import Mathlib import OAI.Computability.DirectedFeedback.RankGraph.CellCount namespace OAI section noncomputable section open scoped BigOperators noncomputable section open scoped Classical BigOperators noncomputable section open scoped Classical noncomputable section open scoped Classical noncomputable section open scoped Classical BigOperators noncomputable section open scoped BigOperators noncomputable section open scoped BigOperators open DirectedFeedback.SourceProbability namespace DirectedFeedback.Pivotal open DirectedFeedback.SourceProbability open scoped BigOperators variable {I : Type*} [Fintype I] [DecidableEq I] theorem acceptance_le_mul_budget (f : (I → Bool) → Bool) (hf : Monotone f) (h0 : f (fun _ => false) = false) (p : ℝ) (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : (law p hp0 hp1).probability f ≤ p * budget f := by have hbound := Convex.norm_image_sub_le_of_norm_hasDerivWithin_le (f := acceptance f) (f' := totalInfluence f) (s := Set.Icc 0 p) (C := budget f) (fun q _ => (russo f q).hasDerivWithinAt) (fun q hq => by rw [Real.norm_eq_abs, abs_of_nonneg (influence_nonneg f hf q hq.1 (hq.2.trans hp1))] exact influence_le_budget f hf q hq.1 (hq.2.trans hp1)) (convex_Icc (0 : ℝ) p) (show (0 : ℝ) ∈ Set.Icc 0 p from ⟨le_rfl, hp0⟩) (show p ∈ Set.Icc 0 p from ⟨hp0, le_rfl⟩) rw [acceptance_zero f h0, sub_zero, sub_zero, Real.norm_eq_abs, Real.norm_eq_abs, abs_of_nonneg hp0, acceptance_eq_probability f p hp0 hp1, abs_of_nonneg (FiniteDistribution.probability_nonnegative _ _)] at hbound simpa [mul_comm] using hbound end DirectedFeedback.Pivotal namespace DirectedFeedback.SourceProbability.FiniteDistribution open scoped BigOperators variable {I J : Type*} [Fintype I] [Fintype J] theorem probability_or_le_add (μ : FiniteDistribution I) (p q : I → Bool) : μ.probability (fun i => p i || q i) ≤ μ.probability p + μ.probability q := by unfold probability rw [← Finset.sum_add_distrib] apply Finset.sum_le_sum intro i _ cases hp : p i <;> cases hq : q i <;> simp [hp, hq, μ.nonnegative] theorem probability_exists_le_sum (μ : FiniteDistribution I) (p : J → I → Bool) : μ.probability (fun i => decide (∃ j, p j i = true)) ≤ ∑ j, μ.probability (p j) := by classical unfold probability rw [Finset.sum_comm] apply Finset.sum_le_sum intro i _ by_cases h : ∃ j, p j i = true · obtain ⟨j, hj⟩ := h have he : ∃ j, p j i = true := ⟨j, hj⟩ simp only [decide_eq_true_eq, he, ↓reduceIte] have hh := Finset.single_le_sum (s := Finset.univ) (f := fun j => if p j i then μ.weight i else 0) (fun j _ => by split_ifs <;> simp [μ.nonnegative]) (Finset.mem_univ j) simpa [hj] using hh · simp only [decide_eq_true_eq, h, ↓reduceIte] exact Finset.sum_nonneg (fun j _ => by split_ifs <;> simp [μ.nonnegative]) theorem probability_not (μ : FiniteDistribution I) (p : I → Bool) : μ.probability (fun i => !(p i)) = 1 - μ.probability p := by rw [← μ.normalized] unfold probability rw [← Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro i _ cases hp : p i <;> simp [hp] theorem indicator_difference (μ : FiniteDistribution I) (p q : I → Bool) (hpq : ∀ i, p i = true → q i = true) : μ.probability (fun i => decide (p i ≠ q i)) = μ.probability q - μ.probability p := by unfold probability rw [← Finset.sum_sub_distrib] apply Finset.sum_congr rfl intro i _ cases hp : p i <;> cases hq : q i <;> simp_all theorem probability_disagree_triangle (μ : FiniteDistribution I) (p q r : I → Bool) : μ.probability (fun i => decide (p i ≠ r i)) ≤ μ.probability (fun i => decide (p i ≠ q i)) + μ.probability (fun i => decide (q i ≠ r i)) := by calc _ ≤ μ.probability (fun i => decide (p i ≠ q i) || decide (q i ≠ r i)) := by apply probability_mono intro i hi simp only [decide_eq_true_eq, Bool.or_eq_true] at * by_cases h : p i = q i · exact Or.inr (fun hh => hi (h.trans hh)) · exact Or.inl h _ ≤ _ := probability_or_le_add _ _ _ theorem probability_abs_sub_le_disagree (μ : FiniteDistribution I) (p q : I → Bool) : |μ.probability p - μ.probability q| ≤ μ.probability (fun i => decide (p i ≠ q i)) := by unfold probability rw [← Finset.sum_sub_distrib] calc _ ≤ ∑ i, |(if p i then μ.weight i else 0) - (if q i then μ.weight i else 0)| := Finset.abs_sum_le_sum_abs _ _ _ = _ := by apply Finset.sum_congr rfl intro i _ cases hp : p i <;> cases hq : q i <;> simp [hp, hq, abs_of_nonneg (μ.nonnegative i)] theorem pair_event_disagree (μ : FiniteDistribution I) (p p' q q' : I → Bool) : |μ.probability (fun i => p