import OAI.Probability.MatroidProphet.Model namespace OAI open MeasureTheory open scoped BigOperators namespace MatroidProphet theorem decisionAt_congr {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v v' : Weights n) (π π' : ArrivalOrder n) (k : Fin n) (h : history v π k = history v' π' k) : decisionAt A r s v π k = decisionAt A r s v' π' k := by simp only [decisionAt, h] theorem acceptedThrough_mono {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) {t t' : ℕ} (h : t ≤ t') : acceptedThrough A r s v π t ⊆ acceptedThrough A r s v π t' := by classical intro e he simp only [acceptedThrough, Finset.mem_filter, Finset.mem_univ, true_and] at he ⊢ exact ⟨lt_of_lt_of_le he.1 h, he.2⟩ theorem acceptedThrough_arrived {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) (t : ℕ) (e : Fin n) (he : e ∈ acceptedThrough A r s v π t) : (π.symm e).val < t := by classical exact ((Finset.mem_filter.mp he).2).1 theorem acceptedThrough_iff_decision {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) (t : ℕ) (e : Fin n) (he : (π.symm e).val < t) : e ∈ acceptedThrough A r s v π t ↔ decisionAt A r s v π (π.symm e) = true := by classical simp only [acceptedThrough, Finset.mem_filter, Finset.mem_univ, true_and, he] theorem sum_le_optimum {n : ℕ} (M : Matroid (Fin n)) (v : Weights n) (I : Finset (Fin n)) (hI : M.Indep (I : Set (Fin n))) : (∑ e ∈ I, v e) ≤ optimum M v := by classical have h := Finset.le_sup' (s := (Finset.univ : Finset (Finset (Fin n)))) (f := fun J => if M.Indep (J : Set (Fin n)) then ∑ e ∈ J, v e else 0) (Finset.mem_univ I) change _ ≤ Finset.univ.sup' Finset.univ_nonempty _ simpa only [ite_eq_left hI] using h theorem measurable_optimum {n : ℕ} (M : Matroid (Fin n)) : Measurable (optimum M) := by classical have hm (I : Finset (Fin n)) : Measurable (fun v : Weights n => if M.Indep (I : Set (Fin n)) then ∑ e ∈ I, v e else 0) := by by_cases hI : M.Indep (I : Set (Fin n)) · simpa [hI] using I.measurable_sum (fun e _ => measurable_pi_apply e) · simp [hI] have hsup := Finset.measurable_sup' (s := (Finset.univ : Finset (Finset (Fin n)))) Finset.univ_nonempty (fun I _ => hm I) convert hsup using 1 ext v simp only [optimum, Finset.sup'_apply] theorem optimum_nonneg {n : ℕ} (M : Matroid (Fin n)) (v : Weights n) : 0 ≤ optimum M v := by simpa using sum_le_optimum M v ∅ (by simp) theorem reward_nonneg {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) (hv : ∀ e, 0 ≤ v e) : 0 ≤ reward A r s v π := by exact Finset.sum_nonneg fun e _ => hv e theorem reward_le_optimum {n bits : ℕ} (M : Matroid (Fin n)) (A : OnlineRule n bits) (hA : Feasible M A) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) (hs : ∀ e, 0 ≤ s e) (hv : ∀ e, 0 ≤ v e) : reward A r s v π ≤ optimum M v := sum_le_optimum M v (accepted A r s v π) (hA r s v π n hs hv) lemma measurable_history {n : ℕ} (π : ArrivalOrder n) (k : Fin n) : Measurable (fun v : Weights n => history v π k) := by apply Measurable.of_eval intro j exact measurable_const.prodMk (measurable_pi_apply (π (prefixIndex k j))) lemma measurable_decisionAt {n bits : ℕ} (A : OnlineRule n bits) (π : ArrivalOrder n) (k : Fin n) : Measurable (fun x : Seed bits × (Weights n × Weights n) => decisionAt A x.1 x.2.1 x.2.2 π k) := (A.measurable_decide k).comp (measurable_fst.prodMk ((measurable_fst.comp measurable_snd).prodMk ((measurable_history π k).comp (measurable_snd.comp measurable_snd)))) lemma reward_eq_sum {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) : reward A r s v π = ∑ e : Fin n, if decisionAt A r s v π (π.symm e) = true then v e else 0 := by classical unfold reward accepted acceptedThrough rw [Finset.sum_filter] apply Finset.sum_congr rfl intro e _ simp only [(π.symm e).isLt, true_and] lemma measurable_reward_fixed_order {n bits : ℕ} (A : OnlineRule n bits) (π : ArrivalOrder n) : Measurable (fun x : Seed bits × (Weights n × Weights n) => reward A x.1 x.2.1 x.2.2 π) := by classical simp_rw [reward_eq_sum] apply Finset.measurable_sum intro e _ have hd := measurable_decisionAt A π (π.symm e) have ht : MeasurableSet {x : Seed bits × (Weights n × Weights n) | decisionAt A x.1 x.2.1 x.2.2 π (π.symm e) = true} := hd (measurableSet_singleton true) exact Measurable.ite ht ((measurable_pi_apply e).comp (measurable_snd.comp measurable_snd)) measurable_const theorem measurable_reward {n bits : ℕ} (A : OnlineRule n bits) : Measurable (fun x : ArrivalOrder n × (Seed bits × (Weights n × Weights n)) => reward A x.2.1 x.2.2.1 x.2.2.2 x.1) := measurable_from_prod_countable_right (measurable_reward_fixed_order A) end MatroidProphet end OAI