import Mathlib import OAI.Computability.DirectedFeedback.RankGraph.UnweightedIntegrated namespace OAI section noncomputable section open scoped BigOperators noncomputable section open scoped Classical BigOperators noncomputable section open scoped Classical namespace DirectedFeedback.Prefix variable {S X : Type*} {k : ℕ} theorem transition_membership (g : Set S → Bool) (g' : Set (S × X) → Bool) (hg' : Monotone g') (cell : S → Fin k) (P : Set X) (hlift : ∀ E, g' (Prod.fst ⁻¹' E) = g E) {r : Fin k} {r' : Fin (2 * k)} (hr : Transition g cell r) (hr' : Transition g' (refineCell cell P) r') (a : S × X) (ha : refineCell cell P a = r') : decide (a.2 ∈ P) = g' (conditionedSet cell r P) := by classical have hdiv := transition_refines g g' hg' cell P hlift hr hr' have hav := congrArg Fin.val ha by_cases hp : a.2 ∈ P · have hex : r'.val = 2 * r.val := by simp only [refineCell, hp, ↓reduceIte, add_zero] at hav omega have hh := hr'.2 rw [hex, refined_middle_boundary] at hh simpa only [hp, decide_true] using hh.symm · have hex : r'.val = 2 * r.val + 1 := by simp only [refineCell, hp, ↓reduceIte] at hav omega have hh := hr'.1 rw [hex, refined_middle_boundary] at hh simpa only [hp, decide_false] using hh.symm theorem starred_transition (g : Set S → Bool) (hg : Monotone g) (cell : S → Fin k) (r : Fin k) (hr : Transition g cell r) (Z : Set S) (hstar : ∀ a, cell a = r → a ∈ Z) : g (boundary cell r.val \ Z) = false ∧ g ((boundary cell r.val \ Z) ∪ Z) = true := by constructor · have hh := hg (Set.sdiff_subset : boundary cell r.val \ Z ⊆ boundary cell r.val) rw [hr.1] at hh exact le_antisymm hh (Bool.false_le _) · have hsub : boundary cell (r.val + 1) ⊆ (boundary cell r.val \ Z) ∪ Z := by intro a ha by_cases hz : a ∈ Z · exact Or.inr hz · apply Or.inl refine ⟨?_, hz⟩ have hne : cell a ≠ r := fun hh => hz (hstar a hh) have hnev : (cell a).val ≠ r.val := fun hh => hne (Fin.ext hh) dsimp [boundary] at * omega have hh := hg hsub rw [hr.2] at hh exact le_antisymm (Bool.le_true _) hh end DirectedFeedback.Prefix noncomputable section open scoped Classical namespace DirectedFeedback.Prefix variable {X : Type*} def cellCount : ℕ → ℕ | 0 => 1 | t+1 => 2 * cellCount t theorem cellCount_eq (t : ℕ) : cellCount t = 2^t := by induction t with | zero => rfl | succ t ih => simp [cellCount, ih, pow_succ, mul_comm] def prefixCell : (t : ℕ) → (ℕ → Set X) → (Fin t → X) → Fin (cellCount t) | 0, _, _ => ⟨0, by decide⟩ | t+1, P, a => refineCell (prefixCell t P) (P t) (Fin.init a, a (Fin.last t)) def splitLast (t : ℕ) : (Fin (t+1) → X) ≃ ((Fin t → X) × X) where toFun a := (Fin.init a, a (Fin.last t)) invFun a := Fin.snoc a.1 a.2 left_inv a := by funext i; exact Fin.lastCases (by simp) (fun j => by simp [Fin.init]) i right_inv a := by rcases a with ⟨a,x⟩; simp def stepFunction (g : (t : ℕ) → Set (Fin t → X) → Bool) (t : ℕ) (E : Set ((Fin t → X) × X)) : Bool := g (t+1) (splitLast t ⁻¹' E) theorem stepFunction_mono (g : (t : ℕ) → Set (Fin t → X) → Bool) (t : ℕ) (hg : Monotone (g (t+1))) : Monotone (stepFunction g t) := by intro E F hEF exact hg (Set.preimage_mono hEF) theorem stepFunction_lift (g : (t : ℕ) → Set (Fin t → X) → Bool) (t : ℕ) (hlift : ∀ E, g (t+1) (Fin.init ⁻¹' E) = g t E) (E : Set (Fin t → X)) : stepFunction g t (Prod.fst ⁻¹' E) = g t E := hlift E theorem step_transition (g : (t : ℕ) → Set (Fin t → X) → Bool) (t : ℕ) (P : ℕ → Set X) {r : Fin (cellCount (t+1))} (hr : Transition (g (t+1)) (prefixCell (t+1) P) r) : Transition (stepFunction g t) (refineCell (prefixCell t P) (P t)) r := hr def conditionedValue (g : (t : ℕ) → Set (Fin t → X) → Bool) (P : ℕ → Set X) (r : (t : ℕ) → Fin (cellCount t)) (t : ℕ) (R : Set X) : Bool := stepFunction g t (conditionedSet (prefixCell t P) (r t) R) theorem selected_parent (g : (t : ℕ) → Set (Fin t → X) → Bool) (P : ℕ → Set X) (r : (t : ℕ) → Fin (cellCount t)) (t : ℕ) (hg : Monotone (g (t+1))) (hlift : ∀ E, g (t+1) (Fin.init ⁻¹' E) = g t E) (hr : Transition (g t) (prefixCell t P) (r t)) (hr' : Transition (g (t+1)) (prefixCell (t+1) P) (r (t+1))) (a : Fin (t+1) → X) (ha : prefixCell (t+1) P a = r (t+1)) : prefixCell t P (Fin.init a) = r t := by have hd := transition_refines (g t) (stepFunction g t) (stepFunction_mono g t hg) (prefixCell t P) (P t) (stepFunction_lift g t hlift) hr (step_transition g t P hr') have hva := congrArg Fin.val ha apply Fin.ext dsimp only [prefixCell, refineCell] at hva split_ifs at hva <;> omega theorem selected_last (g : (t : ℕ) → Set (Fin t → X) → Bool) (P : ℕ → Set X) (r : (t : ℕ) → Fin (cellCount t)) (t : ℕ) (hg : Monotone (g (t+1))) (hlift : ∀ E, g (t+1) (Fin.init ⁻¹' E) = g t E) (hr : Transition (g t) (prefixCell t P) (r t)) (hr' : Transition (g (t+1)) (prefixCell (t+1) P) (r (t+1))) (a : Fin (t+1) → X) (ha : prefixCell (t+1) P a = r (t+1)) : decide (a (Fin.last t) ∈ P t) = conditionedValue g P r t (P t) := transition_membership (g t) (stepFunction g t) (stepFunction_mono g t hg) (prefixCell t P) (P t) (stepFunction_lift g t hlift) hr (step_transition g t P hr') (Fin.init a, a (Fin.last t)) ha theorem full_transition_membership (g : (t : ℕ) → Set (Fin t → X) → Bool) (P : ℕ → Set X) (r : (t : ℕ) → Fin (cellCount t)) (T : ℕ) (hg : ∀ t ≤ T, Monotone (g t)) (hlift : ∀ t < T, ∀ E, g (t+1) (Fin.init ⁻¹' E) = g t E) (hr : ∀ t ≤ T, Transition (g t) (prefixCell t P) (r t)) (a : Fin T → X) (ha : prefixCell T P a = r T) : ∀ j : Fin T, decide (a j ∈ P j.val) = conditionedValue g P r j.val (P j.val) := by induction T with | zero => intro j; exact Fin.elim0 j | succ T ih => have ha' := selected_parent g P r T (hg _ (by omega)) (hlift _ (by omega)) (hr _ (by omega)) (hr _ (by omega)) a ha have hp := ih (fun t ht => hg t (by omega)) (fun t ht => hlift t (by omega)) (fun t ht => hr t (by omega)) (Fin.init a) ha' intro j refine Fin.lastCases ?_ (fun i => ?_) j · exact selected_last g P r T (hg _ (by omega)) (hlift _ (by omega)) (hr _ (by omega)) (hr _ (by omega)) a ha · exact hp i end DirectedFeedback.Prefix noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.Prefix variable {S X : Type*} {k n : ℕ} def orderedCell (cell : S → Fin k) (order : X ≃ Fin n) (a : S × X) : Fin (k*n) := ⟨n*(cell a.1).val + (order a.2).val, by have h := Nat.mul_le_mul_left n (cell a.1).isLt have h' := (order a.2).isLt simp only [Nat.mul_succ] at h rw [Nat.mul_comm k n] omega⟩ theorem block_prefix {a b r q : ℕ} (hb : b < n) (hq : q ≤ n) : n*a+b < n*r+q ↔ a < r ∨ a = r ∧ b < q := by constructor · intro h by_cases har : a < r · exact Or.inl har · have har' : r ≤ a := by omega by_cases hra : r < a · have hh := Nat.mul_le_mul_left n hra simp only [Nat.mul_succ] at hh omega · have he : a = r := by omega subst a exact Or.inr ⟨rfl, by omega⟩ · rintro (ha | ⟨rfl, hbq⟩) · have hh := Nat.mul_le_mul_left n ha simp only [Nat.mul_succ] at hh omega · omega theorem ordered_boundary_sdiff (cell : S → Fin k) (order : X ≃ Fin n) (r : Fin k) (q : ℕ) (hq : q ≤ n) (j : X) : boundary (orderedCell cell order) (n*r.val+q) \ {a | a.2 = j} = {a | ((cell a.1).val < r.val ∧ a.2 ≠ j) ∨ (cell a.1 = r ∧ a.2 ≠ j ∧ (order a.2).val < q)} := by ext a simp only [Set.mem_sdiff, boundary, orderedCell, Set.mem_ofPred_eq, block_prefix (order a.2).isLt hq, Fin.ext_iff] tauto theorem single_label_crossing (cell : S → Fin k) (order : X ≃ Fin n) (r : Fin k) (q : ℕ) (hq : q ≤ n) (j : X) (g : Set (S × X) → Bool) (hg : Monotone g) (h0 : g (conditionedSet cell r {x | x ≠ j ∧ (order x).val < q}) = false) (h1 : g (conditionedSet cell r ({x | x ≠ j ∧ (order x).val < q} ∪ {j})) = true) : let E := boundary (orderedCell cell order) (n*r.val+q) \ {a | a.2 = j} g E = false ∧ g (E ∪ {a | a.2 = j}) = true := by dsimp only rw [ordered_boundary_sdiff cell order r q hq j] constructor · have h := hg (show {a : S × X | (cell a.1).val < r.val ∧ a.2 ≠ j ∨ cell a.1 = r ∧ a.2 ≠ j ∧ (order a.2).val < q} ⊆ conditionedSet cell r {x | x ≠ j ∧ (order x).val < q} by intro a ha rcases ha with ha | ha · exact Or.inl ha.1 · exact Or.inr ⟨ha.1, ha.2⟩) rw [h0] at h exact le_antisymm h (by simp) · have h := hg (show conditionedSet cell r ({x | x ≠ j ∧ (order x).val < q} ∪ {j}) ⊆ {a : S × X | (cell a.1).val < r.val ∧ a.2 ≠ j ∨ cell a.1 = r ∧ a.2 ≠ j ∧ (order a.2).val < q} ∪ {a | a.2 = j} by intro a ha by_cases haj : a.2 = j · exact Or.inr haj · left rcases ha with ha | ⟨ha,hb⟩ · exact Or.inl ⟨ha,haj⟩ · exact Or.inr ⟨ha, hb.resolve_right (by simpa using haj)⟩) rw [h1] at h exact le_antisymm (by simp) h end DirectedFeedback.Prefix noncomputable section open scoped BigOperators namespace DirectedFeedback.SourceProbability structure FiniteDistribution (Ω : Type*) [Fintype Ω] where weight : Ω → ℝ nonnegative : ∀ x, 0 ≤ weight x normalized : ∑ x, weight x = 1 namespace FiniteDistribution variable {Ω Γ : Type*} [Fintype Ω] [Fintype Γ] def expectation (μ : FiniteDistribution Ω) (f : Ω → ℝ) : ℝ := ∑ x, μ.weight x * f x def probability (μ : FiniteDistribution Ω) (event : Ω → Bool) : ℝ := ∑ x, if event x then μ.weight x else 0 theorem probability_nonnegative (μ : FiniteDistribution Ω) (event : Ω → Bool) : 0 ≤ μ.probability event := by apply Finset.sum_nonneg intro x _ split · exact μ.nonnegative x · exact le_rfl theorem probability_le_one (μ : FiniteDistribution Ω) (event : Ω → Bool) : μ.probability event ≤ 1 := by rw [← μ.normalized] apply Finset.sum_le_sum intro x _ split · exact le_rfl · exact μ.nonnegative x @[simp] theorem probability_true (μ : FiniteDistribution Ω) : μ.probability (fun _ => true) = 1 := by simpa [probability] using μ.normalized @[simp] theorem probability_false (μ : FiniteDistribution Ω) : μ.probability (fun _ => false) = 0 := by simp [probability] theorem probability_mono (μ : FiniteDistribution Ω) {event event' : Ω → Bool} (h : ∀ x, event x = true → event' x = true) : μ.probability event ≤ μ.probability event' := by apply Finset.sum_le_sum intro x _ by_cases hx : event x = true · simp [hx, h x hx] · simp [hx] split · exact μ.nonnegative x · exact le_rfl def pushforward (μ : FiniteDistribution Ω) (f : Ω → Γ) : FiniteDistribution Γ := by classical exact { weight := fun y => ∑ x, if f x = y then μ.weight x else 0 nonnegative := fun y => Finset.sum_nonneg fun x _ => by split · exact μ.nonnegative x · exact le_rfl normalized := by rw [Finset.sum_comm] simpa using μ.normalized } theorem probability_pushforward (μ : FiniteDistribution Ω) (f : Ω → Γ) (event : Γ → Bool) : (μ.pushforward f).probability event = μ.probability (fun x => event (f x)) := by classical simp only [probability, pushforward] calc _ = ∑ y, ∑ x, if f x = y then (if event y then μ.weight x else 0) else 0 := by apply Finset.sum_congr rfl intro y _ by_cases hy : event y = true <;> simp [hy] _ = _ := by rw [Finset.sum_comm]; simp def transport (μ : FiniteDistribution Ω) (equiv : Ω ≃ Γ) : FiniteDistribution Γ where weight y := μ.weight (equiv.symm y) nonnegative y := μ.nonnegative (equiv.symm y) normalized := by rw [equiv.symm.sum_comp, μ.normalized] theorem probability_transport (μ : FiniteDistribution Ω) (equiv : Ω ≃ Γ) (event : Γ → Bool) : (μ.transport equiv).probability event = μ.probability (fun x => event (equiv x)) := by unfold probability transport exact Fintype.sum_equiv equiv.symm _ _ (fun _ => by simp) def iid (μ : FiniteDistribution Ω) (n : Nat) : FiniteDistribution (Fin n → Ω) where weight x := ∏ i, μ.weight (x i) nonnegative x := Finset.prod_nonneg fun i _ => μ.nonnegative (x i) normalized := by rw [← Fintype.sum_pow, μ.normalized, one_pow] theorem probability_iid_all (μ : FiniteDistribution Ω) (event : Ω → Bool) (n : Nat) : (μ.iid n).probability (fun x => decide (∀ i, event (x i) = true)) = μ.probability event ^ n := by classical unfold probability iid rw [Fintype.sum_pow] apply