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Add lean source and binary files (part 47)
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import Mathlib
import OAI.Combinatorics.MatchingCount.Graphs.Density
namespace OAI
namespace MatchingFPRAS.Replica
section
open Finset
variable {I Ω : Type*} [Fintype I] [DecidableEq I] [Fintype Ω]
variable (p : I → Ω → ℝ)
noncomputable def mean (f : (I → Ω) → ℝ) : ℝ := ∑ s, density p s*f s
noncomputable def variance (f : (I → Ω) → ℝ) : ℝ :=
dot p (f-(fun _ => mean p f)) (f-(fun _ => mean p f))
lemma mean_dot (f : (I → Ω) → ℝ) : mean p f = dot p (fun _ => 1) f := by simp [mean,dot]
lemma density_sum (hs : ∀ i, ∑ a, p i a = 1) : ∑ s, density p s = 1 := by
unfold density
rw [← Fintype.prod_sum]
simp_rw [hs]
simp
lemma mean_average (hs : ∀ i, ∑ a, p i a = 1) (i : I) (f : (I → Ω) → ℝ) :
mean p (average p i f) = mean p f := by
rw [mean_dot, ← average_adjoint]
have ho : average p i (fun _ => 1) = (fun _ => 1) := by
funext s; simpa [average_apply] using hs i
rw [ho, ← mean_dot]
lemma mean_avgList (hs : ∀ i, ∑ a, p i a = 1) (l : List I) (f : (I → Ω) → ℝ) :
mean p (avgList p l f) = mean p f := by
induction l with
| nil => rfl
| cons i l ih => rw [avgList_cons,mean_average p hs,ih]
omit [Fintype I] in
lemma average_update (i : I) (a : Ω) (f : (I → Ω) → ℝ) (s : I → Ω) :
average p i f (Function.update s i a) = average p i f s := by
simp only [average_apply,Function.update_idem]
lemma invariant_constant (f : (I → Ω) → ℝ) (hf : ∀ i, average p i f = f)
(s t : I → Ω) : f s = f t := by
classical
have hu (i : I) (a : Ω) (s : I → Ω) : f (Function.update s i a) = f s := by
rw [← hf i]
exact average_update p i a f s
have hpatch (S : Finset I) : f (fun i => if i ∈ S then t i else s i) = f s := by
induction S using Finset.induction_on with
| empty => simp
| @insert i S hi ih =>
have he : (fun j => if j ∈ insert i S then t j else s j) =
Function.update (fun j => if j ∈ S then t j else s j) i (t i) := by
funext j
by_cases hji : j = i
· subst j; simp
· simp [hji]
rw [he,hu,ih]
simpa using (hpatch Finset.univ).symm
lemma average_all (hs : ∀ i, ∑ a, p i a = 1) (l : List I) (hl : ∀ i, i ∈ l)
(f : (I → Ω) → ℝ) : avgList p l f = (fun _ => mean p f) := by
funext s
have hc : ∀ t, avgList p l f t = avgList p l f s := fun t =>
invariant_constant p (avgList p l f) (fun i => average_list_mem p hs l i (hl i) f) t s
have hm := mean_avgList p hs l f
unfold mean at hm
simp_rw [hc] at hm
rw [← Finset.sum_mul,density_sum p hs,one_mul] at hm
exact hm
omit [Fintype I] in
lemma avgList_fixed (l : List I) (f : (I → Ω) → ℝ)
(hf : ∀ i ∈ l, average p i f = f) : avgList p l f = f := by
induction l with
| nil => rfl
| cons i l ih =>
