω) = ⌈b⌉ := min_eq_left (hu.trans (balanced_bounds (hX ω)).1) | |
| have hn (ω : S) : (⌈b⌉ : ℝ) - X ω ≤ 0 := by | |
| exact_mod_cast sub_nonpos.mpr (hu.trans (balanced_bounds (hX ω)).1) | |
| simp_rw [hh, abs_of_nonpos (hn _), mul_neg, mul_sub] | |
| rw [sum_neg_distrib, sum_sub_distrib, ← sum_mul, h₁, one_mul, hmean, abs_of_nonneg (sub_nonneg.mpr hba)] | |
| linarith [Int.le_ceil b] | |
| def fraction (b : ℝ) : ℝ := b - ⌊b⌋ | |
| def fractionalSet (b : I → ℝ) : Finset I := univ.filter fun i => ⌊b i⌋ < ⌈b i⌉ | |
| def liftSet (b : I → ℝ) (A : Finset I) (i : I) : ℤ := | |
| ⌊b i⌋ + if i ∈ A then 1 else 0 | |
| lemma fraction_range (b : ℝ) : 0 ≤ fraction b ∧ fraction b < 1 := by | |
| unfold fraction | |
| constructor <;> linarith [Int.floor_le b, Int.lt_floor_add_one b] | |
| lemma ceil_formula (b : ℝ) : ⌈b⌉ = ⌊b⌋ + if ⌊b⌋ < ⌈b⌉ then 1 else 0 := by | |
| have := Int.ceil_le_floor_add_one b | |
| have := Int.floor_le_ceil b | |
| split_ifs <;> omega | |
| lemma not_fractional {b : ℝ} (h : ¬⌊b⌋ < ⌈b⌉) : (⌊b⌋ : ℝ) = b := by | |
| have he : ⌊b⌋ = ⌈b⌉ := by have := Int.floor_le_ceil b; omega | |
| apply le_antisymm (Int.floor_le b) | |
| rw [he] | |
| exact Int.le_ceil b | |
| lemma fraction_zero_iff (b : ℝ) : fraction b = 0 ↔ ¬⌊b⌋ < ⌈b⌉ := by | |
| constructor | |
| · intro h | |
| have he : b = (⌊b⌋ : ℝ) := by unfold fraction at h; linarith | |
| have hc := Int.ceil_le.mpr he.le | |
| omega | |
| · intro h | |
| simp [fraction, not_fractional h] | |
| lemma liftSet_sum (b : I → ℝ) (A : Finset I) : | |
| (∑ i, liftSet b A i) = (∑ i, ⌊b i⌋) + A.card := by | |
| simp [liftSet, sum_add_distrib] | |
| lemma liftSet_balanced (b : I → ℝ) {A : Finset I} (hA : A ⊆ fractionalSet b) (i : I) : | |
| Balanced (b i) (liftSet b A i) := by | |
| unfold liftSet | |
| by_cases hi : i ∈ A | |
| · simp only [ite_eq_left hi] | |
| right | |
| have hbi : ⌊b i⌋ < ⌈b i⌉ := (mem_filter.mp (hA hi)).2 | |
| rw [ceil_formula, ite_eq_left hbi] | |
| · left | |
| simp [hi] | |
| lemma balanced_liftSet (b : I → ℝ) (Y : I → ℤ) (hY : ∀ i, Balanced (b i) (Y i)) : | |
| ∃ A : Finset I, A ⊆ fractionalSet b ∧ ∀ i, Y i = liftSet b A i := by | |
| let A := univ.filter fun i => ⌊b i⌋ < Y i | |
| have hA : A ⊆ fractionalSet b := by | |
| intro i hi | |
| have hi' : ⌊b i⌋ < Y i := (mem_filter.mp hi).2 | |
| exact mem_filter.mpr ⟨mem_univ _, hi'.trans_le (balanced_bounds (hY i)).2⟩ | |
| refine ⟨A, hA, ?_⟩ | |
| intro i | |
| have hu := Int.ceil_le_floor_add_one (b i) | |
| have := balanced_bounds (hY i) | |
| by_cases hi : i ∈ A | |
| · unfold liftSet | |
| rw [ite_eq_left hi] | |
| have hh : ⌊b i⌋ < Y i := (mem_filter.mp hi).2 | |
| omega | |
| · unfold liftSet | |
| rw [ite_eq_right hi] | |
| have hh : ¬⌊b i⌋ < Y i := by simpa [A] using hi | |
| omega | |
| lemma liftSet_distance (b : I → ℝ) (A B : Finset I) : | |
| (∑ i, |(liftSet b A i : ℝ) - liftSet b B i|) = hamming A B := by | |
| apply sum_congr rfl | |
| intro i _ | |
| unfold liftSet | |
| push_cast | |
| congr 1 | |
| ring | |
| omit [DecidableEq I] in | |
| lemma total_endpoints (b : I → ℝ) : | |
| (∑ i, ⌊b i⌋) ≤ ⌊∑ i, b i⌋ ∧ ⌈∑ i, b i⌉ ≤ (∑ i, ⌊b i⌋) + (fractionalSet b).card := by | |
| constructor | |
| · apply Int.le_floor.mpr | |
| push_cast | |
| exact sum_le_sum fun i _ => Int.floor_le _ | |
| · apply Int.ceil_le.mpr | |
| have he : (∑ i, ⌈b i⌉) = (∑ i, ⌊b i⌋) + (fractionalSet b).card := by | |
| calc | |
| (∑ i, ⌈b i⌉) = ∑ i, (⌊b i⌋ + if ⌊b i⌋ < ⌈b i⌉ then (1 : ℤ) else 0) := | |
| sum_congr rfl (fun i _ => ceil_formula (b i)) | |
| _ = _ := ?_ | |
| rw [sum_add_distrib] | |
| congr 1 | |
| simp [fractionalSet] | |
| rw [← he] | |
| push_cast | |
| exact sum_le_sum fun i _ => Int.le_ceil _ | |
| def residual (b : I → ℝ) (N : ℤ) : ℕ := (N - ∑ i, ⌊b i⌋).toNat | |
| omit [DecidableEq I] in | |
| lemma residual_cast (b : I → ℝ) {N : ℤ} (hN : Balanced (∑ i, b i) N) : | |
| (residual b N : ℤ) = N - ∑ i, ⌊b i⌋ := by | |
| unfold residual | |
| apply Int.toNat_of_nonneg | |
| exact sub_nonneg.mpr ((total_endpoints b).1.trans (balanced_bounds hN).1) | |
| omit [DecidableEq I] in | |
| lemma residual_bound (b : I → ℝ) {N : ℤ} (hN : Balanced (∑ i, b i) N) : | |
| residual b N ≤ (fractionalSet b).card := by | |
| have hcast := residual_cast b hN | |
| have hu := (balanced_bounds hN).2.trans (total_endpoints b).2 | |
| omega | |
| omit [DecidableEq I] in | |
| lemma residual_adjacent (b : I → ℝ) {N M : ℤ} | |
| (hN : Balanced (∑ i, b i) N) (hM : Balanced (∑ i, b i) M) : | |
| residual b N ≤ residual b M + 1 := by | |
| have hcastN := residual_cast b hN | |
| have hcastM := residual_cast b hM | |
| have hN' := balanced_bounds hN | |
| have hM' := balanced_bounds hM | |
| have := Int.ceil_le_floor_add_one (∑ i, b i) | |
| omega | |
| omit [DecidableEq I] in | |
| lemma residual_cast_real (b : I → ℝ) {N : ℤ} (hN : Balanced (∑ i, b i) N) : | |
| (residual b N : ℝ) = N - ∑ i, (⌊b i⌋ : ℝ) := by | |
| have he := congrArg (fun z : ℤ => (z : ℝ)) (residual_cast b hN) | |
| simpa using he | |
| omit [DecidableEq I] [DecidableEq S] in | |
| lemma residual_mean (w : S → ℝ) (h₁ : ∑ ω, w ω = 1) (b : I → ℝ) (N : S → ℤ) | |
| (hN : ∀ ω, Balanced (∑ i, b i) (N ω)) (hm : ∑ ω, w ω * (N ω : ℝ) = ∑ i, b i) : | |
| (∑ i, fraction (b i)) = ∑ ω, w ω * residual b (N ω) := by | |
| simp_rw [residual_cast_real b (hN _), mul_sub, fraction] | |
| rw [sum_sub_distrib, sum_sub_distrib, ← sum_mul, h₁, one_mul, hm] | |
| /-- The statewise preliminary adjustment has exactly the source's cost. -/ | |
| lemma preliminary_state (b : I → ℝ) (X : I → ℤ) {N : ℤ} | |
| (hN : Balanced (∑ i, b i) N) : | |
| ∃ A : Finset I, A ⊆ fractionalSet b ∧ A.card = residual b N ∧ | |
| (∑ i, |(liftSet b A i : ℝ) - clip (b i) (X i)|) = | |
| |(N : ℝ) - ∑ i, (clip (b i) (X i) : ℝ)| := by | |
| obtain ⟨Y, hY, he⟩ := balanced_liftSet b (fun i => clip (b i) (X i)) | |
| (fun i => clip_balanced _ _) | |
| obtain ⟨A, hA, hcard, hcost⟩ := adjust_subset (fractionalSet b) Y hY (residual_bound b hN) | |
| refine ⟨A, hA, hcard, ?_⟩ | |
| simp_rw [he] | |
| rw [liftSet_distance, hcost, residual_cast_real b hN] | |
| congr 1 | |
| have hy := congrArg (fun z : ℤ => (z : ℝ)) (liftSet_sum b Y) | |
| push_cast at hy | |
| rw [hy] | |
| ring | |
| def mean (w : S → ℝ) (X : S → ℝ) : ℝ := ∑ ω, w ω * X ω | |
| def dist₁ (X Y : I → ℝ) : ℝ := ∑ i, |X i - Y i| | |
| omit [DecidableEq I] in | |
| lemma dist₁_triangle (X Y Z : I → ℝ) : dist₁ X Z ≤ dist₁ X Y + dist₁ Y Z := by | |
| unfold dist₁ | |
| rw [← sum_add_distrib] | |
| exact sum_le_sum fun i _ => abs_sub_le _ _ _ | |
| omit [DecidableEq I] in | |
| lemma abs_total_le (X Y : I → ℝ) : |(∑ i, X i) - ∑ i, Y i| ≤ dist₁ X Y := by | |
| rw [← sum_sub_distrib] | |
| exact abs_sum_le_sum_abs _ _ | |
| omit [DecidableEq S] in | |
| lemma mean_mono (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) {X Y : S → ℝ} | |
| (h : ∀ ω, X ω ≤ Y ω) : mean w X ≤ mean w Y := | |
| sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (h ω) (hw ω) | |
| omit [DecidableEq S] in | |
| lemma mean_add (w : S → ℝ) (X Y : S → ℝ) : | |
| mean w (fun ω => X ω + Y ω) = mean w X + mean w Y := by | |
| simp [mean, mul_add, sum_add_distrib] | |
| omit [DecidableEq S] in | |
| lemma mean_abs_sub (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (X Y : S → ℝ) : | |
| |mean w X - mean w Y| ≤ mean w (fun ω => |X ω - Y ω|) := by | |
| calc | |
| |mean w X - mean w Y| = |∑ ω, w ω * (X ω - Y ω)| := by | |
| simp [mean, mul_sub, sum_sub_distrib] | |
| _ ≤ ∑ ω, |w ω * (X ω - Y ω)| := abs_sum_le_sum_abs _ _ | |
| _ = _ := by simp [mean, abs_mul, abs_of_nonneg (hw _)] | |
| omit [DecidableEq I] [DecidableEq S] in | |
| lemma dist₁_mean (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (X Y : S → I → ℝ) : | |
| dist₁ (fun i => mean w (fun ω => X ω i)) (fun i => mean w (fun ω => Y ω i)) ≤ | |
| mean w (fun ω => dist₁ (X ω) (Y ω)) := by | |
| calc | |
| _ ≤ ∑ i, mean w (fun ω => |X ω i - Y ω i|) := | |
