import OAI.Dynamics.StandardMap.EntropyEndpoint import OAI.Dynamics.StandardMap.Coupling.SequentialChunkCoupling namespace OAI section section namespace HyperbolicCoding open scoped BigOperators variable {A B : Type*} [Fintype A] [Fintype B] [DecidableEq B] lemma expectation_centered_sum_square (w : B → A → ℝ) (hw : ∀ b,∑ a,w b a=1) (f : B → A → ℝ) (hmean : ∀ b,∑ a,w b a*f b a=0) : finiteExpectation (productWeights w) (fun D => (∑ b,f b (D b))^2)= ∑ b,∑ a,w b a*(f b a)^2 := by have he (D : B → A) : (∑ b,f b (D b))^2=∑ b,∑ c,f b (D b)*f c (D c) := by rw [sq,Finset.sum_mul] simp only [Finset.mul_sum] simp_rw [he] rw [finiteExpectation_sum] apply Finset.sum_congr rfl intro b _ rw [finiteExpectation_sum] calc _=finiteExpectation (productWeights w) (fun D => f b (D b)*f b (D b)) := by apply Finset.sum_eq_single b · intro c _ hcb rw [expectation_distinct_coordinates w hw b c (Ne.symm hcb),hmean,zero_mul] · simp _=∑ a,w b a*(f b a)^2 := by rw [expectation_coordinate w hw b (fun a => f b a*f b a)] simp only [pow_two] lemma finiteExpectation_exists_le {E : Type*} [Fintype E] [Nonempty E] (v : E → ℝ) (hv : ∀ x,0≤v x) (hs : ∑ x,v x=1) (F : E → ℝ) : ∃ x,F x≤finiteExpectation v F := by classical obtain ⟨x,_,hx⟩ := Finset.exists_min_image (Finset.univ : Finset E) F Finset.univ_nonempty refine ⟨x,?_⟩ calc F x=finiteExpectation v (fun _ => F x) := by rw [finiteExpectation_const,hs,one_mul] _≤finiteExpectation v F := finiteExpectation_mono v hv _ _ (fun y => hx y (Finset.mem_univ y)) lemma probability_weight_le_one (w : A → ℝ) (hw : ∀ a,0≤w a) (hs : ∑ a,w a=1) (a : A) : w a≤1 := by rw [←hs] exact Finset.single_le_sum (fun b _ => hw b) (Finset.mem_univ a) lemma categorical_variance [DecidableEq A] (w : A → ℝ) (_hw : ∀ a,0≤w a) (hs : ∑ a,w a=1) (a : A) (q : ℝ) : (∑ z,w z*(q*((if z=a then 1 else 0)-w a))^2)≤q^2*w a := by have h1 : (∑ z,w z*(if z=a then 1 else 0))=w a := by simp have h2 : (∑ z,w z*(if z=a then 1 else 0)^2)=w a := by simp have he (z : A) : w z*(q*((if z=a then 1 else 0)-w a))^2= q^2*(w z*(if z=a then 1 else 0)^2)- (2*q^2*w a)*(w z*(if z=a then 1 else 0))+(q^2*(w a)^2)*w z := by ring simp_rw [he] rw [Finset.sum_add_distrib,Finset.sum_sub_distrib,←Finset.mul_sum,←Finset.mul_sum, ←Finset.mul_sum,h1,h2,hs] nlinarith [sq_nonneg (q*w a)] lemma categorical_mean_zero [DecidableEq A] (w : A → ℝ) (hs : ∑ a,w a=1) (a : A) (q : ℝ) : (∑ z,w z*(q*((if z=a then 1 else 0)-w a)))=0 := by have he (z : A) : w z*(q*((if z=a then 1 else 0)-w a))= q*(w z*(if z=a then 1 else 0))-(q*w a)*w z := by ring simp_rw [he] rw [Finset.sum_sub_distrib,←Finset.mul_sum,←Finset.mul_sum,hs] simp end HyperbolicCoding end section namespace HyperbolicCoding open scoped BigOperators variable {A B : Type*} [Fintype A] [Fintype B] [DecidableEq A] [DecidableEq B] [Nonempty A] noncomputable def assignedMass (q : B → ℝ) (D : B → A) (a : A) : ℝ := ∑ b,q b*(if D b=a then 1 else 0) noncomputable def fractionalMass (q : B → ℝ) (w : B → A → ℝ) (a : A) : ℝ := ∑ b,q b*w b a noncomputable def assignmentError (q : B → ℝ) (w : B → A → ℝ) (D : B → A) : ℝ := ∑ a,|assignedMass q D a-fractionalMass q w a| omit [Nonempty A] in lemma expected_row_error_square (q : B → ℝ) (w : B → A → ℝ) (hw : ∀ b a,0≤w b a) (hs : ∀ b,∑ a,w b a=1) (a : A) : finiteExpectation (productWeights w) (fun D => (assignedMass q D a-fractionalMass q w a)^2)≤∑ b,(q b)^2*w b a := by let f : B → A → ℝ := fun b z => q b*((if z=a then 1 else 0)-w b a) have he (D : B → A) : assignedMass q D a-fractionalMass q w a=∑ b,f b (D b) := by simp only [assignedMass,fractionalMass,f,mul_sub,Finset.sum_sub_distrib] simp_rw [he] rw [expectation_centered_sum_square w hs f (fun b => categorical_mean_zero (w b) (hs b) a (q b))] exact Finset.sum_le_sum (fun b _ => categorical_variance (w b) (hw b) (hs b) a (q b)) omit [Nonempty A] in lemma expected_assignment_error_square (q : B → ℝ) (hq : ∀ b,0≤q b) (hqsum : ∑ b,q b=1) (w : B → A → ℝ) (hw : ∀ b a,0≤w b a) (hs : ∀ b,∑ a,w b a=1) {M : ℝ} (hM : ∀ b,q b≤M) : finiteExpectation (productWeights w) (fun D => assignmentError q w D^2)≤ (Fintype.card A : ℝ)*M := by have hpt (D : B → A) : assignmentError q w D^2≤ (Fintype.card A : ℝ)*∑ a,(assignedMass q D a-fractionalMass q w a)^2 := by simpa only [assignmentError,Finset.card_univ,sq_abs] using (sq_sum_le_card_mul_sum_sq (s:=Finset.univ) (f:=fun a => |assignedMass q D a-fractionalMass q w a|)) have hW := productWeights_nonneg w hw calc _≤finiteExpectation (productWeights w) (fun D => (Fintype.card A : ℝ)*∑ a,(assignedMass q D a-fractionalMass q w a)^2) := finiteExpectation_mono _ hW _ _ hpt _=(Fintype.card A : ℝ)*∑ a,finiteExpectation (productWeights w) (fun D => (assignedMass q D a-fractionalMass q w a)^2) := by rw [finiteExpectation_smul,finiteExpectation_sum] _≤(Fintype.card A : ℝ)*∑ a,∑ b,(q b)^2*w b a := by apply mul_le_mul_of_nonneg_left _ (Nat.cast_nonneg _) exact Finset.sum_le_sum (fun a _ => expected_row_error_square q w hw hs a) _=(Fintype.card A : ℝ)*∑ b,(q b)^2 := by rw [Finset.sum_comm] simp only [←Finset.mul_sum,hs,mul_one] _≤(Fintype.card A : ℝ)*M := by apply mul_le_mul_of_nonneg_left _ (Nat.cast_nonneg _) calc (∑ b,(q b)^2)≤∑ b,M*q b := Finset.sum_le_sum (fun b _ => by nlinarith [mul_le_mul_of_nonneg_right (hM b) (hq b)]) _=M := by rw [←Finset.mul_sum,hqsum,mul_one] omit [DecidableEq A] [Nonempty A] in lemma expected_assignment_cost (q : B → ℝ) (w : B → A → ℝ) (hs : ∀ b,∑ a,w b a=1) (c : A → B → ℝ) : finiteExpectation (productWeights w) (fun D => ∑ b,q b*c (D b) b)= ∑ b,∑ a,q b*w b a*c a b := by rw [finiteExpectation_sum] apply Finset.sum_congr rfl intro b _ rw [finiteExpectation_smul,expectation_coordinate w hs b (fun a => c a b),Finset.mul_sum] apply Finset.sum_congr rfl intro a _ ring theorem exists_deterministic_assignment (q : B → ℝ) (hq : ∀ b,0≤q b) (hqsum : ∑ b,q b=1) (w : B → A → ℝ) (hw : ∀ b a,0≤w b a) (hs : ∀ b,∑ a,w b a=1) (c : A → B → ℝ) {M : ℝ} (hM : ∀ b,q b≤M) : ∃ D : B → A,assignmentError q w D^2+(∑ b,q b*c (D b) b)≤ (Fintype.card A : ℝ)*M+∑ b,∑ a,q b*w b a*c a b := by obtain ⟨D,hD⟩ := finiteExpectation_exists_le (productWeights w) (productWeights_nonneg w hw) (productWeights_sum w hs) (fun D => assignmentError q w D^2+∑ b,q b*c (D b) b) refine ⟨D,hD.trans ?