import Mathlib.Tactic.Linarith import OAI.Computability.PerfectCompleteness.Construction.HiddenChildMixture import OAI.Computability.PerfectCompleteness.Decoding.TwoResponseCollisionLemmas import OAI.Computability.PerfectCompleteness.Repetition.CleanConditioning import OAI.Computability.PerfectCompleteness.Sampling.DensityVariation namespace OAI namespace PerfectCompleteness.CollisionAveraging noncomputable section open scoped BigOperators open UniqueGamesTheorem.Foundations.Games variable {B : Type*} [Fintype B] theorem mean_square_le (μ : FiniteDistribution B) (p : B → ℝ) : μ.expectation p ^ 2 ≤ μ.expectation (fun b => p b ^ 2) := UniqueGamesTheorem.Foundations.Information.weighted_sum_sq_le μ.weight p ⟨μ.nonnegative, μ.normalized⟩ theorem average_square_bound (μ : FiniteDistribution B) (p collision : B → ℝ) (hlocal : ∀ b, p b ^ 2 / 2 ≤ collision b) : μ.expectation p ^ 2 / 2 ≤ μ.expectation collision := by calc _ ≤ μ.expectation (fun b => p b ^ 2) / 2 := div_le_div_of_nonneg_right (mean_square_le μ p) (by norm_num) _ = μ.expectation (fun b => p b ^ 2 / 2) := (DensityVariation.expectation_div μ (fun b => p b ^ 2) 2).symm _ ≤ μ.expectation collision := by apply Finset.sum_le_sum intro b _ exact mul_le_mul_of_nonneg_left (hlocal b) (μ.nonnegative b) theorem eighth_square_bound (μ : FiniteDistribution B) (p collision : B → ℝ) (hlocal : ∀ b, p b ^ 2 / 2 ≤ collision b) (c : ℝ) (hc : 0 ≤ c) (hmass : c / 2 ≤ μ.expectation p) : c ^ 2 / 8 ≤ μ.expectation collision := by have h := average_square_bound μ p collision hlocal have hprod : 0 ≤ (μ.expectation p - c / 2) * (μ.expectation p + c / 2) := mul_nonneg (sub_nonneg.mpr hmass) (by linarith) nlinarith variable {Ω Y : B → Type*} [∀ b, Fintype (Ω b)] [∀ b, Fintype (Y b)] theorem average_collision (μ : FiniteDistribution B) (ν : (b : B) → FiniteDistribution (Ω b)) (f : (b : B) → Ω b → Option (Y b)) (good : (b : B) → Ω b → Bool) (hcard : ∀ b, Nat.card {y : Y b // TwoResponseCollision.GoodResponse (f b) (good b) y} ≤ 2) : μ.expectation (fun b => (ν b).probability (TwoResponseCollision.goodDefined (f b) (good b))) ^ 2 / 2 ≤ μ.expectation (fun b => ((ν b).product (ν b)).probability (TwoResponseCollision.collision (f b))) := average_square_bound μ _ _ (fun b => TwoResponseCollision.collision_probability_ge (ν b) (f b) (good b) (hcard b)) theorem actual_eighth_square_bound (μ : FiniteDistribution B) (ν : (b : B) → FiniteDistribution (Ω b)) (f : (b : B) → Ω b → Option (Y b)) (good : (b : B) → Ω b → Bool) (hcard : ∀ b, Nat.card {y : Y b // TwoResponseCollision.GoodResponse (f b) (good b) y} ≤ 2) (c : ℝ) (hc : 0 ≤ c) (hmass : c / 2 ≤ μ.expectation (fun b => (ν b).probability (TwoResponseCollision.goodDefined (f b) (good b)))) : c ^ 2 / 8 ≤ μ.expectation (fun b => ((ν b).product (ν b)).probability (TwoResponseCollision.collision (f b))) := eighth_square_bound μ _ _ (fun b => TwoResponseCollision.collision_probability_ge (ν b) (f b) (good b) (hcard b)) c hc hmass end end PerfectCompleteness.CollisionAveraging namespace PerfectCompleteness.SparseProjection open scoped BigOperators open UniqueGamesTheorem.Foundations.Games open PerfectCompleteness SmallBias DensityVariation noncomputable section variable {I : Type*} [Fintype