roseking's picture
Add lean source and binary files (part 59)
8df23f4 verified
Raw History Blame Contribute Delete
41.2 kB
import Mathlib.Algebra.BigOperators.Ring.Finset
import Mathlib.Algebra.Order.BigOperators.Group.Finset
import Mathlib.Algebra.Order.BigOperators.GroupWithZero.Finset
import Mathlib.Data.Finset.Max
import Mathlib.Data.Fintype.BigOperators
import Mathlib.Data.Fintype.Pi
import Mathlib.Data.Fintype.Prod
import Mathlib.Basic.Real.Basic
import Mathlib.Tactic.Linarith
namespace OAI
noncomputable section
namespace BinPackingGames.Foundations.Games
open scoped BigOperators
structure FiniteDistribution (Ω : Type*) [Fintype Ω] where
weight : Ω → ℝ
nonnegative : ∀ x, 0 ≤ weight x
normalized : ∑ x, weight x = 1
namespace FiniteDistribution
variable {Ω Γ : Type*} [Fintype Ω] [Fintype Γ]
def expectation (μ : FiniteDistribution Ω) (f : Ω → ℝ) : ℝ :=
∑ x, μ.weight x * f x
def probability (μ : FiniteDistribution Ω) (event : Ω → Bool) : ℝ :=
∑ x, if event x then μ.weight x else 0
theorem probability_nonnegative (μ : FiniteDistribution Ω) (event : Ω → Bool) :
0 ≤ μ.probability event := by
apply Finset.sum_nonneg
intro x _
split
· exact μ.nonnegative x
· exact le_rfl
theorem probability_le_one (μ : FiniteDistribution Ω) (event : Ω → Bool) :
μ.probability event ≤ 1 := by
rw [← μ.normalized]
apply Finset.sum_le_sum
intro x _
split
· exact le_rfl
· exact μ.nonnegative x
@[simp] theorem probability_true (μ : FiniteDistribution Ω) :
μ.probability (fun _ => true) = 1 := by
simpa [probability] using μ.normalized
@[simp] theorem probability_false (μ : FiniteDistribution Ω) :
μ.probability (fun _ => false) = 0 := by
simp [probability]
theorem probability_mono (μ : FiniteDistribution Ω) {event event' : Ω → Bool}
(h : ∀ x, event x = true → event' x = true) :
μ.probability event ≤ μ.probability event' := by
apply Finset.sum_le_sum
intro x _
by_cases hx : event x = true
· simp [hx, h x hx]
· simp [hx]
split
· exact μ.nonnegative x
· exact le_rfl
def pushforward (μ : FiniteDistribution Ω) (f : Ω → Γ) : FiniteDistribution Γ := by
classical
exact
{ weight := fun y => ∑ x, if f x = y then μ.weight x else 0
nonnegative := fun y => Finset.sum_nonneg fun x _ => by
split
· exact μ.nonnegative x
· exact le_rfl
normalized := by
rw [Finset.sum_comm]
simpa using μ.normalized }
theorem probability_pushforward (μ : FiniteDistribution Ω) (f : Ω → Γ)
(event : Γ → Bool) :
(μ.pushforward f).probability event = μ.probability (fun x => event (f x)) := by
classical
simp only [probability, pushforward]
calc
_ = ∑ y, ∑ x, if f x = y then (if event y then μ.weight x else 0) else 0 := by
apply Finset.sum_congr rfl
intro y _
by_cases hy : event y = true <;> simp [hy]
_ = _ := by rw [Finset.sum_comm]; simp
def transport (μ : FiniteDistribution Ω) (equiv : Ω ≃ Γ) : FiniteDistribution Γ where
weight y := μ.weight (equiv.symm y)
nonnegative y := μ.nonnegative (equiv.symm y)
normalized := by rw [equiv.symm.sum_comp, μ.normalized]
theorem probability_transport (μ : FiniteDistribution Ω) (equiv : Ω ≃ Γ)
(event : Γ → Bool) :