_⟩ rw [finiteExpectation_add,expected_assignment_cost q w hs c] have h := expected_assignment_error_square q hq hqsum w hw hs hM linarith end HyperbolicCoding end section namespace HyperbolicCoding open scoped BigOperators variable {A B : Type*} [Fintype A] [Fintype B] [DecidableEq A] [DecidableEq B] [Nonempty A] namespace MatrixCoupling variable {p : A → ℝ} {q : B → ℝ} noncomputable def conditionalAssignment (r : MatrixCoupling p q) (b : B) (a : A) : ℝ := if q b=0 then (if a=Classical.choice (inferInstance : Nonempty A) then 1 else 0) else r.weight a b/q b omit [DecidableEq B] in lemma conditionalAssignment_nonneg (r : MatrixCoupling p q) (b : B) (a : A) : 0≤r.conditionalAssignment b a := by unfold conditionalAssignment split_ifs · exact zero_le_one · exact le_rfl · exact div_nonneg (r.nonneg a b) (r.right_nonneg b) omit [DecidableEq B] in lemma conditionalAssignment_sum (r : MatrixCoupling p q) (b : B) : ∑ a,r.conditionalAssignment b a=1 := by unfold conditionalAssignment by_cases hq : q b=0 · simp [hq] · simp only [hq,ite_false,←Finset.sum_div,r.col,div_self hq] omit [DecidableEq B] in lemma mul_conditionalAssignment (r : MatrixCoupling p q) (a : A) (b : B) : q b*r.conditionalAssignment b a=r.weight a b := by unfold conditionalAssignment by_cases hq : q b=0 · have hr : r.weight a b=0 := le_antisymm (by simpa only [hq] using r.le_right a b) (r.nonneg a b) simp [hq,hr] · simp only [hq,ite_false] exact mul_div_cancel₀ _ hq omit [DecidableEq B] in lemma fractionalMass_conditionalAssignment (r : MatrixCoupling p q) (a : A) : fractionalMass q r.conditionalAssignment a=p a := by simp only [fractionalMass,r.mul_conditionalAssignment,r.row] theorem exists_rounded_decoder (r : MatrixCoupling p q) (hq : ∑ b,q b=1) (c : A → B → ℝ) {M : ℝ} (hM : ∀ b,q b≤M) : ∃ D : B → A,(∑ a,|assignedMass q D a-p a|)^2+(∑ b,q b*c (D b) b)≤ (Fintype.card A : ℝ)*M+r.cost c := by obtain ⟨D,hD⟩ := exists_deterministic_assignment q r.right_nonneg hq r.conditionalAssignment r.conditionalAssignment_nonneg r.conditionalAssignment_sum c hM refine ⟨D,?_⟩ simp only [assignmentError,r.fractionalMass_conditionalAssignment,r.mul_conditionalAssignment] at hD rw [Finset.sum_comm] at hD exact hD end MatrixCoupling end HyperbolicCoding end section namespace HyperbolicCoding open scoped BigOperators variable {A B : Type*} [Fintype A] [Fintype B] [DecidableEq A] [DecidableEq B] [Nonempty A] omit [Fintype A] [DecidableEq B] [Nonempty A] in lemma assignedMass_nonneg (q : B → ℝ) (hq : ∀ b,0≤q b) (D : B → A) (a : A) : 0≤assignedMass q D a := Finset.sum_nonneg (fun b _ => mul_nonneg (hq b) (by split_ifs <;> norm_num)) omit [DecidableEq B] [Nonempty A] in lemma assignedMass_sum (q : B → ℝ) (D : B → A) : ∑ a,assignedMass q D a=∑ b,q b := by unfold assignedMass rw [Finset.sum_comm] apply Finset.sum_congr rfl intro b _ simp namespace MatrixCoupling variable {p : A → ℝ} {q : B → ℝ} noncomputable def assignment (q : B → ℝ) (hq : ∀ b,0≤q b) (D : B → A) : MatrixCoupling (assignedMass q D) q where weight a b := q b*(if D b=a then 1 else 0) nonneg a b := mul_nonneg (hq b) (by split_ifs <;> norm_num) row a := rfl col b := by simp omit [DecidableEq B] [Nonempty A] in lemma assignment_cost (q : B → ℝ) (hq : ∀ b,0≤q b) (D : B → A) (c : A → B → ℝ) : (assignment