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import Mathlib.Analysis.SpecificLimits.Basic
import Mathlib.Data.Fintype.Sum
import OAI.Computability.BinPacking.Games.Reindexing
import OAI.Computability.BinPacking.Information.TraceLaw
namespace OAI
noncomputable section
namespace BinPackingGames.Foundations.CorrelatedSampling
section
variable {α : Type*} [Fintype α]
private theorem sum_div_const {ι : Type*} [Fintype ι] (f : ι → ℝ) (c : ℝ) :
(∑ i, f i) / c = ∑ i, f i / c := by
simp only [div_eq_mul_inv, Finset.sum_mul]
abbrev RectangleSeed (thresholds : List ℝ) (α : Type*) :=
α × Fin (thresholdPartition thresholds).length
def rectangleWeight (thresholds : List ℝ) (seed : RectangleSeed thresholds α) : ℝ :=
((thresholdPartition thresholds)[seed.2].hi - (thresholdPartition thresholds)[seed.2].lo) /
(Fintype.card α : ℝ)
def rectangleAccept (thresholds : List ℝ) (density : α → ℝ)
(seed : RectangleSeed thresholds α) : Bool :=
decide ((thresholdPartition thresholds)[seed.2].lo < density seed.1)
theorem rectangleWeight_nonnegative (thresholds : List ℝ) (seed : RectangleSeed thresholds α) :
0 ≤ rectangleWeight thresholds seed :=
div_nonneg (sub_nonneg.mpr ((thresholdPartition thresholds)[seed.2].valid)) (by positivity)
theorem rectangleWeight_normalized [Nonempty α] (thresholds : List ℝ) :
∑ seed : RectangleSeed thresholds α, rectangleWeight thresholds seed = 1 := by
rw [Fintype.sum_prod_type]
have hrow (a : α) : (∑ i, rectangleWeight thresholds (a, i)) =
1 / (Fintype.card α : ℝ) := by
unfold rectangleWeight
rw [← sum_div_const, sum_interval_get (fun I => I.hi - I.lo), partition_total_mass]
simp_rw [hrow]
have hc : (Fintype.card α : ℝ) ≠ 0 := by exact_mod_cast Fintype.card_ne_zero
simp [hc]
def rectangleDistribution [Nonempty α] (thresholds : List ℝ) :
Games.FiniteDistribution (RectangleSeed thresholds α) where
weight := rectangleWeight thresholds
nonnegative := rectangleWeight_nonnegative thresholds
normalized := rectangleWeight_normalized thresholds
theorem rectangle_row_mass (thresholds : List ℝ) (density : α → ℝ) (a : α)
(hm : density a ∈ thresholds) (h0 : 0 ≤ density a) (h1 : density a ≤ 1) :
(∑ i, if rectangleAccept thresholds density (a, i) then
rectangleWeight thresholds (a, i) else 0) = density a / (Fintype.card α : ℝ) := by
calc
_ = (∑ i : Fin (thresholdPartition thresholds).length,
if (thresholdPartition thresholds)[i].lo < density a then
(thresholdPartition thresholds)[i].hi - (thresholdPartition thresholds)[i].lo else 0) /
(Fintype.card α : ℝ) := by
rw [sum_div_const]
apply Finset.sum_congr rfl
intro i _
simp [rectangleAccept, rectangleWeight, ite_div]
_ = density a / (Fintype.card α : ℝ) := by
rw [sum_interval_get (fun I => if I.lo < density a then I.hi - I.lo else 0),
partition_acceptance_mass thresholds (density a) hm h0 h1]
theorem rectangle_acceptance_mass (thresholds : List ℝ) (density : α → ℝ)
(hm : ∀ a, density a ∈ thresholds) (h0 : ∀ a, 0 ≤ density a)