i && q i) - μ.probability (fun i => p' i && q' i)| ≤ μ.probability (fun i => decide (p i ≠ p' i)) + μ.probability (fun i => decide (q i ≠ q' i)) := by apply (probability_abs_sub_le_disagree μ _ _).trans calc _ ≤ μ.probability (fun i => decide (p i ≠ p' i) || decide (q i ≠ q' i)) := by apply probability_mono intro i hi simp only [decide_eq_true_eq, Bool.or_eq_true] at * by_contra hn push Not at hn exact hi (by rw [hn.1, hn.2]) _ ≤ _ := probability_or_le_add _ _ _ end DirectedFeedback.SourceProbability.FiniteDistribution noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.SourceProbability.FiniteDistribution variable {I J K : Type*} [Fintype I] [Fintype J] [Fintype K] def point (a : I) : FiniteDistribution I where weight x := if x = a then 1 else 0 nonnegative x := by split_ifs <;> norm_num normalized := by simp @[simp] theorem expectation_point (a : I) (f : I → ℝ) : (point a).expectation f = f a := by simp [expectation, point] @[simp] theorem expectation_sub (μ : FiniteDistribution I) (f g : I → ℝ) : μ.expectation (fun x => f x - g x) = μ.expectation f - μ.expectation g := by simp [expectation, mul_sub, Finset.sum_sub_distrib] @[simp] theorem expectation_mul_right (μ : FiniteDistribution I) (f : I → ℝ) (c : ℝ) : μ.expectation (fun x => f x * c) = μ.expectation f * c := by simpa only [mul_comm] using expectation_mul_left μ c f @[simp] theorem probability_eq_expect (μ : FiniteDistribution I) (p : I → Bool) : μ.probability p = μ.expectation (fun x => if p x then 1 else 0) := by simp [probability, expectation, mul_ite] def sigma {F : I → Type*} [∀ i, Fintype (F i)] (μ : FiniteDistribution I) (ν : ∀ i, FiniteDistribution (F i)) : FiniteDistribution (Σ i, F i) where weight x := μ.weight x.1 * (ν x.1).weight x.2 nonnegative x := mul_nonneg (μ.nonnegative _) ((ν _).nonnegative _) normalized := by rw [Fintype.sum_sigma] simp only [← Finset.mul_sum, (ν _).normalized, mul_one, μ.normalized] theorem expectation_sigma {F : I → Type*} [∀ i, Fintype (F i)] (μ : FiniteDistribution I) (ν : ∀ i, FiniteDistribution (F i)) (f : (Σ i, F i) → ℝ) : (μ.sigma ν).expectation f = μ.expectation (fun i => (ν i).expectation (fun x => f ⟨i, x⟩)) := by simp only [expectation, sigma, Fintype.sum_sigma, Finset.mul_sum, mul_assoc] def bind (μ : FiniteDistribution I) (ν : I → FiniteDistribution J) : FiniteDistribution J := (μ.sigma ν).pushforward Sigma.snd theorem expectation_bind (μ : FiniteDistribution I) (ν : I → FiniteDistribution J) (f : J → ℝ) : (μ.bind ν).expectation f = μ.expectation (fun i => (ν i).expectation f) := by rw [bind, expectation_pushforward, expectation_sigma] theorem expectation_transport (μ : FiniteDistribution I) (e : I ≃ J) (f : J → ℝ) : (μ.transport e).expectation f = μ.expectation (fun i => f (e i)) := by unfold expectation apply Fintype.sum_equiv e.symm intro j simp only [transport, Equiv.apply_symm_apply] theorem uniform_transport [Nonempty I] [Nonempty J] (e : I ≃ J) : (uniform I).transport e = uniform J := by apply eq_of_weight_eq intro j simp only [transport, uniform, Fintype.card_congr e] theorem uniform_pushforward [Nonempty I] [Nonempty J] (e : I ≃ J) : (uniform I).pushforward e = uniform J := by apply eq_of_weight_eq intro j simp only [pushforward, uniform] calc _ = ∑ y : J, if y = j then 1 / (Fintype.card I : ℝ) else 0 := Fintype.sum_equiv e _ _ (fun _ => rfl) _ = _ := by simp [Fintype.card_congr e] theorem uniform_product [Nonempty I] [Nonempty J] : (uniform I).product (uniform J) = uniform (I × J) := by apply eq_of_weight_eq intro x simp [product, uniform, Fintype.card_prod, Nat.cast_mul, mul_comm] theorem probability_ge_atom (μ : FiniteDistribution I) (event : I → Bool) (a : I) (h : event a = true) : μ.weight a ≤ μ.probability event := by calc _ = (if event a then μ.weight a else 0) := by simp [h] _ ≤ _ := by unfold probability exact Finset.single_le_sum (f := fun i => if event i then μ.weight i else 0) (fun i _ => by cases event i <;> simp [μ.nonnegative]) (Finset.mem_univ a) theorem probability_uniform [Nonempty I] (event : I → Bool) : (uniform I).probability event = ((Finset.univ.filter (fun i => event i = true)).card : ℝ) / Fintype.card I := by simp [probability, uniform, ← Finset.sum_filter, div_eq_mul_inv] theorem expectation_table_pair {F : Type*} [Fintype F] [DecidableEq F] (α : I → FiniteDistribution J) (β : F → FiniteDistribution K) (i : I) (k : F) (f : J → K → ℝ) : (table α).expectation (fun x => (table β).expectation (fun y => f (x i) (y k))) = (α i).expectation (fun x => (β k).expectation (f x)) := by simp_rw [expectation_table_eval] exact expectation_table_eval α i (fun x => (β k).expectation (f x)) theorem probability_product_pattern (μ : FiniteDistribution I) (ν : FiniteDistribution J) (f : I → Bool) (g : J → Bool) : (μ.product ν).probability (fun x => f x.1 && !