roseking's picture
Add lean source and binary files (part 119)
9b6e014 verified
Raw History Blame Contribute Delete
6.23 kB
import Mathlib
import OAI.Probability.BinarySweep.Trajectories.Trajectory
namespace OAI
noncomputable section
open scoped BigOperators Classical
namespace BinaryCoordinateSweeps
lemma weighted_entry_bound (n : ℕ) {p C a : ℝ} (hp : 0 ≤ p)
(hbound : 0 < p → p ≤ Real.exp (C + a)) :
p * Real.exp (-C / (n+1 : ℝ)) ≤
Real.exp (a / (n+1 : ℝ)) * p ^ ((n : ℝ) / (n+1 : ℝ)) := by
rcases hp.eq_or_lt with hp | hp
· subst p
simp only [zero_mul]
positivity
have hn : (0 : ℝ) < n+1 := by positivity
have hl : Real.log p ≤ C + a := (Real.log_le_iff_le_exp hp).mpr (hbound hp)
have he : Real.log p + -C / (n+1 : ℝ) ≤
a / (n+1 : ℝ) + Real.log p * ((n : ℝ) / (n+1 : ℝ)) := by
apply (mul_le_mul_iff_left₀ hn).mp
field_simp
nlinarith [hl]
calc
_ = Real.exp (Real.log p + -C / (n+1 : ℝ)) := by
rw [Real.exp_add, Real.exp_log hp]
_ ≤ Real.exp (a / (n+1 : ℝ) + Real.log p * ((n : ℝ) / (n+1 : ℝ))) :=
Real.exp_le_exp.mpr he
_ = _ := by rw [Real.exp_add, Real.rpow_def_of_pos hp]
theorem weighted_cycle_le_card {A : Type*} [Fintype A] (n : ℕ)
(p C : Fin (n+1) → A → A → ℝ) (a : ℝ)
(hp : ∀ i x y, 0 ≤ p i x y)
(hsum : ∀ i y, ∑ x, p i x y = 1)
(hbound : ∀ i x y, 0 < p i x y → p i x y ≤ Real.exp (C i x y + a)) :
(∑ x : Fin (n+1) → A,
∏ i, p i (x i) (x (finRotate (n+1) i)) *
Real.exp (-C i (x i) (x (finRotate (n+1) i)) / (n+1 : ℝ))) ≤
Real.exp a * (Fintype.card A : ℝ) := by
have hconstant : (∏ _i : Fin (n+1), Real.exp (a / (n+1 : ℝ))) = Real.exp a := by
rw [Finset.prod_const, Finset.card_univ, Fintype.card_fin, ← Real.exp_nat_mul]
congr 1
push_cast
field_simp
calc
_ ≤ ∑ x : Fin (n+1) → A,
∏ i, Real.exp (a / (n+1 : ℝ)) *
(p i (x i) (x (finRotate (n+1) i))) ^ ((n : ℝ) / (n+1 : ℝ)) := by
apply Finset.sum_le_sum
intro x _
apply Finset.prod_le_prod₀
· intro i _; exact mul_nonneg (hp _ _ _) (Real.exp_pos _).le
· intro i _; exact weighted_entry_bound n (hp _ _ _) (hbound _ _ _)
_ = Real.exp a * (∑ x : Fin (n+1) → A,
∏ i, (p i (x i) (x (finRotate (n+1) i))) ^ ((n : ℝ) / (n+1 : ℝ))) := by
simp_rw [Finset.prod_mul_distrib, hconstant]
rw [Finset.mul_sum]
_ ≤ _ := mul_le_mul_of_nonneg_left (Cyclic.sum_cycle_rpow_le_card n p hp hsum)
(Real.exp_pos a).le
def placementEdgeCost {b h : ℕ} {bits : Fin b → ℕ} (H : PathFamily bits h)
(z : ℝ) (reverse : Bool) {k : ℕ} (x y : Placement H k 0) : ℝ :=
if reverse then placementTransitionCost H z y (placementIdentification H k x)
else placementTransitionCost H z x (placementIdentification H k y)
lemma placementEdge_bound {b h r : ℕ} {bits : Fin b → ℕ}
(H : PathFamily bits h) (hd : ∀ j, bits j ≤ 2*r) {z : ℝ}
(hz : 0 ≤ z) (hzr : z ≤ linePerturbationRadius r)
(reverse : Bool) {k : ℕ} (x y : Placement H k 0)
(hp : 0 < placementEdge H z reverse x y) :
