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| import OAI.Probability.MatroidProphet.Main | |
| import OAI.Probability.MatroidSecretary.Secretary.PrefixObservationModel | |
| namespace OAI | |
| open MeasureTheory Finset | |
| namespace MatroidProphet | |
| @[simp] lemma mem_orderPrefix {n : ℕ} (π : ArrivalOrder n) (K : ℕ) (e : Fin n) : | |
| e ∈ orderPrefix π K ↔ (π.symm e).val < K := by | |
| simp [orderPrefix] | |
| @[simp] lemma prefixLabels_zero {n : ℕ} {k : Fin n} (h : History n k) : | |
| prefixLabels 0 h = ∅ := by | |
| simp [prefixLabels] | |
| @[simp] lemma prefixWeights_zero {n : ℕ} {k : Fin n} (h : History n k) : | |
| prefixWeights 0 h = 0 := by | |
| funext e | |
| simp [prefixWeights] | |
| lemma prefixLabels_history {n : ℕ} (w : Weights n) (π : ArrivalOrder n) | |
| (k : Fin n) (K : ℕ) (hK : K ≤ k.val + 1) : | |
| prefixLabels K (history w π k) = orderPrefix π K := by | |
| ext e | |
| simp only [prefixLabels, mem_image, mem_filter, mem_univ, true_and, mem_orderPrefix] | |
| constructor | |
| · rintro ⟨j, hj, hje⟩ | |
| have hj' : prefixIndex k j = π.symm e := by | |
| apply π.injective | |
| simpa [history] using hje | |
| have hv := congrArg Fin.val hj' | |
| exact hv ▸ hj | |
| · intro he | |
| let j : Fin (k.val + 1) := ⟨(π.symm e).val, lt_of_lt_of_le he hK⟩ | |
| refine ⟨j, he, ?_⟩ | |
| have hj : prefixIndex k j = π.symm e := by | |
| apply Fin.ext | |
| rfl | |
| simp [history, hj] | |
| /-- Prefix-label extraction is measurable despite the real-valued history entries. -/ | |
| lemma measurable_prefixLabels {n : ℕ} (k : Fin n) (K : ℕ) : | |
| Measurable (prefixLabels (k := k) K) := by | |
| classical | |
| have hl : Measurable (fun h : History n k => fun j => (h j).1) := by | |
| apply Measurable.of_eval | |
| intro j | |
| exact measurable_fst.comp (measurable_pi_apply j) | |
| exact (measurable_of_countable (fun l : Fin (k.val + 1) → Fin n => | |
| (Finset.univ.filter fun j => j.val < K).image l)).comp hl | |
| /-- Changing the suffix entries of an available history does not change prefix data. -/ | |
| lemma prefixWeights_congr {n : ℕ} {k : Fin n} (K : ℕ) (h h' : History n k) | |
| (hh : ∀ j, j.val < K → h j = h' j) : | |
| prefixWeights K h = prefixWeights K h' := by | |
| funext e | |
| apply Finset.sum_congr rfl | |
| intro j _ | |
| by_cases hj : j.val < K | |
| · rw [hh j hj] | |
| · simp [hj] | |
| lemma prefixLabels_congr {n : ℕ} {k : Fin n} (K : ℕ) (h h' : History n k) | |
| (hh : ∀ j, j.val < K → (h j).1 = (h' j).1) : | |
| prefixLabels K h = prefixLabels K h' := by | |
| apply Finset.image_congr | |
| intro j hj | |
| exact hh j (Finset.mem_filter.mp hj).2 | |
| lemma measurable_prefixWeights {n : ℕ} (k : Fin n) (K : ℕ) : | |
| Measurable (prefixWeights (k := k) K) := by | |
| classical | |
| apply Measurable.of_eval | |
| intro e | |
| apply Finset.measurable_sum | |
| intro j _ | |
| have hj : Measurable (fun h : History n k => h j) := measurable_pi_apply j | |
| have he : MeasurableSet {h : History n k | (h j).1 = e} := | |
| (measurable_fst.comp hj) (measurableSet_singleton e) | |
| by_cases hKj : j.val < K | |
| · have hm : Measurable (fun h : History n k => | |
| if (h j).1 = e then (h j).2 else (0 : ℝ)) := | |
| Measurable.ite he (measurable_snd.comp hj) measurable_const | |
| simpa only [hKj, true_and] using hm | |
