Download lean/OAI/Probability/MatroidSecretary/Transport/GeneralSimulation.lean from roseking/openAI-math-dataset: direct link, hf CLI and curl.
- Browser
- Download file 19.3 kB
-
https://huggingface.co/datasets/roseking/openAI-math-dataset/resolve/main/lean/OAI/Probability/MatroidSecretary/Transport/GeneralSimulation.lean
- Command line
-
hf download hf://datasets/roseking/openAI-math-dataset/lean/OAI/Probability/MatroidSecretary/Transport/GeneralSimulation.lean
-
curl -L -o GeneralSimulation.lean https://huggingface.co/datasets/roseking/openAI-math-dataset/resolve/main/lean/OAI/Probability/MatroidSecretary/Transport/GeneralSimulation.lean
19.3 kB
| import OAI.Probability.MatroidSecretary.Transport.GeneralSimulationModel | |
| import OAI.Probability.MatroidProphet.Main | |
| import Mathlib.MeasureTheory.Integral.Prod | |
| namespace OAI | |
| /-! One-sample simulation for an arbitrary measurable complete seed. -/ | |
| namespace MatroidProphet.General | |
| open MeasureTheory ProbabilityTheory | |
| variable {n : ℕ} {R : Type*} [MeasurableSpace R] | |
| lemma measurable_mask_membership : | |
| MeasurableSet {x : Finset (Fin n) × Fin n | x.2 ∈ x.1} := | |
| (Set.toFinite _).measurableSet | |
| lemma measurable_observed (A : HiddenRule n R) : | |
| Measurable (fun x : R × Weights n => observed A x.1 x.2) := by | |
| classical | |
| apply Measurable.of_eval | |
| intro e | |
| have hm : MeasurableSet {x : R × Weights n | e ∈ A.mask x.1} := | |
| (measurableSet_mem_finset e).preimage (A.measurable_mask.comp measurable_fst) | |
| exact Measurable.ite hm ((measurable_pi_apply e).comp measurable_snd) measurable_const | |
| lemma measurable_simulationHistory (A : HiddenRule n R) (k : Fin n) : | |
| Measurable (fun x : R × (Weights n × History n k) => | |
| simulationHistory A x.1 x.2.1 x.2.2) := by | |
| classical | |
| apply Measurable.of_eval | |
| intro j | |
| have hh : Measurable (fun x : R × (Weights n × History n k) => x.2.2 j) := | |
| (measurable_pi_apply j).comp (measurable_snd.comp measurable_snd) | |
| have hm : MeasurableSet {x : R × (Weights n × History n k) | | |
| (x.2.2 j).1 ∈ A.mask x.1} := | |
| measurable_mask_membership.preimage | |
| ((A.measurable_mask.comp measurable_fst).prodMk (measurable_fst.comp hh)) | |
| exact (measurable_fst.comp hh).prodMk (Measurable.ite hm | |
| (MatroidProphet.measurable_weight_eval.comp | |
| ((measurable_fst.comp measurable_snd).prodMk (measurable_fst.comp hh))) | |
| (measurable_snd.comp hh)) | |
| lemma measurable_simulationDecision (A : HiddenRule n R) (k : Fin n) : | |
| Measurable (fun x : R × (Weights n × History n k) => | |
| simulationDecision A k x.1 x.2.1 x.2.2) := by | |
| classical | |
| have hc : Measurable (fun x : R × (Weights n × History n k) => | |
| (x.2.2 ⟨k.val, Nat.lt_succ_self _⟩).1) := | |
| measurable_fst.comp ((measurable_pi_apply | |
| (⟨k.val, Nat.lt_succ_self _⟩ : Fin (k.val + 1))).comp | |