rw [avgList_cons,ih (fun j hj => hf j (List.mem_cons_of_mem i hj)),hf i (List.mem_cons_self)]
omit [Fintype I] in
lemma avgList_comm_list (l k : List I) (f : (I → Ω) → ℝ) :
avgList p l (avgList p k f) = avgList p k (avgList p l f) := by
induction l with
| nil => rfl
| cons i l ih => rw [avgList_cons,ih,average_comm_list,avgList_cons]
omit [Fintype I] in
lemma avgList_congr (hs : ∀ i, ∑ a, p i a = 1) (l k : List I)
(hmem : ∀ i, i ∈ l ↔ i ∈ k) (f : (I → Ω) → ℝ) : avgList p l f = avgList p k f := by
have h₁ : avgList p l (avgList p k f) = avgList p k f :=
avgList_fixed p l _ (fun i hi => average_list_mem p hs k i ((hmem i).mp hi) f)
have h₂ : avgList p k (avgList p l f) = avgList p l f :=
avgList_fixed p k _ (fun i hi => average_list_mem p hs l i ((hmem i).mpr hi) f)
rw [avgList_comm_list,h₂] at h₁
exact h₁
lemma projection_pythagoras (P : Projection p) (f : (I → Ω) → ℝ) :
dot p (f-P.op f) (f-P.op f) = dot p f f-dot p (P.op f) (P.op f) := by
rw [dot_sub_left p f (P.op f) (f-P.op f),dot_sub_right p f f (P.op f),
dot_sub_right p (P.op f) f (P.op f),dot_comm p (P.op f) f,P.dot_image]
ring
end
section
open Finset
variable {I Ω : Type*} [Fintype I] [DecidableEq I] [LinearOrder I]
[Fintype Ω]
variable (p : I → Ω → ℝ)
noncomputable def future (S : Finset I) (x : I) := avgList p ((S.filter (x < ·)).toList)
noncomputable def increment (S : Finset I) (x : I) (f : (I → Ω) → ℝ) : (I → Ω) → ℝ :=
future p S x f-average p x (future p S x f)
lemma martingale_partial (hs : ∀ i, ∑ a, p i a = 1) (S : Finset I) (f : (I → Ω) → ℝ) :
(∑ x ∈ S, dot p (increment p S x f) (increment p S x f)) =
dot p f f-dot p (avgList p S.toList f) (avgList p S.toList f) := by
classical
induction S using Finset.induction_on_min with
| empty => simp [future,increment,avgList]
| insert a S hmin ih =>
have ha : a ∉ S := fun h => (lt_irrefl a) (hmin a h)
have hfilter : (insert a S).filter (a < ·) = S := by
ext i
simp only [Finset.mem_filter,Finset.mem_insert]
constructor
· rintro ⟨hi,hai⟩; rcases hi with rfl | hi
· exact (lt_irrefl _ hai).elim
· exact hi
· intro hi; exact ⟨Or.inr hi,hmin i hi⟩
have hother (x) (hx : x ∈ S) : (insert a S).filter (x < ·) = S.filter (x < ·) := by
ext i
simp only [Finset.mem_filter,Finset.mem_insert]
constructor
· rintro ⟨hi,hxi⟩; rcases hi with rfl | hi
· exact (not_lt_of_gt (hmin x hx) hxi).elim
· exact ⟨hi,hxi⟩
· rintro ⟨hi,hxi⟩; exact ⟨Or.inr hi,hxi⟩
have hc : avgList p (insert a S).toList f = average p a (avgList p S.toList f) := by
change avgList p (insert a S).toList f = avgList p (a::S.toList) f
apply avgList_congr p hs
intro i; simp
rw [Finset.sum_insert ha,hc]
have hsum : (∑ x ∈ S, dot p (increment p (insert a S) x f)
