import Mathlib import OAI.Computability.MinUncut.Games.Sampling namespace OAI namespace MinUncutGames.Foundations.Games.FiniteDistribution open scoped BigOperators noncomputable section variable {Ω : Type*} [Fintype Ω] def totalVariation (μ ν : FiniteDistribution Ω) : ℝ := (∑ x, |μ.weight x - ν.weight x|) / 2 theorem totalVariation_nonnegative (μ ν : FiniteDistribution Ω) : 0 ≤ μ.totalVariation ν := div_nonneg (Finset.sum_nonneg fun _ _ => abs_nonneg _) (by norm_num) theorem totalVariation_comm (μ ν : FiniteDistribution Ω) : μ.totalVariation ν = ν.totalVariation μ := by unfold totalVariation congr 1 apply Finset.sum_congr rfl intro x _ exact abs_sub_comm _ _ theorem probability_sub_le_totalVariation (μ ν : FiniteDistribution Ω) (event : Ω → Bool) : μ.probability event - ν.probability event ≤ μ.totalVariation ν := by have pointwise (x : Ω) : 2 * ((if event x then μ.weight x else 0) - (if event x then ν.weight x else 0)) ≤ |μ.weight x - ν.weight x| + (μ.weight x - ν.weight x) := by have h₁ := le_abs_self (μ.weight x - ν.weight x) have h₂ := neg_le_abs (μ.weight x - ν.weight x) cases event x <;> simp only [Bool.false_eq_true, ↓reduceIte] <;> linarith have summed := Finset.sum_le_sum (s := Finset.univ) fun x _ => pointwise x simp only [← Finset.mul_sum, Finset.sum_add_distrib, Finset.sum_sub_distrib, μ.normalized, ν.normalized, sub_self, add_zero] at summed unfold probability totalVariation linarith theorem probability_abs_sub_le_totalVariation (μ ν : FiniteDistribution Ω) (event : Ω → Bool) : |μ.probability event - ν.probability event| ≤ μ.totalVariation ν := by apply abs_le.mpr constructor · have h := ν.probability_sub_le_totalVariation μ event rw [totalVariation_comm] at h linarith · exact μ.probability_sub_le_totalVariation ν event theorem probability_le_add_totalVariation (μ ν : FiniteDistribution Ω) (event : Ω → Bool) : μ.probability event ≤ ν.probability event + μ.totalVariation ν := by have h := μ.probability_sub_le_totalVariation ν event linarith end end MinUncutGames.Foundations.Games.FiniteDistribution namespace MinUncutGames.Foundations.Games open scoped BigOperators noncomputable section namespace FiniteDistribution variable {Ω : Type*} [Fintype Ω] def condition (μ : FiniteDistribution Ω) (given : Ω → Bool) (positive : 0 < μ.probability given) : FiniteDistribution Ω where weight x := if given x then μ.weight x / μ.probability given else 0 nonnegative x := by split · exact div_nonneg (μ.nonnegative x) positive.le · exact le_rfl normalized := by calc _ = (∑ x, if given x then μ.weight x else 0) / μ.probability given := by simp only [div_eq_mul_inv, Finset.sum_mul] apply Finset.sum_congr rfl intro x _ by_cases hx : given x = true <;> simp [hx] _ = 1 := div_self (ne_of_gt positive) theorem probability_condition (μ : FiniteDistribution Ω) (given event : Ω → Bool) (positive : 0 < μ.probability given) : (μ.condition given positive).probability event = μ.probability (fun x => given x && event x) / μ.probability given := by simp only [probability, condition, div_eq_mul_inv, Finset.sum_mul] apply Finset.sum_congr rfl intro x _ by_cases hg : given x = true <;> by_cases he : event x = true <;> simp [hg, he] theorem probability_inter_eq_mul_conditional (μ : FiniteDistribution Ω) (given event : Ω → Bool) (positive : 0 < μ.probability given) : μ.probability (fun x => given x && event x) = μ.probability given * (μ.condition given positive).probability event := by have h := (eq_div_iff (ne_of_gt positive)).mp (μ.probability_condition given event positive) simpa only [mul_comm] using h.symm theorem