| sum_le_sum fun i _ => mean_abs_sub w hw _ _ | |
| _ = _ := by unfold mean dist₁; rw [sum_comm]; simp_rw [mul_sum] | |
| omit [DecidableEq S] in | |
| lemma preliminary_bounds (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1) | |
| (a b : I → ℝ) (X : S → I → ℤ) (N : S → ℤ) | |
| (hX : ∀ ω i, Balanced (a i) (X ω i)) | |
| (hm : ∀ i, mean w (fun ω => (X ω i : ℝ)) = a i) | |
| (A : S → Finset I) | |
| (hadj : ∀ ω, (∑ i, |(liftSet b (A ω) i : ℝ) - clip (b i) (X ω i)|) = | |
| |(N ω : ℝ) - ∑ i, (clip (b i) (X ω i) : ℝ)|) : | |
| let L := mean w (fun ω => dist₁ (fun i => (liftSet b (A ω) i : ℝ)) (fun i => (X ω i : ℝ))) | |
| let T := dist₁ a b | |
| let U := mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) | |
| let D := dist₁ (fun i => mean w (fun ω => (liftSet b (A ω) i : ℝ))) b | |
| L ≤ 2*T + U ∧ D ≤ 3*T + U := by | |
| dsimp only | |
| let Y : S → I → ℝ := fun ω i => clip (b i) (X ω i) | |
| let Z : S → I → ℝ := fun ω i => liftSet b (A ω) i | |
| let V : S → I → ℝ := fun ω i => X ω i | |
| have hclip : mean w (fun ω => dist₁ (Y ω) (V ω)) ≤ dist₁ a b := by | |
| unfold mean dist₁ | |
| simp_rw [mul_sum] | |
| rw [sum_comm] | |
| exact sum_le_sum fun i _ => clipping_bound w hw h₁ (fun ω => X ω i) (fun ω => hX ω i) (hm i) | |
| have hadjust : mean w (fun ω => dist₁ (Z ω) (Y ω)) ≤ | |
| mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) + mean w (fun ω => dist₁ (Y ω) (V ω)) := by | |
| rw [← mean_add] | |
| apply mean_mono w hw | |
| intro ω | |
| change (∑ i, |(liftSet b (A ω) i : ℝ) - clip (b i) (X ω i)|) ≤ _ | |
| rw [hadj ω] | |
| have hsum : |(∑ i, (X ω i : ℝ)) - ∑ i, (clip (b i) (X ω i) : ℝ)| ≤ dist₁ (Y ω) (V ω) := by | |
| change |(∑ i, V ω i) - ∑ i, Y ω i| ≤ dist₁ (Y ω) (V ω) | |
| rw [abs_sub_comm (∑ i, V ω i) (∑ i, Y ω i)] | |
| exact abs_total_le (Y ω) (V ω) | |
| calc | |
| _ ≤ |(N ω : ℝ) - ∑ i, (X ω i : ℝ)| + |(∑ i, (X ω i : ℝ)) - ∑ i, (clip (b i) (X ω i) : ℝ)| := abs_sub_le _ _ _ | |
| _ ≤ _ := add_le_add le_rfl hsum | |
| have hL : mean w (fun ω => dist₁ (Z ω) (V ω)) ≤ 2 * dist₁ a b + | |
| mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) := by | |
| have htri := mean_mono w hw (fun ω => dist₁_triangle (Z ω) (Y ω) (V ω)) | |
| rw [mean_add] at htri | |
| linarith | |
| refine ⟨hL, ?_⟩ | |
| have htri := dist₁_triangle (fun i => mean w (fun ω => Z ω i)) a b | |
| have hmean := dist₁_mean w hw Z V | |
| have hmeans : (fun i => mean w (fun ω => V ω i)) = a := funext hm | |
| rw [hmeans] at hmean | |
| linarith | |
| omit [DecidableEq I] in | |
| lemma weighted_state {r : S → ℕ} (p : Outcome (I := I) r → ℝ) (f : S → ℝ) : | |
| (∑ x, p x * f (state x)) = ∑ ω, Mass p ω * f ω := by | |
| simp only [Mass, sum_mul] | |
| rw [sum_comm] | |
| apply sum_congr rfl | |
| intro x _ | |
| simp only [mul_assoc, ← mul_sum] | |
| simp | |
| omit [Fintype I] [DecidableEq S] in | |
| lemma liftSet_mean (w : S → ℝ) (h₁ : ∑ ω, w ω = 1) (b : I → ℝ) | |
| (A : S → Finset I) (i : I) : | |
| mean w (fun ω => (liftSet b (A ω) i : ℝ)) = | |
| (⌊b i⌋ : ℝ) + ∑ ω, w ω * (if i ∈ A ω then 1 else 0) := by | |
| unfold mean liftSet | |
| push_cast | |
| simp_rw [mul_add] | |
| rw [sum_add_distrib, ← sum_mul, h₁, one_mul] | |
| omit [DecidableEq S] in | |
| lemma marginal_support {r : S → ℕ} {p : Outcome (I := I) r → ℝ} | |
| (hp : ∀ x, 0 ≤ p x) (b : I → ℝ) (hm : ∀ i, Marginal p i = fraction (b i)) | |
| {x : Outcome (I := I) r} (hx : 0 < p x) : subset x ⊆ fractionalSet b := by | |
| intro i hi | |
| apply mem_filter.mpr | |
| refine ⟨mem_univ _, ?_⟩ | |
| by_contra h | |
| have he : Marginal p i = 0 := (hm i).trans ((fraction_zero_iff _).mpr h) | |
| have hpos : p x ≤ Marginal p i := by | |
| calc | |
| p x = p x * (if i ∈ subset x then 1 else 0) := by simp [hi] | |
| _ ≤ _ := single_le_sum (f := fun y => p y * (if i ∈ subset y then 1 else 0)) | |
| (fun y _ => mul_nonneg (hp y) (by split_ifs <;> norm_num)) (mem_univ x) | |
| linarith | |
| /-- Full finite joint-law formulation of Section 09's star lemma. The first | |
| coordinate retains the original state and hence all its correlations. A kernel | |
| is obtained by finite disintegration below. Nonnegativity of a,b is needed only | |
| to deduce nonnegative integer output, not for this stronger signed statement. -/ | |
| theorem rounding_star_joint (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1) | |
| (a b : I → ℝ) (X : S → I → ℤ) (N : S → ℤ) | |
| (hX : ∀ ω i, Balanced (a i) (X ω i)) | |
| (hmX : ∀ i, mean w (fun ω => (X ω i : ℝ)) = a i) | |
| (hN : ∀ ω, Balanced (∑ i, b i) (N ω)) | |
| (hmN : mean w (fun ω => (N ω : ℝ)) = ∑ i, b i) : | |
| ∃ (p : Outcome (I := I) (fun ω => residual b (N ω)) → ℝ) | |
| (X' : Outcome (I := I) (fun ω => residual b (N ω)) → I → ℤ), | |
| (∀ x, 0 ≤ p x) ∧ (∀ ω, Mass p ω = w ω) ∧ | |
| (∀ x i, Balanced (b i) (X' x i)) ∧ | |
| (∀ x, (∑ i, X' x i) = N (state x)) ∧ | |
| (∀ i, (∑ x, p x * (X' x i : ℝ)) = b i) ∧ | |
| (∑ x, p x * dist₁ (fun i => (X' x i : ℝ)) (fun i => (X (state x) i : ℝ))) ≤ | |
| 32 * dist₁ a b + 11 * mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) := by | |
| choose A hAH hAr hcost using fun ω => preliminary_state b (X ω) (hN ω) | |
| let r : S → ℕ := fun ω => residual b (N ω) | |
| have hr : ∀ ω ν, r ω ≤ r ν + 1 := fun ω ν => residual_adjacent b (hN ω) (hN ν) | |
| have hf (i : I) : 0 ≤ fraction (b i) ∧ fraction (b i) ≤ 1 := | |
| ⟨(fraction_range _).1, (fraction_range _).2.le⟩ | |
| obtain ⟨p, hp, hmass, hmar, hrepair⟩ := hamming_repair w hw h₁ r hr A hAr | |
| (fun i => fraction (b i)) hf (residual_mean w h₁ b N hN hmN) | |
| let A' : Outcome (I := I) r → Finset I := | |
| fun x => if subset x ⊆ fractionalSet b then subset x else A (state x) | |
| have hA'H (x : Outcome (I := I) r) : A' x ⊆ fractionalSet b := by | |
| dsimp [A']; split_ifs with h | |
| · exact h | |
| · exact hAH _ | |
| have hA'r (x : Outcome (I := I) r) : (A' x).card = r (state x) := by | |
| dsimp [A']; split_ifs | |
| · exact x.property | |
| · exact hAr _ | |
| let X' : Outcome (I := I) r → I → ℤ := fun x => liftSet b (A' x) | |
| have hpos (x : Outcome (I := I) r) (hx : 0 < p x) : A' x = subset x := | |
| ite_eq_left (marginal_support hp b hmar hx) | |
| have htotal : ∑ x, p x = 1 := by rw [← mass_total, show (fun ω => Mass p ω) = w from funext hmass]; exact h₁ | |
| have hmean (i : I) : (∑ x, p x * (X' x i : ℝ)) = b i := by | |
| have he : (∑ x, p x * (X' x i : ℝ)) = | |
| mean p (fun x => (liftSet b (subset x) i : ℝ)) := by | |
| apply sum_congr rfl | |
| intro x _ | |
| by_cases hx : 0 < p x | |
| · simp only [X', hpos x hx] | |
| · simp [le_antisymm (le_of_not_gt hx) (hp x)] | |
| rw [he, liftSet_mean p htotal b subset i] | |
| change (⌊b i⌋ : ℝ) + Marginal p i = b i | |
| rw [hmar] | |
| unfold fraction | |
| ring | |
| refine ⟨p, X', hp, hmass, fun x i => liftSet_balanced b (hA'H x) i, ?_, hmean, ?_⟩ | |
| · intro x | |
| rw [show (∑ i, X' x i) = (∑ i, ⌊b i⌋) + (A' x).card from liftSet_sum b (A' x), hA'r] | |
| rw [show r (state x) = residual b (N (state x)) from rfl, residual_cast b (hN _)] | |
| ring | |
| · let L := mean w (fun ω => dist₁ (fun i => (liftSet b (A ω) i : ℝ)) (fun i => (X ω i : ℝ))) | |
| let D := dist₁ (fun i => mean w (fun ω => (liftSet b (A ω) i : ℝ))) b | |
| have hD : (∑ i, |(∑ ω, w ω * (if i ∈ A ω then 1 else 0)) - fraction (b i)|) = D := by | |
| apply sum_congr rfl | |
| intro i _ | |
| dsimp only | |
| rw [liftSet_mean w h₁ b A i] | |
| unfold fraction | |
| congr 1 | |
| ring | |
| rw [hD] at hrepair | |
| have hbound : (∑ x, p x * dist₁ (fun i => (X' x i : ℝ)) (fun i => (X (state x) i : ℝ))) ≤ | |
| (∑ x, p x * HammingCost A x) + L := by | |
| calc | |
| _ ≤ ∑ x, p x * (HammingCost A x + | |
| dist₁ (fun i => (liftSet b (A (state x)) i : ℝ)) (fun i => (X (state x) i : ℝ))) := by | |
| apply sum_le_sum | |
| intro x _ | |
| by_cases hx : 0 < p x | |
| · apply mul_le_mul_of_nonneg_left _ (hp x) | |
