import Mathlib import OAI.Combinatorics.MatchingCount.Sampling.MetropolisChoice namespace OAI namespace MatchingFPRAS.Replica open Finset variable {I Ω : Type*} [Fintype I] [DecidableEq I] [Fintype Ω] [DecidableEq Ω] variable (p : I → Ω → ℝ) omit [Fintype I] [Fintype Ω] [DecidableEq Ω] in lemma replacePair_at (x y : I) (hxy : x≠y) (s : I → Ω) (a : Ω×Ω) : ((replacePair x y s a) x,(replacePair x y s a) y)=a := by simp [replacePair,hxy] omit [Fintype I] [Fintype Ω] [DecidableEq Ω] in lemma replacePair_idem (x y : I) (s : I → Ω) (a b : Ω×Ω) : replacePair x y (replacePair x y s a) b = replacePair x y s b := by funext i by_cases hy : i=y · subst i; simp [replacePair] · by_cases hx : i=x · subst i; simp [replacePair,hy] · simp [replacePair,hx,hy] noncomputable def pairStep (x y : I) (Q : PairCapacity p x y) (s t : I → Ω) : ℝ := ∑ b : Ω×Ω, if replacePair x y s b=t then Q.q (s x,s y) b/(p x (s x)*p y (s y)) else 0 noncomputable def baseStep (i : I) (s t : I → Ω) : ℝ := ∑ a : Ω, if Function.update s i a=t then p i a else 0 lemma local_pairFlow (hp : ∀ i a, 0
if r=s then pairStep p x y Q r t else 0 have hf := slice_mean p hs x y f have hmean : mean p f=density p s*pairStep p x y Q s t := by simp only [mean,f,mul_ite,mul_zero,sum_ite_eq',mem_univ,ite_true] rw [hmean] at hf rw [←hf] unfold pairFlow pushedFlow mean rw [Fintype.sum_prod_type] apply sum_congr rfl intro r _ rw [Fintype.sum_prod_type,mul_sum] apply sum_congr rfl intro a _ have hpa : ((replacePair x y r a) x,(replacePair x y r a) y)=a := replacePair_at x y hxy r a rcases a with ⟨ax,ay⟩ have hx : (replacePair x y r (ax,ay)) x=ax := congrArg Prod.fst hpa have hy : (replacePair x y r (ax,ay)) y=ay := congrArg Prod.snd hpa by_cases ha : replacePair x y r (ax,ay)=s · simp only [f,ha,ite_true] rw [←ha] simp only [pairStep,hx,hy,replacePair_idem,mul_sum] apply sum_congr rfl intro b _ by_cases hb : replacePair x y r b=t · simp only [ha,hb,ite_true] field_simp [ne_of_gt (hp x ax),ne_of_gt (hp y ay)] · simp only [Prod.mk.injEq,ha,hb,true_and,ite_false,mul_zero] · simp only [f,ite_eq_right ha,mul_zero] apply sum_eq_zero intro b _ simp only [Prod.mk.injEq,ha,false_and,ite_false] lemma local_baseFlow (_hp : ∀ i a,0
if r=s then baseStep p i r t else 0 have hf := mean_average p hs i f have hmean : mean p f=density p s*baseStep p i s t := by simp only [mean,f,mul_ite,mul_zero,sum_ite_eq',mem_univ,ite_true] rw [hmean] at hf rw [←hf] unfold baseFlow pushedFlow mean rw [Fintype.sum_prod_type] simp only [average_apply] apply sum_congr rfl intro r _ rw [Fintype.sum_prod_type,mul_sum] apply sum_congr rfl intro a _ by_cases ha : Function.update r i a=s · simp only [f,ite_eq_left ha] rw [←ha] simp only [baseStep,Function.update_idem,mul_sum] apply sum_congr rfl intro b _ by_cases hb : Function.update r i b=t · simp only [ha,hb,ite_true] · simp only [Prod.mk.injEq,ha,hb,true_and,ite_false,mul_zero] · simp only [f,ite_eq_right ha,mul_zero] apply sum_eq_zero intro b _ simp only [Prod.mk.injEq,ha,false_and,ite_false] noncomputable def localScan (guides : I → Finset I) (base : Finset I) (Q : ∀ x y,PairCapacity p x y) (s t : I → Ω) : ℝ := (if s=t then (1:ℝ) else 0)/2+ ((∑ x,∑ y ∈ guides x,pairStep p x y (Q x y) s t)+∑ i ∈ base,baseStep p i s t)/ (2*(updateCount guides base:ℝ)) theorem localScan_kernel (hp : ∀ i a,0