(g x.2)) = μ.probability f * (1 - ν.probability g) := by rw [probability_eq_expect, expectation_product] simp_rw [show ∀ i j, (if f i && !(g j) then (1 : ℝ) else 0) = (if f i then 1 else 0) * (if !(g j) then 1 else 0) by intro i j; cases f i <;> cases g j <;> norm_num] simp_rw [expectation_mul_left, ← probability_eq_expect, expectation_mul_right, probability_not] rw [probability_eq_expect μ f] theorem markov_bound (μ : FiniteDistribution I) (B : I → ℝ) (hB : ∀ i, 0 ≤ B i) (c : ℝ) (hc : 0 < c) : μ.probability (fun i => decide (c < B i)) ≤ μ.expectation B / c := by apply (le_div_iff₀ hc).mpr rw [probability_eq_expect, ← expectation_mul_right] apply expectation_mono intro i by_cases hi : c < B i · simpa [hi] using hi.le · simpa [hi] using hB i end DirectedFeedback.SourceProbability.FiniteDistribution noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.Pivotal open DirectedFeedback.SourceProbability FiniteDistribution variable {I : Type*} [Fintype I] [DecidableEq I] {n : ℕ} def insertOrder (j : I) (r : Fin (n+1)) (e : {i : I // i ≠ j} ≃ Fin n) : I ≃ Fin (n+1) := (Equiv.optionSubtypeNe j).symm |>.trans (Equiv.optionCongr e) |>.trans (finSuccEquiv' r).symm omit [Fintype I] in @[simp] theorem insertOrder_self (j : I) (r : Fin (n+1)) (e : {i : I // i ≠ j} ≃ Fin n) : insertOrder j r e j = r := by simp [insertOrder] omit [Fintype I] in @[simp] theorem insertOrder_other (j : I) (r : Fin (n+1)) (e : {i : I // i ≠ j} ≃ Fin n) (x : {i : I // i ≠ j}) : insertOrder j r e x = r.succAbove (e x) := by simp [insertOrder, Equiv.optionSubtypeNe_symm_of_ne x.property] def deleteOrder (j : I) (e : I ≃ Fin (n+1)) : {i : I // i ≠ j} ≃ Fin n := (e.subtypeEquiv (fun _ => not_congr e.injective.eq_iff.symm)).trans (finSuccAboveEquiv (e j)).symm omit [Fintype I] [DecidableEq I] in theorem deleteOrder_spec (j : I) (e : I ≃ Fin (n+1)) (x : {i : I // i ≠ j}) : (e j).succAbove (deleteOrder j e x) = e x := by have h := (finSuccAboveEquiv (e j)).apply_symm_apply (⟨e x, fun h => x.property (e.injective h)⟩ : {y : Fin (n+1) // y ≠ e j}) exact congrArg Subtype.val h omit [Fintype I] in @[simp] theorem insert_delete_order (j : I) (e : I ≃ Fin (n+1)) : insertOrder j (e j) (deleteOrder j e) = e := by apply Equiv.ext intro x by_cases hx : x = j · subst x; simp · exact (insertOrder_other j (e j) (deleteOrder j e) ⟨x,hx⟩).trans (deleteOrder_spec j e ⟨x,hx⟩) omit [Fintype I] in @[simp] theorem delete_insert_order (j : I) (r : Fin (n+1)) (e : {i : I // i ≠ j} ≃ Fin n) : deleteOrder j (insertOrder j r e) = e := by apply Equiv.ext intro x have h := deleteOrder_spec j (insertOrder j r e) x simp only [insertOrder_self, insertOrder_other] at h exact Fin.succAbove_right_injective h def orderDecomposition (j : I) : (I ≃ Fin (n+1)) ≃ Fin (n+1) × ({i : I // i ≠ j} ≃ Fin n) where toFun e := (e j, deleteOrder j e) invFun q := insertOrder j q.1 q.2 left_inv e := insert_delete_order j e right_inv q := by rcases q with ⟨r,e⟩; simp def orderHit {J : Type*} [Fintype J] (event : (J → Bool) → Bool) (e : J ≃ Fin (Fintype.card J)) : Bool := decide (∃ r ≤ Fintype.card J, event (fun x => decide ((e x).val < r)) = true) def omittedHit (j : I) (event : ({i : I // i ≠ j} → Bool) → Bool) (e : I ≃ Fin (Fintype.card {i : I // i ≠ j} + 1)) : Bool := decide (∃ r ≤ Fintype.card {i : I // i ≠ j} + 1, event (fun x => decide ((e x).val < r)) = true) theorem succAbove_cut_forward (r : Fin (n+1)) (q : ℕ) (x : Fin n) : (r.succAbove x).val < (if q ≤ r.val then q else q+1) ↔ x.val < q := by unfold Fin.succAbove split_ifs <;> simp_all only [Fin.val_castSucc, Fin.val_succ, Fin.lt_def] <;> omega theorem succAbove_cut_backward (r : Fin (n+1)) (q : ℕ) (x : Fin n) : (r.succAbove x).val < q ↔ x.val < (if q ≤ r.val then q else q-1) := by unfold Fin.succAbove split_ifs <;> simp_all only [Fin.val_castSucc, Fin.val_succ, Fin.lt_def] <;> omega theorem omittedHit_insert (j : I) (event : ({i : I // i ≠ j} → Bool) → Bool) (r : Fin (Fintype.card {i : I // i ≠ j} + 1)) (e : {i : I // i ≠ j} ≃ Fin (Fintype.card {i : I // i ≠ j})) : omittedHit j event (insertOrder j r e) = orderHit event e := by apply Bool.eq_iff_iff.mpr simp only [omittedHit, orderHit, decide_eq_true_eq] constructor · rintro ⟨q,hq,he⟩ refine ⟨if q ≤ r.val then q else q-1, by split_ifs <;> omega, ?