| (measurable_snd.comp measurable_snd)) | |
| have hm : MeasurableSet {x : R × (Weights n × History n k) | | |
| (x.2.2 ⟨k.val, Nat.lt_succ_self _⟩).1 ∈ A.mask x.1} := | |
| measurable_mask_membership.preimage | |
| ((A.measurable_mask.comp measurable_fst).prodMk hc) | |
| exact Measurable.ite hm measurable_const | |
| ((A.core.measurable_decide k).comp (measurable_fst.prodMk | |
| (((measurable_observed A).comp | |
| (measurable_fst.prodMk (measurable_fst.comp measurable_snd))).prodMk | |
| (measurable_simulationHistory A k)))) | |
| noncomputable def sampleSimulation (A : HiddenRule n R) : OnlineRule n R where | |
| decide := simulationDecision A | |
| measurable_decide := measurable_simulationDecision A | |
| lemma observed_glue (A : HiddenRule n R) (r : R) (s v : Weights n) : | |
| observed A r (glue (A.mask r) s v) = observed A r s := by | |
| classical | |
| funext e | |
| by_cases he : e ∈ A.mask r <;> simp [observed, glue, he] | |
| lemma simulationHistory_eq (A : HiddenRule n R) (r : R) | |
| (s v : Weights n) (π : ArrivalOrder n) (k : Fin n) : | |
| simulationHistory A r s (history v π k) = history (glue (A.mask r) s v) π k := rfl | |
| theorem sampleSimulation_acceptedThrough (A : HiddenRule n R) (r : R) | |
| (s v : Weights n) (π : ArrivalOrder n) (t : ℕ) : | |
| acceptedThrough (sampleSimulation A) r s v π t = | |
| hiddenAcceptedThrough A r (glue (A.mask r) s v) π t := by | |
| classical | |
| ext e | |
| by_cases he : e ∈ A.mask r <;> | |
| simp [acceptedThrough, hiddenAcceptedThrough, decisionAt, sampleSimulation, | |
| simulationDecision, history, prefixIndex, simulationHistory_eq, observed_glue, he] | |
| theorem sampleSimulation_reward (A : HiddenRule n R) (r : R) | |
| (s v : Weights n) (π : ArrivalOrder n) : | |
| reward (sampleSimulation A) r s v π = hiddenReward A r (glue (A.mask r) s v) π := by | |
| classical | |
| unfold reward hiddenReward | |
| rw [sampleSimulation_acceptedThrough] | |
| apply Finset.sum_congr rfl | |
| intro e he | |
| have he' : e ∉ A.mask r := (Finset.mem_sdiff.mp he).2 | |
| simp [glue, he'] | |
| theorem sampleSimulation_feasible (M : Matroid (Fin n)) (A : HiddenRule n R) | |
| (hA : HiddenFeasible M A) : Feasible M (sampleSimulation A) := by | |
| intro r s v π t hs hv | |
| rw [sampleSimulation_acceptedThrough] | |
| apply hA | |
| intro e | |
| classical | |
| by_cases he : e ∈ A.mask r | |
| · simpa [glue, he] using hs e | |
| · simpa [glue, he] using hv e | |
| lemma reward_nonneg (A : OnlineRule n R) (r : R) (s v : Weights n) | |
| (π : ArrivalOrder n) (hv : ∀ e, 0 ≤ v e) : 0 ≤ reward A r s v π := | |
| Finset.sum_nonneg fun e _ => hv e | |
| lemma reward_le_optimum (M : Matroid (Fin n)) (A : OnlineRule n R) | |
| (hA : Feasible M A) (r : R) (s v : Weights n) (π : ArrivalOrder n) | |
| (hs : ∀ e, 0 ≤ s e) (hv : ∀ e, 0 ≤ v e) : | |
| reward A r s v π ≤ optimum M v := | |
| sum_le_optimum M v _ (hA r s v π n hs hv) | |