| have ht := dist₁_triangle (fun i => (X' x i : ℝ)) | |
| (fun i => (liftSet b (A (state x)) i : ℝ)) (fun i => (X (state x) i : ℝ)) | |
| simpa only [X', hpos x hx, dist₁, liftSet_distance, HammingCost] using ht | |
| · simp [le_antisymm (le_of_not_gt hx) (hp x)] | |
| _ = _ := by | |
| simp_rw [mul_add] | |
| rw [sum_add_distrib, weighted_state p (fun ω => | |
| dist₁ (fun i => (liftSet b (A ω) i : ℝ)) (fun i => (X ω i : ℝ)))] | |
| simp only [hmass] | |
| rfl | |
| have hb := preliminary_bounds w hw h₁ a b X N hX hmX A hcost | |
| change L ≤ _ ∧ D ≤ _ at hb | |
| linarith | |
| /-- Finite disintegration, including genuinely zero-probability input states. -/ | |
| def conditionalKernel (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J) | |
| (ω : S) (j : J) : ℝ := | |
| if w ω = 0 then (if j = e ω then 1 else 0) | |
| else p j * (if st j = ω then 1 else 0) / w ω | |
| omit [Fintype J] [Fintype S] in | |
| lemma conditionalKernel_nonneg (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J) | |
| (hw : ∀ ω, 0 ≤ w ω) (hp : ∀ j, 0 ≤ p j) (ω : S) (j : J) : | |
| 0 ≤ conditionalKernel w p st e ω j := by | |
| unfold conditionalKernel | |
| split_ifs | |
| · norm_num | |
| · norm_num | |
| · exact div_nonneg (mul_nonneg (hp j) zero_le_one) (hw ω) | |
| · simp | |
| omit [Fintype S] in | |
| lemma conditionalKernel_sum (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J) | |
| (hm : ∀ ω, (∑ j, p j * (if st j = ω then 1 else 0)) = w ω) (ω : S) : | |
| (∑ j, conditionalKernel w p st e ω j) = 1 := by | |
| by_cases hw : w ω = 0 | |
| · simp [conditionalKernel, hw] | |
| · simp only [conditionalKernel, ite_eq_right hw, ← sum_div, hm ω, div_self hw] | |
| omit [Fintype S] in | |
| lemma conditionalKernel_identity (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J) | |
| (hp : ∀ j, 0 ≤ p j) | |
| (hm : ∀ ω, (∑ j, p j * (if st j = ω then 1 else 0)) = w ω) (ω : S) (j : J) : | |
| w ω * conditionalKernel w p st e ω j = p j * (if st j = ω then 1 else 0) := by | |
| by_cases hw : w ω = 0 | |
| · have hsmall : p j * (if st j = ω then 1 else 0) ≤ 0 := by | |
| calc | |
| _ ≤ ∑ j, p j * (if st j = ω then 1 else 0) := | |
| single_le_sum (fun j _ => mul_nonneg (hp j) (by split_ifs <;> norm_num)) (mem_univ j) | |
| _ = 0 := (hm ω).trans hw | |
| have hz : p j * (if st j = ω then 1 else 0) = 0 := | |
| le_antisymm hsmall (mul_nonneg (hp j) (by split_ifs <;> norm_num)) | |
| simp [hw, hz] | |
| · simp only [conditionalKernel, ite_eq_right hw] | |
| field_simp | |
| lemma conditionalKernel_average (w : S → ℝ) (p : J → ℝ) (st : J → S) (e : S → J) | |
| (hp : ∀ j, 0 ≤ p j) | |
| (hm : ∀ ω, (∑ j, p j * (if st j = ω then 1 else 0)) = w ω) (F : S → J → ℝ) : | |
| (∑ ω, w ω * ∑ j, conditionalKernel w p st e ω j * F ω j) = | |
| ∑ j, p j * F (st j) j := by | |
| simp_rw [mul_sum, ← mul_assoc, conditionalKernel_identity w p st e hp hm] | |
| rw [sum_comm] | |
| apply sum_congr rfl | |
| intro j _ | |
| simp only [mul_assoc, ← mul_sum] | |
| simp [eq_comm] | |
| /-- The source's exact finite randomized kernel, with the constants 32 and 11, | |
| all correlations preserved, and valid outputs even at null input states. -/ | |
| theorem rounding_star (w : S → ℝ) (hw : ∀ ω, 0 ≤ w ω) (h₁ : ∑ ω, w ω = 1) | |
| (a b : I → ℝ) (_ha : ∀ i, 0 ≤ a i) (hb : ∀ i, 0 ≤ b i) | |
| (X : S → I → ℤ) (N : S → ℤ) | |
| (hX : ∀ ω i, Balanced (a i) (X ω i)) | |
| (hmX : ∀ i, mean w (fun ω => (X ω i : ℝ)) = a i) | |
| (hN : ∀ ω, Balanced (∑ i, b i) (N ω)) | |
| (hmN : mean w (fun ω => (N ω : ℝ)) = ∑ i, b i) : | |
| ∃ (κ : S → Outcome (I := I) (fun ω => residual b (N ω)) → ℝ) | |
| (X' : S → Outcome (I := I) (fun ω => residual b (N ω)) → I → ℤ), | |
| (∀ ω x, 0 ≤ κ ω x) ∧ (∀ ω, (∑ x, κ ω x) = 1) ∧ | |
| (∀ ω x i, 0 ≤ X' ω x i ∧ Balanced (b i) (X' ω x i)) ∧ | |
| (∀ ω x, (∑ i, X' ω x i) = N ω) ∧ | |
| (∀ i, (∑ ω, w ω * ∑ x, κ ω x * (X' ω x i : ℝ)) = b i) ∧ | |
| (∑ ω, w ω * ∑ x, κ ω x * dist₁ (fun i => (X' ω x i : ℝ)) (fun i => (X ω i : ℝ))) ≤ | |
| 32 * dist₁ a b + 11 * mean w (fun ω => |(N ω : ℝ) - ∑ i, (X ω i : ℝ)|) := by | |
| obtain ⟨p, Z, hp, hmass, hZ, htotal, hmean, hcost⟩ := | |
| rounding_star_joint w hw h₁ a b X N hX hmX hN hmN | |
| choose A hAH hAr hAcost using fun ω => preliminary_state b (X ω) (hN ω) | |
| let r : S → ℕ := fun ω => residual b (N ω) | |
| let e : S → Outcome (I := I) r := fun ω => ⟨(ω, A ω), hAr ω⟩ | |
| let κ := conditionalKernel w p state e | |
| let Z' : S → Outcome (I := I) r → I → ℤ := | |
| fun ω x => if state x = ω then Z x else liftSet b (A ω) | |
| have hZ' (ω : S) (x : Outcome (I := I) r) (i : I) : Balanced (b i) (Z' ω x i) := by | |
| dsimp [Z']; split_ifs | |
| · exact hZ x i | |
| · exact liftSet_balanced b (hAH ω) i | |
| refine ⟨κ, Z', conditionalKernel_nonneg w p state e hw hp, | |
| conditionalKernel_sum w p state e hmass, ?_, ?_, ?_, ?_⟩ | |
| · intro ω x i | |
| exact ⟨(Int.floor_nonneg.mpr (hb i)).trans (balanced_bounds (hZ' ω x i)).1, hZ' ω x i⟩ | |
| · intro ω x | |
| dsimp [Z'] | |
| split_ifs with hx | |
| · exact (htotal x).trans (congrArg N hx) | |
| · rw [liftSet_sum, hAr, residual_cast b (hN ω)] | |
| ring | |
| · intro i | |
| rw [conditionalKernel_average w p state e hp hmass] | |
| simp only [Z', ite_true] | |
| exact hmean i | |
| · rw [conditionalKernel_average w p state e hp hmass] | |
| simpa only [Z', ite_true] using hcost | |
| end KServer.Rounding | |
| /-! Continuation of Section09: finite top-down tree coupling. The sampled | |
| ancestors are retained as part of the joint state; no conditional means given | |
| those ancestors are assumed. -/ | |
| namespace KServer.TreeRounding | |
| open KServer.Rounding | |
| structure Law (α : Type) where | |
| Ω : Type | |
| finite : Fintype Ω | |
| weight : Ω → ℝ | |
| nonneg : ∀ ω, 0 ≤ weight ω | |
| total : ∑ ω, weight ω=1 | |
| point : Ω → α | |
| attribute [instance] Law.finite | |
| def Law.avg {α : Type} (L : Law α) (f : α → ℝ) : ℝ := | |
| ∑ ω, L.weight ω*f (L.point ω) | |
| lemma Law.avg_const {α : Type} (L : Law α) (c : ℝ) : L.avg (fun _ => c)=c := by | |
| simp [Law.avg, ← sum_mul, L.total] | |
| lemma Law.avg_add {α : Type} (L : Law α) (f g : α → ℝ) : | |
| L.avg (fun x => f x+g x)=L.avg f+L.avg g := by | |
| simp [Law.avg, mul_add, sum_add_distrib] | |
| lemma Law.avg_sub {α : Type} (L : Law α) (f g : α → ℝ) : | |
| L.avg (fun x => f x-g x)=L.avg f-L.avg g := by | |
| simp [Law.avg, mul_sub, sum_sub_distrib] | |
| lemma Law.avg_sum {α I : Type} [Fintype I] (L : Law α) (f : I → α → ℝ) : | |
| L.avg (fun x => ∑ i, f i x)=∑ i, L.avg (f i) := by | |
| simp only [Law.avg, mul_sum]; rw [sum_comm] | |
| lemma Law.avg_mono {α : Type} (L : Law α) {f g : α → ℝ} (h : ∀ x, f x ≤ g x) : | |
| L.avg f ≤ L.avg g := sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (h _) (L.nonneg ω) | |
| lemma Law.avg_nonneg {α : Type} (L : Law α) {f : α → ℝ} (h : ∀ x, 0 ≤ f x) : | |
| 0 ≤ L.avg f := sum_nonneg fun ω _ => mul_nonneg (L.nonneg ω) (h _) | |
| lemma Law.avg_congr {α : Type} (L : Law α) {f g : α → ℝ} | |
| (h : ∀ ω, f (L.point ω)=g (L.point ω)) : L.avg f=L.avg g := | |
| sum_congr rfl fun ω _ => congrArg (L.weight ω * ·) (h ω) | |
| /-- A finite extension with a normalized kernel retains the entire old state. -/ | |
| def Law.extend {α β J : Type} [Fintype J] (L : Law α) (κ : L.Ω → J → ℝ) | |
| (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1) | |
| (z : L.Ω → J → β) : Law (α × β) where | |
| Ω := L.Ω × J | |
| finite := inferInstance | |
| weight p := L.weight p.1*κ p.1 p.2 | |
| nonneg p := mul_nonneg (L.nonneg p.1) (hκ p.1 p.2) | |
| total := by simp [Fintype.sum_prod_type, ← mul_sum, hκ1, L.total] | |
| point p := (L.point p.1, z p.1 p.2) | |
| lemma Law.extend_avg {α β J : Type} [Fintype J] (L : Law α) (κ : L.Ω → J → ℝ) | |
| (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1) | |
| (z : L.Ω → J → β) (f : α × β → ℝ) : | |
| (L.extend κ hκ hκ1 z).avg f = | |