hp i (s i) have hpair : (∑ x,∑ y ∈ guides x,pairFlow p x y (Q x y) s t)= density p s*(∑ x,∑ y ∈ guides x,pairStep p x y (Q x y) s t) := by simp only [mul_sum] apply sum_congr rfl intro x _ apply sum_congr rfl intro y hy exact local_pairFlow p hp hs x y (hself x y hy) (Q x y) s t have hbase : (∑ i ∈ base,baseFlow p i s t)=density p s*(∑ i ∈ base,baseStep p i s t) := by simp only [mul_sum] apply sum_congr rfl intro i hi exact local_baseFlow p hp hs i s t unfold FiniteChain.kernel scanFlow localScan rw [hpair,hbase] have hn := ne_of_gt hpos by_cases hst : s=t · subst t simp only [ite_true] field_simp [hn] · simp only [ite_eq_right hst,zero_div] field_simp [hn] ring end MatchingFPRAS.Replica namespace MatchingFPRAS.WeightedOptions open Finset Variation variable {J Ω B : Type*} [Fintype J] [DecidableEq J] [Fintype Ω] [DecidableEq Ω] variable [Fintype B] [Nonempty B] def drawThen (c : WeightedOptions J) (g : J → B → Ω) (k : ℕ) (bits : (Fin k → Bool) × B) : Ω := g (c.draw k bits.1) bits.2 omit [DecidableEq J] [Fintype Ω] [DecidableEq Ω] [Nonempty B] in lemma drawThen_law [DecidableEq J] [Fintype Ω] [DecidableEq Ω] [Nonempty B] (c : WeightedOptions J) (g : J → B → Ω) (k : ℕ) : imageLaw (c.drawThen g k)=bind (imageLaw (c.draw k)) (fun j=>imageLaw (g j)) := imageLaw_adaptive_pair (c.draw k) g theorem drawThen_tv (c : WeightedOptions J) (g : J → B → Ω) (k : ℕ) (P : J → Ω → ℝ) (hn : ∀ j x,0≤P j x) (hs : ∀ j,∑ x,P j x=1) (e : ℝ) (he : ∀ j,tv (imageLaw (g j)) (P j)≤e) : tv (imageLaw (c.drawThen g k)) (bind (fun j=>(c.law j:ℝ)) P)≤ 2*c.size/(2:ℝ)^k+e := by rw [drawThen_law] calc _ ≤ tv (bind (imageLaw (c.draw k)) (fun j=>imageLaw (g j))) (bind (imageLaw (c.draw k)) P)+ tv (bind (imageLaw (c.draw k)) P) (bind (fun j=>(c.law j:ℝ)) P) := tv_triangle _ _ _ _ ≤ e+2*c.size/(2:ℝ)^k := add_le_add (bind_perturbation _ _ _ (imageLaw_nonneg _) (imageLaw_sum _) e he) ((bind_contraction _ _ P hn hs).trans (c.draw_tv k)) _ = _ := add_comm _ _ end MatchingFPRAS.WeightedOptions namespace MatchingFPRAS.Replica open Finset Variation variable {I Ω : Type*} [Fintype I] [DecidableEq I] [Fintype Ω] [DecidableEq Ω] abbrev Update (I : Type*) := (I×I) ⊕ I def updates (guides : I → Finset I) (base : Finset I) : Finset (Update I) := ((univ : Finset (I×I)).filter (fun ij=>ij.2∈guides ij.1)).disjSum base lemma updates_card (guides : I → Finset I) (base : Finset I) : (updates guides base).card=updateCount guides base := by simp only [updates,card_disjSum,updateCount] congr 1 rw [card_eq_sum_ones,sum_filter,Fintype.sum_prod_type] apply sum_congr rfl intro x _ simp lemma updates_nonempty (guides : I → Finset I) (base : Finset I) (hb : base.Nonempty) : (updates guides base).Nonempty := by obtain ⟨i,hi⟩:=hb exact ⟨Sum.inr i,by simp [updates,hi]⟩ variable (p : I → Ω → ℝ) noncomputable def updateKernel (Q : ∀ x y,PairCapacity p x y) (s : I → Ω) : Option (Update I) → (I → Ω) → ℝ | none,t => if s=t then 1 else 0 | some (.inl ij),t => pairStep p ij.1 ij.2 (Q ij.1 ij.2) s t | some (.inr i),t => baseStep p i s t lemma pairStep_nonneg (hp : ∀ i a,0
dsimp [updateKernel]; split_ifs <;> norm_num | some u => cases u with | inl ij => exact pairStep_nonneg p hp _ _ _ _ _ | inr i => exact baseStep_nonneg p (fun i a=>(hp i a).le) _ _ _ lemma updateKernel_sum (hp : ∀ i a,0