(increment p (insert a S) x f)) = ∑ x ∈ S, dot p (increment p S x f) (increment p S x f) := by
apply Finset.sum_congr rfl
intro x hx
simp only [increment,future,hother x hx]
rw [hsum,ih]
have hp := projection_pythagoras p (avgProjection p hs a) (avgList p S.toList f)
change dot p (increment p (insert a S) a f) (increment p (insert a S) a f) + _ = _
unfold increment future
rw [hfilter]
change dot p (avgList p S.toList f-average p a (avgList p S.toList f))
(avgList p S.toList f-average p a (avgList p S.toList f)) =
dot p (avgList p S.toList f) (avgList p S.toList f)-
dot p (average p a (avgList p S.toList f)) (average p a (avgList p S.toList f)) at hp
linarith
lemma martingale_variance (hs : ∀ i, ∑ a, p i a = 1) (f : (I → Ω) → ℝ) :
variance p f = ∑ x, dot p (increment p Finset.univ x f) (increment p Finset.univ x f) := by
rw [martingale_partial p hs]
have hp := projection_pythagoras p (listProjection p hs Finset.univ.toList) f
change dot p (f-avgList p Finset.univ.toList f) (f-avgList p Finset.univ.toList f) =
dot p f f-dot p (avgList p Finset.univ.toList f) (avgList p Finset.univ.toList f) at hp
rw [average_all p hs Finset.univ.toList (by simp)] at hp ⊢
exact hp
omit [Fintype I] in
lemma increment_center (hs : ∀ i, ∑ a, p i a = 1) (S : Finset I) (x : I) (f : (I → Ω) → ℝ) :
average p x (increment p S x f) = 0 := by
simp [increment,map_sub,average_idem p hs]
lemma average_pair_future (hs : ∀ i, ∑ a, p i a = 1) (x y : I) (hxy : x < y)
(f : (I → Ω) → ℝ) : average p y (pairCondition p x y f) = future p Finset.univ x f := by
change avgList p (y::outside x y) f = avgList p ((Finset.univ.filter (x < ·)).toList) f
apply avgList_congr p hs
intro i
simp only [List.mem_cons,Finset.mem_toList,Finset.mem_filter,Finset.mem_univ,true_and,outside]
constructor
· rintro (rfl | ⟨hi,_⟩)
· exact hxy
· exact hi
· intro hi
by_cases hiy : i=y
· exact Or.inl hiy
· exact Or.inr ⟨hi,hiy⟩
lemma increment_pair_formula (hs : ∀ i, ∑ a, p i a = 1) (x y : I) (hxy : x < y)
(f : (I → Ω) → ℝ) : increment p Finset.univ x f =
average p y (pairCondition p x y f)-average p x (average p y (pairCondition p x y f)) := by
rw [average_pair_future p hs x y hxy]
rfl
end
section
open Finset
variable {Ω A : Type*} [Fintype Ω] [Fintype A]
noncomputable def localEnergy (q : Ω → Ω → ℝ) (f : Ω → ℝ) : ℝ :=
(∑ a, ∑ b, q a b * (f a-f b)^2)/2
lemma localEnergy_nonneg (q : Ω → Ω → ℝ) (hq : ∀ a b, 0 ≤ q a b) (f : Ω → ℝ) :
0 ≤ localEnergy q f := by
exact div_nonneg (Finset.sum_nonneg (fun a _ => Finset.sum_nonneg
(fun b _ => mul_nonneg (hq a b) (sq_nonneg _)))) (by norm_num)
lemma localEnergy_sub (q : Ω → Ω → ℝ) (hq : ∀ a b, 0 ≤ q a b) (f g : Ω → ℝ) :
localEnergy q (f-g) ≤ 2*localEnergy q f+2*localEnergy q g := by