| lemma hiddenWorstReward_le (A : HiddenRule n R) (w : Weights n) | |
| (r : R) (π : ArrivalOrder n) : | |
| hiddenWorstReward A w r ≤ hiddenReward A r w π := by | |
| classical | |
| exact Finset.inf'_le (hiddenReward A r w) (Finset.mem_univ π) | |
| lemma hiddenWorstReward_nonneg (A : HiddenRule n R) (w : Weights n) | |
| (hw : ∀ e, 0 ≤ w e) (r : R) : 0 ≤ hiddenWorstReward A w r := by | |
| classical | |
| apply Finset.le_inf' | |
| intro π _ | |
| exact Finset.sum_nonneg fun e _ => hw e | |
| lemma hiddenWorstReward_le_optimum (M : Matroid (Fin n)) (A : HiddenRule n R) | |
| (hA : HiddenFeasible M A) (w : Weights n) (hw : ∀ e, 0 ≤ w e) (r : R) : | |
| hiddenWorstReward A w r ≤ optimum M w := by | |
| apply (hiddenWorstReward_le A w r (Equiv.refl _)).trans | |
| exact sum_le_optimum M w _ (hA w hw r (Equiv.refl _) n) | |
| lemma measurable_decisionAt {n : ℕ} {R : Type*} [MeasurableSpace R] (A : OnlineRule n R) | |
| (π : ArrivalOrder n) (k : Fin n) : | |
| Measurable (fun x : R × (Weights n × Weights n) => | |
| decisionAt A x.1 x.2.1 x.2.2 π k) := | |
| (A.measurable_decide k).comp | |
| (measurable_fst.prodMk ((measurable_fst.comp measurable_snd).prodMk | |
| ((measurable_history π k).comp (measurable_snd.comp measurable_snd)))) | |
| lemma reward_eq_sum {n : ℕ} {R : Type*} [MeasurableSpace R] (A : OnlineRule n R) (r : R) | |
| (s v : Weights n) (π : ArrivalOrder n) : | |
| reward A r s v π = | |
| ∑ e : Fin n, if decisionAt A r s v π (π.symm e) = true then v e else 0 := by | |
| classical | |
| unfold reward acceptedThrough | |
| rw [Finset.sum_filter] | |
| apply Finset.sum_congr rfl | |
| intro e _ | |
| simp only [(π.symm e).isLt, true_and] | |
| lemma measurable_reward_fixed_order {n : ℕ} {R : Type*} [MeasurableSpace R] (A : OnlineRule n R) | |
| (π : ArrivalOrder n) : | |
| Measurable (fun x : R × (Weights n × Weights n) => | |
| reward A x.1 x.2.1 x.2.2 π) := by | |
| classical | |
| simp_rw [reward_eq_sum] | |
| apply Finset.measurable_sum | |
| intro e _ | |
| have hd := measurable_decisionAt A π (π.symm e) | |
| have ht : MeasurableSet {x : R × (Weights n × Weights n) | | |
| decisionAt A x.1 x.2.1 x.2.2 π (π.symm e) = true} := | |
| hd (measurableSet_singleton true) | |
| exact Measurable.ite ht | |
| ((measurable_pi_apply e).comp (measurable_snd.comp measurable_snd)) measurable_const | |
| /-- The realized reward remains measurable for arbitrary measurable adversarial permutations. -/ | |
| theorem measurable_reward {n : ℕ} {R : Type*} [MeasurableSpace R] (A : OnlineRule n R) : | |
| Measurable (fun x : ArrivalOrder n × (R × (Weights n × Weights n)) => | |
| reward A x.2.1 x.2.2.1 x.2.2.2 x.1) := | |
| measurable_from_prod_countable_right (measurable_reward_fixed_order A) | |
| @[simp] lemma glue_self (mask : Finset (Fin n)) (w : Weights n) : | |
| glue mask w w = w := by | |
| classical | |
| funext e | |
| simp [glue] | |