_⟩ convert he using 1 congr 1 funext x simp only [insertOrder_other, succAbove_cut_backward] · rintro ⟨q,hq,he⟩ refine ⟨if q ≤ r.val then q else q+1, by split_ifs <;> omega, ?_⟩ convert he using 1 congr 1 funext x simp only [insertOrder_other, succAbove_cut_forward] def permutationOrder (J : Type*) [Fintype J] : Equiv.Perm J ≃ (J ≃ Fin (Fintype.card J)) where toFun σ := σ.symm.trans (Fintype.equivFin J) invFun e := (e.trans (Fintype.equivFin J).symm).symm left_inv σ := by ext j; simp right_inv e := by ext j; simp theorem orderHit_permutation {J : Type*} [Fintype J] (event : (J → Bool) → Bool) (σ : Equiv.Perm J) : orderHit event (permutationOrder J σ) = chainHit event σ := rfl instance nonemptyOrder (J : Type*) [Fintype J] : Nonempty (J ≃ Fin (Fintype.card J)) := ⟨Fintype.equivFin J⟩ theorem uniform_deleting (j : I) (event : ({i : I // i ≠ j} → Bool) → Bool) : let : Nonempty (I ≃ Fin (Fintype.card {i : I // i ≠ j} + 1)) := ⟨insertOrder j 0 (Fintype.equivFin _)⟩ (uniform (I ≃ Fin (Fintype.card {i : I // i ≠ j} + 1))).probability (omittedHit j event) = chainBudget event := by let : Nonempty (I ≃ Fin (Fintype.card {i : I // i ≠ j} + 1)) := ⟨insertOrder j 0 (Fintype.equivFin _)⟩ change (uniform _).probability (omittedHit j event) = chainBudget event rw [probability_eq_expect] rw [← uniform_transport (orderDecomposition j).symm, expectation_transport] rw [← uniform_product, expectation_product] change (uniform (Fin (Fintype.card {i : I // i ≠ j} + 1))).expectation (fun r => (uniform ({i : I // i ≠ j} ≃ Fin (Fintype.card {i : I // i ≠ j}))).expectation (fun e => if omittedHit j event (insertOrder j r e) then 1 else 0)) = _ simp only [omittedHit_insert, expectation_const] rw [← uniform_transport (permutationOrder {i : I // i ≠ j}), expectation_transport] exact (probability_eq_expect _ _).symm end DirectedFeedback.Pivotal noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.Pivotal open DirectedFeedback.SourceProbability FiniteDistribution variable {I Ω : Type*} [Fintype I] [DecidableEq I] [Nonempty I] [Fintype Ω] abbrev LabelOrder (I : Type*) [Fintype I] [DecidableEq I] := Σ j : I, I ≃ Fin (Fintype.card {i : I // i ≠ j}+1) instance labelOrderNonempty (j : I) : Nonempty (I ≃ Fin (Fintype.card {i : I // i ≠ j}+1)) := ⟨insertOrder j 0 (Fintype.equivFin _)⟩ def labelOrderLaw : FiniteDistribution (LabelOrder I) := (uniform I).sigma (fun _ => uniform _) theorem labelOrder_hit_probability (f : (I → Bool) → Bool) : labelOrderLaw.probability (fun a : LabelOrder I => omittedHit a.1 (pivotalEvent f a.1) a.2) = budget f / Fintype.card I := by rw [probability_eq_expect, labelOrderLaw, expectation_sigma] simp_rw [← probability_eq_expect, uniform_deleting] rw [expectation_uniform] simp only [budget, div_eq_mul_inv, mul_comm] theorem single_label_budget_charge (f : (I → Bool) → Bool) (deleted : LabelOrder I → Bool) (hforce : ∀ a, omittedHit a.1 (pivotalEvent f a.1) a.2 = true → deleted a = true) : budget f ≤ Fintype.card I * labelOrderLaw.probability deleted := by have hm := probability_mono (μ := labelOrderLaw) hforce rw [labelOrder_hit_probability] at hm have hc : (0:ℝ) < Fintype.card I := by exact_mod_cast Fintype.card_pos exact (div_le_iff₀ hc).mp hm |>.trans_eq (mul_comm _ _) omit [Nonempty I] in theorem budget_nonneg (f : (I → Bool) → Bool) : 0 ≤ budget f := by exact Finset.sum_nonneg (fun _ _ => probability_nonnegative _ _) omit [Nonempty I] in theorem budget_le_card (f : (I → Bool) → Bool) : budget f ≤ Fintype.card I := by calc _ ≤ ∑ _ : I, (1:ℝ) := Finset.sum_le_sum (fun _ _ => probability_le_one _ _) _ = Fintype.card I := by simp theorem averaged_budget_charge (μ : FiniteDistribution Ω) (f : Ω → (I → Bool) → Bool) (good : Ω → Bool) (deleted : Ω → LabelOrder I → Bool) (D ρ : ℝ) (hρ : Fintype.card I * ρ ≤ 1) (hbad : μ.probability (fun a => !(good a)) ≤ ρ) (hcost : Fintype.card I * μ.expectation (fun a => labelOrderLaw.probability (deleted a)) ≤ D) (hforce : ∀ a, good a = true → ∀ o, omittedHit o.1 (pivotalEvent (f a) o.1) o.2 = true → deleted a o = true) : μ.expectation (fun a => budget (f a)) ≤ D+1 := by have hb (a : Ω) : budget (f a) ≤ Fintype.card I * labelOrderLaw.probability (deleted a) + Fintype.card I * (if !