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Add lean source and binary files (part 45)
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import Mathlib
import OAI.Combinatorics.IndependentSets.Repetition.SelectedJoint
import OAI.Combinatorics.IndependentSets.Repetition.PartialReveal
namespace OAI
namespace IndependentSetsGames.Foundations.Repetition
open scoped BigOperators
open Games Information
noncomputable section
variable {Q₁ Q₂ A₁ A₂ : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
[DecidableEq Q₁] [DecidableEq Q₂] {n : Nat}
def selectedRawMarginal (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (j : {i : Fin n // i ∉ selected}) :
(SelectedInput Q₁ Q₂ selected × SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) ×
(Q₁ × Q₂) → ℝ := by
classical
exact fun z => ∑ u, if u j = z.2 then selectedJointWeight G strategy selected (z.1,u) else 0
theorem selectedPosterior_eq_raw (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (j : {i : Fin n // i ∉ selected}) (tv) (q) :
selectedSideWeight G strategy selected tv * coordinateMarginal
(posteriorOrOriginal
(independentProduct (fun i => (selectedInputProfile G selected tv.1 i).weight))
(selectedLikelihood G strategy selected tv.1.1 tv.2)
(selectedSideMass G strategy selected tv)) j q =
selectedRawMarginal G strategy selected j (tv,q) := by
classical
rw [selectedSideWeight]
have h := weighted_coordinate_posterior_recombine
(independentProduct (fun i => (selectedInputProfile G selected tv.1 i).weight))
(selectedLikelihood G strategy selected tv.1.1 tv.2)
(independentProduct_isProbability _
(fun i => gameLaw_isProbability (selectedInputProfile G selected tv.1 i)))
(selectedLikelihood_nonnegative G strategy selected tv.1.1 tv.2)
(c := selectedSideMass G strategy selected tv) rfl
((selectedInputLaw G selected).weight tv.1) (G.selectedSuccess strategy selected) j q
rw [h]
simp only [Finset.mul_sum, selectedRawMarginal, selectedJointWeight]
apply Finset.sum_congr rfl
intro u _
by_cases hu : u j = q
· simp only [ite_eq_left hu]
ring
· simp [hu]
theorem selectedRawMarginal_firstMarginal (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (j : {i : Fin n // i ∉ selected}) (tv) :
firstMarginal (selectedRawMarginal G strategy selected j) tv =
selectedSideWeight G strategy selected tv := by
classical
simp only [firstMarginal, selectedRawMarginal]
rw [Finset.sum_comm]
simp only [Finset.sum_ite_eq, Finset.mem_univ, ite_true]
exact selectedJointWeight_firstMarginal G strategy selected tv
theorem selectedRawMarginal_isProbability (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected)
(j : {i : Fin n // i ∉ selected}) :
IsProbability (selectedRawMarginal G strategy selected j) := by
classical
constructor
· intro z
apply Finset.sum_nonneg
intro u _
split
· exact selectedJointWeight_nonnegative G strategy selected (z.1,u)
· exact le_rfl
· rw [Fintype.sum_prod_type]
change (∑ tv, firstMarginal (selectedRawMarginal G strategy selected j) tv) = 1
simp_rw [selectedRawMarginal_firstMarginal, selectedSideWeight, div_eq_mul_inv]
rw [← Finset.sum_mul, selectedSideMass_total, mul_inv_cancel₀ positive.ne']
theorem selected_raw_information_bound [Nonempty A₁] [Nonempty A₂]
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ j : {i : Fin n // i ∉ selected}, totalVariation
(selectedRawMarginal G strategy selected j)
(fun z => selectedSideWeight G strategy selected z.1 *
(selectedInputProfile G selected z.1.1 j).weight z.2)) ≤
Real.sqrt ((Fintype.card {i : Fin n // i ∉ selected} : ℝ) *
(Real.log (Fintype.card (SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) : ℝ) +
Real.log (1 / G.selectedSuccess strategy selected))) := by
have h := selected_information_bound G strategy selected positive
simp_rw [selectedPosterior_eq_raw] at h
exact h
def selectedOutsideLikelihood (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n))
(t : (selected → Q₁ × Q₂) × SelectedLabels (A₁ := A₁) (A₂ := A₂) selected)
(u : {i : Fin n // i ∉ selected} → Q₁ × Q₂) : ℝ :=
(∏ i : selected, G.questions.weight (t.1 i)) *
selectedLikelihood G strategy selected t.1 t.2 u / G.selectedSuccess strategy selected
def selectedObservationEquiv (selected : Finset (Fin n)) :
((SelectedInput Q₁ Q₂ selected × SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) ×
(Q₁ × Q₂)) ≃
((((selected → Q₁ × Q₂) × SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) ×
({i : Fin n // i ∉ selected} → Q₁ ⊕ Q₂)) × (Q₁ × Q₂)) where
toFun z := (((z.1.1.1,z.1.2),z.1.1.2),z.2)
invFun z := (((z.1.1.1,z.1.2),z.1.1.2),z.2)
left_inv _ := rfl
right_inv _ := rfl
theorem selectedRawMarginal_fullReveal (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (j : {i : Fin n // i ∉ selected}) (z) :
selectedRawMarginal G strategy selected j
((selectedObservationEquiv (Q₁ := Q₁) (Q₂ := Q₂) (A₁ := A₁) (A₂ := A₂) selected).symm z) =
fullRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected) z := by
classical
change selectedRawMarginal G strategy selected j