| lemma measurable_hiddenReward {n : ℕ} {R : Type*} [MeasurableSpace R] (A : HiddenRule n R) (π : ArrivalOrder n) : | |
| Measurable (fun x : R × Weights n => hiddenReward A x.1 x.2 π) := by | |
| have hm := (measurable_reward_fixed_order (sampleSimulation A) π).comp | |
| (measurable_fst.prodMk (measurable_snd.prodMk measurable_snd)) | |
| simpa only [Function.comp_def, sampleSimulation_reward, glue_self] using hm | |
| lemma measurable_hiddenWorstReward {n : ℕ} {R : Type*} [MeasurableSpace R] (A : HiddenRule n R) : | |
| Measurable (fun x : R × Weights n => hiddenWorstReward A x.2 x.1) := by | |
| classical | |
| have hm : Measurable ((Finset.univ : Finset (ArrivalOrder n)).inf' | |
| Finset.univ_nonempty (fun π (x : R × Weights n) => hiddenReward A x.1 x.2 π)) := | |
| Finset.inf'_induction Finset.univ_nonempty _ | |
| (fun _ hf _ hg => hf.inf hg) (fun π _ => measurable_hiddenReward A π) | |
| convert hm using 1 | |
| ext x | |
| simp only [hiddenWorstReward, Finset.inf'_apply] | |
| lemma measurable_glue (mask : Finset (Fin n)) : | |
| Measurable (fun x : Weights n × Weights n => glue mask x.1 x.2) := | |
| MatroidProphet.measurable_glue mask | |
| lemma measurable_glue_seed (mask : R → Finset (Fin n)) (hmask : Measurable mask) : | |
| Measurable (fun x : R × (Weights n × Weights n) => glue (mask x.1) x.2.1 x.2.2) := by | |
| have h : Measurable (fun x : Finset (Fin n) × (Weights n × Weights n) => | |
| glue x.1 x.2.1 x.2.2) := | |
| measurable_from_prod_countable_right measurable_glue | |
| exact h.comp ((hmask.comp measurable_fst).prodMk measurable_snd) | |
| theorem glue_fixed_law {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) | |
| (S V : Ω → Weights n) (hS : Measurable S) (hV : Measurable V) | |
| (hi : iIndepFun (pairedCoordinates S V) μ) | |
| (hlaw : ∀ e, μ.map (fun ω => S ω e) = μ.map (fun ω => V ω e)) | |
| (mask : Finset (Fin n)) : | |
| μ.map (fun ω => glue mask (S ω) (V ω)) = μ.map V := | |
| MatroidProphet.glue_fixed_law μ S V hS hV hi hlaw mask | |
| /-- Joint gluing law with an arbitrary measurable complete seed; in particular, | |
| the observation mask may depend on all of that seed. -/ | |
| theorem glue_seed_joint_law {Ω : Type*} [MeasurableSpace Ω] | |
| (μ : Measure Ω) [IsProbabilityMeasure μ] | |
| (ν : Measure R) [IsProbabilityMeasure ν] | |
| (S V : Ω → Weights n) (seed : Ω → R) | |
| (hS : Measurable S) (hV : Measurable V) (hseedM : Measurable seed) | |
| (hi : iIndepFun (pairedCoordinates S V) μ) | |
| (hlaw : ∀ e, μ.map (fun ω => S ω e) = μ.map (fun ω => V ω e)) | |
| (hseed : IndepFun (fun ω => (S ω, V ω)) seed μ) | |
| (hseedLaw : μ.map seed = ν) (mask : R → Finset (Fin n)) (hmask : Measurable mask) : | |
| MeasurePreserving (fun ω => (seed ω, glue (mask (seed ω)) (S ω) (V ω))) | |
| μ (ν.prod (μ.map V)) := by | |
| have hfiber (r : R) : | |
| (μ.map (fun ω => (S ω, V ω))).map (fun d => glue (mask r) d.1 d.2) = μ.map V := by | |