(μ.transport equiv).probability event = μ.probability (fun x => event (equiv x)) := by
unfold probability transport
exact Fintype.sum_equiv equiv.symm _ _ (fun _ => by simp)
def iid (μ : FiniteDistribution Ω) (n : Nat) : FiniteDistribution (Fin n → Ω) where
weight x := ∏ i, μ.weight (x i)
nonnegative x := Finset.prod_nonneg fun i _ => μ.nonnegative (x i)
normalized := by rw [← Fintype.sum_pow, μ.normalized, one_pow]
theorem probability_iid_all (μ : FiniteDistribution Ω) (event : Ω → Bool) (n : Nat) :
(μ.iid n).probability (fun x => decide (∀ i, event (x i) = true)) =
μ.probability event ^ n := by
classical
unfold probability iid
rw [Fintype.sum_pow]
apply Finset.sum_congr rfl
intro x _
simp only [decide_eq_true_eq]
by_cases h : ∀ i, event (x i) = true
· simp [h]
· rw [ite_eq_right h]
obtain ⟨i, hi⟩ := not_forall.mp h
symm
apply Finset.prod_eq_zero (Finset.mem_univ i)
simp [hi]
end FiniteDistribution
abbrev Strategy (Q₁ Q₂ A₁ A₂ : Type*) := (Q₁ → A₁) × (Q₂ → A₂)
structure Game (Q₁ Q₂ A₁ A₂ : Type*) [Fintype Q₁] [Fintype Q₂]
[Fintype A₁] [Fintype A₂] where
questions : FiniteDistribution (Q₁ × Q₂)
accepts : Q₁ → Q₂ → A₁ → A₂ → Bool
namespace Game
section
variable {Q₁ Q₂ A₁ A₂ : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
def wins (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy Q₁ Q₂ A₁ A₂)
(questions : Q₁ × Q₂) : Bool :=
G.accepts questions.1 questions.2 (strategy.1 questions.1) (strategy.2 questions.2)
def success (G : Game Q₁ Q₂ A₁ A₂) (strategy : Strategy Q₁ Q₂ A₁ A₂) : ℝ :=
G.questions.probability (G.wins strategy)
theorem success_nonnegative (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy Q₁ Q₂ A₁ A₂) : 0 ≤ G.success strategy :=
G.questions.probability_nonnegative _
theorem success_le_one (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy Q₁ Q₂ A₁ A₂) : G.success strategy ≤ 1 :=
G.questions.probability_le_one _
def simulatedStrategy {R₁ R₂ B₁ B₂ : Type*}
(questionMap₁ : Q₁ → R₁) (questionMap₂ : Q₂ → R₂)
(answerMap₁ : Q₁ → B₁ → A₁) (answerMap₂ : Q₂ → B₂ → A₂)
(strategy : Strategy R₁ R₂ B₁ B₂) : Strategy Q₁ Q₂ A₁ A₂ :=
(fun x => answerMap₁ x (strategy.1 (questionMap₁ x)),
fun y => answerMap₂ y (strategy.2 (questionMap₂ y)))
theorem success_le_of_localSimulation {R₁ R₂ B₁ B₂ : Type*}
[Fintype R₁] [Fintype R₂] [Fintype B₁] [Fintype B₂]
(G : Game Q₁ Q₂ A₁ A₂) (H : Game R₁ R₂ B₁ B₂)
(questionMap₁ : Q₁ → R₁) (questionMap₂ : Q₂ → R₂)
(answerMap₁ : Q₁ → B₁ → A₁) (answerMap₂ : Q₂ → B₂ → A₂)
(questionLaw : H.questions =
G.questions.pushforward (fun q => (questionMap₁ q.1, questionMap₂ q.2)))
(acceptance : ∀ x y a b,
H.accepts (questionMap₁ x) (questionMap₂ y) a b = true →
G.accepts x y (answerMap₁ x a) (answerMap₂ y b) = true)
(strategy : Strategy R₁ R₂ B₁ B₂) :
H.success strategy ≤
G.success (simulatedStrategy questionMap₁ questionMap₂ answerMap₁ answerMap₂ strategy) := by
unfold success
rw [questionLaw, FiniteDistribution.probability_pushforward]
apply FiniteDistribution.probability_mono
intro questions h
exact acceptance questions.1 questions.2 _ _ h
def tupleQuestionEquiv (n : Nat) :