unfold localEnergy
have h : (∑ a, ∑ b, q a b*((f-g) a-(f-g) b)^2) ≤
∑ a, ∑ b, (2*(q a b*(f a-f b)^2)+2*(q a b*(g a-g b)^2)) := by
apply Finset.sum_le_sum; intro a _
apply Finset.sum_le_sum; intro b _
have hsq : ((f a-g a)-(f b-g b))^2 ≤ 2*(f a-f b)^2+2*(g a-g b)^2 := by
nlinarith [sq_nonneg ((f a-f b)+(g a-g b))]
change q a b*((f a-g a)-(f b-g b))^2 ≤ _
calc
_ ≤ q a b*(2*(f a-f b)^2+2*(g a-g b)^2) := mul_le_mul_of_nonneg_left hsq (hq a b)
_ = _ := by ring
simp only [Finset.sum_add_distrib,← Finset.mul_sum] at h
linarith
lemma localEnergy_shift (q : Ω → Ω → ℝ) (f : Ω → ℝ) (c : ℝ) :
localEnergy q (fun a => f a-c) = localEnergy q f := by
unfold localEnergy
congr 1
apply Finset.sum_congr rfl; intro a _
apply Finset.sum_congr rfl; intro b _
congr 2; ring
lemma square_average (w : A → ℝ) (hw : ∀ a, 0 ≤ w a) (hs : ∑ a, w a = 1) (f : A → ℝ) :
(∑ a, w a*f a)^2 ≤ ∑ a, w a*(f a)^2 := by
have h := Finset.sum_sq_le_sum_mul_sum_of_sq_le_mul Finset.univ
(r := fun a => w a*f a) (f := w) (g := fun a => w a*(f a)^2)
(fun a _ => hw a) (fun a _ => mul_nonneg (hw a) (sq_nonneg _))
(fun a _ => by nlinarith [sq_nonneg (w a*f a)])
simpa only [hs,one_mul] using h
lemma localEnergy_average (q : Ω → Ω → ℝ) (hq : ∀ a b, 0 ≤ q a b)
(w : A → ℝ) (hw : ∀ a, 0 ≤ w a) (hs : ∑ a, w a = 1) (f : A → Ω → ℝ) :
localEnergy q (fun a => ∑ i, w i*f i a) ≤ ∑ i, w i*localEnergy q (f i) := by
have h : (∑ a, ∑ b, q a b*((∑ i, w i*f i a)-(∑ i, w i*f i b))^2) ≤
∑ a, ∑ b, q a b*(∑ i, w i*(f i a-f i b)^2) := by
apply Finset.sum_le_sum; intro a _
apply Finset.sum_le_sum; intro b _
apply mul_le_mul_of_nonneg_left _ (hq a b)
simpa only [mul_sub,Finset.sum_sub_distrib] using square_average w hw hs (fun i => f i a-f i b)
have he : (∑ a, ∑ b, q a b*(∑ i, w i*(f i a-f i b)^2)) =
∑ i, w i*(∑ a, ∑ b, q a b*(f i a-f i b)^2) := by
simp only [Finset.mul_sum]
have hin (a : Ω) : (∑ b, ∑ i, q a b*(w i*(f i a-f i b)^2)) =
∑ i, ∑ b, q a b*(w i*(f i a-f i b)^2) := Finset.sum_comm
simp_rw [hin]
rw [Finset.sum_comm]
apply Finset.sum_congr rfl; intro i _
apply Finset.sum_congr rfl; intro a _
apply Finset.sum_congr rfl; intro b _
ring
unfold localEnergy
rw [he] at h
have := div_le_div_of_nonneg_right h (by norm_num : (0:ℝ) ≤ 2)
simpa only [Finset.sum_div,mul_div_assoc] using this
lemma localEnergy_bound (π : Ω → ℝ) (q : Ω → Ω → ℝ) (hq : ∀ a b, 0 ≤ q a b)
(hr : ∀ a, ∑ b, q a b = π a) (hc : ∀ b, ∑ a, q a b = π b) (f : Ω → ℝ) :
localEnergy q f ≤ 2*∑ a, π a*(f a)^2 := by
have hh : (∑ a, ∑ b, q a b*(f a-f b)^2) ≤
∑ a, ∑ b, (2*(q a b*(f a)^2)+2*(q a b*(f b)^2)) := by
apply Finset.sum_le_sum; intro a _
apply Finset.sum_le_sum; intro b _
have hs : (f a-f b)^2 ≤ 2*(f a)^2+2*(f b)^2 := by nlinarith [sq_nonneg (f a+f b)]
