| import Mathlib |
| import OAI.LinearAlgebra.MatrixFields.Extraction.GroupPairWindows |
| import OAI.LinearAlgebra.MatrixFields.Parameters.GroupSelectionParameters |
|
|
| namespace OAI |
|
|
| namespace MatrixAllFields |
|
|
| open scoped BigOperators Topology Polynomial |
|
|
| section |
| noncomputable section |
|
|
| namespace MatrixMultiplication.AllFieldGroupPairEntropy |
|
|
| open MatrixMultiplication.Foundation AllFieldParameters AllFieldHistory AllFieldActiveLaws |
| open AllFieldActiveCapacity AllFieldHistoryChildLaws AllFieldGroupOrbitData |
| open AllFieldGroupDegrees AllFieldGroupNativeLaws AllFieldGroupPairWindows |
| open JointCompatibilityScaling JointCompatibilityRateLimit JointPairClassWindows |
| open scoped BigOperators |
| attribute [local instance] Classical.propDecidable Classical.decEq |
|
|
| theorem sum_conditionalCenter_entropy {A B : Type*} [Fintype A] [Fintype B] |
| [DecidableEq B] (p : FiniteLaw A) (f : A → B) : |
| (∑ b, (p.map f).mass b * finiteEntropy |
| (conditionalCenter f b p.mass ((p.map f).mass b))) = |
| finiteEntropy p.mass - finiteEntropy (p.map f).mass := by |
| have ht (b : B) : |
| (p.map f).mass b * finiteEntropy |
| (conditionalCenter f b p.mass ((p.map f).mass b)) = |
| (p.map f).mass b * finiteEntropy (p.conditional f b).mass := by |
| by_cases hz : (p.map f).mass b = 0 |
| · simp only [hz, zero_mul] |
| · congr 1 |
| congr 1 |
| funext a |
| simp only [conditionalCenter, FiniteLaw.conditional, dite_eq_right hz] |
| split_ifs < |
| simp_rw [ht] |
| have he := p.entropy_eq_map_add_conditional f |
| linarith |
|
|
| variable {K tick : ℕ} {sigma : Placement} |
|
|
| theorem baseSize_eq_parentBase_mul_sideMass (allocation : Allocation) |
| (sigma : Placement) (side : Fin 3) (h : ActiveOrder K tick sigma) (k : Fin 17) : |
| (baseSize (base allocation sigma side) (h, k) : ℝ) = |
| (parentBase allocation h : ℝ) * |
| JointPopulationRates.sideMass (orderLaw h).mass (sigma side) k := by |
| simp only [baseSize, base, JointPopulationCompatibility.classCounts, |
| Nat.cast_sum, Nat.cast_ite, Nat.cast_zero, JointPopulationRates.sideMass, |
| Finset.mul_sum] |
| apply Finset.sum_congr rfl |
| intro u _ |
| by_cases hu : JointPopulation.shapeSide (sigma side) u = k |
| · simp only [hu, ite_true] |
| exact jointCounts_cast allocation 1 h.val.val u |
| · simp only [hu, ite_false, mul_zero] |
| |
| theorem classMass_eq_sideMass (allocation : Allocation) (sigma : Placement) |
| (side : Fin 3) (c : Class (K := K) (tick := tick) sigma) : |
| classMass allocation sigma side c = |
| JointPopulationRates.sideMass (orderLaw c.1).mass (sigma side) c.2 := by |
| rcases c with ⟨h, k⟩ |
| unfold classMass |
| rw [baseSize_eq_parentBase_mul_sideMass] |
| exact mul_div_cancel_left₀ _ (by exact_mod_cast (parentBase_pos allocation h).ne') |
| |
| theorem nativePair_weight_marginal {K : ℕ} (w : Work K) (side : Fin 3) |
| (hs : w.stage ≠ 2) : |
| ((nativePairLaw w side).map (fun a => weightCode w a.1)).mass = |
| canonicalSideMass w side := by |
| cases w with |
| | stageA h => |
| rw [canonicalSideMass_stageA] |
| exact congrArg FiniteLaw.mass |
| (AllFieldPairMarginals.stageAPairLaw_leftWeight_marginal _ h.property side) |
| | stageB h => |
| rw [canonicalSideMass_stageB] |
| exact congrArg FiniteLaw.mass |
| (AllFieldPairMarginals.stageBPairLaw_leftWeight_marginal _ h.property side) |
| | stageC h => exact False.elim (hs rfl) |
| |