I] [DecidableEq I] {Ω : I → Type*} [∀ i, Fintype (Ω i)] def localDensity (β : ℝ) (q : (i : I) → Ω i → ℝ) (i : I) (x : Ω i) : ℝ := 1 - β + β * q i x omit [Fintype I] [DecidableEq I] in theorem local_mean (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (i : I) : (P i).expectation (localDensity β q i) = 1 := by calc _ = (1 - β) * (P i).expectation (fun _ => 1) + β * (P i).expectation (q i) := by simp only [FiniteDistribution.expectation, localDensity, Finset.mul_sum, ← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro x _ ring _ = 1 := by rw [expectation_const, mean]; ring omit [Fintype I] [DecidableEq I] in theorem local_second_moment (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (i : I) : (P i).expectation (fun x => localDensity β q i x ^ 2) = 1 + β ^ 2 * (P i).expectation (fun x => (q i x - 1) ^ 2) := by calc _ = (P i).expectation (fun _ => 1) + (2 * β) * ((P i).expectation (q i) - (P i).expectation (fun _ => 1)) + β ^ 2 * (P i).expectation (fun x => (q i x - 1) ^ 2) := by simp only [FiniteDistribution.expectation, localDensity, Finset.mul_sum, ← Finset.sum_sub_distrib, ← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro x _ ring _ = _ := by rw [expectation_const, mean]; ring def density (β : ℝ) (q : (i : I) → Ω i → ℝ) (x : (i : I) → Ω i) : ℝ := ∏ i, localDensity β q i (x i) theorem density_mean (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) : (FiniteProduct.law P).expectation (density β q) = 1 := by change (FiniteProduct.law P).expectation (fun x => ∏ i, localDensity β q i (x i)) = 1 rw [FiniteProduct.expectation_product] simp only [local_mean P q mean, Finset.prod_const_one] theorem density_second_moment (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) : (FiniteProduct.law P).expectation (fun x => (density β q x - 1) ^ 2) = (∏ i, (1 + β ^ 2 * (P i).expectation (fun x => (q i x - 1) ^ 2))) - 1 := by have identity : (FiniteProduct.law P).expectation (fun x => (density β q x - 1) ^ 2) = (FiniteProduct.law P).expectation (fun x => density β q x ^ 2) - 2 * (FiniteProduct.law P).expectation (density β q) + 1 := by calc _ = (FiniteProduct.law P).expectation (fun x => density β q x ^ 2) - 2 * (FiniteProduct.law P).expectation (density β q) + (FiniteProduct.law P).expectation (fun _ => 1) := by simp only [FiniteDistribution.expectation, Finset.mul_sum, ← Finset.sum_sub_distrib, ← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro x _ ring _ = _ := by rw [expectation_const] rw [identity, density_mean P q mean] have square : (FiniteProduct.law P).expectation (fun x => density β q x ^ 2) = ∏ i, (P i).expectation (fun x => localDensity β q i x ^ 2) := by simp only [density, ← Finset.prod_pow] exact FiniteProduct.expectation_product P (fun i x => localDensity β q i x ^ 2) rw [square] simp only [local_second_moment P q mean] ring theorem density_second_moment_le (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (mean : ∀ i, (P i).expectation (q i) = 1) (β v : ℝ) (bound : ∀ i, (P i).expectation (fun x => (q i x - 1) ^ 2) ≤ v) : (FiniteProduct.law P).expectation (fun x => (density β q x - 1) ^ 2) ≤ (1 + β ^ 2 * v) ^ Fintype.card I - 1 := by rw [density_second_moment P q mean] apply sub_le_sub_right calc _ ≤ ∏ _i : I, (1 + β ^ 2 * v) := by apply Finset.prod_le_prod₀ · intro i _ have h : 0 ≤ (P i).expectation (fun x => (q i x - 1) ^ 2) := Finset.sum_nonneg fun x _ => mul_nonneg ((P i).nonnegative x) (sq_nonneg _) positivity · intro i _ exact add_le_add (le_refl 1) (mul_le_mul_of_nonneg_left (bound i) (sq_nonneg β)) _ = _ := by simp def projectedLaw (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (hβ : 0 ≤ β) (hβ' : β ≤ 1) : FiniteDistribution ((i : I) → Ω i) := FiniteProduct.law (fun i => reweight (P i) (localDensity β q i) (fun x => add_nonneg (sub_nonneg.mpr hβ') (mul_nonneg hβ (nonnegative i x))) (local_mean P q mean β i)) theorem projected_weight (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (hβ : 0 ≤ β) (hβ' : β ≤ 1) (x : (i : I) → Ω i) : (projectedLaw P q nonnegative mean β hβ hβ').weight x = (FiniteProduct.law P).weight x * density β q x := by simp only [projectedLaw, FiniteProduct.law, reweight, Finset.prod_mul_distrib, density] theorem observed_variation {Γ : Type*} [Fintype Γ] (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (hβ : 0 ≤ β) (hβ' : β ≤ 1) (v : ℝ) (bound : ∀ i, (P i).expectation (fun x => (q i x - 1) ^ 2) ≤ v) (observe : ((i : I) → Ω i) → Γ) : ((projectedLaw P q nonnegative mean β hβ hβ').pushforward observe).totalVariation ((FiniteProduct.law P).pushforward observe) ≤ Real.sqrt ((1 + β ^ 2 * v) ^ Fintype.card I - 1) / 2 := observed_variation_le_sqrt (FiniteProduct.law P) _ (density β q) (projected_weight P q nonnegative mean β hβ hβ') _ (density_second_moment_le P q mean β v bound) observe end end PerfectCompleteness.SparseProjection namespace PerfectCompleteness.ProjectionPosterior open scoped BigOperators open UniqueGamesTheorem.Foundations.Games open PerfectCompleteness SmallBias DensityVariation SparseProjection CleanConditioning noncomputable section def bernoulli (p : ℝ) (hp : 0 ≤ p) (hp' : p ≤ 1) : FiniteDistribution Bool where weight b := if b then p else 1 - p nonnegative b := by cases b <;> simp [hp, sub_nonneg.mpr hp'] normalized := by simp theorem bernoulli_true (p : ℝ) (hp : 0 ≤ p) (hp' : p ≤ 1) : (bernoulli p hp hp').probability id = p := by simp [FiniteDistribution.probability, bernoulli] variable {I : Type*} [Fintype I] [DecidableEq I] {Ω : I → Type*} [∀ i, Fintype (Ω i)] def posterior (β : ℝ) (q : (i : I) → Ω i → ℝ) (i : I) (x : Ω i) : ℝ := β * q i x / localDensity β q i x omit [Fintype I] [DecidableEq I] [∀ i, Fintype (Ω i)] in theorem localDensity_positive (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (i : I) (x : Ω i) : 0 < localDensity β q i x := add_pos_of_pos_of_nonneg (sub_pos.mpr hβ') (mul_nonneg hβ (nonnegative i x)) omit [Fintype I] [DecidableEq I] [∀ i, Fintype (Ω i)] in theorem posterior_nonnegative (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (i : I) (x : Ω i) : 0 ≤ posterior β q i x := div_nonneg (mul_nonneg hβ (nonnegative i x)) (le_of_lt (localDensity_positive β hβ hβ' q nonnegative i x)) omit [Fintype I] [DecidableEq I] [∀ i, Fintype (Ω i)] in theorem posterior_le_one (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (i : I) (x : Ω i) : posterior β q i x ≤ 1 := by apply (div_le_iff₀ (localDensity_positive β hβ hβ' q nonnegative i x)).mpr unfold localDensity linarith omit [Fintype