probability_and_le_left (μ : FiniteDistribution Ω) (event event' : Ω → Bool) : μ.probability (fun x => event x && event' x) ≤ μ.probability event := by apply μ.probability_mono intro x hx have h : event x = true ∧ event' x = true := by simpa using hx exact h.1 theorem probability_and_le_right (μ : FiniteDistribution Ω) (event event' : Ω → Bool) : μ.probability (fun x => event x && event' x) ≤ μ.probability event' := by apply μ.probability_mono intro x hx have h : event x = true ∧ event' x = true := by simpa using hx exact h.2 theorem probability_and_eq_zero_of_probability_eq_zero (μ : FiniteDistribution Ω) (given event : Ω → Bool) (zero : μ.probability given = 0) : μ.probability (fun x => given x && event x) = 0 := by apply le_antisymm · exact (μ.probability_and_le_left given event).trans_eq zero · exact μ.probability_nonnegative _ @[simp] theorem probability_condition_given (μ : FiniteDistribution Ω) (given : Ω → Bool) (positive : 0 < μ.probability given) : (μ.condition given positive).probability given = 1 := by rw [μ.probability_condition] simpa only [Bool.and_self] using div_self (ne_of_gt positive) end FiniteDistribution namespace Game variable {Q₁ Q₂ A₁ A₂ : Type*} [Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂] {n : Nat} theorem selectedWins_insert (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) (selected : Finset (Fin n)) (coordinate : Fin n) : G.selectedWins strategy (insert coordinate selected) = fun questions => G.selectedWins strategy selected questions && G.coordinateWin strategy coordinate questions := by classical funext questions apply Bool.eq_iff_iff.mpr simp [selectedWins, and_comm] def selectedSuccess (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) (selected : Finset (Fin n)) : ℝ := (G.repetition n).questions.probability (G.selectedWins strategy selected) theorem selectedSuccess_nonnegative (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) (selected : Finset (Fin n)) : 0 ≤ G.selectedSuccess strategy selected := (G.repetition n).questions.probability_nonnegative _ theorem selectedSuccess_le_one (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) (selected : Finset (Fin n)) : G.selectedSuccess strategy selected ≤ 1 := (G.repetition n).questions.probability_le_one _ @[simp] theorem selectedSuccess_empty (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) : G.selectedSuccess strategy ∅ = 1 := by have h : G.selectedWins strategy ∅ = fun _ => true := funext (G.selectedWins_empty strategy) rw [selectedSuccess, h, FiniteDistribution.probability_true] theorem selectedSuccess_univ (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) : G.selectedSuccess strategy Finset.univ = (G.repetition n).success strategy := by rw [selectedSuccess, G.selectedWins_univ] rfl theorem selectedSuccess_antitone (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) : Antitone (G.selectedSuccess strategy) := by intro selected selected' h exact G.selectedWins_mono strategy h theorem selectedSuccess_insert (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) (selected : Finset (Fin n)) (coordinate : Fin n) (positive : 0 < G.selectedSuccess strategy selected) : G.selectedSuccess strategy (insert coordinate selected) = G.selectedSuccess strategy selected * ((G.repetition n).questions.condition (G.selectedWins strategy selected) positive).probability (G.coordinateWin strategy coordinate) := by unfold selectedSuccess rw [G.selectedWins_insert] exact (G.repetition n).questions.probability_inter_eq_mul_conditional _ _ positive theorem selectedSuccess_insert_eq_zero (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) (selected : Finset (Fin n)) (coordinate : Fin n) (zero : G.selectedSuccess strategy selected = 0) : G.selectedSuccess strategy (insert coordinate selected) = 0 := by apply le_antisymm · exact (G.selectedSuccess_antitone strategy (Finset.subset_insert coordinate selected)).trans_eq zero · exact G.selectedSuccess_nonnegative _ _ end Game end end MinUncutGames.Foundations.Games namespace MinUncutGames.Foundations.Information open scoped BigOperators variable {α β : Type*} [Fintype α] [Fintype β] theorem gameLaw_isProbability (μ : Games.FiniteDistribution α) : IsProbability μ.weight := ⟨μ.nonnegative, μ.normalized⟩ def toGameLaw (p : α → ℝ) (hp : IsProbability p) : Games.FiniteDistribution α where weight := p nonnegative := hp.1 normalized := hp.2 def gameLawEquiv : Games.FiniteDistribution α ≃ {p : α → ℝ // IsProbability p} where toFun μ := ⟨μ.weight, gameLaw_isProbability μ⟩ invFun p := toGameLaw p.1 p.2 left_inv μ := by cases μ; rfl right_inv p := by cases p; rfl theorem totalVariation_gameLaw (μ ν : Games.FiniteDistribution α) : totalVariation μ.weight ν.weight = μ.totalVariation ν := rfl noncomputable def gameConditionalKernel (μ : Games.FiniteDistribution (α × β)) (fallback : Games.FiniteDistribution β) (a : α) : Games.FiniteDistribution β := toGameLaw (conditionalKernel μ.weight fallback.weight a) (conditionalKernel_isProbability μ.weight fallback.weight (gameLaw_isProbability μ) (gameLaw_isProbability fallback) a) theorem gameConditionalKernel_recombine (μ : Games.FiniteDistribution (α × β)) (fallback : Games.FiniteDistribution β) (a : α) (b : β) : firstMarginal μ.weight a * (gameConditionalKernel μ fallback a).weight b = μ.weight (a, b) := marginal_mul_conditionalKernel μ.weight fallback.weight (gameLaw_isProbability μ) a b noncomputable def gameConditionalProduct (μ : Games.FiniteDistribution (α × β)) (fallback : Games.FiniteDistribution β) (newInput : Games.FiniteDistribution α) : Games.FiniteDistribution (α × β) := toGameLaw (fun ab => newInput.weight ab.1 * conditionalKernel μ.weight fallback.weight ab.1 ab.2) (alternativeInput_conditionalProduct_isProbability μ.weight fallback.weight newInput.weight (gameLaw_isProbability μ) (gameLaw_isProbability fallback) (gameLaw_isProbability newInput)) theorem gameConditionalProduct_weight (μ : Games.FiniteDistribution (α × β)) (fallback : Games.FiniteDistribution β) (newInput : Games.FiniteDistribution α) (a : α) (b : β) : (gameConditionalProduct μ fallback newInput).weight (a, b) = newInput.weight a * (gameConditionalKernel μ fallback a).weight b := rfl theorem gameCondition_weight (μ : Games.FiniteDistribution α) (event : α → Bool) (positive : 0 < μ.probability event) : (μ.condition event positive).weight = posterior μ.weight (fun a => if event a then 1 else 0) (μ.probability event) := by funext a cases he : event a <;> simp [Games.FiniteDistribution.condition, posterior, he] theorem gameCondition_relativeEntropy_le (μ : Games.FiniteDistribution α) (event : α → Bool) (positive : 0 < μ.probability event) : relativeEntropy (μ.condition event positive).weight μ.weight ≤ Real.log (1 / μ.probability event) := by rw [gameCondition_weight] apply posterior_relativeEntropy_le μ.weight (fun a => if event a then 1 else 0) (gameLaw_isProbability μ) · intro a cases event a <;> norm_num · intro a cases event a <;> norm_num · exact positive · unfold Games.FiniteDistribution.probability apply Finset.sum_congr rfl intro a _ cases event a <;> simp end MinUncutGames.Foundations.Information end OAI