| ∑ ω, L.weight ω*∑ j, κ ω j*f (L.point ω, z ω j) := by | |
| change (∑ p : L.Ω × J, (L.weight p.1*κ p.1 p.2)*f (L.point p.1,z p.1 p.2)) = _ | |
| rw [Fintype.sum_prod_type] | |
| simp only [mul_sum, mul_assoc] | |
| lemma Law.extend_old {α β J : Type} [Fintype J] (L : Law α) (κ : L.Ω → J → ℝ) | |
| (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1) | |
| (z : L.Ω → J → β) (f : α → ℝ) : | |
| (L.extend κ hκ hκ1 z).avg (fun p => f p.1) = L.avg f := by | |
| rw [Law.extend_avg] | |
| simp [← sum_mul, hκ1, Law.avg] | |
| def Law.map {α β : Type} (L : Law α) (f : α → β) : Law β := | |
| { L with point := f ∘ L.point } | |
| @[simp] lemma Law.map_avg {α β : Type} (L : Law α) (f : α → β) (g : β → ℝ) : | |
| (L.map f).avg g=L.avg (g ∘ f) := rfl | |
| structure Tree (n : ℕ) [NeZero n] where | |
| parent : Fin n → Fin n | |
| root : parent 0=0 | |
| lower : ∀ v : Fin n, v≠0 → (parent v).val<v.val | |
| variable {n : ℕ} [NeZero n] | |
| abbrev Tree.Child (T : Tree n) (v : Fin n) := {u : Fin n // u≠0 ∧ T.parent u=v} | |
| instance (T : Tree n) (v : Fin n) : Fintype (T.Child v) := by | |
| classical | |
| unfold Tree.Child | |
| infer_instance | |
| instance (T : Tree n) (v : Fin n) : DecidableEq (T.Child v) := Classical.decEq _ | |
| lemma Tree.child_gt (T : Tree n) (v : Fin n) (u : T.Child v) : v.val<u.val.val := by | |
| simpa [u.property.2] using T.lower u.val u.property.1 | |
| def Tree.park (T : Tree n) (q : Fin n → ℝ) (v : Fin n) : ℝ := | |
| q v-∑ u : T.Child v, q u.val | |
| def Tree.star (T : Tree n) (q : Fin n → ℝ) (v : Fin n) : Option (T.Child v) → ℝ | |
| | none => T.park q v | |
| | some u => q u.val | |
| lemma Tree.star_sum (T : Tree n) (q : Fin n → ℝ) (v : Fin n) : | |
| ∑ i, T.star q v i=q v := by | |
| simp [Fintype.sum_option, Tree.star, Tree.park] | |
| structure Counts (n : ℕ) where | |
| subtree : Fin n → ℤ | |
| park : Fin n → ℤ | |
| structure PairState (n : ℕ) where | |
| old : Counts n | |
| new : Counts n | |
| def Tree.intStar (T : Tree n) (c : Counts n) (v : Fin n) : Option (T.Child v) → ℤ | |
| | none => c.park v | |
| | some u => c.subtree u.val | |
| def Tree.Consistent (T : Tree n) (c : Counts n) : Prop := | |
| ∀ v, c.park v+∑ u : T.Child v, c.subtree u.val=c.subtree v | |
| lemma Tree.intStar_sum (T : Tree n) {c : Counts n} (hc : T.Consistent c) (v : Fin n) : | |
| ∑ i, T.intStar c v i=c.subtree v := by | |
| simpa [Fintype.sum_option, Tree.intStar] using hc v | |
| def Tree.Valid (T : Tree n) (q : Fin n → ℝ) (c : Counts n) : Prop := | |
| (∀ v, 0 ≤ c.subtree v ∧ Balanced (q v) (c.subtree v)) ∧ | |
| (∀ v, 0 ≤ c.park v ∧ Balanced (T.park q v) (c.park v)) ∧ T.Consistent c | |
| def Tree.Means (T : Tree n) (q : Fin n → ℝ) (L : Law (Counts n)) : Prop := | |
| (∀ v, L.avg (fun c => (c.subtree v:ℝ))=q v) ∧ | |
| (∀ v, L.avg (fun c => (c.park v:ℝ))=T.park q v) | |
| /-- Set just the new children and the new park of one star. -/ | |
| def Tree.setStar (T : Tree n) (c : Counts n) (v : Fin n) | |
| (z : Option (T.Child v) → ℤ) : Counts n where | |
| subtree u := if h : u≠0 ∧ T.parent u=v then z (some ⟨u,h⟩) else c.subtree u | |
| park u := if u=v then z none else c.park u | |
| lemma Tree.setStar_old (T : Tree n) (c : Counts n) (v u : Fin n) | |
| (z : Option (T.Child v) → ℤ) (h : ¬(u≠0 ∧ T.parent u=v)) : | |
| (T.setStar c v z).subtree u=c.subtree u := by simp [Tree.setStar, h] | |
| lemma Tree.setStar_child (T : Tree n) (c : Counts n) (v : Fin n) | |
| (z : Option (T.Child v) → ℤ) (u : T.Child v) : | |
| (T.setStar c v z).subtree u.val=z (some u) := by | |
| simp only [Tree.setStar, dite_eq_left u.property] | |
| lemma Tree.setStar_root (T : Tree n) (c : Counts n) (v : Fin n) | |
| (z : Option (T.Child v) → ℤ) : (T.setStar c v z).subtree 0=c.subtree 0 := by | |
| simp [Tree.setStar] | |
| lemma Tree.setStar_self (T : Tree n) (c : Counts n) (v : Fin n) | |
| (z : Option (T.Child v) → ℤ) : (T.setStar c v z).subtree v=c.subtree v := by | |
| apply T.setStar_old | |
| rintro ⟨hv,hp⟩ | |
| have h := T.lower v hv | |
| rw [hp] at h | |
| exact (lt_irrefl _) h | |
| lemma Tree.setStar_intStar (T : Tree n) (c : Counts n) (v : Fin n) | |
| (z : Option (T.Child v) → ℤ) : T.intStar (T.setStar c v z) v=z := by | |
| funext i | |
| cases i with | |
| | none => simp [Tree.intStar, Tree.setStar] | |
| | some u => exact T.setStar_child c v z u | |
| lemma Tree.setStar_other (T : Tree n) (c : Counts n) (v w : Fin n) | |
| (z : Option (T.Child v) → ℤ) (hw : w≠v) : | |
| T.intStar (T.setStar c v z) w=T.intStar c w := by | |
| funext i | |
| cases i with | |
| | none => simp [Tree.intStar, Tree.setStar, hw] | |
| | some u => | |
| apply T.setStar_old | |
| rintro ⟨_,hp⟩ | |
| exact hw (u.property.2.symm.trans hp) | |
| lemma Tree.setStar_before (T : Tree n) (c : Counts n) (v w : Fin n) | |
| (z : Option (T.Child v) → ℤ) (hw : w.val ≤ v.val) : | |
| (T.setStar c v z).subtree w=c.subtree w := by | |
| apply T.setStar_old | |
| rintro ⟨h0,hp⟩ | |
| have h := T.lower w h0 | |
| rw [hp] at h | |
| omega | |
| def Tree.Assigned (T : Tree n) (m : ℕ) (v : Fin n) : Prop := | |
| v=0 ∨ (T.parent v).val < m | |
| lemma Tree.assigned_self (T : Tree n) (v : Fin n) : T.Assigned v.val v := by | |
| by_cases h : v=0 | |
| · exact Or.inl h | |
| · exact Or.inr (T.lower v h) | |
| lemma Tree.assigned_next (T : Tree n) (v u : Fin n) (h : T.Assigned (v.val+1) u) : | |
| T.Assigned v.val u ∨ (u≠0 ∧ T.parent u=v) := by | |
| by_cases h0 : u=0 | |
| · exact Or.inl (Or.inl h0) | |
| rcases h with h | h | |
| · exact (h0 h).elim | |
| by_cases hp : (T.parent u).val<v.val | |
| · exact Or.inl (Or.inr hp) | |
| · right | |
| exact ⟨h0, Fin.ext (by omega)⟩ | |
| lemma Tree.assigned_not_child (T : Tree n) (v u : Fin n) (h : T.Assigned v.val u) : | |
| ¬(u≠0 ∧ T.parent u=v) := by | |
| rintro ⟨h0,hp⟩ | |
| rcases h with h | h | |
| · exact h0 h | |
| · rw [hp] at h; exact lt_irrefl _ h | |
| /-- The induction stores the original joint law and every already rounded | |
| ancestor, so all conditional correlations are retained. -/ | |
| structure Stage (T : Tree n) (a b : Fin n → ℝ) (k : ℤ) | |
| (L₀ : Law (Counts n)) (m : ℕ) where | |
| law : Law (PairState n) | |
| oldLaw : ∀ f : Counts n → ℝ, law.avg (fun s => f s.old)=L₀.avg f | |
| oldValid : ∀ ω, T.Valid a (law.point ω).old | |
| root : ∀ ω, (law.point ω).new.subtree 0=k | |
| balanced : ∀ u, T.Assigned m u → ∀ ω, | |
| 0 ≤ (law.point ω).new.subtree u ∧ Balanced (b u) ((law.point ω).new.subtree u) | |
| means : ∀ u, T.Assigned m u → law.avg (fun s => (s.new.subtree u:ℝ))=b u | |
| parkBalanced : ∀ u, u.val < m → ∀ ω, | |
| 0 ≤ (law.point ω).new.park u ∧ Balanced (T.park b u) ((law.point ω).new.park u) | |
| parkMeans : ∀ u, u.val < m → law.avg (fun s => (s.new.park u:ℝ))=T.park b u | |
| consistent : ∀ u, u.val < m → ∀ ω, | |
| (law.point ω).new.park u+∑ c : T.Child u, (law.point ω).new.subtree c.val= | |
| (law.point ω).new.subtree u | |
| cost : ∀ u, u.val < m → | |
| law.avg (fun s => dist₁ (fun i => (T.intStar s.new u i:ℝ)) | |
| (fun i => (T.intStar s.old u i:ℝ))) ≤ | |
| 32*dist₁ (T.star a u) (T.star b u)+ | |
| 11*law.avg (fun s => |(s.new.subtree u:ℝ)-(s.old.subtree u:ℝ)|) | |
| /-- The saved old law's means are valid at every intermediate refinement. -/ | |
| lemma Stage.oldMean {T : Tree n} {a b : Fin n → ℝ} {k : ℤ} {L₀ : Law (Counts n)} | |
| {m : ℕ} (S : Stage T a b k L₀ m) (hmean : T.Means a L₀) (v : Fin n) | |
| (i : Option (T.Child v)) : | |
| mean S.law.weight (fun ω => (T.intStar (S.law.point ω).old v i:ℝ))=T.star a v i := by | |
| change S.law.avg (fun s => (T.intStar s.old v i:ℝ)) = _ | |
| rw [S.oldLaw (fun c => (T.intStar c v i:ℝ))] | |
| cases i with | |
| | none => exact hmean.2 v | |
| | some u => exact hmean.1 u.val | |
| /-- A finite kernel is extended and its output written into one star. -/ | |
| def stepLaw {T : Tree n} (L : Law (PairState n)) (v : Fin n) {J : Type} [Fintype J] | |