Finset.sum_congr rfl intro x _ simp only [decide_eq_true_eq] by_cases h : ∀ i, event (x i) = true · simp [h] · rw [ite_eq_right h] obtain ⟨i, hi⟩ := not_forall.mp h symm apply Finset.prod_eq_zero (Finset.mem_univ i) simp [hi] end FiniteDistribution namespace FiniteDistribution variable {Ω Γ Q A : Type*} [Fintype Ω] [Fintype Γ] [Fintype Q] [Fintype A] theorem eq_of_weight_eq {μ ν : FiniteDistribution Ω} (h : ∀ x, μ.weight x = ν.weight x) : μ = ν := by cases μ with | mk w hw hs => cases ν with | mk w' hw' hs' => have he : w = w' := funext h cases he rfl def table [DecidableEq Q] (responses : Q → FiniteDistribution A) : FiniteDistribution (Q → A) := by classical exact { weight := fun answers => ∏ q, (responses q).weight (answers q) nonnegative := fun answers => Finset.prod_nonneg fun q _ => (responses q).nonnegative (answers q) normalized := by rw [← Fintype.prod_sum] simp only [FiniteDistribution.normalized, Finset.prod_const_one] } theorem expectation_table_eval [DecidableEq Q] (responses : Q → FiniteDistribution A) (q₀ : Q) (h : A → ℝ) : (table responses).expectation (fun answers => h (answers q₀)) = (responses q₀).expectation h := by classical change (∑ answers : Q → A, (∏ q, (responses q).weight (answers q)) * h (answers q₀)) = ∑ a, (responses q₀).weight a * h a calc _ = ∑ answers : Q → A, ∏ q, (responses q).weight (answers q) * (if q = q₀ then h (answers q) else 1) := by apply Finset.sum_congr rfl intro answers _ rw [Finset.prod_mul_distrib] simp _ = ∏ q, ∑ a, (responses q).weight a * (if q = q₀ then h a else 1) := (Fintype.prod_sum (fun q a => (responses q).weight a * (if q = q₀ then h a else 1))).symm _ = ∏ q : Q, if q = q₀ then (∑ a, (responses q₀).weight a * h a) else 1 := by apply Finset.prod_congr rfl intro q _ by_cases hq : q = q₀ · subst q simp · simp [hq, (responses q).normalized] _ = _ := by simp theorem table_eval_pushforward [DecidableEq Q] (responses : Q → FiniteDistribution A) (q₀ : Q) : (table responses).pushforward (fun answers => answers q₀) = responses q₀ := by classical apply eq_of_weight_eq intro a calc _ = (table responses).expectation (fun answers => if answers q₀ = a then 1 else 0) := by simp [pushforward, expectation, mul_ite] _ = (responses q₀).expectation (fun b => if b = a then 1 else 0) := expectation_table_eval responses q₀ (fun b => if b = a then (1 : ℝ) else 0) _ = _ := by simp [expectation, mul_ite] def product (μ : FiniteDistribution Ω) (ν : FiniteDistribution Γ) : FiniteDistribution (Ω × Γ) where weight x := μ.weight x.1 * ν.weight x.2 nonnegative x := mul_nonneg (μ.nonnegative _) (ν.nonnegative _) normalized := by rw [Fintype.sum_prod_type] simp_rw [← Finset.mul_sum, ν.normalized, mul_one] exact μ.normalized theorem expectation_product (μ : FiniteDistribution Ω) (ν : FiniteDistribution Γ) (f : Ω × Γ → ℝ) : (μ.product ν).expectation f = μ.expectation (fun x => ν.expectation (fun y => f (x,y))) := by simp only [expectation, product, Fintype.sum_prod_type, Finset.mul_sum, mul_assoc] theorem expectation_comm (μ : FiniteDistribution Ω) (ν : FiniteDistribution Γ) (f : Ω → Γ → ℝ) : μ.expectation (fun x => ν.expectation (f x)) = ν.expectation (fun y => μ.expectation (fun x => f x y)) := by unfold expectation simp_rw [Finset.mul_sum] rw [Finset.sum_comm] apply Finset.sum_congr rfl intro y _ apply Finset.sum_congr rfl intro x _ exact mul_left_comm _ _ _ theorem expectation_congr (μ : FiniteDistribution Ω) {f g : Ω → ℝ} (h : ∀ x, f x = g x) : μ.expectation f = μ.expectation g := by unfold expectation apply Finset.sum_congr rfl intro x _ rw [h x] theorem iid_pushforward {Ω Γ : Type*} [Fintype Ω] [Fintype Γ] (μ : FiniteDistribution Ω) (f : Ω → Γ) (n : Nat) : (μ.pushforward f).iid n = (μ.iid n).pushforward (fun answers i => f (answers i)) := by classical apply eq_of_weight_eq intro y simp only [iid, pushforward] rw [Fintype.prod_sum] apply Finset.sum_congr rfl