(Fin n → Q₁ × Q₂) ≃ (Fin n → Q₁) × (Fin n → Q₂) where
toFun questions := (fun i => (questions i).1, fun i => (questions i).2)
invFun questions := fun i => (questions.1 i, questions.2 i)
left_inv _ := rfl
right_inv _ := rfl
def repetition (G : Game Q₁ Q₂ A₁ A₂) (n : Nat) :
Game (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂) := by
classical
exact
{ questions := (G.questions.iid n).transport (tupleQuestionEquiv n)
accepts := fun x y a b => decide (∀ i, G.accepts (x i) (y i) (a i) (b i) = true) }
def repeatStrategy (strategy : Strategy Q₁ Q₂ A₁ A₂) (n : Nat) :
Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂) :=
(fun x i => strategy.1 (x i), fun y i => strategy.2 (y i))
theorem success_repeatStrategy (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy Q₁ Q₂ A₁ A₂) (n : Nat) :
(G.repetition n).success (repeatStrategy strategy n) = G.success strategy ^ n := by
unfold success
change ((G.questions.iid n).transport (tupleQuestionEquiv n)).probability _ = _
rw [FiniteDistribution.probability_transport]
exact G.questions.probability_iid_all (G.wins strategy) n
@[simp] theorem repetition_question_weight (G : Game Q₁ Q₂ A₁ A₂) (n : Nat)
(questions : (Fin n → Q₁) × (Fin n → Q₂)) :
(G.repetition n).questions.weight questions =
∏ i, G.questions.weight (questions.1 i, questions.2 i) := rfl
@[simp] theorem repetition_accepts_iff (G : Game Q₁ Q₂ A₁ A₂) (n : Nat)
(x : Fin n → Q₁) (y : Fin n → Q₂) (a : Fin n → A₁) (b : Fin n → A₂) :
(G.repetition n).accepts x y a b = true ↔
∀ i, G.accepts (x i) (y i) (a i) (b i) = true := by
classical
simp [repetition]
def coordinateWin (G : Game Q₁ Q₂ A₁ A₂) {n : Nat}
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(coordinate : Fin n) (questions : (Fin n → Q₁) × (Fin n → Q₂)) : Bool :=
G.accepts (questions.1 coordinate) (questions.2 coordinate)
(strategy.1 questions.1 coordinate) (strategy.2 questions.2 coordinate)
def selectedWins (G : Game Q₁ Q₂ A₁ A₂) {n : Nat}
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (questions : (Fin n → Q₁) × (Fin n → Q₂)) : Bool := by
classical
exact decide (∀ i ∈ selected, G.coordinateWin strategy i questions = true)
theorem selectedWins_mono (G : Game Q₁ Q₂ A₁ A₂) {n : Nat}
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
{selected selected' : Finset (Fin n)} (h : selected ⊆ selected') :
(G.repetition n).questions.probability (G.selectedWins strategy selected') ≤
(G.repetition n).questions.probability (G.selectedWins strategy selected) := by
apply FiniteDistribution.probability_mono
intro questions hwin
simp only [selectedWins, decide_eq_true_eq] at hwin ⊢
intro i hi
exact hwin i (h hi)
@[simp] theorem selectedWins_empty (G : Game Q₁ Q₂ A₁ A₂) {n : Nat}
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(questions : (Fin n → Q₁) × (Fin n → Q₂)) :
G.selectedWins strategy ∅ questions = true := by
simp [selectedWins]
theorem selectedWins_univ (G : Game Q₁ Q₂ A₁ A₂) {n : Nat}
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) :
G.selectedWins strategy Finset.univ = (G.repetition n).wins strategy := by