simp [updateKernel] | some u => cases u with | inl ij => exact pairStep_sum p hp _ _ _ _ | inr i => exact baseStep_sum p hs _ _ variable [LinearOrder (Update I)] def scanChoice (guides : I → Finset I) (base : Finset I) (hb : base.Nonempty) : WeightedOptions (Option (Update I)) := WeightedOptions.mix (1/2) (by norm_num) (by norm_num) (WeightedOptions.pure none) ((WeightedOptions.uniform (updates guides base) (updates_nonempty guides base hb)).map some) lemma scanChoice_size (guides : I → Finset I) (base : Finset I) (hb : base.Nonempty) : (scanChoice guides base hb).size=1+updateCount guides base := by simp only [scanChoice,WeightedOptions.mix,WeightedOptions.map,WeightedOptions.pure, WeightedOptions.uniform,updates_card] lemma scanChoice_law (guides : I → Finset I) (base : Finset I) (hb : base.Nonempty) (Q : ∀ x y,PairCapacity p x y) (s t : I → Ω) : bind (fun u=>((scanChoice guides base hb).law u:ℝ)) (updateKernel p Q s) t= localScan p guides base Q s t := by unfold Variation.bind rw [Fintype.sum_option] simp only [scanChoice,WeightedOptions.mix_law,WeightedOptions.pure_law, WeightedOptions.map_law] simp only [Option.some.injEq,reduceCtorEq,ite_false,sum_const_zero,mul_zero,zero_add] simp only [sum_ite_eq',mem_univ,ite_true,WeightedOptions.uniform_law] push_cast rw [updates_card] simp only [updateKernel,Fintype.sum_sum_type,Fintype.sum_prod_type,updates, inl_mem_disjSum,inr_mem_disjSum, mem_filter,mem_univ,true_and] unfold localScan simp only [apply_ite,Rat.cast_inv,Rat.cast_natCast,Rat.cast_zero, ite_mul,zero_mul,mul_zero,sum_ite_mem,univ_inter] simp only [←mul_sum] by_cases h : s=t <;> simp only [h,ite_true,ite_false] <;> ring open Finset Variation variable {I Ω B : Type*} [Fintype I] [DecidableEq I] [Fintype Ω] [DecidableEq Ω] variable [Fintype B] [Nonempty B] def localSampler (pair : I → I → (Ω×Ω) → B → Ω×Ω) (refresh : I → B → Ω) (s : I → Ω) : Option (Update I) → B → (I → Ω) | none,_ => s | some (.inl ij),b => replacePair ij.1 ij.2 s (pair ij.1 ij.2 (s ij.1,s ij.2) b) | some (.inr i),b => Function.update s i (refresh i b) lemma localSampler_tv (p : I → Ω → ℝ) (Q : ∀ x y,PairCapacity p x y) (pair : I → I → (Ω×Ω) → B → Ω×Ω) (refresh : I → B → Ω) (e : ℝ) (he : 0≤e) (hp : ∀ x y a,tv (imageLaw (pair x y a)) (fun b=>(Q x y).q a b/(p x a.1*p y a.2))≤e) (hr : ∀ i,tv (imageLaw (refresh i)) (p i)≤e) (s : I → Ω) (u : Option (Update I)) : tv (imageLaw (localSampler pair refresh s u)) (updateKernel p Q s u)≤e := by cases u with | none => have h : imageLaw (localSampler pair refresh s none)=updateKernel p Q s none := by funext t simp only [imageLaw,push,localSampler,updateKernel] by_cases hst : s=t · subst t simpa using uniform_sum (A:=B) · simp [hst] rw [h,tv_self] exact he | some u => cases u with | inl ij => have hk : updateKernel p Q s (some (.inl ij))= push (fun b=>(Q ij.1 ij.2).q (s ij.1,s ij.2) b/(p ij.1 (s ij.1)*p ij.2 (s ij.2))) (replacePair ij.1 ij.2 s) := by funext t simp only [updateKernel,pairStep,push] rw [hk] change tv (imageLaw ((replacePair ij.1 ij.2 s) ∘ pair ij.1 ij.2 (s ij.1,s ij.2))) (push (fun b=>(Q ij.1 ij.2).q (s ij.1,s ij.2) b/(p ij.1 (s ij.1)*p ij.2 (s ij.2))) (replacePair ij.1 ij.2 s))≤e rw [imageLaw_comp] exact (push_contraction _ _ _).trans (hp _ _ _) | inr i => have hk : updateKernel p Q s (some (.inr i))=push (p i) (Function.update s i) := by funext t simp only [updateKernel,baseStep,push] apply sum_congr rfl intro a _ congr 1 rw [hk] change tv (imageLaw ((Function.update s i) ∘ refresh i)) (push (p i) (Function.update s i))≤e rw [imageLaw_comp] exact (push_contraction _ _ _).trans (hr i) variable [LinearOrder (Update I)] def sampleScan (guides : I → Finset I) (base : Finset I) (hb : base.Nonempty) (pair : I → I → (Ω×Ω) → B → Ω×Ω) (refresh : I → B → Ω) (k : ℕ) (s : I → Ω) : ((Fin k → Bool) × B) → (I → Ω) := (scanChoice guides base hb).drawThen (localSampler pair refresh s) k theorem sampleScan_tv (p : I → Ω → ℝ) (hp : ∀ i a,0