calc
_ ≤ q a b * (2 * (f a)^2 + 2 * (f b)^2) :=
mul_le_mul_of_nonneg_left hs (hq a b)
_ = _ := by ring
have hleft : (∑ a, ∑ b, q a b*(f a)^2) = ∑ a, π a*(f a)^2 := by
simp only [← Finset.sum_mul,hr]
have hright : (∑ a, ∑ b, q a b*(f b)^2) = ∑ b, π b*(f b)^2 := by
rw [Finset.sum_comm]
simp only [← Finset.sum_mul,hc]
simp only [Finset.sum_add_distrib,← Finset.mul_sum,hleft,hright] at hh
unfold localEnergy; linarith
end
open Finset
variable {I Ω : Type*} [Fintype I] [DecidableEq I] [Fintype Ω]
variable (p : I → Ω → ℝ)
omit [DecidableEq I] [Fintype Ω] in
lemma density_nonneg (hp : ∀ i a, 0 ≤ p i a) (s : I → Ω) : 0 ≤ density p s :=
Finset.prod_nonneg (fun i _ => hp i (s i))
lemma mean_mono (hp : ∀ i a, 0 ≤ p i a) {f g : (I → Ω) → ℝ}
(h : ∀ s, f s ≤ g s) : mean p f ≤ mean p g :=
Finset.sum_le_sum (fun s _ => mul_le_mul_of_nonneg_left (h s) (density_nonneg p hp s))
lemma mean_nonneg (hp : ∀ i a, 0 ≤ p i a) {f : (I → Ω) → ℝ} (h : ∀ s, 0 ≤ f s) :
0 ≤ mean p f := Finset.sum_nonneg (fun s _ => mul_nonneg (density_nonneg p hp s) (h s))
lemma mean_add (f g : (I → Ω) → ℝ) : mean p (f+g) = mean p f+mean p g := by
simp [mean,mul_add,Finset.sum_add_distrib]
lemma mean_mul (c : ℝ) (f : (I → Ω) → ℝ) : mean p (fun s => c*f s) = c*mean p f := by
simp only [mean,Finset.mul_sum]; apply Finset.sum_congr rfl; intro s _; ring
lemma mean_square (f : (I → Ω) → ℝ) : mean p (fun s => (f s)^2) = dot p f f := by
simp only [mean,dot]; apply Finset.sum_congr rfl; intro s _; ring
structure PairCapacity (x y : I) where
q : (Ω × Ω) → (Ω × Ω) → ℝ
nonneg : ∀ a b, 0 ≤ q a b
row : ∀ a, ∑ b, q a b = p x a.1*p y a.2
col : ∀ b, ∑ a, q a b = p x b.1*p y b.2
def replacePair (x y : I) (s : I → Ω) (a : Ω × Ω) : I → Ω :=
Function.update (Function.update s x a.1) y a.2
def slice (x y : I) (f : (I → Ω) → ℝ) (s : I → Ω) (a : Ω × Ω) : ℝ :=
f (replacePair x y s a)
noncomputable def pairEnergy (x y : I) (Q : PairCapacity p x y) (f : (I → Ω) → ℝ) : ℝ :=
mean p (fun s => localEnergy Q.q (slice x y f s))
omit [Fintype I] [Fintype Ω] in
lemma slice_sub (x y : I) (f g : (I → Ω) → ℝ) (s : I → Ω) :
slice x y (f-g) s = slice x y f s-slice x y g s := rfl
lemma pairEnergy_nonneg (hp : ∀ i a, 0 ≤ p i a) (x y : I) (Q : PairCapacity p x y)
(f : (I → Ω) → ℝ) : 0 ≤ pairEnergy p x y Q f :=
mean_nonneg p hp (fun _ => localEnergy_nonneg Q.q Q.nonneg _)
lemma pairEnergy_sub (hp : ∀ i a, 0 ≤ p i a) (x y : I) (Q : PairCapacity p x y)
(f g : (I → Ω) → ℝ) : pairEnergy p x y Q (f-g) ≤
2*pairEnergy p x y Q f+2*pairEnergy p x y Q g := by
have hh := mean_mono p hp (fun s => localEnergy_sub Q.q Q.nonneg (slice x y f s) (slice x y g s))
change mean p (fun s => localEnergy Q.q (slice x y (f-g) s)) ≤