intro x _ by_cases h : (fun i => f (x i)) = y · have hp : ∀ i, f (x i) = y i := congrFun h simp [hp] · rw [ite_eq_right h] have hn : ¬ ∀ i, f (x i) = y i := fun hp => h (funext hp) obtain ⟨i, hi⟩ := not_forall.mp hn apply Finset.prod_eq_zero (Finset.mem_univ i) simp [hi] def uniform (Ω : Type*) [Fintype Ω] [Nonempty Ω] : FiniteDistribution Ω where weight _ := 1 / (Fintype.card Ω : ℝ) nonnegative _ := div_nonneg zero_le_one (Nat.cast_nonneg _) normalized := by have hn : (Fintype.card Ω : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr Fintype.card_ne_zero simp only [Finset.sum_const, Finset.card_univ, nsmul_eq_mul, one_div] exact mul_inv_cancel₀ hn theorem iid_uniform {Ω : Type*} [Fintype Ω] [Nonempty Ω] (n : Nat) : (uniform Ω).iid n = uniform (Fin n → Ω) := by classical apply eq_of_weight_eq intro x simp [iid, uniform, Nat.cast_pow, one_div] theorem expectation_uniform {Ω : Type*} [Fintype Ω] [Nonempty Ω] (f : Ω → ℝ) : (uniform Ω).expectation f = (∑ x, f x) / (Fintype.card Ω : ℝ) := by unfold expectation uniform rw [← Finset.mul_sum] simp [div_eq_mul_inv, mul_comm] end FiniteDistribution end DirectedFeedback.SourceProbability namespace DirectedFeedback.SourceProbability.FiniteDistribution variable {I J : Type*} [Fintype I] [Fintype J] @[simp] theorem expectation_const (μ : FiniteDistribution I) (a : ℝ) : μ.expectation (fun _ => a) = a := by simp [expectation, ← Finset.sum_mul, μ.normalized] theorem expectation_mono (μ : FiniteDistribution I) {f g : I → ℝ} (h : ∀ i, f i ≤ g i) : μ.expectation f ≤ μ.expectation g := Finset.sum_le_sum (fun i _ => mul_le_mul_of_nonneg_left (h i) (μ.nonnegative i)) theorem expectation_nonneg (μ : FiniteDistribution I) {f : I → ℝ} (h : ∀ i, 0 ≤ f i) : 0 ≤ μ.expectation f := by simpa using μ.expectation_mono h @[simp] theorem expectation_add (μ : FiniteDistribution I) (f g : I → ℝ) : μ.expectation (fun i => f i + g i) = μ.expectation f + μ.expectation g := by simp [expectation, mul_add, Finset.sum_add_distrib] @[simp] theorem expectation_mul_left (μ : FiniteDistribution I) (a : ℝ) (f : I → ℝ) : μ.expectation (fun i => a * f i) = a * μ.expectation f := by simp [expectation, Finset.mul_sum, mul_left_comm] theorem expectation_sum (μ : FiniteDistribution I) (f : J → I → ℝ) : μ.expectation (fun i => ∑ j, f j i) = ∑ j, μ.expectation (f j) := by simp_rw [expectation, Finset.mul_sum] rw [Finset.sum_comm] theorem expectation_pushforward (μ : FiniteDistribution I) (f : I → J) (h : J → ℝ) : (μ.pushforward f).expectation h = μ.expectation (fun a => h (f a)) := by classical simp only [expectation, pushforward, Finset.sum_mul] rw [Finset.sum_comm] apply Finset.sum_congr rfl intro a _ simp [ite_mul] theorem expectation_uniform_eq_expect [Nonempty I] (f : I → ℝ) : (uniform I).expectation f = 𝔼 i, f i := by rw [expectation_uniform, Fintype.expect_eq_sum_div_card] theorem table_pushforward {Q A B : Type*} [Fintype Q] [Fintype A] [Fintype B] [DecidableEq Q] (μ : Q → FiniteDistribution A) (f : Q → A → B) : (table μ).pushforward (fun x i => f i (x i)) = table (fun i => (μ i).pushforward (f i)) := by classical apply eq_of_weight_eq intro y simp only [table, pushforward] rw [Fintype.prod_sum] apply Finset.sum_congr rfl intro x _ by_cases h : (fun i => f i (x i)) = y · have hp : ∀ i, f i (x i) = y i := congrFun h simp [hp] · rw [ite_eq_right h] symm obtain ⟨i, hi⟩ := not_forall.mp (show ¬ ∀ i, f i (x i) = y i from fun hp => h (funext hp)) exact Finset.prod_eq_zero (Finset.mem_univ i) (by simp [hi]) theorem table_uniform {Q A : Type*} [Fintype Q] [Fintype A] [DecidableEq Q] [Nonempty A] : table (fun _ : Q => uniform A) = uniform (Q → A) := by apply eq_of_weight_eq intro x simp [table, uniform, Nat.cast_pow, one_div] end DirectedFeedback.SourceProbability.FiniteDistribution namespace DirectedFeedback.Probability open DirectedFeedback.SourceProbability FiniteDistribution def andBit {k : ℕ} (x : Fin k → Bool) : Bool := decide (∀ a, x a = true) def andCoin (k : ℕ) : FiniteDistribution Bool := (uniform (Fin k → Bool)).pushforward andBit theorem andCoin_true (k : ℕ) : (andCoin k).weight true = (2 : ℝ)⁻¹ ^ k := by have heq (x : Fin k → Bool) : andBit x = true ↔ x = fun _ => true := by simp [andBit, funext_iff] simp [andCoin, pushforward, heq, uniform, Nat.cast_pow, inv_pow] theorem andCoin_false (k : ℕ) : (andCoin k).weight false = 1 - (2 : ℝ)⁻¹ ^ k := by have h := (andCoin k).normalized rw [Fintype.sum_bool, andCoin_true] at h linarith def dyadicLaw (I : Type*) [Fintype I] [DecidableEq I] (k : ℕ) : FiniteDistribution (I → Bool) := table (fun _ : I => andCoin k) theorem dyadicLaw_weight (I : Type*) [Fintype I] [DecidableEq I] (k : ℕ) (x : I → Bool) : (dyadicLaw I k).weight x = ∏ i, if x i then (2 : ℝ)⁻¹ ^ k else 1 - (2 : ℝ)⁻¹ ^ k := by apply Finset.prod_congr rfl intro i _ cases x i <;> simp [andCoin_true, andCoin_false] def blockAnd {I : Type*} {k : ℕ} (x : I → Fin k → Bool) : I → Bool := fun i => andBit (x i) theorem blockAnd_expectation {I : Type*} [Fintype I] [DecidableEq I] (k : ℕ) (f : (I → Bool) → ℝ) : (𝔼 x : I → Fin k → Bool, f (blockAnd x)) = (dyadicLaw I k).expectation f := by rw [← expectation_uniform_eq_expect] rw [← table_uniform, ← expectation_pushforward] unfold blockAnd rw [table_pushforward] rfl end DirectedFeedback.Probability noncomputable section open scoped BigOperators open DirectedFeedback.SourceProbability namespace DirectedFeedback.Pivotal variable {I : Type*} [Fintype I] [DecidableEq I] def coin (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : FiniteDistribution Bool where weight b := if b then p else 1 - p nonnegative b := by cases b <;> simp [hp0, sub_nonneg.mpr hp1] normalized := by simp def law (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : FiniteDistribution (I → Bool) := FiniteDistribution.table (fun _ => coin p hp0 hp1) def relabel (σ : Equiv.Perm I) : (I → Bool) ≃ (I → Bool) where toFun b i := b (σ.symm i) invFun b i := b (σ i) left_inv b := by ext i; simp right_inv b := by ext i; simp omit [Fintype I] [DecidableEq I] in @[simp] theorem relabel_apply (σ : Equiv.Perm I) (b : I → Bool) (i : I) : relabel σ b i = b (σ.symm i) := rfl omit [Fintype I] [DecidableEq I] in @[simp] theorem relabel_trans (σ τ : Equiv.Perm I) (b : I → Bool) : relabel τ (relabel σ b) = relabel (σ.trans τ) b := rfl theorem law_relabel (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) (σ : Equiv.Perm I) (f : (I → Bool) → ℝ) : (law p hp0 hp1).expectation (fun b => f (relabel σ b)) = (law p hp0 hp1).expectation f := by classical unfold FiniteDistribution.expectation symm apply Fintype.sum_equiv (relabel σ).symm intro b simp only [Equiv.apply_symm_apply] congr 1 change (∏ i, (coin p hp0 hp1).weight (b i)) = ∏ i, (coin p hp0 hp1).weight (b (σ i)) exact (Equiv.prod_comp σ (fun i => (coin p hp0 hp1).weight (b i))).symm def chainPrefix (I : Type*) [Fintype I] (r : ℕ) : I → Bool := fun i => decide ((Fintype.equivFin I i).val < r) theorem sorted_chainPrefix (b : I → Bool) : ∃ σ : Equiv.Perm I, ∃ r ≤ Fintype.card I, b = relabel σ (chainPrefix I r) := by classical let s : Finset I := Finset.univ.filter (fun i => b i = true) have hcard : s.card ≤ Fintype.card I := Finset.card_le_univ _ let first : Finset I := (Finset.univ : Finset (Fin s.card)).image (fun i => (Fintype.equivFin I).symm (Fin.castLE hcard i)) have hfirst : first.card = s.card := by dsimp [first] rw [Finset.card_image_of_injective _ (show Function.Injective (fun i : Fin s.card => (Fintype.equivFin I).symm (Fin.castLE hcard i)) from (Fintype.equivFin I).symm.injective.comp (Fin.castLE_injective hcard))] simp obtain ⟨σ, hσ⟩ := Equiv.Perm.exists_map_finset_eq first s hfirst refine ⟨σ, s.card, hcard, ?