| (κ : L.Ω → J → ℝ) (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1) | |
| (z : L.Ω → J → Option (T.Child v) → ℤ) : Law (PairState n) := | |
| (L.extend κ hκ hκ1 z).map fun p => ⟨p.1.old,T.setStar p.1.new v p.2⟩ | |
| lemma stepLaw_avg {T : Tree n} (L : Law (PairState n)) (v : Fin n) {J : Type} [Fintype J] | |
| (κ : L.Ω → J → ℝ) (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1) | |
| (z : L.Ω → J → Option (T.Child v) → ℤ) (f : PairState n → ℝ) : | |
| (stepLaw L v κ hκ hκ1 z).avg f= | |
| ∑ ω, L.weight ω*∑ j, κ ω j*f ⟨(L.point ω).old,T.setStar (L.point ω).new v (z ω j)⟩ := by | |
| unfold stepLaw | |
| rw [Law.map_avg, Law.extend_avg] | |
| rfl | |
| lemma stepLaw_preserve {T : Tree n} (L : Law (PairState n)) (v : Fin n) {J : Type} [Fintype J] | |
| (κ : L.Ω → J → ℝ) (hκ : ∀ ω j, 0 ≤ κ ω j) (hκ1 : ∀ ω, ∑ j, κ ω j=1) | |
| (z : L.Ω → J → Option (T.Child v) → ℤ) (f : PairState n → ℝ) | |
| (hf : ∀ s Z, f ⟨s.old,T.setStar s.new v Z⟩=f s) : | |
| (stepLaw L v κ hκ hκ1 z).avg f=L.avg f := by | |
| rw [stepLaw_avg] | |
| simp only [hf, ← sum_mul, hκ1, one_mul] | |
| rfl | |
| /-- One complete top-down update. The only existence input is the proved | |
| finite star kernel, not a policy or a tree-rounding interface. -/ | |
| theorem Stage.next {T : Tree n} {a b : Fin n → ℝ} {k : ℤ} {L₀ : Law (Counts n)} | |
| (ha : ∀ v, 0 ≤ a v) (hpa : ∀ v, 0 ≤ T.park a v) | |
| (hb : ∀ v, 0 ≤ b v) (hpb : ∀ v, 0 ≤ T.park b v) | |
| (hmean : T.Means a L₀) (v : Fin n) (S : Stage T a b k L₀ v.val) : | |
| Nonempty (Stage T a b k L₀ (v.val+1)) := by | |
| classical | |
| let L := S.law | |
| let old : L.Ω → Option (T.Child v) → ℤ := fun ω => T.intStar (L.point ω).old v | |
| let N : L.Ω → ℤ := fun ω => (L.point ω).new.subtree v | |
| have hsa : ∀ i, 0 ≤ T.star a v i := by | |
| intro i; cases i with | |
| | none => exact hpa v | |
| | some u => exact ha u.val | |
| have hsb : ∀ i, 0 ≤ T.star b v i := by | |
| intro i; cases i with | |
| | none => exact hpb v | |
| | some u => exact hb u.val | |
| have hX : ∀ ω i, Balanced (T.star a v i) (old ω i) := by | |
| intro ω i; cases i with | |
| | none => exact (S.oldValid ω).2.1 v |>.2 | |
| | some u => exact (S.oldValid ω).1 u.val |>.2 | |
| have hmX : ∀ i, mean L.weight (fun ω => (old ω i:ℝ))=T.star a v i := S.oldMean hmean v | |
| have hN : ∀ ω, Balanced (∑ i, T.star b v i) (N ω) := by | |
| rw [T.star_sum] | |
| exact fun ω => (S.balanced v (T.assigned_self v) ω).2 | |
| have hmN : mean L.weight (fun ω => (N ω:ℝ))=∑ i, T.star b v i := by | |
| rw [T.star_sum] | |
| exact S.means v (T.assigned_self v) | |
| obtain ⟨κ,z,hκ,hκ1,hz,hztot,hzmean,hcost⟩ := | |
| rounding_star L.weight L.nonneg L.total (T.star a v) (T.star b v) | |
| hsa hsb old N hX hmX hN hmN | |
| let R := stepLaw L v κ hκ hκ1 z | |
| have hpres (f : PairState n → ℝ) | |
| (hf : ∀ s Z, f ⟨s.old,T.setStar s.new v Z⟩=f s) : R.avg f=L.avg f := | |
| stepLaw_preserve L v κ hκ hκ1 z f hf | |
| have hcount (u : Fin n) (hu : ¬(u≠0 ∧ T.parent u=v)) : | |
| R.avg (fun s => (s.new.subtree u:ℝ))=L.avg (fun s => (s.new.subtree u:ℝ)) := by | |
| apply hpres | |
| intro s Z | |
| rw [T.setStar_old _ _ _ _ hu] | |
| have hchild (u : T.Child v) : R.avg (fun s => (s.new.subtree u.val:ℝ))=b u.val := by | |
| rw [stepLaw_avg] | |
| simpa only [Tree.setStar_child, Tree.star] using hzmean (some u) | |
| have hpark : R.avg (fun s => (s.new.park v:ℝ))=T.park b v := by | |
| rw [stepLaw_avg] | |
| simpa only [Tree.setStar, ite_true, Tree.star] using hzmean none | |
| refine ⟨{ | |
| law := R | |
| oldLaw := ?_ | |
| oldValid := ?_ | |
| root := ?_ | |
| balanced := ?_ | |
| means := ?_ | |
| parkBalanced := ?_ | |
| parkMeans := ?_ | |
| consistent := ?_ | |
| cost := ?_ }⟩ | |
| · intro f | |
| exact (hpres _ (fun _ _ => rfl)).trans (S.oldLaw f) | |
| · intro ω | |
| exact S.oldValid ω.1 | |
| · intro ω | |
| change (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree 0=k | |
| rw [T.setStar_root] | |
| exact S.root ω.1 | |
| · intro u hu ω | |
| rcases T.assigned_next v u hu with hu | hu | |
| · change 0 ≤ (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u ∧ | |
| Balanced (b u) ((T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u) | |
| rw [T.setStar_old _ _ _ _ (T.assigned_not_child v u hu)] | |
| exact S.balanced u hu ω.1 | |
| · change 0 ≤ (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u ∧ | |
| Balanced (b u) ((T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u) | |
| have he := T.setStar_child (L.point ω.1).new v (z ω.1 ω.2) ⟨u,hu⟩ | |
| change (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u=z ω.1 ω.2 (some ⟨u,hu⟩) at he | |
| rw [he] | |
| exact hz ω.1 ω.2 (some ⟨u,hu⟩) | |
| · intro u hu | |
| rcases T.assigned_next v u hu with hu | hu | |
| · exact (hcount u (T.assigned_not_child v u hu)).trans (S.means u hu) | |
| · exact hchild ⟨u,hu⟩ | |
| · intro u hu ω | |
| change 0 ≤ (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).park u ∧ | |
| Balanced (T.park b u) ((T.setStar (L.point ω.1).new v (z ω.1 ω.2)).park u) | |
| by_cases huv : u=v | |
| · subst u | |
| simpa only [Tree.setStar, ite_true, Tree.star] using hz ω.1 ω.2 none | |
| · have hul : u.val<v.val := by have hne := Fin.val_ne_of_ne huv; omega | |
| simpa only [Tree.setStar, ite_eq_right huv] using S.parkBalanced u hul ω.1 | |
| · intro u hu | |
| by_cases huv : u=v | |
| · subst u; exact hpark | |
| · have hul : u.val<v.val := by have hne := Fin.val_ne_of_ne huv; omega | |
| have he : R.avg (fun s => (s.new.park u:ℝ))=L.avg (fun s => (s.new.park u:ℝ)) := by | |
| apply hpres | |
| intro s Z | |
| simp only [Tree.setStar, ite_eq_right huv] | |
| exact he.trans (S.parkMeans u hul) | |
| · intro u hu ω | |
| change (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).park u+ | |
| ∑ c : T.Child u, (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree c.val= | |
| (T.setStar (L.point ω.1).new v (z ω.1 ω.2)).subtree u | |
| by_cases huv : u=v | |
| · subst u | |
| rw [T.setStar_self] | |
| have he := hztot ω.1 ω.2 | |
| rw [Fintype.sum_option] at he | |
| simp only [Tree.setStar_child] | |
| simpa only [Tree.setStar, ite_true] using he | |
| · have hul : u.val<v.val := by have hne := Fin.val_ne_of_ne huv; omega | |
| rw [T.setStar_before _ _ _ _ hul.le] | |
| have he := congrArg (fun f => ∑ i, f i) (T.setStar_other (L.point ω.1).new v u (z ω.1 ω.2) huv) | |
| simp only [Fintype.sum_option, Tree.intStar] at he | |
| rw [he] | |
| exact S.consistent u hul ω.1 | |
| · intro u hu | |
| by_cases huv : u=v | |
| · subst u | |
| have hleft : R.avg (fun s => dist₁ (fun i => (T.intStar s.new v i:ℝ)) | |
| (fun i => (T.intStar s.old v i:ℝ)))= | |
| ∑ ω, L.weight ω*∑ j, κ ω j*dist₁ (fun i => (z ω j i:ℝ)) (fun i => (old ω i:ℝ)) := by | |
| rw [stepLaw_avg] | |
| simp only [Tree.setStar_intStar] | |
| rfl | |
| rw [hleft] | |
| have hright : R.avg (fun s => |(s.new.subtree v:ℝ)-(s.old.subtree v:ℝ)|)= | |
| mean L.weight (fun ω => |(N ω:ℝ)-∑ i, (old ω i:ℝ)|) := by | |
| rw [hpres _ (by intro s Z; rw [T.setStar_self])] | |
| unfold Law.avg mean | |
| apply sum_congr rfl | |
| intro ω _ | |
| congr 1 | |
| change |((L.point ω).new.subtree v:ℝ)-((L.point ω).old.subtree v:ℝ)| = | |
| |((L.point ω).new.subtree v:ℝ)-∑ i, (T.intStar (L.point ω).old v i:ℝ)| | |
| rw [← Int.cast_sum, T.intStar_sum (S.oldValid ω).2.2] | |
| rw [hright] | |
| exact hcost | |
| · have hul : u.val<v.val := by have hne := Fin.val_ne_of_ne huv; omega | |
| rw [hpres _ (by intro s Z; rw [T.setStar_other _ _ _ _ huv])] | |
| rw [hpres _ (by intro s Z; rw [T.setStar_before _ _ _ _ hul.le])] | |
| exact S.cost u hul | |
| def initialCounts (k : ℤ) : Counts n where | |
| subtree v := if v=0 then k else 0 | |
| park _ := 0 | |
| lemma stage_zero {T : Tree n} {a b : Fin n → ℝ} {k : ℤ} (hk : 0 ≤ k) (hb0 : b 0=(k:ℝ)) | |
| (L₀ : Law (Counts n)) (hvalid : ∀ ω, T.Valid a (L₀.point ω)) : | |
| Nonempty (Stage T a b k L₀ 0) := by | |
