import Mathlib import OAI.Combinatorics.KServer.OutputRules namespace OAI /-! Degree-independent movement algebra, allowing a zero simplex on an empty active set and using the original fixed universe of star coordinates. -/ noncomputable section open scoped BigOperators open Finset namespace KServer.OutputDynamics variable {J:Type*} [Fintype J] attribute [local instance] Classical.propDecidable Classical.decEq lemma holesI_movement_subprob {R R':ℝ} {a a':J→ℝ} (hR':0≤R') (ha:∀ i,0≤a i) (hsa:(∑ i,a i)≤1): variation (holesI R' a') (holesI R a)≤|R'-R|+R'*variation a' a:=by calc _≤∑ i,(R'*|a' i-a i|+|R'-R| *a i):=by apply sum_le_sum intro i _ change |R'*a' i-R*a i|≤_ calc _=|R'*(a' i-a i)+(R'-R)*a i|:=by congr 1;ring _≤|R'*(a' i-a i)|+|(R'-R)*a i|:=abs_add_le _ _ _=_:=by rw [abs_mul,abs_mul,abs_of_nonneg hR',abs_of_nonneg (ha i)] _=R'*variation a' a+|R'-R| *(∑ i,a i):=by rw [sum_add_distrib,←mul_sum,←mul_sum];rfl _≤_:=by nlinarith [mul_le_mul_of_nonneg_left hsa (abs_nonneg (R'-R))] lemma outputI_movement_subprob {d d' a a':J→ℝ} {q q':ℝ} (ha:∀ i,0≤a i) (hsa:(∑ i,a i)≤1): variation (outputI d' q' a') (outputI d q a)≤ |q'-q|+2*variation d' d+excess d' q'*variation a' a:=by have ho:=output_from_holes_movement d d' (holesI (excess d q) a) (holesI (excess d' q') a') have hh:=holesI_movement_subprob (R:=excess d q) (a':=a') (excess_nonneg d' q') ha hsa have he:=excess_lipschitz d' d q' q change variation (outputI d' q' a') (outputI d q a)≤_ at ho linarith lemma variation_divide (o:J) (x y:J→ℝ): variation x y=|x o-y o|+∑ i∈univ.erase o,|x i-y i|:=by rw [variation,←sum_erase_add _ _ (mem_univ o),add_comm] lemma restricted_variation_le (o:J) (x y:J→ℝ): (∑ i∈univ.erase o,|x i-y i|)≤variation x y:=by rw [variation_divide o] linarith [abs_nonneg (x o-y o)] /-- The same residual formula as Rule II on a fixed star universe. -/ def residual (o:J) (d:J→ℝ) (q D:ℝ) (w:J→ℝ):J→ℝ:= fun i=>if i=o then min (d o) (q-∑ j∈univ.erase o,(d j-D*w j)) else d i-D*w i lemma residual_movement (o:J) {d d' w w':J→ℝ} {q q' D D' Cw:ℝ} (hD':0≤D') (hw:∀ i,0≤w i) (hws:(∑ i,w i)≤Cw): variation (residual o d' q' D' w') (residual o d q D w)≤ |q'-q|+2*variation d' d+2*D'*variation w' w+2*Cw*|D'-D|:=by let s:J→ℝ:=fun i=>d i-D*w i let s':J→ℝ:=fun i=>d' i-D'*w' i have hscaled:=scaled_movement (D:=D) hD' hw hws (w':=w') have hside:=output_from_holes_movement d d' (fun i=>D*w i) (fun i=>D'*w' i) change variation s' s≤_ at hside have hdom: |min (d' o) (q'-∑ j∈univ.erase o,s' j)-min (d o) (q-∑ j∈univ.erase o,s j)|≤ |d' o-d o|+|q'-q|+∑ j∈univ.erase o,|s' j-s j|:=by have hh: |min (d' o) (q'-∑ j∈univ.erase o,s' j)-min (d o) (q-∑ j∈univ.erase o,s j)|≤ |d' o-d o|+|(q'-∑ j∈univ.erase o,s' j)-(q-∑ j∈univ.erase o,s j)|:=by apply (abs_min_sub_min_le_max _ _ _ _).trans exact max_le (by linarith [abs_nonneg ((q'-∑ j∈univ.erase o,s' j)-(q-∑ j∈univ.erase o,s j))]) (by linarith [abs_nonneg (d' o-d o)]) have he:|(q'-∑ j∈univ.erase o,s' j)-(q-∑ j∈univ.erase o,s j)|≤ |q'-q|+∑ j∈univ.erase o,|s' j-s j|:=by calc _=|(q'-q)-((∑ j∈univ.erase o,s' j)-∑ j∈univ.erase o,s j)|:=by congr 1;ring _≤|q'-q|+|((∑ j∈univ.erase o,s' j)-∑ j∈univ.erase o,s j)|:=abs_sub _ _ _≤_:=by rw [←sum_sub_distrib] exact add_le_add le_rfl (abs_sum_le_sum_abs (fun j:J => s' j-s j) (univ.erase o)) linarith have hs:∑ i∈univ.erase o,|residual o d' q' D' w' i-residual o d q D w i|= ∑ i∈univ.erase o,|s' i-s i|:=by apply sum_congr rfl intro i hi simp only [residual,ite_eq_right (mem_erase.mp hi).1,s,s'] rw [variation_divide o,hs] simp only [residual,ite_true] change |min (d' o) (q'-∑ j∈univ.erase o,s' j)-min (d o) (q-∑ j∈univ.erase o,s j)|+_≤_ have hsum: (∑ i∈univ.erase o,|s' i-s i|)≤ (∑ i∈univ.erase o,|d' i-d i|)+D'*variation w' w+Cw*|D'-D|:=by have hp: (∑ i∈univ.erase o,|s' i-s i|)≤ (∑ i∈univ.erase o,|d' i-d i|)+(∑ i∈univ.erase o,|D'*w' i-D*w i|):=by rw [←sum_add_distrib] apply sum_le_sum intro i _ dsimp only [s,s'] calc _=|(d' i-d i)-(D'*w' i-D*w i)|:=by congr 1;ring _≤_:=abs_sub _ _ linarith [restricted_variation_le o (fun i=>D'*w' i) (fun i=>D*w i)] rw [variation_divide o d' d] linarith [abs_nonneg (d' o-d o)] end KServer.OutputDynamics end /-! Literal residual-hole mass and switch estimates on the fixed star universe. These bounds also cover empty side sets and zero active masses. -/ noncomputable section open scoped BigOperators open Finset namespace KServer.OutputDynamics attribute [local instance] Classical.propDecidable Classical.decEq variable {J:Type*} [Fintype J] def residualHoles (o:J) (d:J→ℝ) (q D:ℝ) (w:J→ℝ):J→ℝ:= fun i=>d i-residual o d q D w i lemma residualHoles_nonneg (o:J) (d:J→ℝ) (q:ℝ) {D:ℝ} {w:J→ℝ} (hD:0≤D) (hw:∀ i,0≤w i):∀ i,0≤residualHoles o d q D w i:=by intro i by_cases hi:i=o · subst i simp only [residualHoles,residual,ite_true] exact sub_nonneg.mpr (min_le_left _ _) · simp only [residualHoles,residual,ite_eq_right hi,sub_sub_cancel] exact mul_nonneg hD (hw i) lemma residualHoles_mass (o:J) (d:J→ℝ) (q:ℝ) {D Cw:ℝ} {w:J→ℝ} (hD:0≤D) (hw:∀ i,0≤w i) (hws:(∑ i,w i)≤Cw): (∑ i,residualHoles o d q D w i)≤excess d q+Cw*D:=by have he: (∑ i,d i)-q≤excess d q:=le_max_left _ _ have hn:=excess_nonneg d q have hside:0≤D*(∑ i∈univ.erase o,w i):=mul_nonneg hD (sum_nonneg fun i _=>hw i) have hd:residualHoles o d q D w o≤excess d q:=by simp only [residualHoles,residual,ite_true] have hs:(∑ i,d i)=(∑ i∈univ.erase o,d i)+d o:= (sum_erase_add univ d (mem_univ o)).symm rw [hs] at he have hx:d o-excess d q≤ min (d o) (q-∑ j∈univ.erase o,(d j-D*w j)):=by apply le_min · linarith · rw [sum_sub_distrib,←mul_sum] linarith linarith have hs:(∑ i∈univ.erase o,residualHoles o d q D w i)=D*(∑ i∈univ.erase o,w i):=by rw [mul_sum] apply sum_congr rfl intro i hi simp only [residualHoles,residual,ite_eq_right (mem_erase.mp hi).1,sub_sub_cancel] have hsub:(∑ i∈univ.erase o,w i)≤Cw:=by apply le_trans _ hws exact sum_le_sum_of_subset_of_nonneg (erase_subset _ _) (fun i _ _=>hw i) rw [←sum_erase_add _ _ (mem_univ o),hs] nlinarith [mul_le_mul_of_nonneg_left hsub hD] lemma residual_eq_sub_holes (o:J) (d:J→ℝ) (q D:ℝ) (w:J→ℝ): residual o d q D w=(fun i=>d i-residualHoles o d q D w i):=by funext i dsimp only [residualHoles] ring lemma holesI_mass_subprob {R:ℝ} {a:J→ℝ} (hR:0≤R) (hsa:(∑ i,a i)≤1): (∑ i,holesI R a i)≤R:=by simp only [holesI,←mul_sum] nlinarith [mul_le_mul_of_nonneg_left hsa hR] lemma downcross_fixed (o:J) {d d' a w':J→ℝ} {q q' D':ℝ} (hD':0≤D') (ha:∀ i,0≤a i) (hsa:(∑ i,a i)≤1) (hw':∀ i,0≤w' i) (hws:(∑ i,w' i)≤16) (hr:excess d' q'≤10*D'): variation (residual o d' q' D' w') (outputI d q a)≤ |q'-q|+2*variation d' d+36*D':=by have hv:=variation_le_mass (holesI_nonneg (excess_nonneg d q) ha) (residualHoles_nonneg o d' q' hD' hw') have hm:=holesI_mass_subprob (excess_nonneg d q) hsa have hm':=residualHoles_mass o d' q' hD' hw' hws have he:=excess_lipschitz d' d q' q have ho:=output_from_holes_movement d d' (holesI (excess d q) a) (residualHoles o d' q' D' w') rw [←residual_eq_sub_holes] at ho change variation (residual o d' q' D' w') (outputI d q a)≤_ at ho linarith [neg_le_abs (excess d' q'-excess d q)] lemma upcross_fixed (o:J) {d d' a' w:J→ℝ} {q q' D D' S':ℝ} (hD:0≤D) (ha':∀ i,0≤a' i) (hsa:(∑ i,a' i)≤1) (hw:∀ i,0≤w i) (hws:(∑ i,w i)≤16) (hr:excess d' q'≤10*S') (hreg:D'≤S'/2): variation (outputI d' q' a') (residual o d q D w)≤ |q'-q|+2*variation d' d+28*S'+16*|D'-D|:=by have hv:=variation_le_mass (residualHoles_nonneg o d q hD hw) (holesI_nonneg (excess_nonneg d' q') ha') have hm:=residualHoles_mass o d q hD hw hws have hm':=holesI_mass_subprob (excess_nonneg d' q') hsa have he:=excess_lipschitz d' d q' q have ho:=output_from_holes_movement d d' (residualHoles o d q D w) (holesI (excess d' q') a') rw [←residual_eq_sub_holes] at ho change variation (outputI d' q' a') (residual o d q D w)≤_ at ho linarith [neg_le_abs (excess d' q'-excess d q),neg_le_abs (D'-D)] end KServer.OutputDynamics end /-! Same-rule and full crossing movement bounds for the actual output, with