_⟩ ext i have hm : (σ.symm i ∈ first) ↔ (Fintype.equivFin I (σ.symm i)).val < s.card := by constructor · rintro hh obtain ⟨j, _, hj⟩ := Finset.mem_image.mp hh rw [← hj] simp only [Equiv.apply_symm_apply] exact j.isLt · intro hi refine Finset.mem_image.mpr ⟨⟨_, hi⟩, Finset.mem_univ _, ?_⟩ simp have hs : (i ∈ s) ↔ (σ.symm i ∈ first) := by rw [← hσ] simp apply Bool.eq_iff_iff.mpr simpa [s, relabel, chainPrefix] using hs.trans hm def chainHit (event : (I → Bool) → Bool) (σ : Equiv.Perm I) : Bool := decide (∃ r ≤ Fintype.card I, event (relabel σ (chainPrefix I r)) = true) def chainBudget (event : (I → Bool) → Bool) : ℝ := (FiniteDistribution.uniform (Equiv.Perm I)).probability (chainHit event) @[simp] theorem uniform_comp_right (σ : Equiv.Perm I) (f : Equiv.Perm I → ℝ) : (FiniteDistribution.uniform (Equiv.Perm I)).expectation (fun τ => f (σ.trans τ)) = (FiniteDistribution.uniform (Equiv.Perm I)).expectation f := by classical rw [FiniteDistribution.expectation_uniform, FiniteDistribution.expectation_uniform] congr 1 let e : Equiv.Perm I ≃ Equiv.Perm I := { toFun := fun τ => σ.trans τ invFun := fun τ => σ.symm.trans τ left_inv := by intro τ; ext i; simp right_inv := by intro τ; ext i; simp } exact e.sum_comp f omit [DecidableEq I] in theorem probability_eq_expectation (μ : FiniteDistribution I) (event : I → Bool) : μ.probability event = μ.expectation (fun i => if event i then 1 else 0) := by unfold FiniteDistribution.probability FiniteDistribution.expectation apply Finset.sum_congr rfl intro i _ cases h : event i <;> simp [h] theorem bernoulli_le_chainBudget (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) (event : (I → Bool) → Bool) : (law p hp0 hp1).probability event ≤ chainBudget event := by classical let U := FiniteDistribution.uniform (Equiv.Perm I) let f (b : I → Bool) : ℝ := if event b then 1 else 0 have hf (b : I → Bool) : U.expectation (fun σ => f (relabel σ b)) ≤ chainBudget event := by obtain ⟨τ, r, hr, rfl⟩ := sorted_chainPrefix b calc _ ≤ U.expectation (fun σ => if chainHit event (τ.trans σ) then 1 else 0) := by apply FiniteDistribution.expectation_mono intro σ dsimp [f] by_cases hh : event (relabel (τ.trans σ) (chainPrefix I r)) = true · have hc : chainHit event (τ.trans σ) = true := by exact decide_eq_true ⟨r, hr, hh⟩ simp [hh, hc] · simp [hh] split_ifs <;> norm_num _ = chainBudget event := by rw [show U = FiniteDistribution.uniform (Equiv.Perm I) from rfl, uniform_comp_right τ (fun σ => if chainHit event σ then 1 else 0)] exact (probability_eq_expectation _ _).symm rw [probability_eq_expectation] calc _ = U.expectation (fun σ => (law p hp0 hp1).expectation (fun b => f (relabel σ b))) := by simp_rw [law_relabel] rw [FiniteDistribution.expectation_const] _ = (law p hp0 hp1).expectation (fun b => U.expectation (fun σ => f (relabel σ b))) := FiniteDistribution.expectation_comm _ _ _ _ ≤ (law p hp0 hp1).expectation (fun _ => chainBudget event) := FiniteDistribution.expectation_mono _ hf _ = chainBudget event := FiniteDistribution.expectation_const _ _ end DirectedFeedback.Pivotal namespace DirectedFeedback.Pivotal open DirectedFeedback.SourceProbability open scoped BigOperators variable {I : Type*} [Fintype I] [DecidableEq I] def atom (p : ℝ) (b : Bool) : ℝ := if b then p else 1 - p def bitValue (b : Bool) : ℝ := if b then 1 else 0 def insertBit (j : I) (b : Bool) (x : {i : I // i ≠ j} → Bool) : I → Bool := (Equiv.funSplitAt j Bool).symm (b, x) omit [Fintype I] in @[simp] theorem insertBit_self (j : I) (b : Bool) (x : {i : I // i ≠ j} → Bool) : insertBit j b x j = b := by simp [insertBit] omit [Fintype I] in @[simp] theorem insertBit_other (j : I) (b : Bool) (x : {i : I // i ≠ j} → Bool) (i : {i : I // i ≠ j}) : insertBit j b x i = x i := by simp [insertBit, i.property] theorem sum_split (j : I) (H : (I → Bool) → ℝ) : (∑ x, H x) = ∑ x : {i : I // i ≠ j} → Bool, (H (insertBit j false x) + H (insertBit j true x)) := by rw [← Equiv.sum_comp (Equiv.funSplitAt j Bool).symm H] simp [Fintype.sum_prod_type, Finset.sum_add_distrib, insertBit, add_comm] theorem prod_except (j : I) (g : I → ℝ) : (∏ i ∈ Finset.univ.erase j, g i) = ∏ i : {i : I // i ≠ j}, g i := by exact Finset.prod_subtype _ (by simp) g def acceptance (f : (I → Bool) → Bool) (p : ℝ) : ℝ := ∑ x, (∏ i, atom p (x i)) * bitValue (f x) def discreteDerivative (f : (I → Bool) → Bool) (j : I) (x : {i : I // i ≠ j} → Bool) : ℝ := bitValue (f (insertBit j true x)) - bitValue (f (insertBit j false x)) def totalInfluence (f : (I → Bool) → Bool) (p : ℝ) : ℝ := ∑ j, ∑ x : {i : I // i ≠ j} → Bool, (∏ i, atom p (x i)) * discreteDerivative f j x theorem acceptance_eq_probability (f : (I → Bool) → Bool) (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : acceptance f p = (law p hp0 hp1).probability f := by rw [probability_eq_expectation] rfl theorem atom_hasDerivAt (b : Bool) (p : ℝ) : HasDerivAt (fun q => atom q b) (if b then 1 else -1) p := by cases b · convert (hasDerivAt_id p).const_sub (1 : ℝ) using 1 <;> rfl · exact hasDerivAt_id p theorem russo (f : (I → Bool) → Bool) (p : ℝ) : HasDerivAt (acceptance f) (totalInfluence f p) p := by have h := HasDerivAt.fun_sum (u := (Finset.univ : Finset (I → Bool))) (fun x _ => (HasDerivAt.fun_finsetProd (u := (Finset.univ : Finset I)) (fun i _ => atom_hasDerivAt (x i) p)).mul_const (bitValue (f x))) change HasDerivAt (acceptance f) _ p at h convert h using 1 simp only [totalInfluence, smul_eq_mul, Finset.sum_mul] rw [Finset.sum_comm] apply Finset.sum_congr rfl intro j _ rw [sum_split j] apply Finset.sum_congr rfl intro x _ simp only [prod_except, insertBit_other, insertBit_self, Bool.false_eq_true, ↓reduceIte, discreteDerivative] ring def pivotalEvent (f : (I → Bool) → Bool) (j : I) (x : {i : I // i ≠ j} → Bool) : Bool := decide (f (insertBit j false x) = false ∧ f (insertBit j true x) = true) def budget (f : (I → Bool) → Bool) : ℝ := ∑ j, chainBudget (pivotalEvent f j) omit [Fintype I] in theorem discreteDerivative_eq_indicator (f : (I → Bool) → Bool) (hf : Monotone f) (j : I) (x : {i : I // i ≠ j} → Bool) : discreteDerivative f j x = bitValue (pivotalEvent f j x) := by have hm : f (insertBit j false x) ≤ f (insertBit j true x) := by apply hf intro i by_cases hi : i = j · subst i; simp · simp [insertBit, hi] cases h0 : f (insertBit j false x) <;> cases h1 : f (insertBit j true x) <;> simp_all [discreteDerivative, bitValue, pivotalEvent, Bool.le_iff_imp] theorem totalInfluence_eq_sum_probability (f : (I → Bool) → Bool) (hf : Monotone f) (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : totalInfluence f p = ∑ j, (law p hp0 hp1).probability (pivotalEvent f j) := by unfold totalInfluence apply Finset.sum_congr rfl intro j _ simp_rw [discreteDerivative_eq_indicator f hf] rw [probability_eq_expectation] rfl theorem influence_le_budget (f : (I → Bool) → Bool) (hf : Monotone f) (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : totalInfluence f p ≤ budget f := by rw [totalInfluence_eq_sum_probability f hf p hp0 hp1] exact Finset.sum_le_sum (fun j _ => bernoulli_le_chainBudget p hp0 hp1 _) theorem influence_nonneg (f : (I → Bool) → Bool) (hf : Monotone f) (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : 0 ≤ totalInfluence f p := by rw [totalInfluence_eq_sum_probability f hf p hp0 hp1] exact Finset.sum_nonneg (fun j _ => FiniteDistribution.probability_nonnegative _ _) theorem acceptance_zero (f : (I → Bool) → Bool) (h0 : f (fun _ => false) = false) : acceptance f 0 = 0 := by apply Finset.sum_eq_zero intro x _ by_cases hx : x = fun _ => false · simp [hx, h0, bitValue] · have hh : ∃ i, x i = true := by by_contra hn apply hx funext i cases hi : x i · rfl · exact False.elim (hn ⟨i, hi⟩) obtain ⟨i, hi⟩ := hh have hz : (∏ i, atom 0 (x i)) = 0 := Finset.prod_eq_zero (Finset.mem_univ i) (by simp [atom, hi]) rw [hz, zero_mul] end DirectedFeedback.Pivotal end end end end end end end end end OAI