| classical | |
| let L := L₀.map fun c => (⟨c,initialCounts k⟩ : PairState n) | |
| have hroot : ∀ ω, (L.point ω).new.subtree 0=k := by | |
| intro ω | |
| change (if (0 : Fin n)=0 then k else 0)=k | |
| simp | |
| refine ⟨{ | |
| law := L | |
| oldLaw := fun _ => rfl | |
| oldValid := hvalid | |
| root := hroot | |
| balanced := ?_ | |
| means := ?_ | |
| parkBalanced := by intro u hu; omega | |
| parkMeans := by intro u hu; omega | |
| consistent := by intro u hu; omega | |
| cost := by intro u hu; omega }⟩ | |
| · intro u hu ω | |
| have hu0 : u=0 := hu.resolve_right (by omega) | |
| subst u | |
| rw [hroot ω, hb0] | |
| exact ⟨hk, Or.inl (by simp)⟩ | |
| · intro u hu | |
| have hu0 : u=0 := hu.resolve_right (by omega) | |
| subst u | |
| rw [hb0] | |
| calc _ = L.avg (fun _ => (k:ℝ)) := L.avg_congr fun ω => by rw [hroot ω] | |
| _ = _ := L.avg_const _ | |
| /-- All vertices are processed in increasing order; the parent order is the | |
| only tree-shape assumption used by the constructive correlated coupling. -/ | |
| theorem tree_coupling {T : Tree n} {a b : Fin n → ℝ} {k : ℤ} | |
| (ha : ∀ v, 0 ≤ a v) (hpa : ∀ v, 0 ≤ T.park a v) | |
| (hb : ∀ v, 0 ≤ b v) (hpb : ∀ v, 0 ≤ T.park b v) | |
| (hk : 0 ≤ k) (hb0 : b 0=(k:ℝ)) (L₀ : Law (Counts n)) | |
| (hvalid : ∀ ω, T.Valid a (L₀.point ω)) (hmean : T.Means a L₀) : | |
| ∃ L : Law (PairState n), | |
| (∀ f : Counts n → ℝ, L.avg (fun s => f s.old)=L₀.avg f) ∧ | |
| (∀ ω, T.Valid a (L.point ω).old ∧ T.Valid b (L.point ω).new ∧ (L.point ω).new.subtree 0=k) ∧ | |
| (∀ v, L.avg (fun s => (s.new.subtree v:ℝ))=b v) ∧ | |
| (∀ v, L.avg (fun s => (s.new.park v:ℝ))=T.park b v) ∧ | |
| (∀ v, L.avg (fun s => dist₁ (fun i => (T.intStar s.new v i:ℝ)) | |
| (fun i => (T.intStar s.old v i:ℝ))) ≤ | |
| 32*dist₁ (T.star a v) (T.star b v)+ | |
| 11*L.avg (fun s => |(s.new.subtree v:ℝ)-(s.old.subtree v:ℝ)|)) := by | |
| have hstage : ∀ m, m ≤ n → Nonempty (Stage T a b k L₀ m) := by | |
| intro m | |
| induction m with | |
| | zero => intro _; exact stage_zero hk hb0 L₀ hvalid | |
| | succ m ih => | |
| intro hm | |
| obtain ⟨S⟩ := ih (by omega) | |
| exact S.next ha hpa hb hpb hmean ⟨m,by omega⟩ | |
| obtain ⟨S⟩ := hstage n le_rfl | |
| have hassigned (v : Fin n) : T.Assigned n v := Or.inr (T.parent v).isLt | |
| refine ⟨S.law,S.oldLaw,?_,?_,?_,?_⟩ | |
| · intro ω | |
| exact ⟨S.oldValid ω, ⟨fun v => S.balanced v (hassigned v) ω, | |
| fun v => S.parkBalanced v v.isLt ω, fun v => S.consistent v v.isLt ω⟩,S.root ω⟩ | |
| · intro v; exact S.means v (hassigned v) | |
| · intro v; exact S.parkMeans v v.isLt | |
| · intro v; exact S.cost v v.isLt | |
| lemma Law.avg_mul {α : Type} (L : Law α) (c : ℝ) (f : α → ℝ) : | |
| L.avg (fun x => c*f x)=c*L.avg f := by | |
| simp only [Law.avg, mul_sum, mul_left_comm (L.weight _) c] | |
| lemma Law.avg_le_of_support {α : Type} (L : Law α) {f g : α → ℝ} | |
| (h : ∀ ω, f (L.point ω) ≤ g (L.point ω)) : L.avg f ≤ L.avg g := | |
| sum_le_sum fun ω _ => mul_le_mul_of_nonneg_left (h ω) (L.nonneg ω) | |
| /-- Every nonroot vertex occurs in exactly one child list. -/ | |
| def Tree.childEquiv (T : Tree n) : (Σ v : Fin n, T.Child v) ≃ {v : Fin n // v≠0} where | |
| toFun p := ⟨p.2.val,p.2.property.1⟩ | |
| invFun u := ⟨T.parent u.val,⟨u.val,u.property,rfl⟩⟩ | |
| left_inv := by | |
| rintro ⟨v,u,hu,hp⟩ | |
| dsimp | |
| subst v | |
| rfl | |
| right_inv := by intro u; rfl | |
| lemma Tree.weighted_children (T : Tree n) (w f : Fin n → ℝ) (h0 : f 0=0) : | |
| (∑ v, w v*∑ u : T.Child v, f u.val)=∑ u, w (T.parent u)*f u := by | |
| classical | |
| simp_rw [mul_sum] | |
| rw [← Fintype.sum_sigma (fun p : Σ v : Fin n, T.Child v => w p.1*f p.2.val)] | |
| have he := Fintype.sum_equiv (T.childEquiv) | |
| (fun p : Σ v : Fin n, T.Child v => w p.1*f p.2.val) | |
| (fun u : {v : Fin n // v≠0} => w (T.parent u.val)*f u.val) | |
| (by intro p; change w p.1*f p.2.val=w (T.parent p.2.val)*f p.2.val | |
| rw [p.2.property.2]) | |
| rw [he] | |
| have hsub := Fintype.sum_subtype_add_sum_subtype (fun v : Fin n => v≠0) | |
| (fun u => w (T.parent u)*f u) | |
| have hz : (∑ u : {v : Fin n // ¬v≠0}, w (T.parent u.val)*f u.val)=0 := by | |
| apply sum_eq_zero | |
| intro u _ | |
| have hu : u.val=0 := not_ne_iff.mp u.property | |
| simp [hu,h0] | |
| simpa only [hz, add_zero] using hsub | |
| lemma Tree.star_distance (T : Tree n) (a b : Fin n → ℝ) (v : Fin n) : | |
| dist₁ (T.star a v) (T.star b v) ≤ | |
| |a v-b v|+2*∑ u : T.Child v, |a u.val-b u.val| := by | |
| have hp : |T.park a v-T.park b v| ≤ | |
| |a v-b v|+∑ u : T.Child v, |a u.val-b u.val| := by | |
| calc _ = |(a v-b v)-∑ u : T.Child v, (a u.val-b u.val)| := by | |
| unfold Tree.park | |
| rw [sum_sub_distrib] | |
| congr 1; ring | |
| _ ≤ |a v-b v|+|∑ u : T.Child v, (a u.val-b u.val)| := abs_sub _ _ | |
| _ ≤ _ := add_le_add_right (abs_sum_le_sum_abs (fun u : T.Child v => a u.val-b u.val) Finset.univ) _ | |
| simpa only [dist₁, Fintype.sum_option, Tree.star] using | |
| (show |T.park a v-T.park b v|+(∑ u : T.Child v, |a u.val-b u.val|) ≤ | |
| |a v-b v|+2*∑ u : T.Child v, |a u.val-b u.val| by linarith) | |
| lemma Tree.children_distance_le (T : Tree n) (c d : Counts n) (v : Fin n) : | |
| (∑ u : T.Child v, |(c.subtree u.val:ℝ)-(d.subtree u.val:ℝ)|) ≤ | |
| dist₁ (fun i => (T.intStar c v i:ℝ)) (fun i => (T.intStar d v i:ℝ)) := by | |
| simp only [dist₁, Fintype.sum_option, Tree.intStar] | |
| linarith [abs_nonneg ((c.park v:ℝ)-(d.park v:ℝ))] | |
| /-- The radius at a nonroot node is one tau-th of its parent radius. -/ | |
| lemma Tree.parent_weight (T : Tree n) {τ : ℝ} (hτ : 0 < τ) (w f : Fin n → ℝ) | |
| (hscale : ∀ u, u≠0 → w (T.parent u)=τ*w u) (h0 : f 0=0) : | |
| (∑ u, w u*f u)=(1/τ)*(∑ u, w (T.parent u)*f u) := by | |
| rw [mul_sum] | |
| apply sum_congr rfl | |
| intro u _ | |
| by_cases hu : u=0 | |
| · simp [hu,h0] | |
| · rw [hscale u hu] | |
| field_simp | |
| lemma Tree.star_weight_bound (T : Tree n) {τ : ℝ} (hτ : 0 < τ) | |
| (w a b : Fin n → ℝ) (hw : ∀ u, 0 ≤ w u) | |
| (hscale : ∀ u, u≠0 → w (T.parent u)=τ*w u) (h0 : a 0=b 0) : | |
| (∑ v, w v*dist₁ (T.star a v) (T.star b v)) ≤ | |
| (2+1/τ)*(∑ u, w (T.parent u)*|a u-b u|) := by | |
| calc _ ≤ ∑ v, w v*(|a v-b v|+2*∑ u : T.Child v, |a u.val-b u.val|) := | |
| sum_le_sum fun v _ => mul_le_mul_of_nonneg_left (T.star_distance a b v) (hw v) | |
| _ = (∑ v, w v*|a v-b v|)+2*(∑ v, w v*∑ u : T.Child v, |a u.val-b u.val|) := by | |
| simp only [mul_add,mul_left_comm (w _) (2:ℝ),sum_add_distrib,mul_sum] | |
| _ = _ := by | |
| rw [T.weighted_children w (fun u => |a u-b u|) (by simp [h0]), T.parent_weight hτ w _ hscale (by simp [h0])] | |
| ring | |
| /-- Finite, exact absorption of the local 32/11 bounds. No tree depth or | |
| initialization cost enters the coefficient. -/ | |
| theorem Tree.rounding_absorption (T : Tree n) {τ : ℝ} (hτ : 22 ≤ τ) | |
| (w a b : Fin n → ℝ) (hw : ∀ u, 0 ≤ w u) | |
| (hscale : ∀ u, u≠0 → w (T.parent u)=τ*w u) (h0 : a 0=b 0) | |
| (L : Law (PairState n)) (hroot : ∀ ω, (L.point ω).new.subtree 0=(L.point ω).old.subtree 0) | |
| (hcost : ∀ v, L.avg (fun s => dist₁ (fun i => (T.intStar s.new v i:ℝ)) | |
| (fun i => (T.intStar s.old v i:ℝ))) ≤ | |
| 32*dist₁ (T.star a v) (T.star b v)+ | |
| 11*L.avg (fun s => |(s.new.subtree v:ℝ)-(s.old.subtree v:ℝ)|)) : | |
| L.avg (fun s => ∑ u, w (T.parent u)*|(s.new.subtree u:ℝ)-(s.old.subtree u:ℝ)|) ≤ | |
| 132*(∑ u, w (T.parent u)*|a u-b u|) := by | |
| have ht : 0 < τ := by linarith | |
| let F : Fin n → PairState n → ℝ := fun u s => |(s.new.subtree u:ℝ)-(s.old.subtree u:ℝ)| | |
| let V := ∑ u, w (T.parent u)*|a u-b u| | |
| let N := L.avg (fun s => ∑ u, w (T.parent u)*F u s) | |
| have hV : 0 ≤ V := sum_nonneg fun u _ => mul_nonneg (hw _) (abs_nonneg _) | |
| have hN : 0 ≤ N := L.avg_nonneg fun s => sum_nonneg fun u _ => mul_nonneg (hw _) (abs_nonneg _) | |
| have hF0 : ∀ ω, F 0 (L.point ω)=0 := by intro ω; simp [F,hroot ω] | |