one unit of parent variation. -/ noncomputable section open scoped BigOperators open Finset namespace KServer.ActualOutput attribute [local instance] Classical.propDecidable Classical.decEq open RankTracking RankFunctions CoarseProcess CoarseEpoch StarProfile AllocationSchedule LocalConstants ActualStar open OutputDynamics variable {Ω J R:Type} [Fintype Ω] [Fintype J] [Fintype R] {w:Ω→ℝ} lemma alpha_subprob (k:ℝ) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (t:ℕ) (ω:Ω): (∑ i,α k P Q t ω i)≤1:=by have ha:=(α_mem k P Q t ω).2.1 split_ifs at ha <;> linarith lemma error_le_T {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (t:ℕ) (ω:Ω) (hq:size Q t ω≤ k):e k P Q t ω≤ T k P Q t ω:=by have hel:1≤ ActualCaps.ell k:=by have hh:=Real.log_nonneg (show 1≤ k+1 by linarith) unfold ActualCaps.ell linarith have heb:eb≤ ActualCaps.ell k:=by have he:eb≤1:=by norm_num [eb,cb] exact he.trans hel have he:eb/ActualCaps.ell k≤1:=(div_le_one (ActualCaps.ell_pos hk)).mpr heb exact (e_bounds hk P Q t ω hq).2.trans (by simpa only [one_mul] using mul_le_mul_of_nonneg_right he (T_nonneg hk P Q t ω hq)) lemma actual_excess {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (hs:∀ t ω,(∑ i,size (P i) t ω)≤ size Q t ω) (t:ℕ) (ω:Ω) (hq:size Q t ω≤ k) {q:ℝ} (hp:(∑ i,(n P t ω i-β k Q t ω*B P t ω i+f k P Q t ω i))≤ q): excess (d k P Q t ω) q≤4*S P t ω+T k P Q t ω:=by have hb:=beta_range hk Q t ω hq have he:=e_bounds hk P Q t ω hq have hh:=hole_bound hp (error_sum hk P Q hs t ω hq) (by linarith : 0≤β k Q t ω) he.1 (fun i=> TrackedCaps.core_nonneg (P i) t ω) change excess (d k P Q t ω) q≤β k Q t ω*S P t ω+e k P Q t ω at hh exact hh.trans (add_le_add (mul_le_mul_of_nonneg_right hb.2 (S_nonneg P t ω)) (error_le_T hk P Q t ω hq)) lemma excess_ruleI {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (hs:∀ t ω,(∑ i,size (P i) t ω)≤ size Q t ω) (t:ℕ) (ω:Ω) (hq:size Q t ω≤ k) {q:ℝ} (hp:(∑ i,(n P t ω i-β k Q t ω*B P t ω i+f k P Q t ω i))≤ q) (hr:∀ o,mark P Q t ω=some o→ D P Q t ω/2≤ S P t ω): excess (d k P Q t ω) q≤10*S P t ω:=by have hh:=actual_excess hk P Q hs t ω hq hp have ht:=ruleI_T hk P Q t ω hq hr linarith [S_nonneg P t ω] lemma excess_down {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (hs:∀ t ω,(∑ i,size (P i) t ω)≤ size Q t ω) (t:ℕ) (ω:Ω) (hq:size Q t ω≤ k) {q:ℝ} (hp:(∑ i,(n P t ω i-β k Q t ω*B P t ω i+f k P Q t ω i))≤ q) (hr:S P t ω≤ D P Q t ω/2):excess (d k P Q t ω) q≤10*D P Q t ω:=by linarith [actual_excess hk P Q hs t ω hq hp,(DT_compare hk P Q t ω hq).1,D_nonneg P Q t ω] lemma outI_movement {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (hs:∀ t ω,(∑ i,size (P i) t ω)≤ size Q t ω) (t:ℕ) (ω:Ω) (hq:size Q (t+1) ω≤ k) (q q':ℝ) (hp:(∑ i,(n P (t+1) ω i-β k Q (t+1) ω*B P (t+1) ω i+f k P Q (t+1) ω i))≤ q') (hr:∀ o,mark P Q (t+1) ω=some o→ D P Q (t+1) ω/2≤ S P (t+1) ω): variation (outI k P Q (t+1) ω q') (outI k P Q t ω q)≤ |q'-q|+2*variation (d k P Q (t+1) ω) (d k P Q t ω)+ 10*S P (t+1) ω*variation (α k P Q (t+1) ω) (α k P Q t ω):=by exact (outputI_movement_subprob (α_mem k P Q t ω).1 (alpha_subprob k P Q t ω)).trans (add_le_add le_rfl (mul_le_mul_of_nonneg_right (excess_ruleI hk P Q hs (t+1) ω hq hp hr) (variation_nonneg _ _))) lemma outII_movement {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (t:ℕ) (ω:Ω) (q q':ℝ) (o:J): variation (outII hk P Q (t+1) ω o q') (outII hk P Q t ω o q)≤ |q'-q|+2*variation (d k P Q (t+1) ω) (d k P Q t ω)+ 2*D P Q (t+1) ω*variation (side hk P Q (t+1) ω) (side hk P Q t ω)+ 32*|D P Q (t+1) ω-D P Q t ω|:=by have hh:=residual_movement o (q:=q) (q':=q') (d:=d k P Q t ω) (d':=d k P Q (t+1) ω) (w':=side hk P Q (t+1) ω) (D:=D P Q t ω) (D_nonneg P Q (t+1) ω) (side_mem hk P Q t ω).1 (side_mem hk P Q t ω).2.1 change variation (outII hk P Q (t+1) ω o q') (outII hk P Q t ω o q)≤_ at hh convert hh using 1 ring lemma out_downcross {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (hs:∀ t ω,(∑ i,size (P i) t ω)≤ size Q t ω) (t:ℕ) (ω:Ω) (hq:size Q (t+1) ω≤ k) (q q':ℝ) (o:J) (hp:(∑ i,(n P (t+1) ω i-β k Q (t+1) ω*B P (t+1) ω i+f k P Q (t+1) ω i))≤ q') (hr:S P (t+1) ω≤ D P Q (t+1) ω/2): variation (outII hk P Q (t+1) ω o q') (outI k P Q t ω q)≤ |q'-q|+2*variation (d k P Q (t+1) ω) (d k P Q t ω)+36*D P Q (t+1) ω:=by exact downcross_fixed o (D_nonneg P Q (t+1) ω) (α_mem k P Q t ω).1 (alpha_subprob k P Q t ω) (side_mem hk P Q (t+1) ω).1 (side_mem hk P Q (t+1) ω).2.1 (excess_down hk P Q hs (t+1) ω hq hp hr) lemma out_upcross {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (hs:∀ t ω,(∑ i,size (P i) t ω)≤ size Q t ω) (t:ℕ) (ω:Ω) (hq:size Q (t+1) ω≤ k) (q q':ℝ) (o:J) (hp:(∑ i,(n P (t+1) ω i-β k Q (t+1) ω*B P (t+1) ω i+f k P Q (t+1) ω i))≤ q') (hr:2*D P Q (t+1) ω≤ S P (t+1) ω): variation (outI k P Q (t+1) ω q') (outII hk P Q t ω o q)≤ |q'-q|+2*variation (d k P Q (t+1) ω) (d k P Q t ω)+28*S P (t+1) ω+ 16*|D P Q (t+1) ω-D P Q t ω|:=by exact upcross_fixed o (D_nonneg P Q t ω) (α_mem k P Q (t+1) ω).1 (alpha_subprob k P Q (t+1) ω) (side_mem hk P Q t ω).1 (side_mem hk P Q t ω).2.1 (excess_ruleI hk P Q hs (t+1) ω hq hp (fun _ _=> by linarith [D_nonneg P Q (t+1) ω])) (by linarith) end KServer.ActualOutput end /-! Frozen-history affine payment with bounds on the actual held parameters. No bound on fictitious off-schedule parameters is needed; the signed edit term still has to be paid by the concrete coarse schedule. -/ noncomputable section open scoped BigOperators open Finset namespace KServer.AdaptiveMinimization open KServer.RankTracking variable {I J Θ : Type*} [Fintype I] [Fintype J] variable {Ω : Type} [Fintype Ω] lemma actual_payment_step (F : Family Θ I J) (T : Transport F) {w : Ω → ℝ} (hw : ∀ ω, 0 ≤ w ω) (R : I → FilteredRanks w) (θ : ℕ → Ω → Θ) (c : ℕ → Ω → ℝ) (H : ℕ → Ω → ℕ) (hH : ∀ i, (R i).history=H) (hr : ∀ t ω z, H (t+1) ω=H (t+1) z → H t ω=H t z) (hθ : ∀ t ω z, H t ω=H t z → θ t ω=θ t z) (hc : ∀ t, Adapted (H t) (c t)) (hcn : ∀ t ω, 0 ≤ c t ω) {L : ℝ} (hL : ∀ t ω a, a ∈ F.domain (θ t ω) → ∀ i, |F.coefficient (θ t ω) a i| ≤ L) (t : ℕ) : avg w (fun ω => c (t+1) ω*movement (state F T θ (rankVector R) c (t+1) ω) (state F T θ (rankVector R) c t ω)) ≤ avg w (fun ω => F.value (θ t ω) (rankVector R t ω) (state F T θ (rankVector R) c t ω))- avg w (fun ω => F.value (θ (t+1) ω) (rankVector R (t+1) ω) (state F T θ (rankVector R) c (t+1) ω)) + L*(∑ i, avg w (fun ω => |(R i).p (t+1) ω-(R i).before (t+1) ω|))+ avg w (edit F T θ (rankVector R) c t) := by let a := state F T θ (rankVector R) c have hpoint (ω : Ω) : c (t+1) ω*movement (a (t+1) ω) (a t ω) ≤ (F.value (θ t ω) (rankVector R t ω) (a t ω)- F.value (θ (t+1) ω) (rankVector R (t+1) ω) (a (t+1) ω))+ (F.value (θ t ω) (beforeVector R (t+1) ω) (a t ω)- F.value (θ t ω) (rankVector R t ω) (a t ω))+ L*(∑ i, |(R i).p (t+1) ω-(R i).before (t+1) ω|)+ edit F T θ (rankVector R) c t ω := by have hm := state_payment F T θ (rankVector R) c t ω (hcn (t+1) ω) have hd := (le_abs_self (F.value (θ t ω) (rankVector R (t+1) ω) (a t ω)- F.value (θ t ω) (beforeVector R (t+1) ω) (a t ω))).trans (F.input_lipschitz (θ t ω) (rankVector R (t+1) ω) (beforeVector R (t+1) ω) (a t ω) (hL t ω _ (state_mem F T θ (rankVector R) c t ω))) change _ ≤ L*(∑ i, |(R i).p (t+1) ω-(R i).before (t+1) ω|) at hd change c (t+1) ω*movement (a (t+1) ω) (a t ω) ≤ F.value (θ t ω) (rankVector R (t+1) ω) (a t ω)- F.value (θ (t+1) ω) (rankVector R (t+1) ω) (a (t+1) ω)+ edit F T θ (rankVector R) c t ω at hm linarith have he := avg_mono hw hpoint simp only [avg_add,avg_sub,avg_mul,avg_sum_any] at he have hf := filtering_zero F T R θ c H hH hr hθ hc t rw [avg_sub] at hf change avg w (fun ω => F.value (θ t ω) (beforeVector R (t+1) ω) (a t ω))- avg w (fun ω => F.value (θ t ω) (rankVector R t ω) (a t ω))=0 at hf rw [hf,add_zero] at he exact he /-- The full causal minimizer telescope. The computed signed edit term must be bounded from the actual coordinate preparation/deletion and coarse schedules; there is no asserted policy or asserted coarse-budget