| · simp only [hKj, false_and, ite_false] | |
| exact measurable_const | |
| /-- Seed-dependent cutoff extraction remains measurable jointly with the history. -/ | |
| lemma measurable_prefixWeights_seed {n : ℕ} {Q : Type*} [MeasurableSpace Q] | |
| (k : Fin n) (K : Q → Fin (n + 1)) (hK : Measurable K) : | |
| Measurable (fun x : Q × History n k => prefixWeights (K x.1).val x.2) := by | |
| have hm : Measurable (fun x : Fin (n + 1) × History n k => | |
| prefixWeights x.1.val x.2) := | |
| measurable_from_prod_countable_right fun j => measurable_prefixWeights k j.val | |
| exact hm.comp ((hK.comp measurable_fst).prodMk measurable_snd) | |
| lemma measurable_prefixLabels_seed {n : ℕ} {Q : Type*} [MeasurableSpace Q] | |
| (k : Fin n) (K : Q → Fin (n + 1)) (hK : Measurable K) : | |
| Measurable (fun x : Q × History n k => prefixLabels (K x.1).val x.2) := by | |
| have hm : Measurable (fun x : Fin (n + 1) × History n k => | |
| prefixLabels x.1.val x.2) := | |
| measurable_from_prod_countable_right fun j => measurable_prefixLabels k j.val | |
| exact hm.comp ((hK.comp measurable_fst).prodMk measurable_snd) | |
| lemma prefixWeights_history {n : ℕ} (w : Weights n) (π : ArrivalOrder n) | |
| (k : Fin n) (K : ℕ) (hK : K ≤ k.val + 1) (e : Fin n) : | |
| prefixWeights K (history w π k) e = | |
| if (π.symm e).val < K then w e else 0 := by | |
| classical | |
| by_cases he : (π.symm e).val < K | |
| · rw [ite_eq_left he] | |
| let j : Fin (k.val + 1) := ⟨(π.symm e).val, lt_of_lt_of_le he hK⟩ | |
| have hj : prefixIndex k j = π.symm e := by | |
| apply Fin.ext | |
| rfl | |
| unfold prefixWeights | |
| rw [Finset.sum_eq_single j] | |
| · simp [history, hj, j, he] | |
| · intro b _ hbj | |
| have hne : π (prefixIndex k b) ≠ e := by | |
| intro hb | |
| apply hbj | |
| apply Fin.ext | |
| have hbi : prefixIndex k b = π.symm e := by | |
| apply π.injective | |
| simpa using hb | |
| exact congrArg (fun z : Fin n => z.val) hbi | |
| simp [history, hne] | |
| · simp | |
| · rw [ite_eq_right he] | |
| apply Finset.sum_eq_zero | |
| intro j _ | |
| by_cases hj : j.val < K | |
| · have hne : π (prefixIndex k j) ≠ e := by | |
| intro hje | |
| apply he | |
| have hji : prefixIndex k j = π.symm e := by | |
| apply π.injective | |
| simpa using hje | |
| have hv := congrArg Fin.val hji | |
| exact hv ▸ hj | |
| simp [history, hne] | |
| · simp [hj] | |
| lemma prefixWeights_eq_observed {n bits : ℕ} (A : HiddenRule n bits) | |
| (r : Seed bits) (w : Weights n) (π : ArrivalOrder n) (k : Fin n) (K : ℕ) | |
| (hK : K ≤ k.val + 1) (hmask : A.mask r = orderPrefix π K) : | |
| prefixWeights K (history w π k) = observed A r w := by | |
| funext e | |
| rw [prefixWeights_history w π k K hK e] | |
| simp [observed, hmask] | |
| lemma hiddenAcceptedThrough_prefix_empty {n bits : ℕ} (A : HiddenRule n bits) | |
| (r : Seed bits) (w : Weights n) (π : ArrivalOrder n) (K t : ℕ) | |
| (hmask : A.mask r = orderPrefix π K) (ht : t ≤ K) : | |
| hiddenAcceptedThrough A r w π t = ∅ := by | |
| apply Finset.eq_empty_iff_forall_notMem.mpr | |
| intro e he | |
| obtain ⟨he, hnot⟩ := Finset.mem_sdiff.mp he | |
| apply hnot | |
| rw [hmask, mem_orderPrefix] | |
| exact lt_of_lt_of_le (acceptedThrough_arrived A.core r (observed A r w) w π t e he) ht | |
| end MatroidProphet | |
| end OAI | |