(Q x y).q a b/(p x a.1*p y a.2))≤e) (hr : ∀ i,tv (imageLaw (refresh i)) (p i)≤e) (k : ℕ) (s : I → Ω) : tv (imageLaw (sampleScan guides base hb pair refresh k s)) (FiniteChain.kernel (density p) (scanFlow p guides base Q) s)≤ 2*(1+updateCount guides base)/(2:ℝ)^k+e := by have ht := WeightedOptions.drawThen_tv (scanChoice guides base hb) (localSampler pair refresh s) k (updateKernel p Q s) (updateKernel_nonneg p hp Q s) (updateKernel_sum p hp hs Q s) e (localSampler_tv p Q pair refresh e he hpr hr s) have hl : Variation.bind (fun u=>((scanChoice guides base hb).law u:ℝ)) (updateKernel p Q s)= FiniteChain.kernel (density p) (scanFlow p guides base Q) s := by funext t rw [scanChoice_law,localScan_kernel p hp hs guides hself base Q] rw [hl,scanChoice_size] at ht simpa only [Nat.cast_add,Nat.cast_one,sampleScan] using ht end MatchingFPRAS.Replica namespace MatchingFPRAS.Variation open Finset variable {Ω B : Type*} [Fintype Ω] [DecidableEq Ω] [Fintype B] [Nonempty B] def runSample (g : Ω → B → Ω) (z : Ω) : (n : ℕ) → (Fin n → B) → Ω | 0,_ => z | n+1,bits => g (runSample g z n (Fin.init bits)) (bits (Fin.last n)) omit [DecidableEq Ω] [Nonempty B] in lemma runSample_law [DecidableEq Ω] [Nonempty B] (g : Ω → B → Ω) (z : Ω) (n : ℕ) : imageLaw (runSample g z (n+1))=bind (imageLaw (runSample g z n)) (fun s=>imageLaw (g s)) := by let e : ((Fin n → B) × B) ≃ (Fin (n+1) → B) := (Equiv.prodComm _ _).trans (Fin.snocEquiv (fun _=>B)) have h : runSample g z (n+1) ∘ e=(fun u=>g (runSample g z n u.1) u.2) := by funext u change g (runSample g z n (Fin.init (Fin.snoc (α:=fun _ : Fin (n+1)=>B) u.1 u.2))) (Fin.snoc (α:=fun _ : Fin (n+1)=>B) u.1 u.2 (Fin.last n))=_ simp only [Fin.init_snoc,Fin.snoc_last] rw [←imageLaw_comp_equiv e,h] exact imageLaw_adaptive_pair (runSample g z n) g theorem runSample_walk_tv (π : Ω → ℝ) (C : Ω → Ω → ℝ) (hn : ∀ s t,0≤FiniteChain.kernel π C s t) (hs : ∀ s,∑ t,FiniteChain.kernel π C s t=1) (g : Ω → B → Ω) (d : ℝ) (hd : ∀ s,tv (imageLaw (g s)) (FiniteChain.kernel π C s)≤d) (z : Ω) (n : ℕ) : tv (imageLaw (runSample g z n)) (FiniteChain.walk π C z n)≤n*d := by induction n with | zero => have h : imageLaw (runSample g z 0)=FiniteChain.walk π C z 0 := by funext b by_cases hb : b=z · subst b; simp [imageLaw,push,uniform,runSample,FiniteChain.walk] · simp [imageLaw,push,runSample,FiniteChain.walk,hb,Ne.symm hb] rw [h,tv_self] simp | succ n ih => rw [runSample_law] change tv (bind _ _) (bind _ _)≤_ calc _ ≤ tv (bind (imageLaw (runSample g z n)) (fun s=>imageLaw (g s))) (bind (imageLaw (runSample g z n)) (FiniteChain.kernel π C))+ tv (bind (imageLaw (runSample g z n)) (FiniteChain.kernel π C)) (bind (FiniteChain.walk π C z n) (FiniteChain.kernel π C)) := tv_triangle _ _ _ _ ≤ d+n*d := add_le_add (bind_perturbation _ _ _ (imageLaw_nonneg _) (imageLaw_sum _) d hd) ((bind_contraction _ _ _ hn hs).trans ih) _ = _ := by push_cast; ring end MatchingFPRAS.Variation end OAI