(h1 : ∀ a, density a ≤ 1) :
eventMass (rectangleWeight thresholds) (rectangleAccept thresholds density) =
(∑ a, density a) / (Fintype.card α : ℝ) := by
unfold eventMass
rw [Fintype.sum_prod_type]
simp_rw [rectangle_row_mass thresholds density _ (hm _) (h0 _) (h1 _)]
rw [sum_div_const]
theorem rectangle_label_mass [DecidableEq α] (thresholds : List ℝ) (density : α → ℝ) (a : α)
(hm : ∀ x, density x ∈ thresholds) (h0 : ∀ x, 0 ≤ density x)
(h1 : ∀ x, density x ≤ 1) :
eventMass (rectangleWeight thresholds)
(fun seed => rectangleAccept thresholds density seed && decide (seed.1 = a)) =
density a / (Fintype.card α : ℝ) := by
unfold eventMass
rw [Fintype.sum_prod_type]
calc
_ = ∑ x : α, if x = a then density x / (Fintype.card α : ℝ) else 0 := by
apply Finset.sum_congr rfl
intro x _
by_cases hx : x = a
· simpa [hx] using rectangle_row_mass thresholds density x (hm x) (h0 x) (h1 x)
· simp [hx]
_ = density a / (Fintype.card α : ℝ) := by simp
omit [Fintype α] in theorem rectangle_and (thresholds : List ℝ) (p q : α → ℝ) :
(fun seed => rectangleAccept thresholds p seed && rectangleAccept thresholds q seed) =
rectangleAccept thresholds (fun a => min (p a) (q a)) := by
funext seed
simp [rectangleAccept]
omit [Fintype α] in theorem rectangle_or (thresholds : List ℝ) (p q : α → ℝ) :
(fun seed => rectangleAccept thresholds p seed || rectangleAccept thresholds q seed) =
rectangleAccept thresholds (fun a => max (p a) (q a)) := by
funext seed
simp [rectangleAccept]
theorem min_mem_thresholds (thresholds : List ℝ) {x y : ℝ} (hx : x ∈ thresholds)
(hy : y ∈ thresholds) : min x y ∈ thresholds := by
by_cases h : x ≤ y <;> simp [min_def, h, hx, hy]
theorem max_mem_thresholds (thresholds : List ℝ) {x y : ℝ} (hx : x ∈ thresholds)
(hy : y ∈ thresholds) : max x y ∈ thresholds := by
by_cases h : x ≤ y <;> simp [max_def, h, hx, hy]
theorem rectangle_union_mass (thresholds : List ℝ) (p q : α → ℝ)
(hpm : ∀ a, p a ∈ thresholds) (hqm : ∀ a, q a ∈ thresholds)
(hp0 : ∀ a, 0 ≤ p a) (_hq0 : ∀ a, 0 ≤ q a)
(hp1 : ∀ a, p a ≤ 1) (hq1 : ∀ a, q a ≤ 1) :
eventMass (rectangleWeight thresholds)
(fun seed => rectangleAccept thresholds p seed || rectangleAccept thresholds q seed) =
unionMass p q / (Fintype.card α : ℝ) := by
rw [rectangle_or]
exact rectangle_acceptance_mass thresholds _
(fun a => max_mem_thresholds thresholds (hpm a) (hqm a))
(fun a => (hp0 a).trans (le_max_left _ _)) (fun a => max_le (hp1 a) (hq1 a))
theorem rectangle_common_label_mass [DecidableEq α] (thresholds : List ℝ)
(p q : α → ℝ) (a : α)
(hpm : ∀ x, p x ∈ thresholds) (hqm : ∀ x, q x ∈ thresholds)
(hp0 : ∀ x, 0 ≤ p x) (hq0 : ∀ x, 0 ≤ q x)
(hp1 : ∀ x, p x ≤ 1) (_hq1 : ∀ x, q x ≤ 1) :
eventMass (rectangleWeight thresholds)
(fun seed => (rectangleAccept thresholds p seed && rectangleAccept thresholds q seed) &&
decide (seed.1 = a)) = min (p a) (q a) / (Fintype.card α : ℝ) := by