estimate here. -/ theorem actual_payment (F : Family Θ I J) (T : Transport F) {w : Ω → ℝ} (hw : ∀ ω, 0 ≤ w ω) (R : I → FilteredRanks w) (θ : ℕ → Ω → Θ) (c : ℕ → Ω → ℝ) (H : ℕ → Ω → ℕ) (hH : ∀ i, (R i).history=H) (hr : ∀ t ω z, H (t+1) ω=H (t+1) z → H t ω=H t z) (hθ : ∀ t ω z, H t ω=H t z → θ t ω=θ t z) (hc : ∀ t, Adapted (H t) (c t)) (hcn : ∀ t ω, 0 ≤ c t ω) {L : ℝ} (hL : ∀ t ω a, a ∈ F.domain (θ t ω) → ∀ i, |F.coefficient (θ t ω) a i| ≤ L) (n : ℕ) : (∑ t ∈ range n, avg w (fun ω => c (t+1) ω*movement (state F T θ (rankVector R) c (t+1) ω) (state F T θ (rankVector R) c t ω))) ≤ avg w (fun ω => F.value (θ 0 ω) (rankVector R 0 ω) (state F T θ (rankVector R) c 0 ω))- avg w (fun ω => F.value (θ n ω) (rankVector R n ω) (state F T θ (rankVector R) c n ω))+ L*(∑ t ∈ range n, ∑ i, avg w (fun ω => |(R i).p (t+1) ω-(R i).before (t+1) ω|))+ ∑ t ∈ range n, avg w (edit F T θ (rankVector R) c t) := by induction n with | zero => simp | succ n ih => simp only [sum_range_succ] have hs := actual_payment_step F T hw R θ c H hH hr hθ hc hcn hL n linarith /-- Uniform endpoint removal: a bound depending only on the fixed finite family, not on the horizon or its law, contributes at most twice that bound. -/ theorem actual_payment_bounded (F : Family Θ I J) (T : Transport F) {w : Ω → ℝ} (hw : ∀ ω, 0 ≤ w ω) (hw1 : ∑ ω, w ω=1) (R : I → FilteredRanks w) (θ : ℕ → Ω → Θ) (c : ℕ → Ω → ℝ) (H : ℕ → Ω → ℕ) (hH : ∀ i, (R i).history=H) (hr : ∀ t ω z, H (t+1) ω=H (t+1) z → H t ω=H t z) (hθ : ∀ t ω z, H t ω=H t z → θ t ω=θ t z) (hc : ∀ t, Adapted (H t) (c t)) (hcn : ∀ t ω, 0 ≤ c t ω) {L B : ℝ} (hL : ∀ t ω a, a ∈ F.domain (θ t ω) → ∀ i, |F.coefficient (θ t ω) a i| ≤ L) (hB : ∀ t ω p a, a ∈ F.domain (θ t ω) → (∀ i, p i ∈ Set.Icc 0 1) → |F.value (θ t ω) p a| ≤ B) (n : ℕ) : (∑ t ∈ range n, avg w (fun ω => c (t+1) ω*movement (state F T θ (rankVector R) c (t+1) ω) (state F T θ (rankVector R) c t ω))) ≤ L*(∑ t ∈ range n, ∑ i, avg w (fun ω => |(R i).p (t+1) ω-(R i).before (t+1) ω|))+ (∑ t ∈ range n, avg w (edit F T θ (rankVector R) c t))+2*B := by have hb (t : ℕ) (ω : Ω) := hB t ω (rankVector R t ω) (state F T θ (rankVector R) c t ω) (state_mem F T θ (rankVector R) c t ω) (fun i => (R i).range t ω) have htop := avg_mono hw (fun ω => (abs_le.mp (hb 0 ω)).2) have hbot := avg_mono hw (fun ω => (abs_le.mp (hb n ω)).1) rw [avg_const w hw1] at htop hbot have he := actual_payment F T hw R θ c H hH hr hθ hc hcn hL n linarith end KServer.AdaptiveMinimization end /-! Dimension-free affine input slope on the actual held simplex parameters. -/ noncomputable section open scoped BigOperators open Finset namespace KServer.ScheduledSlope attribute [local instance] Classical.propDecidable open AllocationSchedule EpochSchedule SimplexFamilies variable {J R K : Type} [Fintype J] [DecidableEq J] [Fintype R] omit [Fintype R] in lemma coefficient_bound {δ C ell ct : ℝ} (hδ : 0<δ) (hδu : δ≤1/1000) (hC : 0≤C) (hel : 0 ⟨div_nonneg (mul_nonneg hct (weight_nonneg δ x key hx t i)) hel.le,hmax i⟩ have hnn : 0≤13*C*ell := by positivity unfold data dsimp only split · split · rename_i hn have h:=regular_coefficient_bound (activeSet (x t)) (flags t) (weight δ x key t) (fun i=>ct*weight δ x key t i/ell) (fun i=>weight_regular_one δ x key t i (by simp [hn])) heta hC hel.le ha ir exact h.trans (by nlinarith [mul_nonneg hC hel.le]) · split · exact marked_coefficient_bound _ _ _ _ _ _ _ _ heta hC hel.le ha ir · simpa only [zeroData,coefficient,ite_true,abs_zero] using hnn · simpa only [zeroData,coefficient,ite_true,abs_zero] using hnn open RankTracking RankFunctions CoarseEpoch CoarseProcess StarProfile variable {Ω : Type} [Fintype Ω] {w : Ω → ℝ} lemma actual_bound {δ C ct k : ℝ} (hδ : 0<δ) (hδu : δ≤1/1000) (hC : 0≤C) (hct : 0≤ct) (hctu : ct*20002≤1) (hk : 1≤k) (P : J → R → FilteredRanks w) (key : ℕ → Ω → K) (hs : ∀ t ω,(∑ i,size (P i) t ω)≤k) (t : ℕ) (ω : Ω) (a : J → ℝ) (ha : a∈ChangingDomains.simplex (activeSet (vector cutoff δ P ω t))) (ir : J×R) : |coefficient C (1+Real.log (k+1)) (StarSimplex.input hδ hδu C (1+Real.log (k+1)) ct P key t ω).data a ir|≤ 13*C*(1+Real.log (k+1)) := by have hel : 0<1+Real.log (k+1) := by have h:=Real.log_nonneg (show 1≤k+1 by linarith) linarith apply coefficient_bound hδ hδu hC hel hct _ _ (vector_nonneg cutoff δ P ω) _ t _ a ha ir intro i apply (div_le_iff₀ hel).mpr have h:=weight_upper hδ hδu hk (vector cutoff δ P ω) (fun s=>key s ω) (vector_nonneg cutoff δ P ω) (fun s=>vector_total hδ hδu P s ω (hs s ω)) (fun s i hi=>vector_floor hδ hδu P s ω i hi) t i have hmul:=mul_le_mul_of_nonneg_left h hct have hmul2:=mul_le_mul_of_nonneg_right hctu hel.le nlinarith end KServer.ScheduledSlope end /-! Selective parameter charges on the actual size schedule. In particular a regular-component edit is charged only to its changed coordinate, and the marked component is charged to side mass, never to the dominant child. -/ noncomputable section open scoped BigOperators open Finset namespace KServer.ScheduleEdits attribute [local instance] Classical.propDecidable open RankTracking RankFunctions CoarseProcess CoarseEpoch AllocationSchedule StarProfile variable {Ω J R K : Type} [Fintype Ω] [Fintype J] [DecidableEq J] [Fintype R] variable {w : Ω → ℝ} omit [DecidableEq J] in lemma ordinary_reference (x : ℕ→J→ℝ) (key : ℕ→K) (t : ℕ) (he : epoch x key t=epoch x key (t+1)) : (EpochSchedule.run x key (t+1)).reference=(EpochSchedule.run x key t).reference := by have hn:=(epoch_same_iff x key t).mp he change ¬EpochSchedule.reset _ _ _ _ _ at hn simp only [EpochSchedule.run,EpochSchedule.update,ite_eq_right hn] omit [DecidableEq J] in lemma ordinary_mass (x : ℕ→J→ℝ) (key : ℕ→K) (t : ℕ) (he : epoch x key t=epoch x key (t+1)) : mass x key (t+1)=mass x key t := congrArg EpochSchedule.total (ordinary_reference x key t he) omit [DecidableEq J] in lemma ordinary_mark (x : ℕ→J→ℝ) (key : ℕ→K) (t : ℕ) (he : epoch x key t=epoch x key (t+1)) : EpochSchedule.dominant (EpochSchedule.run x key (t+1))= EpochSchedule.dominant (EpochSchedule.run x key t) := CoarseSide.mark_unchanged ((epoch_same_iff x key t).mp he) lemma ordinary_weight (δ : ℝ) (x : ℕ→J→ℝ) (key : ℕ→K) (t : ℕ) (he : epoch x key t=epoch x key (t+1)) (i : J) (hi : EpochSchedule.dominant (EpochSchedule.run x key t)≠some i) (hx : x t i=x (t+1) i) : weight δ x key t i=weight δ x key (t+1) i := by simp only [weight,ordinary_mark x key t he,ite_eq_right hi,ordinary_mass x key t he,hx] lemma count_bound {δ : ℝ} (hδ : 0<δ) (hδu : δ≤1/1000) (P : R→FilteredRanks w) (t : ℕ) (ω : Ω) : TrackedCaps.count P t ω≤40*(active cutoff δ P ω t).value := by by_cases hp:0<(active cutoff δ P ω t).value · have hc:=(TrackedCaps.domination P (by norm_num : (0:ℝ)∈Set.Icc 0 (1/100:ℝ)) t ω) have hn:=TrackedCaps.flex_nonneg P (by norm_num : (0:ℝ)∈Set.Icc 0 (1/100:ℝ)) t ω have ha:=(active_accuracy (by norm_num [cutoff] : 0p (i,r)) (fun r=>hp (i,r)) apply le_trans _ hb apply sum_le_sum intro r _ simp only [AdaptiveAllocation.preparedFlags,ChangingDomains.syntheticFlags,StarSimplex.flags] by_cases hh : i∈old ∧ i∈activeSet (vector cutoff δ P ω t) <;> by_cases hf : CoreFlags.flag (P i r) t ω=true <;> simp [mem_inter,hh,hf,(hp (i,r)).1] lemma regular_charge {δ : ℝ} (hδ : 0<δ) (hδu : δ≤1/1000) (P : J→R→FilteredRanks w) (key : ℕ→Ω→K) (t : ℕ) (ω : Ω) (he : epoch (vector cutoff δ P ω) (fun s=>key s ω) t= epoch (vector cutoff δ P ω) (fun s=>key s ω) (t+1)) (p : J×R→ℝ) (hp:∀ ir,p ir∈Set.Icc 0 1) (S:Finset J) (hS:∀ i∈S,EpochSchedule.dominant (EpochSchedule.run (vector cutoff δ P ω) (fun s=>key s ω) t)≠some i) : (∑ i∈S,if weight δ (vector cutoff δ P ω) (fun s=>key s ω) t i= weight δ (vector cutoff δ P ω) (fun s=>key s ω) (t+1) i then 0 else AdaptiveAllocation.preparedInput (activeSet (vector cutoff δ P ω t)) (activeSet (vector cutoff δ P ω (t+1))) (StarSimplex.flags P ω (t+1)) p i) ≤ 40*(∑ i∈S,CoarseSchedule.charge (active cutoff δ (P i) ω t) (active cutoff δ (P i) ω (t+1))) := by rw [mul_sum] apply sum_le_sum