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| import OAI.Probability.MatroidProphet.Main | |
| import Mathlib.Combinatorics.Matroid.Map | |
| namespace OAI | |
| namespace MatroidProphet.LabeledTransport | |
| open MeasureTheory Finset | |
| open scoped BigOperators | |
| variable {α : Type*} [Fintype α] {n bits : ℕ} | |
| /-- The same offline maximum on an arbitrary finite label type. -/ | |
| noncomputable def optimum (M : Matroid α) (w : α → ℝ) : ℝ := by | |
| classical | |
| exact Finset.univ.sup' Finset.univ_nonempty | |
| (fun I : Finset α => if M.Indep (I : Set α) then ∑ a ∈ I, w a else 0) | |
| theorem sum_le_optimum (M : Matroid α) (w : α → ℝ) (I : Finset α) | |
| (hI : M.Indep (I : Set α)) : (∑ a ∈ I, w a) ≤ optimum M w := by | |
| classical | |
| have h := Finset.le_sup' (s := (Finset.univ : Finset (Finset α))) | |
| (f := fun J => if M.Indep (J : Set α) then ∑ a ∈ J, w a else 0) | |
| (Finset.mem_univ I) | |
| simpa only [optimum, ite_eq_left hI] using h | |
| theorem optimum_nonneg (M : Matroid α) (w : α → ℝ) : 0 ≤ optimum M w := by | |
| simpa using sum_le_optimum M w ∅ (by simp) | |
| omit [Fintype α] in | |
| /-- Relabeling preserves the full ground set; it does not discard loops. -/ | |
| theorem mapEquiv_ground (M : Matroid α) (hE : M.E = Set.univ) | |
| (e : α ≃ Fin n) : (M.mapEquiv e).E = Set.univ := by | |
| simp [hE] | |
| /-- The all-independent-sets benchmark is exactly unchanged by label encoding. -/ | |
| theorem optimum_eq_indexed (M : Matroid α) (e : α ≃ Fin n) (w : α → ℝ) : | |
| optimum M w = MatroidProphet.optimum (M.mapEquiv e) (w ∘ e.symm) := by | |
| classical | |
| apply le_antisymm | |
| · apply Finset.sup'_le | |
| intro I _ | |
| split_ifs with hI | |
| · have hi : (M.mapEquiv e).Indep ((I.map e.toEmbedding : Finset (Fin n)) : Set (Fin n)) := by | |
| simpa using hI.map e e.injective.injOn | |
| have h := MatroidProphet.sum_le_optimum (M.mapEquiv e) (w ∘ e.symm) | |
| (I.map e.toEmbedding) hi | |
| simpa using h | |
| · exact MatroidProphet.optimum_nonneg _ _ | |
| · apply Finset.sup'_le | |
| intro I _ | |
| split_ifs with hI | |
| · have hi : M.Indep ((I.map e.symm.toEmbedding : Finset α) : Set α) := by | |
| simpa using (Matroid.mapEquiv_indep_iff.mp hI) | |
| have h := sum_le_optimum M w (I.map e.symm.toEmbedding) hi | |
| simpa using h | |
| · exact optimum_nonneg _ _ | |
| abbrev History (α : Type*) {n : ℕ} (k : Fin n) := Fin (k.val + 1) → α × ℝ | |
| /-- A physical arrival order visits every label once, indexed by arrival time. -/ | |
| abbrev ArrivalOrder (α : Type*) (n : ℕ) := Fin n ≃ α | |
| instance arrivalOrderMeasurableSpace : MeasurableSpace (ArrivalOrder α n) := ⊤ | |
| instance arrivalOrderMeasurableSingletonClass : | |
| MeasurableSingletonClass (ArrivalOrder α n) := ⟨fun _ => trivial⟩ | |
| variable [MeasurableSpace α] [MeasurableSingletonClass α] | |
| /-- A rule on physical labels receives only the same sample and history data. -/ | |
| structure OnlineRule (α : Type*) [MeasurableSpace α] (n bits : ℕ) where | |
| decide : (k : Fin n) → Seed bits → (α → ℝ) → History α k → Bool | |
| measurable_decide : ∀ k, Measurable | |
| (fun x : Seed bits × ((α → ℝ) × History α k) => decide k x.1 x.2.1 x.2.2) | |
| def encodeHistory (e : α ≃ Fin n) {k : Fin n} (h : History α k) : | |
| MatroidProphet.History n k := fun j => (e (h j).1, (h j).2) | |
| /-- Decode the indexed rule without adding any future-information input. -/ | |
| noncomputable def decodeRule (e : α ≃ Fin n) (A : MatroidProphet.OnlineRule n bits) : | |
| OnlineRule α n bits where | |
| decide k r s h := A.decide k r (s ∘ e.symm) (encodeHistory e h) | |
| measurable_decide k := by | |