have hand := congrFun (rectangle_and thresholds p q)
simp_rw [hand]
exact rectangle_label_mass thresholds _ a
(fun x => min_mem_thresholds thresholds (hpm x) (hqm x))
(fun x => le_min (hp0 x) (hq0 x)) (fun x => (min_le_left _ _).trans (hp1 x))
end
section
variable {σ α : Type*} [Fintype σ] [DecidableEq σ] [DecidableEq α]
def localSample (accept : σ → Bool) (decode : σ → α) (fallback : α)
(proposals : List σ) : α :=
((firstAccepted accept proposals).map decode).getD fallback
def localDiagonal (left right : σ → Bool) (decode : σ → α) (fallback a : α)
(proposals : List σ) : ℝ :=
if localSample left decode fallback proposals = a ∧
localSample right decode fallback proposals = a then 1 else 0
def goodLabel (left right : σ → Bool) (decode : σ → α) (a : α) (s : σ) : Bool :=
(left s && right s) && decide (decode s = a)
omit [Fintype σ] [DecidableEq σ] in
theorem common_first_label_lower (left right : σ → Bool) (decode : σ → α)
(fallback a : α) (proposals : List σ) :
goodFirstIndicator (fun s => left s || right s) (goodLabel left right decode a) proposals ≤
localDiagonal left right decode fallback a proposals := by
cases hfirst : firstAccepted (fun s => left s || right s) proposals with
| none =>
simp only [goodFirstIndicator, hfirst]
unfold localDiagonal
split_ifs <;> norm_num
| some s =>
by_cases hc : goodLabel left right decode a s = true
· have hparts : (left s = true ∧ right s = true) ∧ decode s = a := by
simpa [goodLabel] using hc
have h := first_union_common left right proposals s hfirst hparts.1.1 hparts.1.2
simp [goodFirstIndicator, hfirst, hc, localDiagonal, localSample, h.1, h.2, hparts.2]
· have hn : 0 ≤ localDiagonal left right decode fallback a proposals := by
unfold localDiagonal
split_ifs <;> norm_num
simpa [goodFirstIndicator, hfirst, hc] using hn
omit [DecidableEq σ] in theorem union_goodLabel_mass
(w : σ → ℝ) (left right : σ → Bool) (decode : σ → α) (a : α) :
eventMass w (fun s => (left s || right s) && goodLabel left right decode a s) =
eventMass w (goodLabel left right decode a) := by
unfold eventMass
apply Finset.sum_congr rfl
intro s _
cases hl : left s <;> cases hr : right s <;> simp [goodLabel, hl, hr]
theorem finite_label_diagonal_bound (w : σ → ℝ) (left right : σ → Bool)
(decode : σ → α) (fallback a : α) (hw : ∀ s, 0 ≤ w s)
(hw_sum : ∑ s, w s = 1) (hu : 0 < eventMass w (fun s => left s || right s)) (n : Nat) :
eventMass w (goodLabel left right decode a) / eventMass w (fun s => left s || right s) *
(1 - eventMass w (fun s => !(left s || right s)) ^ n) ≤
traceAverage w n (localDiagonal left right decode fallback a) := by
have h := traceAverage_mono w hw n _ _ (common_first_label_lower left right decode fallback a)
rw [goodFirstIndicator_law w _ _ hw_sum n,
goodFirstMass_exact w _ _ hw_sum (ne_of_gt hu) n,
union_goodLabel_mass] at h
exact h
variable [Fintype α] [Nonempty α]
theorem rectangle_label_diagonal_bound (thresholds : List ℝ) (p q : α → ℝ)