q hq D).cost c=∑ b,q b*c (D b) b := by unfold cost assignment rw [Finset.sum_comm] apply Finset.sum_congr rfl intro b _ simp omit [DecidableEq B] [Nonempty A] in theorem repair_assignment (r : MatrixCoupling p q) (hq : ∑ b,q b=1) (D : B → A) (c : A → B → ℝ) (hc0 : ∀ a b,0≤c a b) (hc1 : ∀ a b,c a b≤1) : ∃ R : MatrixCoupling p q, R.cost (fun a b => symbolCost a (D b))≤∑ a,|assignedMass q D a-p a| ∧ R.cost c≤(∑ b,q b*c (D b) b)+∑ a,|assignedMass q D a-p a| := by have hp : ∑ a,p a=1 := by simp only [←r.row] rw [Finset.sum_comm] simp only [r.col,hq] obtain ⟨w,hw,hrow,hcol,hwcost⟩ := finite_maximal_coupling p (assignedMass q D) r.left_nonneg (assignedMass_nonneg q r.right_nonneg D) hp (by rw [assignedMass_sum,hq]) let S : MatrixCoupling p (assignedMass q D) := ⟨w,hw,hrow,hcol⟩ let U := assignment q r.right_nonneg D have hScost : S.cost symbolCost=(∑ a,∑ b,w a b*(if a=b then 0 else 1)) := by unfold cost apply Finset.sum_congr rfl intro a _ apply Finset.sum_congr rfl intro b _ by_cases h : a=b <;> simp [S,symbolCost,h] have hS : S.cost symbolCost≤∑ a,|assignedMass q D a-p a| := by rw [hScost] apply hwcost.le.trans apply Finset.sum_le_sum intro a _ have h : max (p a-assignedMass q D a) 0≤|p a-assignedMass q D a| := max_le (le_abs_self _) (abs_nonneg _) simpa only [abs_sub_comm] using h have hU : U.cost (fun a b => symbolCost a (D b))=0 := by rw [assignment_cost] simp only [symbolCost_self,mul_zero,Finset.sum_const_zero] refine ⟨S.comp U,?_,?_⟩ · have h := comp_cost_le S U symbolCost (fun a b => symbolCost a (D b)) (fun a b => symbolCost a (D b)) (fun a b v => symbolCost_triangle a b (D v)) rw [hU,add_zero] at h exact h.trans hS · have htri (a a' : A) (b : B) : c a b≤ symbolCost a a'+c a' b := by by_cases h : a=a' · subst a'; simp only [symbolCost_self,zero_add,le_refl] · simp only [symbolCost,ite_eq_right h] have h0 := hc0 a' b have h1 := hc1 a b linarith have h := comp_cost_le S U symbolCost c c htri rw [assignment_cost] at h linarith theorem exists_decodable_coupling (r : MatrixCoupling p q) (hq : ∑ b,q b=1) (c : A → B → ℝ) (hc0 : ∀ a b,0≤c a b) (hc1 : ∀ a b,c a b≤1) {M : ℝ} (hM : ∀ b,q b≤M) : ∃ (D : B → A) (R : MatrixCoupling p q), R.cost (fun a b => symbolCost a (D b))≤Real.sqrt ((Fintype.card A : ℝ)*M+r.cost c) ∧ R.cost c≤(Fintype.card A : ℝ)*M+r.cost c+Real.sqrt ((Fintype.card A : ℝ)*M+r.cost c) := by obtain ⟨D,hD⟩ := r.exists_rounded_decoder hq c hM have he0 : 0≤∑ a,|assignedMass q D a-p a| := Finset.sum_nonneg (fun a _ => abs_nonneg _) have hcost0 : 0≤∑ b,q b*c (D b) b := Finset.sum_nonneg (fun b _ => mul_nonneg (r.right_nonneg b) (hc0 _ _)) have hE : 0≤(Fintype.card A : ℝ)*M+r.cost c := by nlinarith [sq_nonneg (∑ a,|assignedMass q D a-p a|)] have herr : (∑ a,|assignedMass q D a-p a|)≤Real.sqrt ((Fintype.card A : ℝ)*M+r.cost c) := by nlinarith [Real.sq_sqrt hE,Real.sqrt_nonneg ((Fintype.card A : ℝ)*M+r.cost c)] have hc : (∑ b,q b*c (D b) b)≤(Fintype.card A : ℝ)*M+r.cost c := by nlinarith [sq_nonneg (∑ a,|assignedMass q D a-p a|)] obtain ⟨R,hdecode,hpaint⟩ := r.repair_assignment hq D c hc0 hc1 exact ⟨D,R,hdecode.trans herr,by linarith⟩ end MatrixCoupling end HyperbolicCoding end end end OAI