import Mathlib namespace OAI /-! # One-sample matroid selection The rule and its finite seed law depend only on the known labeled matroid. A decision sees the initial sample vector, the entire seed, and the arriving label/value prefix. Every prefix is feasible, and decisions are irrevocable. The arrival permutation may depend on all samples, values, and seed bits. Only the actual offline optimum is required to be integrable. -/ open scoped BigOperators section open MeasureTheory ProbabilityTheory open scoped BigOperators namespace MatroidProphet abbrev Weights (n : ℕ) := Fin n → ℝ abbrev Seed (bits : ℕ) := Fin bits → Bool abbrev ArrivalOrder (n : ℕ) := Equiv.Perm (Fin n) instance arrivalOrderMeasurableSpace (n : ℕ) : MeasurableSpace (ArrivalOrder n) := ⊤ abbrev History (n : ℕ) (k : Fin n) := Fin (k.val + 1) → Fin n × ℝ structure OnlineRule (n bits : ℕ) where decide : (k : Fin n) → Seed bits → Weights n → History n k → Bool measurable_decide : ∀ k, Measurable (fun x : Seed bits × (Weights n × History n k) => decide k x.1 x.2.1 x.2.2) def prefixIndex {n : ℕ} (k : Fin n) (j : Fin (k.val + 1)) : Fin n := ⟨j.val, Nat.lt_of_lt_of_le j.isLt (Nat.succ_le_of_lt k.isLt)⟩ def history {n : ℕ} (v : Weights n) (π : ArrivalOrder n) (k : Fin n) : History n k := fun j => let e := π (prefixIndex k j); (e, v e) def decisionAt {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) (k : Fin n) : Bool := A.decide k r s (history v π k) noncomputable def acceptedThrough {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) (t : ℕ) : Finset (Fin n) := by classical exact Finset.univ.filter fun e => (π.symm e).val < t ∧ decisionAt A r s v π (π.symm e) = true noncomputable def accepted {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) : Finset (Fin n) := acceptedThrough A r s v π n noncomputable def reward {n bits : ℕ} (A : OnlineRule n bits) (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) : ℝ := ∑ e ∈ accepted A r s v π, v e noncomputable def optimum {n : ℕ} (M : Matroid (Fin n)) (v : Weights n) : ℝ := by classical exact Finset.univ.sup' Finset.univ_nonempty (fun I : Finset (Fin n) => if M.Indep (I : Set (Fin n)) then ∑ e ∈ I, v e else 0) def Feasible {n bits : ℕ} (M : Matroid (Fin n)) (A : OnlineRule n bits) : Prop := ∀ (r : Seed bits) (s v : Weights n) (π : ArrivalOrder n) (t : ℕ), (∀ e, 0 ≤ s e) → (∀ e, 0 ≤ v e) → M.Indep (acceptedThrough A r s v π t : Set (Fin n)) def pairedCoordinates.{u} {n : ℕ} {Ω : Type u} (S V : Ω → Weights n) (i : Fin n × Bool) : Ω → ℝ := if i.2 then fun ω => S ω i.1 else fun ω => V ω i.1 def OneSampleChallenge.{u} : Prop := ∀ (n : ℕ) (M : Matroid (Fin n)), M.E = Set.univ → ∃ (bits : ℕ) (ν : Measure (Seed bits)), IsProbabilityMeasure ν ∧ ∃ (A : OnlineRule n bits), Feasible M A ∧ ∀ {Ω : Type u} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (S V : Ω → Weights n) (R : Ω → Seed bits), Measurable S → Measurable V → Measurable R → (∀ᵐ ω ∂μ, ∀ e, 0 ≤ S ω e) → (∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) → iIndepFun (pairedCoordinates S V) μ → (∀ e, Measure.map (fun ω => S ω e) μ = Measure.map (fun ω => V ω e) μ) → IndepFun (fun ω => (S ω, V ω)) R μ → Measure.map R μ = ν → Integrable (fun ω => optimum M (V ω)) μ → ∀ (π : Ω → ArrivalOrder n), Measurable π → Integrable (fun ω => reward A (R ω) (S ω) (V ω) (π ω)) μ ∧ ((2 : ℝ) ^ 310)⁻¹ * (∫ ω, optimum M (V ω) ∂μ) ≤ ∫ ω, reward A (R ω) (S ω) (V ω) (π ω) ∂μ end MatroidProphet end section open MeasureTheory open scoped BigOperators namespace MatroidProphet instance arrivalOrderMeasurableSingletonClass (n : ℕ) : MeasurableSingletonClass (ArrivalOrder n) := ⟨fun _ => trivial⟩ structure HiddenRule (n bits : ℕ) where mask : Seed bits → Finset (Fin n) core : OnlineRule n bits noncomputable def observed {n bits : ℕ} (A : HiddenRule n bits) (r : Seed bits) (w : Weights n) : Weights n := by classical exact fun e => if e ∈ A.mask r then w e else 0 noncomputable def hiddenAcceptedThrough {n bits : ℕ} (A : HiddenRule n bits) (r : Seed bits) (w : Weights n) (π : ArrivalOrder n) (t : ℕ) : Finset (Fin n) := acceptedThrough