(fallback a : α)
(hpm : ∀ x, p x ∈ thresholds) (hqm : ∀ x, q x ∈ thresholds)
(hp0 : ∀ x, 0 ≤ p x) (hq0 : ∀ x, 0 ≤ q x)
(hp1 : ∀ x, p x ≤ 1) (hq1 : ∀ x, q x ≤ 1)
(hpsum : ∑ x, p x = 1) (hqsum : ∑ x, q x = 1) (n : Nat) :
min (p a) (q a) / (1 + totalVariation p q) *
(1 - eventMass (rectangleWeight thresholds)
(fun s => !(rectangleAccept thresholds p s || rectangleAccept thresholds q s)) ^ n) ≤
traceAverage (rectangleWeight thresholds) n
(localDiagonal (rectangleAccept thresholds p) (rectangleAccept thresholds q)
Prod.fst fallback a) := by
have hc : 0 < (Fintype.card α : ℝ) := by exact_mod_cast Fintype.card_pos
have hU : 0 < unionMass p q := by
rw [unionMass_eq p q hpsum hqsum]
linarith [totalVariation_nonneg p q]
have hmass := rectangle_union_mass thresholds p q hpm hqm hp0 hq0 hp1 hq1
have hu : 0 < eventMass (rectangleWeight thresholds)
(fun s => rectangleAccept thresholds p s || rectangleAccept thresholds q s) := by
rw [hmass]
exact div_pos hU hc
have h := finite_label_diagonal_bound (rectangleWeight thresholds)
(rectangleAccept thresholds p) (rectangleAccept thresholds q) Prod.fst fallback a
(rectangleWeight_nonnegative thresholds) (rectangleWeight_normalized thresholds) hu n
unfold goodLabel at h
rw [rectangle_common_label_mass thresholds p q a hpm hqm hp0 hq0 hp1 hq1, hmass] at h
have hratio : (min (p a) (q a) / (Fintype.card α : ℝ)) /
(unionMass p q / (Fintype.card α : ℝ)) = min (p a) (q a) / unionMass p q := by
field_simp
rw [hratio, unionMass_eq p q hpsum hqsum] at h
exact h
end
open scoped BigOperators
def profileThresholds {κ S : Type*} [Fintype κ] [Fintype S]
(P : κ → S → ℝ) : List ℝ := by
classical
exact (Finset.univ.toList : List (κ × S)).map (fun ks => P ks.1 ks.2)
theorem mem_profileThresholds {κ S : Type*} [Fintype κ] [Fintype S]
(P : κ → S → ℝ) (k : κ) (s : S) : P k s ∈ profileThresholds P := by
classical
exact List.mem_map.mpr ⟨(k, s), by simp, rfl⟩
theorem distribution_weight_le_one {S : Type*} [Fintype S]
(μ : Games.FiniteDistribution S) (s : S) : μ.weight s ≤ 1 := by
calc
μ.weight s ≤ ∑ t, μ.weight t :=
Finset.single_le_sum (fun t _ => μ.nonnegative t) (Finset.mem_univ s)
_ = 1 := μ.normalized
variable {Q₁ Q₂ S : Type*} [Fintype Q₁] [Fintype Q₂] [Fintype S]
def sharedProfileThresholds (L : Q₁ → Games.FiniteDistribution S)
(R : Q₂ → Games.FiniteDistribution S) : List ℝ :=
profileThresholds (fun (k : Q₁ ⊕ Q₂) s => (Sum.elim L R k).weight s)
theorem left_mem_sharedProfileThresholds (L : Q₁ → Games.FiniteDistribution S)
(R : Q₂ → Games.FiniteDistribution S) (x : Q₁) (s : S) :
(L x).weight s ∈ sharedProfileThresholds L R := by
exact mem_profileThresholds _ (Sum.inl x) s
theorem right_mem_sharedProfileThresholds (L : Q₁ → Games.FiniteDistribution S)
(R : Q₂ → Games.FiniteDistribution S) (y : Q₂) (s : S) :
(R y).weight s ∈ sharedProfileThresholds L R := by
exact mem_profileThresholds _ (Sum.inr y) s
abbrev SharedProfileSeed (L : Q₁ → Games.FiniteDistribution S)