| theorem orderPair_weight_marginal (h : ActiveOrder K tick sigma) (side : Fin 3) |
| (hs : h.val.val.1.stage ≠ 2) : |
| ((nativePairLaw h.val.val.1 (h.val.val.1.priority side)).map |
| (fun a => weightCode h.val.val.1 a.1)).mass = |
| JointPopulationRates.sideMass (orderLaw h).mass (sigma side) := by |
| rw [nativePair_weight_marginal _ _ hs] |
| have hm := placedLaw_priority_sideMass h.val.val side |
| rw [h.property] at hm |
| exact hm.symm |
| |
| theorem q_eq_native_conditionalCenter (allocation : Allocation) (sigma : Placement) |
| (side : Fin 3) (c : Class (K := K) (tick := tick) sigma) |
| (hs : c.1.val.val.1.stage ≠ 2) : |
| q allocation sigma side c = conditionalCenter |
| (fun a => weightCode c.1.val.val.1 a.1) c.2 |
| (nativePairLaw c.1.val.val.1 (c.1.val.val.1.priority side)).mass |
| (((nativePairLaw c.1.val.val.1 (c.1.val.val.1.priority side)).map |
| (fun a => weightCode c.1.val.val.1 a.1)).mass c.2) := by |
| rw [q_eq_conditionalCenter allocation sigma side c hs, classMass_eq_sideMass, |
| orderPair_weight_marginal _ _ hs] |
| have hp : parentPair allocation sigma side c.1 = |
| (nativePairLaw c.1.val.val.1 (c.1.val.val.1.priority side)).mass := by |
| funext a |
| rw [parentPair_eq_native, orderPairMixture_eq_native] |
| rw [hp] |
| |
| theorem history_pair_entropy_of_sharing (allocation : Allocation) (sigma : Placement) |
| (side : Fin 3) (h : ActiveOrder K tick sigma) (hs : h.val.val.1.stage ≠ 2) : |
| (∑ k : Fin 17, (baseSize (base allocation sigma side) (h, k) : ℝ) * |
| finiteEntropy (q allocation sigma side (h, k))) = |
| (parentBase allocation h : ℝ) * |
| (finiteEntropy (nativePairLaw h.val.val.1 (h.val.val.1.priority side)).mass - |
| finiteEntropy (JointPopulationRates.sideMass (orderLaw h).mass (sigma side))) := by |
| have hq (k : Fin 17) := q_eq_native_conditionalCenter allocation sigma side (h, k) hs |
| simp_rw [baseSize_eq_parentBase_mul_sideMass, hq, mul_assoc] |
| rw [← Finset.mul_sum] |
| simpa only [orderPair_weight_marginal h side hs] using |
| congrArg (fun x : ℝ => (parentBase allocation h : ℝ) * x) |
| (sum_conditionalCenter_entropy |
| (nativePairLaw h.val.val.1 (h.val.val.1.priority side)) |
| (fun a => weightCode h.val.val.1 a.1)) |
| |
| theorem history_pair_entropy_of_ordinary (allocation : Allocation) (sigma : Placement) |
| (side : Fin 3) (h : ActiveOrder K tick sigma) (hs : h.val.val.1.stage = 2) : |
| (∑ k : Fin 17, (baseSize (base allocation sigma side) (h, k) : ℝ) * |
| finiteEntropy (q allocation sigma side (h, k))) = 0 := by |
| have : Subsingleton (Statistic h.val) := by |
| change Subsingleton h.val.val.1.Statistic |
| cases he : h.val.val.1 with |
| | stageA a => simp [he, Work.stage] at hs |
| | stageB a => simp [he, Work.stage] at hs |
| | stageC a => dsimp [Work.Statistic]; infer_instance |
| apply Finset.sum_eq_zero |
| intro k _ |
| by_cases hz : baseSize (base allocation sigma side) (h, k) = 0 |
| · simp only [hz, Nat.cast_zero, zero_mul] |
| · have hq : q allocation sigma side (h, k) = fun _ => 1 := by |
| funext a |
| exact q_eq_one_of_subsingleton allocation sigma side (h, k) |
| (Nat.pos_of_ne_zero hz) a |
| simp only [hq, finiteEntropy, entropyTerm, Real.log_one, mul_zero, |
| Finset.sum_const_zero] |
| |
| theorem pairReferenceEntropy_eq (allocation : Allocation) (sigma : Placement) |
| (side : Fin 3) : |
| pairReferenceEntropy (base (K := K) (tick := tick) allocation sigma side) |
| (q allocation sigma side) = |