(good a) then 1 else 0 : ℝ) := by cases hg : good a · simp only [Bool.not_false, ↓reduceIte, mul_one] have hp := probability_nonnegative labelOrderLaw (deleted a) have hc : (0:ℝ) ≤ Fintype.card I := Nat.cast_nonneg _ have h := budget_le_card (f a) nlinarith · simp only [Bool.not_true, Bool.false_eq_true, ↓reduceIte, mul_zero, add_zero] exact single_label_budget_charge (f a) (deleted a) (hforce a hg) have hm := expectation_mono μ hb rw [expectation_add, expectation_mul_left, expectation_mul_left, ← probability_eq_expect] at hm have hc : (0:ℝ) ≤ Fintype.card I := Nat.cast_nonneg _ nlinarith [mul_le_mul_of_nonneg_left hbad hc] end DirectedFeedback.Pivotal noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.SourceProbability.FiniteDistribution variable {I : Type*} [Fintype I] def splitSnoc (T : ℕ) : (Fin (T+1) → I) ≃ ((Fin T → I) × I) 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 theorem iid_snoc_transport (μ : FiniteDistribution I) (T : ℕ) : (μ.iid (T+1)).transport (splitSnoc T) = (μ.iid T).product μ := by apply eq_of_weight_eq intro a change (∏ t : Fin (T+1), μ.weight ((Fin.snoc a.1 a.2 : Fin (T+1) → I) t)) = (∏ t : Fin T, μ.weight (a.1 t)) * μ.weight a.2 rw [Fin.prod_univ_castSucc] simp only [Fin.snoc_castSucc, Fin.snoc_last] theorem expectation_iid_snoc (μ : FiniteDistribution I) (T : ℕ) (f : (Fin (T+1) → I) → ℝ) : (μ.iid (T+1)).expectation f = (μ.iid T).expectation (fun a => μ.expectation (fun x => f (Fin.snoc a x))) := by have h := expectation_transport (μ.iid (T+1)) (splitSnoc T) (fun a => f (Fin.snoc a.1 a.2)) rw [iid_snoc_transport, expectation_product] at h simpa only [splitSnoc, Equiv.coe_fn_mk, Fin.snoc_init_self] using h.symm def takePrefix {t T : ℕ} (h : t ≤ T) (a : Fin T → I) : Fin t → I := fun i => a ⟨i.val, lt_of_lt_of_le i.isLt h⟩ omit [Fintype I] in @[simp] theorem takePrefix_self {t : ℕ} (a : Fin t → I) : takePrefix le_rfl a = a := rfl omit [Fintype I] in theorem take_snoc_eq {t T : ℕ} (h : t ≤ T) (a : Fin T → I) (x : I) : takePrefix (by omega : t ≤ T+1) (Fin.snoc a x) = takePrefix h a := by funext i change (Fin.snoc a x : Fin (T+1) → I) ((Fin.castLE h i).castSucc) = a (Fin.castLE h i) simp only [Fin.snoc_castSucc] theorem expectation_iid_take (μ : FiniteDistribution I) {t T : ℕ} (h : t ≤ T) (f : (Fin t → I) → ℝ) : (μ.iid T).expectation (fun a => f (takePrefix h a)) = (μ.iid t).expectation f := by induction T with | zero => have ht : t = 0 := by omega subst t rfl | succ T ih => by_cases ht : t ≤ T · rw [expectation_iid_snoc] simp_rw [take_snoc_eq ht, expectation_const] exact ih ht · have he : t = T+1 := by omega subst t simp theorem expectation_iid_prefix_fresh (μ : FiniteDistribution I) {t T : ℕ} (h : t < T) (f : (Fin t → I) → I → ℝ) : (μ.iid T).expectation (fun a => f (takePrefix (by omega) a) (a ⟨t,h⟩)) = (μ.iid t).expectation (fun a => μ.expectation (f a)) := by have hh := expectation_iid_take μ (show t+1 ≤ T by omega) (fun a => f (Fin.init a) (a (Fin.last t))) rw [expectation_iid_snoc] at hh simp only [Fin.init_snoc, Fin.snoc_last] at hh exact hh end DirectedFeedback.SourceProbability.FiniteDistribution noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.PrefixExperiment open DirectedFeedback.SourceProbability FiniteDistribution variable {U I P Ω : Type*} [Fintype U] [Fintype I] [Nonempty I] [Fintype P] [Fintype Ω] abbrev Atom (U I P : Type*) := U × (Σ _ : I, P) def atomLaw (μ : FiniteDistribution U) (ν : I → FiniteDistribution P) : FiniteDistribution (Atom U I P) := μ.product ((uniform I).sigma ν) theorem fresh_index_expectation (μ : FiniteDistribution U) (ν : I → FiniteDistribution P) (i : I) (f : U → P → ℝ) : (atomLaw μ ν).expectation (fun a => if a.2.1 = i then f a.1 a.2.2 else 0) = (1 / Fintype.card I) * μ.expectation (fun u => (ν i).expectation (f u)) := by rw [atomLaw, expectation_product] simp_rw [expectation_sigma, expectation_uniform] have hh (u : U) : (∑ j : I, (ν j).expectation (fun p => if j = i then f u p else 0)) = (ν i).expectation (f u) := by rw [Finset.sum_eq_single i] · simp · intro j _ hji simp [hji] · simp simp_rw [hh] rw [← expectation_mul_left] apply congrArg (expectation μ) funext u ring def commonLaw (μΩ : FiniteDistribution Ω) (μ : FiniteDistribution U) (ν : I → FiniteDistribution P) (T : ℕ) [NeZero T] : FiniteDistribution (Ω × (Σ t : Fin T, Fin t.val → Atom U I P)) := μΩ.product ((uniform (Fin T)).sigma (fun t => (atomLaw μ ν).iid t.val)) def count (i : I) {T : ℕ} (f : Ω → (t : ℕ) → (Fin t → Atom U I P) → U → P → ℝ) (ω : Ω) (a : Fin T → Atom U I P) : ℝ := ∑ t : Fin T, if (a t).2.1 = i then f ω t.val (takePrefix (Nat.le_of_lt t.isLt) a) (a t).1 (a t).2.2 else 0 def acceptance (μ : FiniteDistribution U) (ν : I → FiniteDistribution P) (i : I) (f : Ω → (t : ℕ) → (Fin t → Atom U I P) → U → P → ℝ) {T : ℕ} (d : Ω × (Σ t : Fin T, Fin t.val → Atom U I P)) : ℝ := μ.expectation (fun u => (ν i).expectation (f d.1 d.2.1.val d.2.2 u)) theorem full_count_expectation (μΩ : FiniteDistribution Ω) (μ : FiniteDistribution U) (ν : I → FiniteDistribution P) (i : I) (T : ℕ) [NeZero T] (f : Ω → (t : ℕ) → (Fin t → Atom U I P) → U → P → ℝ) : (μΩ.product ((atomLaw μ ν).iid T)).expectation (fun a => count i f a.1 a.2) = ((T : ℝ) / Fintype.card I) * (commonLaw μΩ μ ν T).expectation (acceptance μ ν i f) := by rw [expectation_product] simp only [count] simp_rw [expectation_sum] have ht (ω : Ω) (t : Fin T) : ((atomLaw μ ν).iid T).expectation (fun a => if (a t).2.1 = i then f ω t.val (takePrefix (Nat.le_of_lt t.isLt) a) (a t).1 (a t).2.2 else 0) = (1 / Fintype.card I) * ((atomLaw μ ν).iid t.val).expectation (fun a => μ.expectation (fun u => (ν i).expectation (f ω t.val a u))) := by rw [expectation_iid_prefix_fresh (atomLaw μ ν) t.isLt (fun a q => if q.2.1 = i then f ω t.val a q.1 q.2.2 else 0)] simp_rw [fresh_index_expectation, expectation_mul_left] simp_rw [ht] rw [commonLaw, expectation_product] simp_rw [expectation_sigma, expectation_uniform, acceptance] rw [← expectation_mul_left, ← expectation_sum] apply congrArg (expectation μΩ) funext ω rw [← Finset.mul_sum] simp only [Fintype.card_fin] have hT : (T : ℝ) ≠ 0 := by exact_mod_cast NeZero.ne T field_simp theorem acceptance_lower_bound (μΩ : FiniteDistribution Ω) (μ : FiniteDistribution U) (ν : I → FiniteDistribution P) (i : I) (T : ℕ) [NeZero T] (f : Ω → (t : ℕ) → (Fin t → Atom U I P) → U → P → ℝ) (p : ℝ) (hp : 0 ≤ p) (favorable : Ω × (Fin T → Atom U I P) → Bool) (hf : ∀ ω t a u q, 0 ≤ f ω t a u q) (hprob : 1/2 ≤ (μΩ.product ((atomLaw μ ν).iid T)).probability favorable) (hcount : ∀ a, favorable a = true → p * T / (2 * Fintype.card I) ≤ count i f a.1 a.2) : p/4 ≤ (commonLaw μΩ μ ν T).expectation (acceptance μ ν i f) := by have hM : (0 : ℝ) < Fintype.card I := by exact_mod_cast Fintype.card_pos have hT : (0 : ℝ) < T := by exact_mod_cast Nat.pos_of_ne_zero (NeZero.ne T) have hnn (a : Ω × (Fin T → Atom U I P)) : 0 ≤ count i f a.1 a.2 := by apply Finset.sum_nonneg intro t _ split_ifs <;> simp [hf] have hh := expectation_mono (μ := μΩ.product ((atomLaw μ ν).iid T)) (f := fun a => (p * T / (2 * Fintype.card I)) * if favorable a then 1 else 0) (g := fun a => count i f a.1 a.2) (fun a => by cases ha : favorable a · simpa [ha] using hnn a · simpa [ha] using hcount a ha) rw [expectation_mul_left, ← probability_eq_expect, full_count_expectation] at hh have hmul := mul_le_mul_of_nonneg_left hprob (show 0 ≤ p * T / (2 * Fintype.card I) from by positivity) have hk : (p * T / (2 * Fintype.card I)) * (1/2) = (T / Fintype.card I) * (p/4) := by ring rw [hk] at hmul exact (mul_le_mul_iff_right₀ (div_pos hT hM)).mp (hmul.trans hh) end DirectedFeedback.PrefixExperiment noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.SourceProbability.FiniteDistribution variable {I B C D : Type*} [Fintype I] [Fintype B] def Uses (S : Finset I) (f : (I → B) → C) : Prop := ∀ x y, (∀ i ∈ S, x i = y i) → f x = f y def splice (S : Finset I) (x y : I → B) : I → B := fun i => if i ∈ S then x i else y i def splicePair (S : Finset I) : ((I → B) × (I → B)) ≃ ((I → B) × (I → B)) where toFun z := (splice S z.1 z.2, splice S z.2 z.1) invFun z := (splice S z.1 z.2, splice S z.2 z.1) left_inv z := by ext i <;> by_cases hi : i ∈ S <;> simp [splice, hi] right_inv z := by ext i <;> by_cases hi : i ∈ S <;> simp [splice, hi] theorem splicePair_weight (α : I → FiniteDistribution B) (S : Finset I) (z : (I → B) × (I → B)) : ((table α).product (table α)).weight (splicePair S z) = ((table α).product (table α)).weight z := by change (∏ i, (α i).weight (splice S z.1 z.2 i)) * (∏ i, (α i).weight (splice S z.2 z.1 i)) = (∏ i, (α i).weight (z.1 i)) * (∏ i, (α i).weight (z.2 i)) rw [← Finset.prod_mul_distrib, ← Finset.prod_mul_distrib] apply Finset.prod_congr rfl intro i _ by_cases hi : i ∈ S <;> simp [splice, hi, mul_comm] theorem expectation_splicePair (α : I → FiniteDistribution B) (S : Finset I) (h : ((I → B) × (I → B)) → ℝ) : ((table α).product (table α)).expectation (fun z => h (splicePair S z)) = ((table α).product (table α)).expectation h := by unfold expectation apply Fintype.sum_equiv (splicePair S) intro z rw [splicePair_weight] theorem expectation_disjoint (α : I → FiniteDistribution B) (S T : Finset I) (hST : Disjoint S T) (f g : (I → B) → ℝ) (hf : Uses S f) (hg : Uses T g) : (table α).expectation (fun x => f x * g x) = (table α).expectation f * (table α).expectation g := by have hs (z : (I → B) × (I → B)) : f (splice S z.1 z.2) = f z.1 := by apply hf intro i hi simp [splice, hi] have ht (z : (I → B) × (I → B)) : g (splice S z.1 z.2) = g z.2 := by apply hg intro i hi have hn : i ∉ S := fun hx => Finset.disjoint_left.mp hST hx hi simp [splice, hn] calc _ = ((table α).product (table α)).expectation (fun z => f z.1 * g z.1) := by rw [expectation_product] simp only [expectation_const] _ = ((table α).product (table α)).expectation (fun z => f (splice S z.1 z.2) * g (splice S z.1 z.2)) := (expectation_splicePair α S (fun z => f z.1 * g z.1)).symm _ = ((table α).product (table α)).expectation (fun z => f z.1 * g z.2) := by apply expectation_congr intro z rw [hs, ht] _ = _ := by rw [expectation_product]; simp only [expectation_mul_left, expectation_mul_right] theorem probability_disjoint_pattern (α : I → FiniteDistribution B) (S T : Finset I) (hST : Disjoint S T) (f g : (I → B) → Bool) (hf : Uses S f) (hg : Uses T g) : (table α).probability (fun x => f x && !(g x)) = (table α).probability f * (1 - (table α).probability g) := by rw [probability_eq_expect] have hid : (fun x => if f x && !(g x) then (1 : ℝ) else 0) = fun x => (if f x then 1 else 0) * (if !(g x) then 1 else 0) := by funext x cases f x <;> cases g x <;> norm_num rw [hid, expectation_disjoint α S T hST] · rw [← probability_eq_expect, ← probability_eq_expect, probability_not] · intro x y hxy dsimp only rw [hf x y hxy] · intro x y hxy dsimp only rw [hg x y hxy] end DirectedFeedback.SourceProbability.FiniteDistribution noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.Coupling open DirectedFeedback.SourceProbability FiniteDistribution open Pivotal variable {X Y : Type*} [Fintype X] [Fintype Y] abbrev Block := (Bool × Bool) × Bool def blockWeight (p : ℝ) : Block → ℝ | ((false, false), false) => 1 - 2*p | ((false, false), true) => p^2 | ((false, true), true) => p*(1-p) | ((true, false), true) => p*(1-p) | ((true, true), true) => p^2 | _ => 0 def block (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) : FiniteDistribution Block where weight := blockWeight p nonnegative z := by rcases z with ⟨⟨a,b⟩,c⟩ have h1 : 0 ≤ 1-p := by linarith cases a <;> cases b <;> cases c <;> simp [blockWeight] <;> nlinarith [mul_nonneg hp0 h1] normalized := by simp only [Fintype.sum_prod_type, Fintype.sum_bool, blockWeight] ring theorem block_big (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) : (block p hp0 hp).pushforward Prod.fst = (coin p hp0 (by linarith)).product (coin p hp0 (by linarith)) := by apply eq_of_weight_eq rintro ⟨a,b⟩ cases a <;> cases b <;> simp [pushforward, block, blockWeight, coin, product, Fintype.sum_prod_type] <;> ring theorem block_small (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) : (block p hp0 hp).pushforward Prod.snd = coin (2*p) (by positivity) (by linarith) := by apply eq_of_weight_eq intro b cases b with | false => simp [pushforward, block, blockWeight, coin, Fintype.sum_prod_type] | true => simp [pushforward, block, blockWeight, coin, Fintype.sum_prod_type]; ring theorem block_inclusion (p : ℝ) (z : Block) (hz : blockWeight p z ≠ 0) : z.1.1 = true ∨ z.1.2 = true → z.2 = true := by rcases z with ⟨⟨a,b⟩,c⟩ cases a <;> cases b <;> cases c <;> simp_all [blockWeight] def flatten (e : X ≃ Y × Bool) : (Y → Bool × Bool) ≃ (X → Bool) where toFun z x := if (e x).2 then (z (e x).1).2 else (z (e x).1).1 invFun a y := (a (e.symm (y,false)), a (e.symm (y,true))) left_inv z := by ext y <;> simp right_inv a := by ext x generalize hx : e x = z rcases z with ⟨y,b⟩ have hh : e.symm (y,b) = x := by rw [← hx]; simp dsimp only rw [hx] cases b <;> simpa using congrArg a hh def bigBits (e : X ≃ Y × Bool) (z : Y → Block) : X → Bool := flatten e (fun y => (z y).1) def smallBits (z : Y → Block) : Y → Bool := fun y => (z y).2 def law (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) : FiniteDistribution (Y → Block) := table (fun _ => block p hp0 hp) theorem flatten_weight (e : X ≃ Y × Bool) (μ : FiniteDistribution