| have havg0 : L.avg (F 0)=0 := by | |
| calc _ = L.avg (fun _ => 0) := L.avg_congr hF0 | |
| _ = 0 := L.avg_const _ | |
| have hNavg : N=∑ u, w (T.parent u)*L.avg (F u) := by | |
| dsimp [N] | |
| rw [L.avg_sum] | |
| simp_rw [L.avg_mul] | |
| have hparent : (∑ v, w v*L.avg (F v))=(1/τ)*N := by | |
| rw [T.parent_weight ht w _ hscale havg0, hNavg] | |
| have hchildren : (∑ v, w v*L.avg (fun s => ∑ u : T.Child v, F u.val s))=N := by | |
| simp_rw [L.avg_sum] | |
| rw [T.weighted_children w (fun u => L.avg (F u)) havg0, hNavg] | |
| have hrec : N ≤ (64+32/τ)*V+(11/τ)*N := by | |
| calc N = ∑ v, w v*L.avg (fun s => ∑ u : T.Child v, F u.val s) := hchildren.symm | |
| _ ≤ ∑ v, w v*L.avg (fun s => dist₁ (fun i => (T.intStar s.new v i:ℝ)) | |
| (fun i => (T.intStar s.old v i:ℝ))) := by | |
| apply sum_le_sum | |
| intro v _ | |
| exact mul_le_mul_of_nonneg_left (L.avg_mono (fun s => T.children_distance_le s.new s.old v)) (hw v) | |
| _ ≤ ∑ v, w v*(32*dist₁ (T.star a v) (T.star b v)+11*L.avg (F v)) := | |
| sum_le_sum fun v _ => mul_le_mul_of_nonneg_left (hcost v) (hw v) | |
| _ = 32*(∑ v, w v*dist₁ (T.star a v) (T.star b v))+11*(∑ v, w v*L.avg (F v)) := by | |
| simp only [mul_add,mul_left_comm (w _) (32:ℝ),mul_left_comm (w _) (11:ℝ),sum_add_distrib,mul_sum] | |
| _ ≤ 32*((2+1/τ)*V)+11*((1/τ)*N) := by | |
| rw [hparent] | |
| exact add_le_add_left (mul_le_mul_of_nonneg_left (T.star_weight_bound ht w a b hw hscale h0) (by norm_num : (0:ℝ) ≤32)) _ | |
| _ = _ := by ring | |
| have h11 : 11/τ ≤ 1/2 := (div_le_iff₀ ht).mpr (by linarith) | |
| have h32 : 32/τ ≤ 2 := (div_le_iff₀ ht).mpr (by linarith) | |
| have hrec' : N ≤ 66*V+(1/2)*N := hrec.trans (add_le_add | |
| (mul_le_mul_of_nonneg_right (by linarith : 64+32/τ ≤66) hV) | |
| (mul_le_mul_of_nonneg_right h11 hN)) | |
| change N ≤ 132*V | |
| linarith | |
| def Law.pure {α : Type} (x : α) : Law α where | |
| Ω := Unit | |
| finite := inferInstance | |
| weight _ := 1 | |
| nonneg _ := by norm_num | |
| total := by simp | |
| point _ := x | |
| @[simp] lemma Law.avg_pure {α : Type} (x : α) (f : α → ℝ) : (Law.pure x).avg f=f x := by | |
| change (∑ ω : Unit, (1:ℝ)*f x)=f x | |
| simp | |
| lemma balanced_integer {r : ℝ} {j k : ℤ} (hr : r=(k:ℝ)) (hj : Balanced r j) : j=k := by | |
| simpa [hr,KServer.Rounding.Balanced] using hj | |
| /-- Deterministic park of all k units at the root, solely for initialization. -/ | |
| def stock (k : ℤ) : Counts n where | |
| subtree v := if v=0 then k else 0 | |
| park v := if v=0 then k else 0 | |
| def stockMass (k : ℤ) (v : Fin n) : ℝ := if v=0 then (k:ℝ) else 0 | |
| lemma stockMass_park (T : Tree n) (k : ℤ) (v : Fin n) : | |
| T.park (stockMass k) v=stockMass k v := by | |
| have hs : (∑ u : T.Child v, stockMass k u.val)=0 := | |
| sum_eq_zero fun u _ => by simp [stockMass,u.property.1] | |
| simp [Tree.park,hs] | |
| lemma stock_valid (T : Tree n) {k : ℤ} (hk : 0 ≤ k) : T.Valid (stockMass k) (stock k) := by | |
| have hb (v : Fin n) : 0 ≤ (stock k : Counts n).subtree v ∧ | |
| KServer.Rounding.Balanced (stockMass k v) ((stock k : Counts n).subtree v) := by | |
| by_cases hv : v=0 | |
| · simp [stock,stockMass,hv,KServer.Rounding.Balanced,hk] | |
| · simp [stock,stockMass,hv,KServer.Rounding.Balanced] | |
| refine ⟨hb,?_,?_⟩ | |
| · intro v | |
| rw [stockMass_park] | |
| exact hb v | |
| · intro v | |
| have hs : (∑ u : T.Child v, (stock k : Counts n).subtree u.val)=0 := | |
| sum_eq_zero fun u _ => by simp [stock,u.property.1] | |
| change (stock k : Counts n).subtree v+_=(stock k).subtree v | |
| rw [hs,add_zero] | |
| lemma stock_means (T : Tree n) (k : ℤ) : T.Means (stockMass k) (Law.pure (stock k)) := by | |
| constructor <;> intro v <;> simp [Law.avg_pure,stock,stockMass,stockMass_park] | |
| /-- Actual balanced law at the initial fractional configuration. This is not | |
| an assumed rounding interface: it is obtained by the finite star construction. -/ | |
| theorem tree_initialization (T : Tree n) (b : Fin n → ℝ) {k : ℤ} (hk : 0 ≤ k) | |
| (hb : ∀ v, 0 ≤ b v) (hpb : ∀ v, 0 ≤ T.park b v) (hb0 : b 0=(k:ℝ)) : | |
| ∃ L : Law (Counts n), (∀ ω, T.Valid b (L.point ω) ∧ (L.point ω).subtree 0=k) ∧ | |
| T.Means b L := by | |
| have ha (v : Fin n) : 0 ≤ stockMass k v := by | |
| dsimp [stockMass]; split_ifs <;> positivity | |
| obtain ⟨R,hRold,hRv,hRs,hRp,hRc⟩ := tree_coupling ha | |
| (fun v => by rw [stockMass_park]; exact ha v) hb hpb hk hb0 | |
| (Law.pure (stock k)) (fun _ => stock_valid T hk) (stock_means T k) | |
| refine ⟨R.map PairState.new,?_,?_,?_⟩ | |
| · intro ω; exact (hRv ω).2 | |
| · intro v; exact hRs v | |
| · intro v; exact hRp v | |
| /-- Section09's one-step top-down rounding, including the uniform constant132. | |
| The old marginal is kept exactly, and the new root and all parks are balanced. -/ | |
| theorem rounded_step (T : Tree n) {τ : ℝ} (hτ : 22 ≤ τ) | |
| (w a b : Fin n → ℝ) (hw : ∀ u, 0 ≤ w u) | |
| (hscale : ∀ u, u≠0 → w (T.parent u)=τ*w u) {k : ℤ} (hk : 0 ≤ k) | |
| (ha0 : a 0=(k:ℝ)) (hb0 : b 0=(k:ℝ)) | |
| (ha : ∀ v, 0 ≤ a v) (hpa : ∀ v, 0 ≤ T.park a v) | |
| (hb : ∀ v, 0 ≤ b v) (hpb : ∀ v, 0 ≤ T.park b v) | |
| (L₀ : Law (Counts n)) (hvalid : ∀ ω, T.Valid a (L₀.point ω)) (hmean : T.Means a L₀) : | |
| ∃ L : Law (PairState n), | |
| (∀ f : Counts n → ℝ, L.avg (fun s => f s.old)=L₀.avg f) ∧ | |
| (∀ ω, T.Valid a (L.point ω).old ∧ T.Valid b (L.point ω).new ∧ (L.point ω).new.subtree 0=k) ∧ | |
| T.Means b (L.map PairState.new) ∧ | |
| L.avg (fun s => ∑ u, w (T.parent u)*|(s.new.subtree u:ℝ)-(s.old.subtree u:ℝ)|) ≤ | |
| 132*(∑ u, w (T.parent u)*|a u-b u|) := by | |
| obtain ⟨L,hLold,hLv,hLs,hLp,hLc⟩ := tree_coupling ha hpa hb hpb hk hb0 L₀ hvalid hmean | |
| refine ⟨L,hLold,hLv,⟨hLs,hLp⟩,?_⟩ | |
| apply T.rounding_absorption hτ w a b hw hscale (ha0.trans hb0.symm) L _ hLc | |
| intro ω | |
| rw [(hLv ω).2.2, balanced_integer ha0 ((hLv ω).1.1 0).2] | |
| end KServer.TreeRounding | |
| end | |
| /- Finite-tree park conservation and geometric subcapacity. -/ | |
| noncomputable section | |
| open scoped BigOperators | |
| open Finset | |
| namespace KServer.Rounding | |
| structure Tree (n : ℕ) [NeZero n] where | |
| parent : Fin n → Fin n | |
| root : parent 0=0 | |
| lower : ∀ v : Fin n, v≠0 → (parent v).val<v.val | |
| variable {n : ℕ} [NeZero n] | |
| abbrev Tree.Child (T : Tree n) (v : Fin n) := {u : Fin n // u≠0 ∧ T.parent u=v} | |
| instance (T : Tree n) (v : Fin n) : Fintype (T.Child v) := by | |
| classical | |
| unfold Tree.Child | |
| infer_instance | |
| instance (T : Tree n) (v : Fin n) : DecidableEq (T.Child v) := Classical.decEq _ | |
| def Tree.park (T : Tree n) (q : Fin n → ℝ) (v : Fin n) : ℝ := | |
| q v-∑ u : T.Child v, q u.val | |
| def Tree.childEquiv (T : Tree n) : (Σ v : Fin n, T.Child v) ≃ {v : Fin n // v≠0} where | |
| toFun p := ⟨p.2.val,p.2.property.1⟩ | |
| invFun u := ⟨T.parent u.val,⟨u.val,u.property,rfl⟩⟩ | |
| left_inv := by | |
| rintro ⟨v,u,hu,hp⟩ | |
| dsimp | |
| subst v | |
| rfl | |
| right_inv := by intro u; rfl | |
| lemma Tree.weighted_children (T : Tree n) (w f : Fin n → ℝ) (h0 : f 0=0) : | |
| (∑ v, w v*∑ u : T.Child v, f u.val)=∑ u, w (T.parent u)*f u := by | |
| classical | |
| simp_rw [mul_sum] | |
| rw [← Fintype.sum_sigma (fun p : Σ v : Fin n, T.Child v => w p.1*f p.2.val)] | |
| have he := Fintype.sum_equiv (T.childEquiv) | |
| (fun p : Σ v : Fin n, T.Child v => w p.1*f p.2.val) | |
| (fun u : {v : Fin n // v≠0} => w (T.parent u.val)*f u.val) | |
| (by intro p; change w p.1*f p.2.val=w (T.parent p.2.val)*f p.2.val | |
| rw [p.2.property.2]) | |
| rw [he] | |
| have hsub := Fintype.sum_subtype_add_sum_subtype (fun v : Fin n => v≠0) | |
| (fun u => w (T.parent u)*f u) | |
| have hz : (∑ u : {v : Fin n // ¬v≠0}, w (T.parent u.val)*f u.val)=0 := by | |
| apply sum_eq_zero | |
| intro u _ | |
| have hu : u.val=0 := not_ne_iff.mp u.property | |
| simp [hu,h0] | |
| simpa only [hz, add_zero] using hsub | |