A.core r (observed A r w) w π t \ A.mask r noncomputable def hiddenReward {n bits : ℕ} (A : HiddenRule n bits) (r : Seed bits) (w : Weights n) (π : ArrivalOrder n) : ℝ := ∑ e ∈ hiddenAcceptedThrough A r w π n, w e noncomputable def hiddenWorstReward {n bits : ℕ} (A : HiddenRule n bits) (w : Weights n) (r : Seed bits) : ℝ := by classical exact Finset.univ.inf' Finset.univ_nonempty (hiddenReward A r w) end MatroidProphet end section open MeasureTheory ProbabilityTheory namespace MatroidProphet def HiddenVectorChallenge : Prop := ∀ (n : ℕ) (M : Matroid (Fin n)), M.E = Set.univ → ∃ (bits : ℕ) (ν : Measure (Seed bits)), IsProbabilityMeasure ν ∧ ∃ (A : HiddenRule n bits), (∀ (w : Weights n), (∀ e, 0 ≤ w e) → ∀ (r : Seed bits) (π : ArrivalOrder n) (t : ℕ), M.Indep (hiddenAcceptedThrough A r w π t : Set (Fin n))) ∧ ∀ (w : Weights n), (∀ e, 0 ≤ w e) → ((2 : ℝ) ^ 293)⁻¹ * optimum M w ≤ ∫ r, hiddenWorstReward A w r ∂ν end MatroidProphet end section open MeasureTheory namespace MatroidProphet /-- A measurable secretary rule with an initially fixed observation-prefix length. -/ structure SecretaryRule (n : ℕ) (Q : Type*) [MeasurableSpace Q] where prefixLength : Q → Fin (n + 1) measurable_prefixLength : Measurable prefixLength decide : (k : Fin n) → Q → History n k → Bool measurable_decide : ∀ k, Measurable (fun x : Q × History n k => decide k x.1 x.2) /-- Full permutations describing the same ordered observation prefix. -/ def SamePrefix {n : ℕ} (K : ℕ) (σ π : ArrivalOrder n) : Prop := ∀ k : Fin n, k.val < K → σ k = π k /-- Execution forces rejection of every observation-prefix arrival. -/ def secretaryDecisionAt {n : ℕ} {Q : Type*} [MeasurableSpace Q] (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) (k : Fin n) : Bool := if k.val < (A.prefixLength q).val then false else A.decide k q (history w π k) /-- Irrevocable accepted labels through an arbitrary number of arrivals. -/ noncomputable def secretaryAcceptedThrough {n : ℕ} {Q : Type*} [MeasurableSpace Q] (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) (t : ℕ) : Finset (Fin n) := by classical exact Finset.univ.filter fun e => (π.symm e).val < t ∧ secretaryDecisionAt A q w π (π.symm e) = true noncomputable def secretaryReward {n : ℕ} {Q : Type*} [MeasurableSpace Q] (A : SecretaryRule n Q) (q : Q) (w : Weights n) (π : ArrivalOrder n) : ℝ := ∑ e ∈ secretaryAcceptedThrough A q w π n, w e /-- Feasibility is pointwise for every seed, vector, order, and arrival prefix. -/ def SecretaryFeasible {n : ℕ} {Q : Type*} [MeasurableSpace Q] (M : Matroid (Fin n)) (A : SecretaryRule n Q) : Prop := ∀ (q : Q) (w : Weights n), (∀ e, 0 ≤ w e) → ∀ (π : ArrivalOrder n) (t : ℕ), M.Indep (secretaryAcceptedThrough A q w π t : Set (Fin n)) end MatroidProphet end section namespace MatroidProphet.Secretary open MeasureTheory /-- Uniform random arrival order, including the unique order on the empty ground set. -/ noncomputable def uniformArrivalLaw (n : ℕ) : Measure (ArrivalOrder n) := (PMF.uniformOfFintype (ArrivalOrder n)).toMeasure end MatroidProphet.Secretary end section open MeasureTheory ProbabilityTheory namespace MatroidProphet /-- The full order-oblivious conclusion of `cor:secretary`, including a measurable history-only rule, every-prefix feasibility, prefix rejection, arbitrary full-seed suffix adversaries, and the unchanged `2⁻²⁹³` ratio. -/ def SecretaryChallenge.{u} : Prop := ∀ (n : ℕ) (M : Matroid (Fin n)), M.E = Set.univ → ∃ (q : ℕ) (ν : Measure (Fin q)), IsProbabilityMeasure ν ∧ ∃ (A : SecretaryRule n (Fin q)), SecretaryFeasible M A ∧ ∀ (w : Weights n), (∀ e, 0 ≤ w e) → ∀ {Ω : Type u} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (Q : Ω → Fin q) (σ π : Ω → ArrivalOrder n), Measurable Q → Measurable σ → Measurable π → Measure.map Q μ = ν → Measure.map σ μ = Secretary.uniformArrivalLaw n → IndepFun Q σ μ → (∀ᵐ ω ∂μ, SamePrefix (A.prefixLength (Q ω)).val (σ ω) (π ω)) → Integrable (fun ω => secretaryReward A (Q ω) w (π ω)) μ ∧ ((2 : ℝ) ^ 293)⁻¹ * optimum M w ≤ ∫ ω, secretaryReward A (Q ω) w (π ω) ∂μ end MatroidProphet end end OAI