| have hinput : Measurable (fun x : Seed bits × ((α → ℝ) × History α k) => | |
| (x.1, (x.2.1 ∘ e.symm, encodeHistory e x.2.2))) := by | |
| apply Measurable.prodMk measurable_fst | |
| apply Measurable.prodMk | |
| · apply Measurable.of_eval | |
| intro i | |
| exact (measurable_pi_apply (e.symm i)).comp (measurable_fst.comp measurable_snd) | |
| · apply Measurable.of_eval | |
| intro j | |
| apply Measurable.prodMk | |
| · exact (measurable_of_finite e).comp | |
| (measurable_fst.comp ((measurable_pi_apply j).comp | |
| (measurable_snd.comp measurable_snd))) | |
| · exact measurable_snd.comp ((measurable_pi_apply j).comp | |
| (measurable_snd.comp measurable_snd)) | |
| exact (A.measurable_decide k).comp hinput | |
| def history (w : α → ℝ) (π : ArrivalOrder α n) (k : Fin n) : History α k := | |
| fun j => let a := π (prefixIndex k j); (a, w a) | |
| def decisionAt (A : OnlineRule α n bits) (r : Seed bits) (s w : α → ℝ) | |
| (π : ArrivalOrder α n) (k : Fin n) : Bool := A.decide k r s (history w π k) | |
| noncomputable def acceptedThrough (A : OnlineRule α n bits) (r : Seed bits) | |
| (s w : α → ℝ) (π : ArrivalOrder α n) (t : ℕ) : Finset α := by | |
| classical | |
| exact univ.filter fun a => (π.symm a).val < t ∧ decisionAt A r s w π (π.symm a) = true | |
| noncomputable def reward (A : OnlineRule α n bits) (r : Seed bits) | |
| (s w : α → ℝ) (π : ArrivalOrder α n) : ℝ := | |
| ∑ a ∈ acceptedThrough A r s w π n, w a | |
| omit [Fintype α] [MeasurableSpace α] [MeasurableSingletonClass α] in | |
| theorem encode_history (e : α ≃ Fin n) (w : α → ℝ) (π : ArrivalOrder α n) | |
| (k : Fin n) : | |
| encodeHistory e (history w π k) = | |
| MatroidProphet.history (w ∘ e.symm) (π.trans e) k := by | |
| ext j <;> simp [encodeHistory, history, MatroidProphet.history] | |
| theorem decode_decision (e : α ≃ Fin n) (A : MatroidProphet.OnlineRule n bits) | |
| (r : Seed bits) (s w : α → ℝ) (π : ArrivalOrder α n) (k : Fin n) : | |
| decisionAt (decodeRule e A) r s w π k = | |
| MatroidProphet.decisionAt A r (s ∘ e.symm) (w ∘ e.symm) (π.trans e) k := by | |
| simp only [decisionAt, decodeRule, MatroidProphet.decisionAt, encode_history] | |
| theorem decode_acceptedThrough (e : α ≃ Fin n) (A : MatroidProphet.OnlineRule n bits) | |
| (r : Seed bits) (s w : α → ℝ) (π : ArrivalOrder α n) (t : ℕ) : | |
| acceptedThrough (decodeRule e A) r s w π t = | |
| (MatroidProphet.acceptedThrough A r (s ∘ e.symm) (w ∘ e.symm) | |
| (π.trans e) t).map e.symm.toEmbedding := by | |
| classical | |
| ext label | |
| rw [Finset.mem_map_equiv] | |
| simp only [acceptedThrough, MatroidProphet.acceptedThrough, Finset.mem_filter, | |
| Finset.mem_univ, true_and] | |
| simp [decode_decision] | |
| theorem decode_reward (e : α ≃ Fin n) (A : MatroidProphet.OnlineRule n bits) | |
| (r : Seed bits) (s w : α → ℝ) (π : ArrivalOrder α n) : | |
| reward (decodeRule e A) r s w π = | |
| MatroidProphet.reward A r (s ∘ e.symm) (w ∘ e.symm) (π.trans e) := by | |
| simp [reward, decode_acceptedThrough, MatroidProphet.reward, MatroidProphet.accepted] | |
| /-- Prefix feasibility transports back to the original labels, including loops. -/ | |
| theorem decode_feasible (M : Matroid α) (e : α ≃ Fin n) | |
| (A : MatroidProphet.OnlineRule n bits) (hA : Feasible (M.mapEquiv e) A) | |
| (r : Seed bits) (s w : α → ℝ) (π : ArrivalOrder α n) (t : ℕ) | |
| (hs : ∀ a, 0 ≤ s a) (hw : ∀ a, 0 ≤ w a) : | |
| M.Indep (acceptedThrough (decodeRule e A) r s w π t : Set α) := by | |
| have h := hA r (s ∘ e.symm) (w ∘ e.symm) (π.trans e) t | |
| (fun i => hs (e.symm i)) (fun i => hw (e.symm i)) | |
| rw [Matroid.mapEquiv_indep_iff] at h | |
| simpa [decode_acceptedThrough] using h | |
| end MatroidProphet.LabeledTransport | |
| end OAI | |