(((z.1.1.1,z.1.2),z.1.1.2),z.2) = _
simp only [selectedRawMarginal, fullRevealMarginal]
apply Finset.sum_congr rfl
intro u _
by_cases hu : u j = z.2
· simp only [ite_eq_left hu, selectedJointWeight_factorization, selectedOutsideLikelihood]
ring
· simp [hu]
theorem selectedRawReference_fullReveal (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (j : {i : Fin n // i ∉ selected}) (z) :
(fun w => selectedSideWeight G strategy selected w.1 *
(selectedInputProfile G selected w.1.1 j).weight w.2)
((selectedObservationEquiv (Q₁ := Q₁) (Q₂ := Q₂) (A₁ := A₁) (A₂ := A₂) selected).symm z) =
fullRevealModel G.questions j (selectedOutsideLikelihood G strategy selected) z := by
change selectedSideWeight G strategy selected ((z.1.1.1,z.1.2),z.1.1.2) *
(revealProfile G.questions (z.1.2 j)).weight z.2 = _
rw [← selectedRawMarginal_firstMarginal G strategy selected j]
unfold firstMarginal fullRevealModel
congr 1
apply Finset.sum_congr rfl
intro q _
exact selectedRawMarginal_fullReveal G strategy selected j (z.1,q)
theorem selected_raw_error_eq_fullReveal (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (j : {i : Fin n // i ∉ selected}) :
totalVariation (selectedRawMarginal G strategy selected j)
(fun z => selectedSideWeight G strategy selected z.1 *
(selectedInputProfile G selected z.1.1 j).weight z.2) =
totalVariation (fullRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected))
(fullRevealModel G.questions j (selectedOutsideLikelihood G strategy selected)) := by
rw [← totalVariation_comp_equiv
(selectedObservationEquiv (Q₁ := Q₁) (Q₂ := Q₂) (A₁ := A₁) (A₂ := A₂) selected).symm]
congr 1 <;> funext z
· exact selectedRawMarginal_fullReveal G strategy selected j z
· exact selectedRawReference_fullReveal G strategy selected j z
theorem selected_fullReveal_information_bound [Nonempty A₁] [Nonempty A₂]
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ j : {i : Fin n // i ∉ selected},
totalVariation (fullRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected))
(fullRevealModel G.questions j (selectedOutsideLikelihood G strategy selected))) ≤
Real.sqrt ((Fintype.card {i : Fin n // i ∉ selected} : ℝ) *
(Real.log (Fintype.card (SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) : ℝ) +
Real.log (1 / G.selectedSuccess strategy selected))) := by
have h := selected_raw_information_bound G strategy selected positive
simp_rw [selected_raw_error_eq_fullReveal] at h
exact h
def selectedInformationRadius (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) : ℝ :=
Real.sqrt ((Fintype.card {i : Fin n // i ∉ selected} : ℝ) *
(Real.log (Fintype.card (SelectedLabels (A₁ := A₁) (A₂ := A₂) selected) : ℝ) +
Real.log (1 / G.selectedSuccess strategy selected)))
theorem selected_leftReveal_error_sum [Nonempty A₁] [Nonempty A₂]
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ j : {i : Fin n // i ∉ selected},
totalVariation (partialRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected))
(leftRevealModel G.questions
(partialRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected)))) ≤
2 * selectedInformationRadius G strategy selected := by
calc
_ ≤ ∑ j : {i : Fin n // i ∉ selected},
2 * totalVariation (fullRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected))
(fullRevealModel G.questions j (selectedOutsideLikelihood G strategy selected)) := by
apply Finset.sum_le_sum
intro j _
exact leftReveal_full_error G.questions j _
_ = 2 * ∑ j : {i : Fin n // i ∉ selected},
totalVariation (fullRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected))
(fullRevealModel G.questions j (selectedOutsideLikelihood G strategy selected)) :=
(Finset.mul_sum _ _ _).symm
_ ≤ _ := mul_le_mul_of_nonneg_left
(selected_fullReveal_information_bound G strategy selected positive) (by norm_num)
theorem selected_rightReveal_error_sum [Nonempty A₁] [Nonempty A₂]
(G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (positive : 0 < G.selectedSuccess strategy selected) :
(∑ j : {i : Fin n // i ∉ selected},
totalVariation (partialRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected))
(rightRevealModel G.questions
(partialRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected)))) ≤
2 * selectedInformationRadius G strategy selected := by
calc
_ ≤ ∑ j : {i : Fin n // i ∉ selected},
2 * totalVariation (fullRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected))
(fullRevealModel G.questions j (selectedOutsideLikelihood G strategy selected)) := by
apply Finset.sum_le_sum
intro j _
exact rightReveal_full_error G.questions j _
_ = 2 * ∑ j : {i : Fin n // i ∉ selected},
totalVariation (fullRevealMarginal G.questions j (selectedOutsideLikelihood G strategy selected))
(fullRevealModel G.questions j (selectedOutsideLikelihood G strategy selected)) :=
(Finset.mul_sum _ _ _).symm
_ ≤ _ := mul_le_mul_of_nonneg_left
(selected_fullReveal_information_bound G strategy selected positive) (by norm_num)
end
end IndependentSetsGames.Foundations.Repetition
end OAI