(R : Q₂ → Games.FiniteDistribution S) :=
RectangleSeed (sharedProfileThresholds L R) S
def sharedProfileLeft (L : Q₁ → Games.FiniteDistribution S)
(R : Q₂ → Games.FiniteDistribution S) (x : Q₁) : SharedProfileSeed L R → Bool :=
rectangleAccept (sharedProfileThresholds L R) (L x).weight
def sharedProfileRight (L : Q₁ → Games.FiniteDistribution S)
(R : Q₂ → Games.FiniteDistribution S) (y : Q₂) : SharedProfileSeed L R → Bool :=
rectangleAccept (sharedProfileThresholds L R) (R y).weight
def sharedProfileReject (L : Q₁ → Games.FiniteDistribution S)
(R : Q₂ → Games.FiniteDistribution S) (x : Q₁) (y : Q₂) : ℝ :=
eventMass (rectangleWeight (sharedProfileThresholds L R))
(fun s => !(sharedProfileLeft L R x s || sharedProfileRight L R y s))
def uniformRejectionRate (S : Type*) [Fintype S] : ℝ :=
1 - 1 / (Fintype.card S : ℝ)
theorem uniformRejectionRate_nonnegative (S : Type*) [Fintype S] [Nonempty S] :
0 ≤ uniformRejectionRate S := by
have hc : (0 : ℝ) < Fintype.card S := by
exact_mod_cast (Fintype.card_pos : 0 < Fintype.card S)
have hc₁ : (1 : ℝ) ≤ Fintype.card S := by
exact_mod_cast (Nat.succ_le_of_lt (Fintype.card_pos : 0 < Fintype.card S))
apply sub_nonneg.mpr
exact (div_le_iff₀ hc).2 (by simpa using hc₁)
theorem uniformRejectionRate_lt_one (S : Type*) [Fintype S] [Nonempty S] :
uniformRejectionRate S < 1 := by
have hc : (0 : ℝ) < Fintype.card S := by
exact_mod_cast (Fintype.card_pos : 0 < Fintype.card S)
have hp : (0 : ℝ) < 1 / (Fintype.card S : ℝ) := div_pos (by norm_num) hc
dsimp [uniformRejectionRate]
linarith
theorem sharedProfileReject_nonnegative [Nonempty S]
(L : Q₁ → Games.FiniteDistribution S) (R : Q₂ → Games.FiniteDistribution S)
(x : Q₁) (y : Q₂) : 0 ≤ sharedProfileReject L R x y := by
exact eventMass_nonneg _ _
(rectangleDistribution (α := S) (sharedProfileThresholds L R)).nonnegative
theorem sharedProfile_reject_le_rate [Nonempty S]
(L : Q₁ → Games.FiniteDistribution S) (R : Q₂ → Games.FiniteDistribution S)
(x : Q₁) (y : Q₂) : sharedProfileReject L R x y ≤ uniformRejectionRate S := by
let thresholds := sharedProfileThresholds L R
have hsum : (∑ s : RectangleSeed thresholds S, rectangleWeight thresholds s) = 1 :=
(rectangleDistribution (α := S) thresholds).normalized
have hcomp := eventMass_complement (rectangleWeight thresholds)
(fun s => sharedProfileLeft L R x s || sharedProfileRight L R y s) hsum
have hu : eventMass (rectangleWeight thresholds)
(fun s => sharedProfileLeft L R x s || sharedProfileRight L R y s) =
(1 + totalVariation (L x).weight (R y).weight) / (Fintype.card S : ℝ) := by
change eventMass (rectangleWeight thresholds)
(fun s => rectangleAccept thresholds (L x).weight s ||
rectangleAccept thresholds (R y).weight s) = _
rw [rectangle_union_mass thresholds (L x).weight (R y).weight
(left_mem_sharedProfileThresholds L R x)
(right_mem_sharedProfileThresholds L R y)
(L x).nonnegative (R y).nonnegative