Bool) (z : Y → Bool × Bool) : (table (fun _ : X => μ)).weight (flatten e z) = (table (fun _ : Y => μ.product μ)).weight z := by change (∏ x, μ.weight (flatten e z x)) = ∏ y, μ.weight (z y).1 * μ.weight (z y).2 calc _ = ∏ q : Y × Bool, μ.weight (if q.2 then (z q.1).2 else (z q.1).1) := e.prod_comp _ _ = _ := by rw [Fintype.prod_prod_type]; simp [mul_comm] theorem flatten_expectation (e : X ≃ Y × Bool) (μ : FiniteDistribution Bool) (f : (X → Bool) → ℝ) : (table (fun _ : Y => μ.product μ)).expectation (fun z => f (flatten e z)) = (table (fun _ : X => μ)).expectation f := by unfold expectation apply Fintype.sum_equiv (flatten e) intro z rw [flatten_weight] theorem big_expectation (e : X ≃ Y × Bool) (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) (f : (X → Bool) → ℝ) : (law p hp0 hp).expectation (fun z => f (bigBits e z)) = (Pivotal.law p hp0 (by linarith)).expectation f := by unfold law bigBits rw [← expectation_pushforward (table (fun _ : Y => block p hp0 hp)) (fun z y => (z y).1) (fun a => f (flatten e a)), table_pushforward] simp only [block_big] exact flatten_expectation e (coin p hp0 _) f theorem small_expectation (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) (f : (Y → Bool) → ℝ) : (law p hp0 hp).expectation (fun z => f (smallBits z)) = (Pivotal.law (2*p) (by positivity) (by linarith)).expectation f := by unfold law smallBits rw [← expectation_pushforward (table (fun _ : Y => block p hp0 hp)) (fun z y => (z y).2) f, table_pushforward] simp only [block_small, Pivotal.law] theorem big_probability (e : X ≃ Y × Bool) (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) (f : (X → Bool) → Bool) : (law p hp0 hp).probability (fun z => f (bigBits e z)) = (Pivotal.law p hp0 (by linarith)).probability f := by simp only [probability_eq_expect] exact big_expectation e p hp0 hp (fun a => if f a then 1 else 0) theorem small_probability (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) (f : (Y → Bool) → Bool) : (law p hp0 hp).probability (fun z => f (smallBits z)) = (Pivotal.law (2*p) (by positivity) (by linarith)).probability f := by simp only [probability_eq_expect] exact small_expectation p hp0 hp (fun a => if f a then 1 else 0) theorem disjoint_pattern (e : X ≃ Y × Bool) (p : ℝ) (hp0 : 0 ≤ p) (hp : p ≤ 1/2) (J : Finset X) (K : Finset Y) (hJK : Disjoint (J.image (fun x => (e x).1)) K) (f : (X → Bool) → Bool) (g : (Y → Bool) → Bool) (hf : Uses J f) (hg : Uses K g) : (law p hp0 hp).probability (fun z => f (bigBits e z) && !(g (smallBits z))) = (Pivotal.law p hp0 (by linarith)).probability f * (1 - (Pivotal.law (2*p) (by positivity) (by linarith)).probability g) := by have hu : Uses (J.image (fun x => (e x).1)) (fun z => f (bigBits e z)) := by intro z w hzw apply hf intro x hx have h := hzw (e x).1 (Finset.mem_image.mpr ⟨x,hx,rfl⟩) simp only [bigBits, flatten, Equiv.coe_fn_mk, h] have hv : Uses K (fun z => g (smallBits z)) := by intro z w hzw apply hg intro y hy exact congrArg Prod.snd (hzw y hy) rw [show (law p hp0 hp) = table (fun _ : Y => block p hp0 hp) from rfl, probability_disjoint_pattern _ _ _ hJK _ _ hu hv] rw [← show (law p hp0 hp) = table (fun _ : Y => block p hp0 hp) from rfl, big_probability, small_probability] end DirectedFeedback.Coupling noncomputable section open scoped Classical BigOperators namespace DirectedFeedback.Games open DirectedFeedback.SourceProbability open FiniteDistribution variable {U V E X Y : Type} [Fintype U] [Fintype V] [Fintype E] [Fintype X] [Fintype Y] [Nonempty X] [Nonempty Y] structure Game (U V E X Y : Type) [Fintype E] where edgeLaw : FiniteDistribution E left : E → U right : E → V project : E → X → Y def Game.score (G : Game U V E X Y) (lu : U → X) (lv : V → Y) : ℝ := G.edgeLaw.probability (fun e => decide (G.project e (lu (G.left e)) = lv (G.right e))) def Game.Sound (G : Game U V E X Y) (θ : ℝ) : Prop := ∀ lu lv, G.score lu lv ≤ θ def listChoice (S : Finset X) : FiniteDistribution X := if h : S.Nonempty then { weight := fun x => if x ∈ S then 1 / (S.card : ℝ) else 0 nonnegative := fun x => by split_ifs <;> positivity normalized := by rw [← Finset.sum_filter] rw [show Finset.univ.filter (fun x => x ∈ S) = S by ext x; simp] simp only [Finset.sum_const, nsmul_eq_mul] have hz : (S.card : ℝ) ≠ 0 := by exact_mod_cast h.card_pos.ne' field_simp } else point (Classical.choice ‹Nonempty X›) end DirectedFeedback.Games end end end end end end end end end end end end end end end end end OAI