mean p ((fun s => 2*localEnergy Q.q (slice x y f s))+(fun s => 2*localEnergy Q.q (slice x y g s))) at hh
rw [mean_add,mean_mul,mean_mul] at hh
exact hh
lemma slice_square_mean (hs : ∀ i, ∑ a, p i a = 1) (x y : I) (f : (I → Ω) → ℝ) :
mean p (fun s => ∑ a : Ω × Ω, (p x a.1*p y a.2)*(slice x y f s a)^2) = dot p f f := by
have he (s : I → Ω) : (∑ a : Ω × Ω, (p x a.1*p y a.2)*(slice x y f s a)^2) =
average p x (average p y (fun s => (f s)^2)) s := by
rw [Fintype.sum_prod_type]
simp only [average_apply,Finset.mul_sum]
apply Finset.sum_congr rfl; intro a _
apply Finset.sum_congr rfl; intro b _
unfold slice replacePair; ring
simp_rw [he]
rw [mean_average p hs,mean_average p hs,mean_square]
lemma pairEnergy_bound (hp : ∀ i a, 0 ≤ p i a) (hs : ∀ i, ∑ a, p i a = 1)
(x y : I) (Q : PairCapacity p x y) (f : (I → Ω) → ℝ) :
pairEnergy p x y Q f ≤ 2*dot p f f := by
have hh := mean_mono p hp (fun s => localEnergy_bound (fun a => p x a.1*p y a.2)
Q.q Q.nonneg Q.row Q.col (slice x y f s))
rw [mean_mul,slice_square_mean p hs] at hh
exact hh
omit [Fintype I] [Fintype Ω] in
lemma replacePair_update (i x y : I) (hix : i ≠ x) (hiy : i ≠ y)
(s : I → Ω) (a : Ω × Ω) (b : Ω) :
replacePair x y (Function.update s i b) a = Function.update (replacePair x y s a) i b := by
unfold replacePair
rw [Function.update_comm hix,Function.update_comm hiy]
omit [Fintype I] in
lemma slice_average (i x y : I) (hix : i ≠ x) (hiy : i ≠ y)
(f : (I → Ω) → ℝ) (s : I → Ω) :
slice x y (average p i f) s = (fun a => ∑ b, p i b*slice x y f (Function.update s i b) a) := by
funext a
simp only [slice,average_apply,replacePair_update i x y hix hiy]
lemma pairEnergy_average (hp : ∀ i a, 0 ≤ p i a) (hs : ∀ i, ∑ a, p i a = 1)
(i x y : I) (hix : i ≠ x) (hiy : i ≠ y) (Q : PairCapacity p x y) (f : (I → Ω) → ℝ) :
pairEnergy p x y Q (average p i f) ≤ pairEnergy p x y Q f := by
have hh (s : I → Ω) : localEnergy Q.q (slice x y (average p i f) s) ≤
average p i (fun s => localEnergy Q.q (slice x y f s)) s := by
rw [slice_average p i x y hix hiy]
exact localEnergy_average Q.q Q.nonneg (p i) (hp i) (hs i) (fun b => slice x y f (Function.update s i b))
have hh := mean_mono p hp hh
rw [mean_average p hs] at hh
exact hh
lemma pairEnergy_avgList (hp : ∀ i a, 0 ≤ p i a) (hs : ∀ i, ∑ a, p i a = 1)
(l : List I) (x y : I) (hl : ∀ i ∈ l, i ≠ x ∧ i ≠ y) (Q : PairCapacity p x y)
(f : (I → Ω) → ℝ) : pairEnergy p x y Q (avgList p l f) ≤ pairEnergy p x y Q f := by
induction l with
| nil => exact le_rfl
| cons i l ih =>
rw [avgList_cons]
exact (pairEnergy_average p hp hs i x y (hl i (by simp)).1 (hl i (by simp)).2 Q _).trans
(ih (fun j hj => hl j (List.mem_cons_of_mem i hj)))
end MatchingFPRAS.Replica
end OAI