| ∑ h : ActiveOrder K tick sigma, (parentBase allocation h : ℝ) * |
| (if h.val.val.1.stage ≠ 2 then |
| finiteEntropy (nativePairLaw h.val.val.1 (h.val.val.1.priority side)).mass - |
| finiteEntropy (JointPopulationRates.sideMass (orderLaw h).mass (sigma side)) |
| else 0) := by |
| unfold pairReferenceEntropy |
| rw [Fintype.sum_prod_type] |
| apply Finset.sum_congr rfl |
| intro h _ |
| by_cases hs : h.val.val.1.stage ≠ 2 |
| · rw [ite_eq_left hs] |
| exact history_pair_entropy_of_sharing allocation sigma side h hs |
| · rw [ite_eq_right hs, mul_zero] |
| exact history_pair_entropy_of_ordinary allocation sigma side h (not_not.mp hs) |
| |
| theorem baseEntropy_eq (allocation : Allocation) (sigma : Placement) (side : Fin 3) : |
| baseEntropy (base (K := K) (tick := tick) allocation sigma side) = |
| ∑ h : ActiveOrder K tick sigma, (parentBase allocation h : ℝ) * |
| (finiteEntropy (orderLaw h).mass - |
| finiteEntropy (JointPopulationRates.sideMass (orderLaw h).mass (sigma side))) := by |
| unfold baseEntropy |
| rw [Fintype.sum_prod_type] |
| apply Finset.sum_congr rfl |
| intro h _ |
| have hb (k : Fin 17) : base allocation sigma side (h, k) = |
| JointConditionalCountEntropy.classCounts (Counts allocation 1 sigma h) |
| (JointPopulation.shapeSide (sigma side)) k := by |
| funext u |
| by_cases hu : JointPopulation.shapeSide (sigma side) u = k |
| · simp only [base, JointPopulationCompatibility.classCounts, |
| JointConditionalCountEntropy.classCounts, hu, ite_true] |
| · simp only [base, JointPopulationCompatibility.classCounts, |
| JointConditionalCountEntropy.classCounts, hu, ite_false] |
| have hs (k : Fin 17) : baseSize (base allocation sigma side) (h, k) = |
| JointConditionalCountEntropy.classSize (Counts allocation 1 sigma h) |
| (JointPopulation.shapeSide (sigma side)) k := by |
| simp only [baseSize, JointConditionalCountEntropy.classSize, hb k] |
| have hm : ((orderLaw h).map (JointPopulation.shapeSide (sigma side))).mass = |
| JointPopulationRates.sideMass (orderLaw h).mass (sigma side) := by |
| funext k |
| rw [FiniteLaw.map_mass] |
| rfl |
| have he := JointConditionalCountEntropy.sum_classSize_mul_entropy_of_law |
| (Counts allocation 1 sigma h) (JointPopulation.shapeSide (sigma side)) |
| (orderLaw h) (parentBase allocation h : ℝ) |
| (fun u => jointCounts_cast allocation 1 h.val.val u) |
| rw [hm] at he |
| simpa only [hs, hb] using he |
| |
| def observedEntropy (h : ActiveOrder K tick sigma) (side : Fin 3) : ℝ := |
| if h.val.val.1.stage ≠ 2 then |
| finiteEntropy (nativePairLaw h.val.val.1 (h.val.val.1.priority side)).mass |
| else finiteEntropy (JointPopulationRates.sideMass (orderLaw h).mass (sigma side)) |
| |
| theorem baseEntropy_sub_pairReferenceEntropy (allocation : Allocation) |
| (sigma : Placement) (side : Fin 3) : |
| baseEntropy (base (K := K) (tick := tick) allocation sigma side) - |
| pairReferenceEntropy (base (K := K) (tick := tick) allocation sigma side) |
| (q allocation sigma side) = |
| ∑ h : ActiveOrder K tick sigma, (parentBase allocation h : ℝ) * |
| (finiteEntropy (orderLaw h).mass - observedEntropy h side) := by |
| rw [baseEntropy_eq, pairReferenceEntropy_eq, ← Finset.sum_sub_distrib] |
| apply Finset.sum_congr rfl |
| intro h _ |
| unfold observedEntropy |
| split_ifs <;> ring |
| |
| end MatrixMultiplication.AllFieldGroupPairEntropy |
| |
| end |
| end |
| |
| end MatrixAllFields |
| |
| end OAI |
| |