| rw [Measure.map_map (measurable_glue (mask r)) (hS.prodMk hV)] | |
| exact glue_fixed_law μ S V hS hV hi hlaw (mask r) | |
| have hstart : MeasurePreserving (fun ω => (seed ω, (S ω, V ω))) μ | |
| (ν.prod (μ.map (fun ω => (S ω, V ω)))) := by | |
| refine ⟨hseedM.prodMk (hS.prodMk hV), ?_⟩ | |
| rw [hseed.symm.map_prod_eq_prod_map_map hseedM.aemeasurable | |
| (hS.prodMk hV).aemeasurable, hseedLaw] | |
| have hend := (MeasurePreserving.id ν).skew_product | |
| (g := fun (r : R) (d : Weights n × Weights n) => glue (mask r) d.1 d.2) | |
| (measurable_glue_seed mask hmask) (ae_of_all _ hfiber) | |
| exact hend.comp hstart | |
| /-- Nonnegativity of a finite vector is a Borel condition. -/ | |
| lemma measurableSet_nonnegative (n : ℕ) : | |
| MeasurableSet {w : Weights n | ∀ e, 0 ≤ w e} := by | |
| simp only [Set.ofPred_forall] | |
| exact MeasurableSet.iInter fun e => measurableSet_le measurable_const (measurable_pi_apply e) | |
| lemma integrable_hidden_product {n : ℕ} {Ξ : Type*} [MeasurableSpace Ξ] (M : Matroid (Fin n)) (A : HiddenRule n Ξ) | |
| (ν : Measure (Ξ)) [IsProbabilityMeasure ν] (ρ : Measure (Weights n)) [SFinite ρ] | |
| (hA : ∀ (w : Weights n), (∀ e, 0 ≤ w e) → | |
| ∀ (r : Ξ) (π : ArrivalOrder n) (t : ℕ), | |
| M.Indep (hiddenAcceptedThrough A r w π t : Set (Fin n))) | |
| (hNN : ∀ᵐ w ∂ρ, ∀ e, 0 ≤ w e) (hopt : Integrable (optimum M) ρ) : | |
| Integrable (fun x : Ξ × Weights n => hiddenWorstReward A x.2 x.1) | |
| (ν.prod ρ) := by | |
| apply (hopt.comp_snd ν).mono' (measurable_hiddenWorstReward A).aestronglyMeasurable | |
| filter_upwards [(Measure.quasiMeasurePreserving_snd (μ := ν) (ν := ρ)).ae hNN] with x hx | |
| rw [Real.norm_eq_abs, abs_of_nonneg (hiddenWorstReward_nonneg A x.2 hx x.1)] | |
| exact hiddenWorstReward_le_optimum M A hA x.2 hx x.1 | |
| lemma hidden_product_integral_bound {n : ℕ} {Ξ : Type*} [MeasurableSpace Ξ] (M : Matroid (Fin n)) | |
| (A : HiddenRule n Ξ) (ν : Measure (Ξ)) [IsProbabilityMeasure ν] | |
| (ρ : Measure (Weights n)) [IsProbabilityMeasure ρ] (c : ℝ) | |
| (hA : ∀ (w : Weights n), (∀ e, 0 ≤ w e) → | |
| ∀ (r : Ξ) (π : ArrivalOrder n) (t : ℕ), | |
| M.Indep (hiddenAcceptedThrough A r w π t : Set (Fin n))) | |
| (hNN : ∀ᵐ w ∂ρ, ∀ e, 0 ≤ w e) (hopt : Integrable (optimum M) ρ) | |
| (hbound : ∀ (w : Weights n), (∀ e, 0 ≤ w e) → | |
| c * optimum M w ≤ ∫ r, hiddenWorstReward A w r ∂ν) : | |
| c * (∫ w, optimum M w ∂ρ) ≤ | |
| ∫ x : Ξ × Weights n, hiddenWorstReward A x.2 x.1 ∂ν.prod ρ := by | |
| have hip := integrable_hidden_product M A ν ρ hA hNN hopt | |
| rw [← integral_const_mul] | |
| calc | |
| _ ≤ ∫ w, ∫ r, hiddenWorstReward A w r ∂ν ∂ρ := by | |
| apply integral_mono_ae (hopt.const_mul c) hip.integral_prod_right | |
| filter_upwards [hNN] with w hw | |
| exact hbound w hw | |
| _ = _ := (integral_prod_symm _ hip).symm | |
| lemma integrable_feasible_reward {n : ℕ} {Ξ : Type*} [MeasurableSpace Ξ] (M : Matroid (Fin n)) | |
