import OAI.Probability.MatroidProphet.Main import Mathlib.Probability.Independence.Basic import Mathlib.MeasureTheory.Integral.Bochner.Basic namespace OAI namespace MatroidProphet.General open MeasureTheory ProbabilityTheory /-- A decision uses only the entire initial seed, the initially observed vector, and the label/value history through the current arrival. -/ structure OnlineRule (n : ℕ) (R : Type*) [MeasurableSpace R] where decide : (k : Fin n) → R → Weights n → History n k → Bool measurable_decide : ∀ k, Measurable (fun x : R × (Weights n × History n k) => decide k x.1 x.2.1 x.2.2) def decisionAt {n : ℕ} {R : Type*} [MeasurableSpace R] (A : OnlineRule n R) (r : R) (s v : Weights n) (π : ArrivalOrder n) (k : Fin n) : Bool := A.decide k r s (history v π k) noncomputable def acceptedThrough {n : ℕ} {R : Type*} [MeasurableSpace R] (A : OnlineRule n R) (r : R) (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 reward {n : ℕ} {R : Type*} [MeasurableSpace R] (A : OnlineRule n R) (r : R) (s v : Weights n) (π : ArrivalOrder n) : ℝ := ∑ e ∈ acceptedThrough A r s v π n, v e def Feasible {n : ℕ} {R : Type*} [MeasurableSpace R] (M : Matroid (Fin n)) (A : OnlineRule n R) : Prop := ∀ (r : R) (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)) /-- The observation mask is a measurable function of the seed alone. -/ structure HiddenRule (n : ℕ) (R : Type*) [MeasurableSpace R] where mask : R → Finset (Fin n) measurable_mask : Measurable mask core : OnlineRule n R noncomputable def observed {n : ℕ} {R : Type*} [MeasurableSpace R] (A : HiddenRule n R) (r : R) (w : Weights n) : Weights n := by classical exact fun e => if e ∈ A.mask r then w e else 0 noncomputable def hiddenAcceptedThrough {n : ℕ} {R : Type*} [MeasurableSpace R] (A : HiddenRule n R) (r : R) (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 : ℕ} {R : Type*} [MeasurableSpace R] (A : HiddenRule n R) (r : R) (w : Weights n) (π : ArrivalOrder n) : ℝ := ∑ e ∈ hiddenAcceptedThrough A r w π n, w e noncomputable def hiddenWorstReward {n : ℕ} {R : Type*} [MeasurableSpace R] (A : HiddenRule n R) (w : Weights n) (r : R) : ℝ := by classical exact Finset.univ.inf' Finset.univ_nonempty (hiddenReward A r w) def HiddenFeasible {n : ℕ} {R : Type*} [MeasurableSpace R] (M : Matroid (Fin n)) (A : HiddenRule n R) : Prop := ∀ (w : Weights n), (∀ e, 0 ≤ w e) → ∀ (r : R) (π : ArrivalOrder n) (t : ℕ), M.Indep (hiddenAcceptedThrough A r w π t : Set (Fin n)) /-- Sample values on the sacrificed mask, and realized values elsewhere. -/ noncomputable def glue {n : ℕ} (mask : Finset (Fin n)) (s v : Weights n) : Weights n := by classical exact fun e => if e ∈ mask then s e else v e noncomputable def simulationHistory {n : ℕ} {R : Type*} [MeasurableSpace R] (A : HiddenRule n R) (r : R) (s : Weights n) {k : Fin n} (h : History n k) : History n k := by classical exact fun j => ((h j).1, if (h j).1 ∈ A.mask r then s (h j).1 else (h j).2) noncomputable def simulationDecision {n : ℕ} {R : Type*} [MeasurableSpace R] (A : HiddenRule n R) (k : Fin n) (r : R) (s : Weights n) (h : History n k) : Bool := by classical exact if (h ⟨k.val, Nat.lt_succ_self _⟩).1 ∈ A.mask r then false else A.core.decide k r (observed A r s) (simulationHistory A r s h) /-- Full source contract for `lem:simulation`, with arbitrary measurable seed and probability spaces. The simulator is constructed before the distributions and adversary are supplied. Its decision function is specified concretely; the conjunction includes exact execution, feasibility, the seed/glued-vector joint law, integrability, and preservation of the same competitive ratio. -/ def SimulationContract.{u, v} : Prop := ∀ (n : ℕ) (R : Type v) [MeasurableSpace R] (M : Matroid (Fin n)) (A : HiddenRule n R) (ν : Measure R), IsProbabilityMeasure ν → ∀ (c : ℝ), HiddenFeasible M A → (∀ (w : Weights n), (∀ e, 0 ≤ w e) → c * optimum M w ≤ ∫ r, hiddenWorstReward A w r ∂ν) → ∃ B : OnlineRule n R, (∀ (k : Fin n) (r : R) (s : Weights n) (h : History n k), B.decide k r s h = simulationDecision A k r s h) ∧ Feasible M B ∧ (∀ (r : R) (s v : Weights n) (π : ArrivalOrder n) (t : ℕ), acceptedThrough B r s v π t = hiddenAcceptedThrough A r (glue (A.mask r) s v) π t) ∧ (∀ (r : R) (s v : Weights n) (π : ArrivalOrder n), reward B r s v π = hiddenReward A r (glue (A.mask r) s v) π) ∧ ∀ {Ω : Type u} [MeasurableSpace Ω] (μ : Measure Ω) [IsProbabilityMeasure μ] (S V : Ω → Weights n) (seed : Ω → R), Measurable S → Measurable V → Measurable seed → (∀ᵐ ω ∂μ, ∀ e, 0 ≤ S ω e) → (∀ᵐ ω ∂μ, ∀ e, 0 ≤ V ω e) → iIndepFun (pairedCoordinates S V) μ → (∀ e, μ.map (fun ω => S ω e) = μ.map (fun ω => V ω e)) → IndepFun (fun ω => (S ω, V ω)) seed μ → μ.map seed = ν → Integrable (fun ω => optimum M (V ω)) μ → ∀ (π : Ω → ArrivalOrder n), Measurable π → MeasurePreserving (fun ω => (seed ω, glue (A.mask (seed ω)) (S ω) (V ω))) μ (ν.prod (μ.map V)) ∧ Integrable (fun ω => reward B (seed ω) (S ω) (V ω) (π ω)) μ ∧ c * (∫ ω, optimum M (V ω) ∂μ) ≤ ∫ ω, reward B (seed ω) (S ω) (V ω) (π ω) ∂μ end MatroidProphet.General end OAI