| /-- True precisely on a vertex's descendants (including the vertex itself). -/ | |
| def Tree.under (T : Tree n) (v w : Fin n) : Bool := | |
| if w=v then true else if _hw : w=0 then false else T.under v (T.parent w) | |
| termination_by w.val | |
| decreasing_by exact T.lower w _hw | |
| lemma Tree.under_self (T : Tree n) (v : Fin n) : T.under v v=true := by | |
| rw [Tree.under,ite_eq_left rfl] | |
| lemma Tree.under_le (T : Tree n) (v w : Fin n) (h : T.under v w=true) : v.val ≤ w.val := by | |
| by_cases hwv : w=v | |
| · subst w; exact le_rfl | |
| · by_cases hw0 : w=0 | |
| · rw [Tree.under,ite_eq_right hwv,dite_eq_left hw0] at h | |
| contradiction | |
| · have hp : T.under v (T.parent w)=true := by | |
| rw [Tree.under,ite_eq_right hwv,dite_eq_right hw0] at h | |
| exact h | |
| exact (T.under_le v (T.parent w) hp).trans (T.lower w hw0).le | |
| termination_by w.val | |
| decreasing_by exact T.lower w hw0 | |
| lemma Tree.under_parent_self (T : Tree n) (v : Fin n) (hv : v≠0) : | |
| T.under v (T.parent v)=false := by | |
| cases hh : T.under v (T.parent v) | |
| · rfl | |
| · have h := T.under_le v (T.parent v) hh | |
| have := T.lower v hv | |
| omega | |
| lemma Tree.under_zero (T : Tree n) (v : Fin n) : T.under v 0=(v==0) := by | |
| rw [Tree.under] | |
| by_cases h : v=0 | |
| · subst v; simp | |
| · simp [h,Ne.symm h] | |
| def Tree.indicator (T : Tree n) (v w : Fin n) : ℝ := if T.under v w then 1 else 0 | |
| lemma Tree.indicator_parent (T : Tree n) (v w : Fin n) (hw : w≠0) : | |
| T.indicator v w-T.indicator v (T.parent w) = if w=v then 1 else 0 := by | |
| by_cases h : w=v | |
| · subst w | |
| simp [Tree.indicator,T.under_self,T.under_parent_self v hw] | |
| · have he : T.under v w=T.under v (T.parent w) := by | |
| rw [Tree.under,ite_eq_right h,dite_eq_right hw] | |
| simp [Tree.indicator,he,h] | |
| /-- Literal telescoping over one subtree of the concrete parent tree. -/ | |
| theorem Tree.park_subtree_total (T : Tree n) (q : Fin n → ℝ) (v : Fin n) : | |
| (∑ w, T.indicator v w*T.park q w)=q v := by | |
| classical | |
| let q0 : Fin n → ℝ := fun w => if w=0 then 0 else q w | |
| have hq0 : q0 0=0 := by simp [q0] | |
| have he : ∀ w, (∑ u : T.Child w, q u.val) = ∑ u : T.Child w, q0 u.val := by | |
| intro w | |
| apply sum_congr rfl | |
| intro u _ | |
| simp [q0,u.property.1] | |
| have hs := T.weighted_children (T.indicator v) q0 hq0 | |
| simp_rw [Tree.park,mul_sub,he] | |
| rw [sum_sub_distrib,hs,←sum_sub_distrib] | |
| have hpoint : ∀ w : Fin n, | |
| T.indicator v w*q w-T.indicator v (T.parent w)*q0 w = if w=v then q w else 0 := by | |
| intro w | |
| by_cases hw : w=0 | |
| · subst w | |
| by_cases hv : v=0 | |
| · subst v; simp [q0,Tree.indicator,T.under_zero] | |
| · simp [q0,Tree.indicator,T.under_zero,hv,Ne.symm hv] | |
| · simp only [q0,ite_eq_right hw] | |
| rw [←sub_mul,T.indicator_parent v w hw] | |
| split_ifs <;> simp | |
| simp_rw [hpoint] | |
| simp | |
| lemma Tree.indicator_nonneg (T : Tree n) (v w : Fin n) : 0 ≤ T.indicator v w := by | |
| unfold Tree.indicator | |
| split <;> norm_num | |
| lemma Tree.park_nonneg (T : Tree n) {q : Fin n → ℝ} | |
| (h : ∀ v, (∑ u : T.Child v, q u.val) ≤ q v) (v : Fin n) : 0 ≤ T.park q v := | |
| sub_nonneg.mpr (h v) | |
| /-- The mass of any finite collection of descendant parks is bounded by its | |
| root allocation; overlapping depths do not introduce a height factor. -/ | |
| theorem Tree.selected_park_capacity (T : Tree n) (q : Fin n → ℝ) (v : Fin n) | |
| (hp : ∀ w, 0 ≤ T.park q w) (S : Finset (Fin n)) | |
| (hS : ∀ w ∈ S, T.under v w=true) : | |
| (∑ w ∈ S, T.park q w) ≤ q v := by | |
| have hbound : (∑ w ∈ S, T.park q w) ≤ ∑ w, T.indicator v w*T.park q w := by | |
| calc _ = ∑ w ∈ S, T.indicator v w*T.park q w := by | |
| apply sum_congr rfl | |
| intro w hw | |
| simp [Tree.indicator,hS w hw] | |
| _ ≤ _ := sum_le_sum_of_subset_of_nonneg (subset_univ _) (fun w _ _ => | |
| mul_nonneg (T.indicator_nonneg v w) (hp w)) | |
| simpa [T.park_subtree_total] using hbound | |
| /-- Several descendant collections may be charged simultaneously to a fixed | |
| cut. The hypotheses are explicit incidence data, not an assumed mass bound. -/ | |
| theorem Tree.cut_park_capacity (T : Tree n) (q : Fin n → ℝ) | |
| (hp : ∀ w, 0 ≤ T.park q w) (S F : Finset (Fin n)) | |
| (hcover : ∀ w ∈ S, ∃ v ∈ F, T.under v w=true) : | |
| (∑ w ∈ S, T.park q w) ≤ ∑ v ∈ F, q v := by | |
| classical | |
| have hpoint : ∀ w ∈ S, T.park q w ≤ ∑ v ∈ F, T.indicator v w*T.park q w := by | |
| intro w hw | |
| obtain ⟨v,hv,hu⟩ := hcover w hw | |
| calc _ = T.indicator v w*T.park q w := by simp [Tree.indicator,hu] | |
| _ ≤ _ := single_le_sum (fun z _ => mul_nonneg (T.indicator_nonneg z w) (hp w)) hv | |
| calc _ ≤ ∑ w ∈ S, ∑ v ∈ F, T.indicator v w*T.park q w := sum_le_sum hpoint | |
| _ = ∑ v ∈ F, ∑ w ∈ S, T.indicator v w*T.park q w := sum_comm | |
| _ ≤ ∑ v ∈ F, ∑ w, T.indicator v w*T.park q w := by | |
| apply sum_le_sum | |
| intro v _ | |
| exact sum_le_sum_of_subset_of_nonneg (subset_univ _) (fun w _ _ => | |
| mul_nonneg (T.indicator_nonneg v w) (hp w)) | |
| _ = _ := by simp_rw [T.park_subtree_total] | |
| section Geometry | |
| variable {Y : Type*} [MetricSpace Y] [Fintype Y] [DecidableEq Y] | |
| /-- Finite posterior counting mass; repeated hidden locations contribute their | |
| full weight and do not require an injective posterior support. -/ | |
| def countingMass (μ : Y → ℝ) (R : Finset Y) : ℝ := ∑ y ∈ R, μ y | |
| omit [DecidableEq Y] in | |
| /-- A cell with a nearby validity witness lies in the source's 67r ball. -/ | |
| lemma witness_ball_inclusion {R : Finset Y} {y z : Y} {r : ℝ} | |
| (hz : z ∈ R) (hnear : dist y z ≤ 27*r) | |
| (hdiam : ∀ a ∈ R, ∀ b ∈ R, dist a b ≤ 40*r) : | |
| R ⊆ univ.filter (fun a => dist y a ≤ 67*r) := by | |
| intro a ha | |
| apply mem_filter.mpr | |
| refine ⟨mem_univ _,?_⟩ | |
| have ht := dist_triangle y z a | |
| have hd := hdiam z hz a ha | |
| linarith | |
| omit [NeZero n] [MetricSpace Y] [Fintype Y] in | |
| lemma disjoint_counting_mass {μ : Y → ℝ} (hμ : ∀ y, 0 ≤ μ y) | |
| {R : Fin n → Finset Y} {F : Finset (Fin n)} {B : Finset Y} | |
| (hdisj : Set.PairwiseDisjoint (↑F) R) (hsub : ∀ v ∈ F, R v ⊆ B) : | |
| (∑ v ∈ F, countingMass μ (R v)) ≤ countingMass μ B := by | |
| unfold countingMass | |
| rw [←sum_biUnion hdisj] | |
| apply sum_le_sum_of_subset_of_nonneg | |
| · intro y hy | |
| obtain ⟨v,hv,hy⟩ := mem_biUnion.mp hy | |
| exact hsub v hv hy | |
| · intro y _ _ | |
| exact hμ y | |
| /-- Cumulative park capacity with the exact geometric radius 67. Grouping is by | |
| actual tree ancestors; posterior regions are those fixed-prefix cells. The cut | |
| F may contain unoccupied roots too, and can be the full depth-j cut. -/ | |
| theorem Tree.geometric_park_capacity (T : Tree n) (q : Fin n → ℝ) | |
| (hp : ∀ w, 0 ≤ T.park q w) (S F : Finset (Fin n)) | |
| (hcover : ∀ w ∈ S, ∃ v ∈ F, T.under v w=true) | |
| (R : Fin n → Finset Y) (μ : Y → ℝ) (hμ : ∀ y, 0 ≤ μ y) | |
| {C r : ℝ} (hC : 0 ≤ C) (y : Y) | |
| (hq : ∀ v ∈ F, q v ≤ C*countingMass μ (R v)) | |
| (hdisj : Set.PairwiseDisjoint (↑F) R) | |
| (hwitness : ∀ v ∈ F, ∃ z ∈ R v, dist y z ≤ 27*r) | |
| (hdiam : ∀ v ∈ F, ∀ a ∈ R v, ∀ b ∈ R v, dist a b ≤ 40*r) : | |
| (∑ w ∈ S, T.park q w) ≤ | |
| C*countingMass μ (univ.filter (fun z => dist y z ≤ 67*r)) := by | |
| have hsub : ∀ v ∈ F, R v ⊆ univ.filter (fun z => dist y z ≤ 67*r) := by | |
| intro v hv | |
| obtain ⟨z,hz,hn⟩ := hwitness v hv | |
| exact witness_ball_inclusion hz hn (hdiam v hv) | |
| calc _ ≤ ∑ v ∈ F, q v := T.cut_park_capacity q hp S F hcover | |
| _ ≤ ∑ v ∈ F, C*countingMass μ (R v) := sum_le_sum hq | |
| _ = C*(∑ v ∈ F, countingMass μ (R v)) := (mul_sum _ _ _).symm | |
| _ ≤ _ := mul_le_mul_of_nonneg_left (disjoint_counting_mass hμ hdisj hsub) hC | |
| end Geometry | |
| end KServer.Rounding | |
| end | |
| end OAI | |