| (A : OnlineRule n Ξ) (hA : Feasible M A) | |
| {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) | |
| (S V : Ω → Weights n) (R : Ω → Ξ) (π : Ω → ArrivalOrder n) | |
| (hS : Measurable S) (hV : Measurable V) (hR : Measurable R) (hπ : Measurable π) | |
| (hSN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ S ω e) (hVN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) | |
| (hopt : Integrable (fun ω => optimum M (V ω)) μ) : | |
| Integrable (fun ω => reward A (R ω) (S ω) (V ω) (π ω)) μ := by | |
| have hrm := (measurable_reward A).comp (hπ.prodMk (hR.prodMk (hS.prodMk hV))) | |
| apply hopt.mono' hrm.aestronglyMeasurable | |
| filter_upwards [hSN, hVN] with ω hs hv | |
| change ‖reward A (R ω) (S ω) (V ω) (π ω)‖ ≤ optimum M (V ω) | |
| rw [Real.norm_eq_abs, abs_of_nonneg (reward_nonneg A (R ω) (S ω) (V ω) (π ω) hv)] | |
| exact reward_le_optimum M A hA (R ω) (S ω) (V ω) (π ω) hs hv | |
| /-- The full one-sample integration step preserves the expected minimum over all orders. -/ | |
| theorem oneSample_of_hidden {n : ℕ} {Ξ : Type*} [MeasurableSpace Ξ] (M : Matroid (Fin n)) (A : HiddenRule n Ξ) | |
| (ν : Measure (Ξ)) [IsProbabilityMeasure ν] (c : ℝ) | |
| (hA : ∀ (w : Weights n), (∀ e, 0 ≤ w e) → | |
| ∀ (r : Ξ) (π : ArrivalOrder n) (t : ℕ), | |
| M.Indep (hiddenAcceptedThrough A r w π t : Set (Fin n))) | |
| (hbound : ∀ (w : Weights n), (∀ e, 0 ≤ w e) → | |
| c * optimum M w ≤ ∫ r, hiddenWorstReward A w r ∂ν) | |
| {Ω : Type*} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] | |
| (S V : Ω → Weights n) (R : Ω → Ξ) | |
| (hS : Measurable S) (hV : Measurable V) (hR : Measurable R) | |
| (hSN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ S ω e) (hVN : ∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) | |
| (hi : iIndepFun (pairedCoordinates S V) μ) | |
| (hlaw : ∀ e, μ.map (fun ω => S ω e) = μ.map (fun ω => V ω e)) | |
| (hseed : IndepFun (fun ω => (S ω, V ω)) R μ) | |
| (hRlaw : μ.map R = ν) | |
| (hopt : Integrable (fun ω => optimum M (V ω)) μ) | |
| (π : Ω → ArrivalOrder n) (hπ : Measurable π) : | |
| Integrable (fun ω => reward (sampleSimulation A) (R ω) (S ω) (V ω) (π ω)) μ ∧ | |
| c * (∫ ω, optimum M (V ω) ∂μ) ≤ | |
| ∫ ω, reward (sampleSimulation A) (R ω) (S ω) (V ω) (π ω) ∂μ := by | |
| have hj := glue_seed_joint_law μ ν S V R hS hV hR hi hlaw hseed hRlaw A.mask A.measurable_mask | |
| have hoptLaw : Integrable (optimum M) (μ.map V) := | |
| (integrable_map_measure (measurable_optimum M).aestronglyMeasurable hV.aemeasurable).2 hopt | |
| have hNNLaw : ∀ᵐ w ∂μ.map V, ∀ e, 0 ≤ w e := | |
| (ae_map_iff hV.aemeasurable (measurableSet_nonnegative n)).2 hVN | |
| have hip := integrable_hidden_product M A ν (μ.map V) hA hNNLaw hoptLaw | |
| have him := hj.integrable_comp_of_integrable hip | |
| have hri := integrable_feasible_reward M (sampleSimulation A) | |