intro i hi split_ifs with hh · exact mul_nonneg (by norm_num) (charge_nonneg (active_valid _ _ _ _ _) (active_valid _ _ _ _ _)) · have hn:(active cutoff δ (P i) ω t).value≠(active cutoff δ (P i) ω (t+1)).value := by intro hv exact hh (ordinary_weight δ _ _ t he i (hS i hi) hv) rw [CoarseSchedule.charge,ite_eq_right hn] have hb:=prepared_input_bound hδ hδu P (activeSet (vector cutoff δ P ω t)) (t+1) ω p hp i change _≤40*((active cutoff δ (P i) ω t).value+(active cutoff δ (P i) ω (t+1)).value) change _≤40*(active cutoff δ (P i) ω (t+1)).value at hb linarith [(active_valid cutoff δ (P i) ω t).1] lemma side_ratio_charge {δ : ℝ} (hδ : 0<δ) (hδu : δ≤1/1000) (x:ℕ→J→ℝ) (key:ℕ→K) (hx:∀ t i,0≤x t i) (t:ℕ) (he:epoch x key t=epoch x key (t+1)) (o:J) (ho:EpochSchedule.dominant (EpochSchedule.run x key t)=some o) (B:J→ℝ) (hb:∀ i,B i≤40*x (t+1) i) : (if sideRatio δ x key t=sideRatio δ x key (t+1) then 0 else (∑ i∈univ.erase o,B i)+(sideRatio δ x key t+sideRatio δ x key (t+1))*(∑ i,B i)) ≤ 124*CoarseSide.charge δ (CoarseSide.sideInput x key) (CoarseSide.epochReset x key) t := by have hn:=(epoch_same_iff x key t).mp he have hm:=ordinary_mass x key t he have ho':EpochSchedule.dominant (EpochSchedule.run x key (t+1))=some o := (ordinary_mark x key t he).trans ho have hA : 0 < mass x key t :=dominant_mass_pos ho have hs:0≤CoarseSide.sideInput x key t:=CoarseSide.side_nonneg (hx t) _ have hs':0≤CoarseSide.sideInput x key (t+1):=CoarseSide.side_nonneg (hx (t+1)) _ have hch:0≤CoarseSide.charge δ (CoarseSide.sideInput x key) (CoarseSide.epochReset x key) t := by unfold CoarseSide.charge split_ifs · exact add_nonneg hs hs' · rfl split_ifs with hu · exact mul_nonneg (by norm_num) hch · have hU:sideHeld δ x key t≠sideHeld δ x key (t+1) := by intro hh exact hu (by simp only [sideRatio,hm,hh]) have ht:factorTest id δ (CoarseSide.sideInput x key (t+1)) (sideHeld δ x key t) := by by_contra hh apply hU symm change CoarseSide.held δ _ _ (t+1)=CoarseSide.held δ _ _ t change ¬factorTest id δ (CoarseSide.sideInput x key (t+1)) (CoarseSide.held δ _ _ t) at hh rw [CoarseSide.held,ite_eq_right (not_or.mpr ⟨hn,hh⟩)] rw [CoarseSide.charge,ite_eq_left ⟨hn,ht⟩] have hsn: (∑ i∈univ.erase o,B i)≤40*CoarseSide.sideInput x key (t+1) := by change _≤40*CoarseSide.side (x (t+1)) (EpochSchedule.run x key (t+1)) rw [side_eq_erase _ _ ho',mul_sum] exact sum_le_sum fun i _=>hb i have htot:(∑ i,B i)≤41*mass x key t := by have h:=sum_le_sum (s:=univ) (fun i _=>hb i) rw [←mul_sum] at h have ha:=(mass_accuracy x key hx (t+1)).2 rw [hm] at ha change EpochSchedule.total (x (t+1))≤_ at ha change (∑ i,B i)≤40*EpochSchedule.total (x (t+1)) at h linarith have hrat : 0 ≤ sideRatio δ x key t+sideRatio δ x key (t+1) := add_nonneg (side_ratio_nonneg δ x key hx t) (side_ratio_nonneg δ x key hx (t+1)) have hprod:=mul_le_mul_of_nonneg_left htot hrat have heq:(sideRatio δ x key t+sideRatio δ x key (t+1))*(41*mass x key t)= 41*(sideHeld δ x key t+sideHeld δ x key (t+1)) := by simp only [sideRatio,hm] field_simp [hA.ne'] rw [heq] at hprod have hu0:=(side_held_accuracy hδ x key hx t).2 have hu1:=(side_held_accuracy hδ x key hx (t+1)).2 have hUbound:sideHeld δ x key t+sideHeld δ x key (t+1)≤ 2*(CoarseSide.sideInput x key t+CoarseSide.sideInput x key (t+1)) := by have hmul:=mul_le_mul_of_nonneg_right (show 1+δ≤2 by linarith) (add_nonneg hs hs') nlinarith linarith end KServer.ScheduleEdits end /-! Literal all-case pointwise movement, preserving the coefficient one of parent movement. No probabilistic movement endpoint is assumed here. -/ noncomputable section open scoped BigOperators open Finset namespace KServer.ActualOutput attribute [local instance] Classical.propDecidable Classical.decEq open RankTracking RankFunctions CoarseProcess CoarseEpoch StarProfile AllocationSchedule LocalConstants ActualStar OutputDynamics variable {Ω J R:Type} [Fintype Ω] [Fintype J] [Fintype R] {w:Ω→ℝ} def switchCharge (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (t:ℕ) (ω:Ω):ℝ:= RuleSchedule.charge (marked P Q (t+1) ω) (reset P Q (t+1) ω) (rule P Q t ω) (S P (t+1) ω) (D P Q (t+1) ω) lemma switchCharge_nonneg (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (t:ℕ) (ω:Ω): 0≤ switchCharge P Q t ω:= RuleSchedule.charge_nonneg (S_nonneg P (t+1) ω) (D_nonneg P Q (t+1) ω) _ _ _ lemma reset_iff (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (t:ℕ) (ω:Ω): reset P Q (t+1) ω=false ↔ epoch (vector cutoff ds P ω) (fun s=> key Q s ω) t= epoch (vector cutoff ds P ω) (fun s=> key Q s ω) (t+1):=by simp only [reset,Nat.add_sub_cancel,decide_eq_false_iff_not] exact (epoch_same_iff (vector cutoff ds P ω) (fun s=> key Q s ω) t).symm lemma ordinary_mark (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (t:ℕ) (ω:Ω) (he:reset P Q (t+1) ω=false):mark P Q (t+1) ω=mark P Q t ω:=by exact ScheduleEdits.ordinary_mark _ _ t ((reset_iff P Q t ω).mp he) lemma ordinary_movement {k:ℝ} (hk:1≤ k) (P:J→ R→ FilteredRanks w) (Q:R→ FilteredRanks w) (hs:∀ t ω,(∑ i,size (P i) t ω)≤ size Q t ω) (t:ℕ) (ω:Ω) (hq:size Q (t+1) ω≤ k) (q q':ℝ) (hp:(∑ i,(n P (t+1) ω i-β k Q (t+1) ω*B P (t+1) ω i+f k P Q (t+1) ω i))≤ q') (he:reset P Q (t+1) ω=false): variation (out hk P Q (t+1) ω q') (out hk P Q t ω q)≤ |q'-q|+2*variation (d k P Q (t+1) ω) (d k P Q t ω)+ 40*(S P (t+1) ω*variation (α k P Q (t+1) ω) (α k P Q t ω)+ D P Q (t+1) ω*variation (side hk P Q (t+1) ω) (side hk P Q t ω)+ |D P Q (t+1) ω-D P Q t ω|+switchCharge P Q t ω):=by have hm:=ordinary_mark P Q t ω he have hSa:0≤ S P (t+1) ω*variation (α k P Q (t+1) ω) (α k P Q t ω):= mul_nonneg (S_nonneg P (t+1) ω) (variation_nonneg _ _) have hDw:0≤ D P Q (t+1) ω*variation (side hk P Q (t+1) ω) (side hk P Q t ω):= mul_nonneg (D_nonneg P Q (t+1) ω) (variation_nonneg _ _) have hJ:=switchCharge_nonneg P Q t ω have hD:=abs_nonneg (D P Q (t+1) ω-D P Q t ω) cases ho:mark P Q t ω with | none=> have ho':mark P Q (t+1) ω=none:=hm.trans ho have hh:=outI_movement hk P Q hs t ω hq q q' hp (fun _ h=> by rw [ho'] at h; cases h) simp only [out,ho,ho'] linarith | some o=> have ho':mark P Q (t+1) ω=some o:=hm.trans ho have hmarked:marked P Q (t+1) ω=true:=by simp [marked,ho'] have hu:rule P Q (t+1) ω=RuleSchedule.update (S P (t+1) ω) (D P Q (t+1) ω) (rule P Q t ω):=by simp only [rule,RuleSchedule.run,RuleSchedule.step,hmarked,he,ite_true,Bool.false_eq_true,ite_false] have hj:switchCharge P Q t ω= (if rule P Q (t+1) ω=rule P Q t ω then 0 else if rule P Q (t+1) ω then D P Q (t+1) ω else S P (t+1) ω):=by simp only [switchCharge,RuleSchedule.charge,hmarked,he,Bool.false_eq_true,ite_false,ite_true,←hu] cases hold:rule P Q t ω <;> cases hnew:rule P Q (t+1) ω · have hr: D P Q (t+1) ω/2≤ S P (t+1) ω:=by have h:=(rule_allowed P Q (t+1) ω).2 hmarked simpa only [hnew,Bool.false_eq_true,ite_false] using h have hh:=outI_movement hk P Q hs t ω hq q q' hp (fun _ _=> hr) simp only [out,ho,ho',hold,hnew,Bool.false_eq_true,ite_false] linarith · have hr:S P (t+1) ω≤ D P Q (t+1) ω/2:=by rw [hold,RuleSchedule.update,RuleSchedule.choose] at hu simp only [hnew,Bool.false_eq_true,ite_false] at hu exact (of_decide_eq_true hu.symm).le have hh:=out_downcross hk P Q hs t ω hq q q' o hp hr have hj':switchCharge P Q t ω=D P Q (t+1) ω:=by simpa only [hold,hnew,Bool.true_eq_false,ite_false,ite_true] using hj simp only [out,ho,ho',hold,hnew,Bool.false_eq_true,ite_false,ite_true] rw [hj'] linarith [D_nonneg P Q (t+1) ω] · have hr:2*D P Q (t+1) ω≤ S P (t+1) ω:=by rw [hold,RuleSchedule.update] at hu simp only [hnew,ite_true] at hu exact (lt_of_not_ge (of_decide_eq_false hu.symm)).le have hh:=out_upcross hk P Q hs t ω hq q q' o hp hr have hj':switchCharge P Q t ω=S P (t+1) ω:=by simpa only [hold,hnew,Bool.false_eq_true,ite_false] using hj simp only [out,ho,ho',hold,hnew,Bool.false_eq_true,ite_false,ite_true] rw [hj'] linarith [S_nonneg P (t+1) ω] · have hh:=outII_movement hk P Q t ω q q' o simp only [out,ho,ho',hold,hnew,ite_true] linarith end KServer.ActualOutput end end OAI