placementEdge H z reverse x y ≤
Real.exp (placementEdgeCost H z reverse x y +
(-(k : ℝ) * Real.log (gridSize bits) - pathCost H + Real.log 4 * k * b)) := by
have hsingle (x y : Placement H k 0) (hp : 0 < placementKernel H z x y) :
placementKernel H z x y ≤ Real.exp (
placementTransitionCost H z x (placementIdentification H k y) +
(-(k : ℝ) * Real.log (gridSize bits) - pathCost H + Real.log 4 * k * b)) := by
have hc := placement_probability_cost_of_pos H hd hz hzr x
(placementIdentification H k y) hp
have hs : (0 : ℝ) < gridSize bits := by exact_mod_cast gridSize_pos bits
rw [Real.rpow_def_of_pos hs, ← Real.exp_add] at hc
convert hc using 1 <;> congr 1
ring
cases reverse with
| false => exact hsingle x y hp
| true => exact hsingle y x hp
lemma linePerturbationRadius_lt_one (r : ℕ) : linePerturbationRadius r < 1 := by
have hf : (1 : ℝ) ≤ ((2 ^ (2 * r)).factorial : ℝ) := by
exact_mod_cast Nat.factorial_pos (2 ^ (2 * r))
unfold linePerturbationRadius
apply (div_lt_one (by positivity)).mpr
linarith
theorem placement_weighted_cycle_bound {b h r : ℕ} {bits : Fin b → ℕ}
(H : PathFamily bits h) (hd : ∀ j, bits j ≤ 2*r) {z : ℝ}
(hz : 0 ≤ z) (hzr : z ≤ linePerturbationRadius r)
(k n : ℕ) (reverse : Fin (n+1) → Bool) :
(∑ x : Fin (n+1) → Placement H k 0,
∏ i, placementEdge H z (reverse i) (x i) (x (finRotate (n+1) i)) *
Real.exp (-placementEdgeCost H z (reverse i) (x i) (x (finRotate (n+1) i)) /
(n+1 : ℝ))) ≤ Real.exp (-pathCost H + Real.log 4 * k * b) := by
have hz1 := hzr.trans_lt (linePerturbationRadius_lt_one r)
have hc := weighted_cycle_le_card (A := Placement H k 0) n
(fun i => placementEdge H z (reverse i))
(fun i => placementEdgeCost H z (reverse i))
(-(k : ℝ) * Real.log (gridSize bits) - pathCost H + Real.log 4 * k * b)
(by
intro i x y
unfold placementEdge
split_ifs <;> exact placementKernel_nonneg H hz hz1 _ _)
(by
intro i y
unfold placementEdge
cases reverse i with
| false => exact placementKernel_colSum H hz hz1 y
| true => exact placementKernel_rowSum H hz hz1 y)
(by intro i x y hp; exact placementEdge_bound H hd hz hzr (reverse i) x y hp)
rw [card_placement] at hc
apply hc.trans
have hcard : ((gridSize bits - h).descFactorial k : ℝ) ≤ (gridSize bits : ℝ) ^ k := by
exact_mod_cast (Nat.descFactorial_le_pow (gridSize bits - h) k).trans
(Nat.pow_le_pow_left (Nat.sub_le (gridSize bits) h) k)
have hs : (0 : ℝ) < gridSize bits := by exact_mod_cast gridSize_pos bits
calc
_ ≤ Real.exp (-(k : ℝ) * Real.log (gridSize bits) - pathCost H + Real.log 4 * k * b) *
(gridSize bits : ℝ) ^ k :=
mul_le_mul_of_nonneg_left hcard (Real.exp_pos _).le
_ = _ := by
have he : (gridSize bits : ℝ) ^ k =
Real.exp ((k : ℝ) * Real.log (gridSize bits)) := by
rw [Real.exp_nat_mul, Real.exp_log hs]
rw [he, ← Real.exp_add]
congr 1
ring
end BinaryCoordinateSweeps
end
end OAI