| (sampleSimulation_feasible M A hA) μ S V R π hS hV hR hπ hSN hVN hopt | |
| have hb := hidden_product_integral_bound M A ν (μ.map V) c hA hNNLaw hoptLaw hbound | |
| have hoptEq := integral_map_of_stronglyMeasurable (μ := μ) hV | |
| (measurable_optimum M).stronglyMeasurable | |
| have hminEq := integral_map_of_stronglyMeasurable (μ := μ) hj.measurable | |
| (measurable_hiddenWorstReward A).stronglyMeasurable | |
| rw [hj.map_eq] at hminEq | |
| rw [hoptEq, hminEq] at hb | |
| refine ⟨hri, hb.trans (integral_mono_ae him hri (ae_of_all _ ?_))⟩ | |
| intro ω | |
| change hiddenWorstReward A (glue (A.mask (R ω)) (S ω) (V ω)) (R ω) ≤ | |
| reward (sampleSimulation A) (R ω) (S ω) (V ω) (π ω) | |
| rw [sampleSimulation_reward] | |
| exact hiddenWorstReward_le A _ (R ω) (π ω) | |
| /-- The manuscript's simulation lemma without any finite-seed restriction. -/ | |
| theorem simulation_contract.{u, v} : SimulationContract.{u, v} := by | |
| intro n R mR M A ν hν c hA hbound | |
| let := hν | |
| refine ⟨sampleSimulation A, ?_, sampleSimulation_feasible M A hA, | |
| sampleSimulation_acceptedThrough A, sampleSimulation_reward A, ?_⟩ | |
| · intro k r s h | |
| rfl | |
| · intro Ω mΩ μ hμ S V seed hS hV hseedM hSN hVN hi hlaw hseed hseedLaw hopt π hπ | |
| exact ⟨glue_seed_joint_law μ ν S V seed hS hV hseedM hi hlaw hseed hseedLaw | |
| A.mask A.measurable_mask, | |
| oneSample_of_hidden M A ν c hA hbound μ S V seed hS hV hseedM hSN hVN | |
| hi hlaw hseed hseedLaw hopt π hπ⟩ | |
| /-- The concrete finite-seed information model is a special case, with exactly | |
| the same decisions rather than an unrelated replacement rule. -/ | |
| def OnlineRule.ofFinite {bits : ℕ} (A : MatroidProphet.OnlineRule n bits) : | |
| OnlineRule n (Seed bits) where | |
| decide := A.decide | |
| measurable_decide := A.measurable_decide | |
| def HiddenRule.ofFinite {bits : ℕ} (A : MatroidProphet.HiddenRule n bits) : | |
| HiddenRule n (Seed bits) where | |
| mask := A.mask | |
| measurable_mask := measurable_of_countable A.mask | |
| core := OnlineRule.ofFinite A.core | |
| @[simp] lemma acceptedThrough_ofFinite {bits : ℕ} | |
| (A : MatroidProphet.OnlineRule n bits) (r : Seed bits) (s v : Weights n) | |
| (π : ArrivalOrder n) (t : ℕ) : | |
| acceptedThrough (OnlineRule.ofFinite A) r s v π t = | |
| MatroidProphet.acceptedThrough A r s v π t := rfl | |
| @[simp] lemma hiddenAcceptedThrough_ofFinite {bits : ℕ} | |
| (A : MatroidProphet.HiddenRule n bits) (r : Seed bits) (w : Weights n) | |
| (π : ArrivalOrder n) (t : ℕ) : | |
| hiddenAcceptedThrough (HiddenRule.ofFinite A) r w π t = | |
| MatroidProphet.hiddenAcceptedThrough A r w π t := rfl | |
| @[simp] lemma hiddenWorstReward_ofFinite {bits : ℕ} | |
| (A : MatroidProphet.HiddenRule n bits) (w : Weights n) (r : Seed bits) : | |
| hiddenWorstReward (HiddenRule.ofFinite A) w r = MatroidProphet.hiddenWorstReward A w r := rfl | |
| end MatroidProphet.General | |
| end OAI | |