I] [DecidableEq I] [∀ i, Fintype (Ω i)] in theorem posterior_le (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (L : ℝ) (hL : 0 ≤ L) (bound : ∀ i x, q i x ≤ L) (i : I) (x : Ω i) : posterior β q i x ≤ β * L / (1 - β) := by have hd := localDensity_positive β hβ hβ' q nonnegative i x calc _ ≤ β * L / localDensity β q i x := div_le_div_of_nonneg_right (mul_le_mul_of_nonneg_left (bound i x) hβ) hd.le _ ≤ _ := div_le_div_of_nonneg_left (mul_nonneg hβ hL) (sub_pos.mpr hβ') (by unfold localDensity; linarith [mul_nonneg hβ (nonnegative i x)]) def posteriorMask (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (x : (i : I) → Ω i) : FiniteDistribution (I → Bool) := FiniteProduct.law fun i => bernoulli (posterior β q i (x i)) (posterior_nonnegative β hβ hβ' q nonnegative i (x i)) (posterior_le_one β hβ hβ' q nonnegative i (x i)) def forward (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) : FiniteDistribution ((I → Bool) × ((i : I) → Ω i)) := kernelJoint (FiniteProduct.law fun _ : I => bernoulli β hβ hβ'.le) (fun mask => FiniteProduct.law fun i => if mask i then reweight (P i) (q i) (nonnegative i) (mean i) else P i) def reverse (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) : FiniteDistribution (((i : I) → Ω i) × (I → Bool)) := kernelJoint (projectedLaw P q nonnegative mean β hβ hβ'.le) (posteriorMask β hβ hβ' q nonnegative) theorem forward_reverse_weight (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (mask : I → Bool) (x : (i : I) → Ω i) : (forward P q nonnegative mean β hβ hβ').weight (mask, x) = (reverse P q nonnegative mean β hβ hβ').weight (x, mask) := by change (∏ i, (bernoulli β hβ hβ'.le).weight (mask i)) * (∏ i, (if mask i then reweight (P i) (q i) (nonnegative i) (mean i) else P i).weight (x i)) = (∏ i, (P i).weight (x i) * localDensity β q i (x i)) * (∏ i, (bernoulli (posterior β q i (x i)) _ _).weight (mask i)) rw [← Finset.prod_mul_distrib, ← Finset.prod_mul_distrib] apply Finset.prod_congr rfl intro i _ have hd := ne_of_gt (localDensity_positive β hβ hβ' q nonnegative i (x i)) cases hi : mask i <;> simp only [bernoulli, Bool.false_eq_true, ite_false, ite_true, reweight, posterior] · field_simp unfold localDensity ring · field_simp theorem probability_reverse (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (event : ((i : I) → Ω i) → (I → Bool) → Bool) : (forward P q nonnegative mean β hβ hβ').probability (fun z => event z.2 z.1) = (reverse P q nonnegative mean β hβ hβ').probability (fun z => event z.1 z.2) := by simp only [FiniteDistribution.probability, Fintype.sum_prod_type, forward_reverse_weight P q nonnegative mean β hβ hβ'] exact Finset.sum_comm end end PerfectCompleteness.ProjectionPosterior namespace PerfectCompleteness.AdaptiveProjection open scoped BigOperators open UniqueGamesTheorem.Foundations.Games open PerfectCompleteness SmallBias ProjectionPosterior CleanConditioning noncomputable section variable {I : Type*} [Fintype I] [DecidableEq I] theorem probability_selected_le (μ : FiniteDistribution (I → Bool)) (S : Finset I) (t : ℝ) (bound : ∀ i, μ.probability (fun mask => mask i) ≤ t) : μ.probability (fun mask => decide (∃ i ∈ S, mask i = true)) ≤ S.card * t := by classical have indicator (mask : I → Bool) : (if ∃ i ∈ S, mask i = true then (1 : ℝ) else 0) ≤ ∑ i ∈ S, if mask i then (1 : ℝ) else 0 := by by_cases h : ∃ i ∈ S, mask i = true · obtain ⟨i, hi, hm⟩ := h rw [ite_eq_left ⟨i, hi, hm⟩] calc _ = (if mask i then (1 : ℝ) else 0) := by rw [hm]; rfl _ ≤ _ := Finset.single_le_sum (s := S) (a := i) (f := fun j : I => if mask j then (1 : ℝ) else 0) (fun j _ => by split <;> norm_num) hi · rw [ite_eq_right h] exact Finset.sum_nonneg fun i _ => by split <;> norm_num calc _ = μ.expectation (fun mask => if ∃ i ∈ S, mask i = true then 1 else 0) := by simp [FiniteDistribution.probability, FiniteDistribution.expectation, mul_ite] _ ≤ μ.expectation (fun mask => ∑ i ∈ S, if mask i then (1 : ℝ) else 0) := expectation_mono μ indicator _ = ∑ i ∈ S, μ.probability (fun mask => mask i) := by simp only [FiniteDistribution.expectation, FiniteDistribution.probability, Finset.mul_sum, mul_ite, mul_one, mul_zero] exact Finset.sum_comm _ ≤ ∑ _i ∈ S, t := Finset.sum_le_sum fun i _ => bound i _ = _ := by simp variable {Ω : I → Type*} [∀ i, Fintype (Ω i)] omit [∀ i, Fintype (Ω i)] in theorem posteriorMask_marginal (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (x : (i : I) → Ω i) (i : I) : (posteriorMask β hβ hβ' q nonnegative x).probability (fun mask => mask i) = posterior β q i (x i) := by calc _ = (posteriorMask β hβ hβ' q nonnegative x).expectation (fun mask => if mask i then 1 else 0) := by simp [FiniteDistribution.probability, FiniteDistribution.expectation, mul_ite] _ = (bernoulli (posterior β q i (x i)) _ _).expectation (fun b => if b then 1 else 0) := FiniteProduct.expectation_eval (fun j : I => bernoulli (posterior β q j (x j)) (posterior_nonnegative β hβ hβ' q nonnegative j (x j)) (posterior_le_one β hβ hβ' q nonnegative j (x j))) i (fun b : Bool => if b then 1 else 0) _ = _ := by simp [FiniteDistribution.expectation, ProjectionPosterior.bernoulli] theorem adaptive_selection (P : (i : I) → FiniteDistribution (Ω i)) (q : (i : I) → Ω i → ℝ) (nonnegative : ∀ i x, 0 ≤ q i x) (mean : ∀ i, (P i).expectation (q i) = 1) (β : ℝ) (hβ : 0 ≤ β) (hβ' : β < 1) (L : ℝ) (hL : 0 ≤ L) (bound : ∀ i x, q i x ≤ L) (select : ((i : I) → Ω i) → Finset I) (m : ℕ) (size : ∀ x, (select x).card ≤ m) : (forward P q nonnegative mean β hβ hβ').probability (fun z => decide (∃ i ∈ select z.2, z.1 i = true)) ≤ m * (β * L / (1 - β)) := by classical rw [probability_reverse P q nonnegative mean β hβ hβ' (fun x mask => decide (∃ i ∈ select x, mask i = true))] unfold reverse rw [probability_kernelJoint] have hnonneg : 0 ≤ β * L / (1 - β) := div_nonneg (mul_nonneg hβ hL) (le_of_lt (sub_pos.mpr hβ')) calc _ ≤ ∑ x, (SparseProjection.projectedLaw P q nonnegative mean β hβ hβ'.le).weight x * (m * (β * L / (1 - β))) := by apply Finset.sum_le_sum intro x _ apply mul_le_mul_of_nonneg_left _ (FiniteDistribution.nonnegative _ x) calc _ ≤ (select x).card * (β * L / (1 - β)) := probability_selected_le _ (select x) _ (fun i => by rw [posteriorMask_marginal] exact posterior_le β hβ hβ' q nonnegative L hL bound i (x i)) _ ≤ _ := mul_le_mul_of_nonneg_right (by exact_mod_cast size x) hnonneg _ = _ := by rw [← Finset.sum_mul, FiniteDistribution.normalized, one_mul] end end PerfectCompleteness.AdaptiveProjection end OAI