(distribution_weight_le_one (L x)) (distribution_weight_le_one (R y))]
rw [unionMass_eq (L x).weight (R y).weight (L x).normalized (R y).normalized]
have hc : (0 : ℝ) < Fintype.card S := by
exact_mod_cast (Fintype.card_pos : 0 < Fintype.card S)
have htv := totalVariation_nonneg (L x).weight (R y).weight
have hquot : 1 / (Fintype.card S : ℝ) ≤
(1 + totalVariation (L x).weight (R y).weight) / (Fintype.card S : ℝ) :=
(div_le_div_iff_of_pos_right hc).2 (by linarith)
rw [hu] at hcomp
change eventMass (rectangleWeight thresholds)
(fun s => !(sharedProfileLeft L R x s || sharedProfileRight L R y s)) ≤
1 - 1 / (Fintype.card S : ℝ)
linarith
private theorem nonnegative_powers_mono (a b : ℝ) (ha : 0 ≤ a) (hab : a ≤ b)
(n : ℕ) : a ^ n ≤ b ^ n := by
have hb : 0 ≤ b := le_trans ha hab
induction n with
| zero => simp
| succ n ih =>
rw [pow_succ, pow_succ]
exact mul_le_mul ih hab ha (pow_nonneg hb n)
theorem sharedProfile_label_diagonal_bound [Nonempty S] [DecidableEq S]
(L : Q₁ → Games.FiniteDistribution S) (R : Q₂ → Games.FiniteDistribution S)
(x : Q₁) (y : Q₂) (fallback a : S) (n : ℕ) :
min ((L x).weight a) ((R y).weight a) /
(1 + totalVariation (L x).weight (R y).weight) *
(1 - uniformRejectionRate S ^ n) ≤
traceAverage (rectangleWeight (sharedProfileThresholds L R)) n
(localDiagonal (sharedProfileLeft L R x) (sharedProfileRight L R y)
Prod.fst fallback a) := by
have hp := nonnegative_powers_mono (sharedProfileReject L R x y)
(uniformRejectionRate S) (sharedProfileReject_nonnegative L R x y)
(sharedProfile_reject_le_rate L R x y) n
have htv := totalVariation_nonneg (L x).weight (R y).weight
have hm : 0 ≤ min ((L x).weight a) ((R y).weight a) /
(1 + totalVariation (L x).weight (R y).weight) :=
div_nonneg (le_min ((L x).nonnegative a) ((R y).nonnegative a)) (by linarith)
have hsurv :
min ((L x).weight a) ((R y).weight a) /
(1 + totalVariation (L x).weight (R y).weight) *
(1 - uniformRejectionRate S ^ n) ≤
min ((L x).weight a) ((R y).weight a) /
(1 + totalVariation (L x).weight (R y).weight) *
(1 - sharedProfileReject L R x y ^ n) :=
mul_le_mul_of_nonneg_left (by linarith) hm
refine hsurv.trans ?_
simpa only [sharedProfileReject, sharedProfileLeft, sharedProfileRight] using
rectangle_label_diagonal_bound (sharedProfileThresholds L R)
(L x).weight (R y).weight fallback a
(left_mem_sharedProfileThresholds L R x)
(right_mem_sharedProfileThresholds L R y)
(L x).nonnegative (R y).nonnegative
(distribution_weight_le_one (L x)) (distribution_weight_le_one (R y))
(L x).normalized (R y).normalized n
theorem exists_uniformRejectionRate_pow_lt (S : Type*) [Fintype S] [Nonempty S]
(η : ℝ) (hη : 0 < η) : ∃ n : ℕ, uniformRejectionRate S ^ n < η := by
have ht := tendsto_pow_atTop_nhds_zero_of_lt_one
(uniformRejectionRate_nonnegative S) (uniformRejectionRate_lt_one S)
exact (ht.eventually (gt_mem_nhds hη)).exists
end BinPackingGames.Foundations.CorrelatedSampling
end
end OAI