classical
funext questions
simp [selectedWins, coordinateWin, repetition, wins]
end
variable {Q₁ Q₂ A₁ A₂ : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
[Nonempty A₁] [Nonempty A₂]
def value (G : Game Q₁ Q₂ A₁ A₂) : ℝ := by
classical
exact Finset.univ.sup' Finset.univ_nonempty G.success
theorem success_le_value (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy Q₁ Q₂ A₁ A₂) : G.success strategy ≤ G.value := by
classical
exact Finset.le_sup' G.success (Finset.mem_univ strategy)
theorem value_le_iff (G : Game Q₁ Q₂ A₁ A₂) (bound : ℝ) :
G.value ≤ bound ↔ ∀ strategy : Strategy Q₁ Q₂ A₁ A₂, G.success strategy ≤ bound := by
classical
simp [value, Finset.sup'_le_iff]
theorem exists_optimal_strategy (G : Game Q₁ Q₂ A₁ A₂) :
∃ strategy : Strategy Q₁ Q₂ A₁ A₂, G.success strategy = G.value := by
classical
obtain ⟨strategy, _, h⟩ := Finset.exists_mem_eq_sup'
(s := (Finset.univ : Finset (Strategy Q₁ Q₂ A₁ A₂))) Finset.univ_nonempty G.success
exact ⟨strategy, h.symm⟩
theorem value_nonnegative (G : Game Q₁ Q₂ A₁ A₂) : 0 ≤ G.value := by
obtain ⟨strategy, h⟩ := G.exists_optimal_strategy
rw [← h]
exact G.success_nonnegative strategy
theorem value_le_one (G : Game Q₁ Q₂ A₁ A₂) : G.value ≤ 1 :=
(G.value_le_iff 1).2 G.success_le_one
theorem randomized_success_le_value (G : Game Q₁ Q₂ A₁ A₂)
{Seed : Type*} [Fintype Seed] (seedLaw : FiniteDistribution Seed)
(strategies : Seed → Strategy Q₁ Q₂ A₁ A₂) :
seedLaw.expectation (fun seed => G.success (strategies seed)) ≤ G.value := by
unfold FiniteDistribution.expectation
calc
_ ≤ ∑ seed, seedLaw.weight seed * G.value := by
apply Finset.sum_le_sum
intro seed _
exact mul_le_mul_of_nonneg_left (G.success_le_value _) (seedLaw.nonnegative seed)
_ = G.value := by rw [← Finset.sum_mul, seedLaw.normalized, one_mul]
omit [Nonempty A₁] [Nonempty A₂] in
theorem success_repetition_zero (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin 0 → Q₁) (Fin 0 → Q₂) (Fin 0 → A₁) (Fin 0 → A₂)) :
(G.repetition 0).success strategy = 1 := by
have h : (G.repetition 0).wins strategy = fun _ => true := by
funext questions
simp [wins, repetition]
unfold success
rw [h, FiniteDistribution.probability_true]
@[simp] theorem value_repetition_zero (G : Game Q₁ Q₂ A₁ A₂) :
(G.repetition 0).value = 1 := by
obtain ⟨strategy, h⟩ := (G.repetition 0).exists_optimal_strategy
rw [← h]
exact G.success_repetition_zero strategy
theorem pow_value_le_repetition_value (G : Game Q₁ Q₂ A₁ A₂) (n : Nat) :
G.value ^ n ≤ (G.repetition n).value := by
obtain ⟨strategy, h⟩ := G.exists_optimal_strategy
rw [← h, ← G.success_repeatStrategy strategy n]
exact (G.repetition n).success_le_value (repeatStrategy strategy n)
theorem value_le_of_localSimulation {R₁ R₂ B₁ B₂ : Type*}
[Fintype R₁] [Fintype R₂] [Fintype B₁] [Fintype B₂]
[Nonempty B₁] [Nonempty B₂]
(G : Game Q₁ Q₂ A₁ A₂) (H : Game R₁ R₂ B₁ B₂)
(questionMap₁ : Q₁ → R₁) (questionMap₂ : Q₂ → R₂)
(answerMap₁ : Q₁ → B₁ → A₁) (answerMap₂ : Q₂ → B₂ → A₂)
(questionLaw : H.questions =
G.questions.pushforward (fun q => (questionMap₁ q.1, questionMap₂ q.2)))
(acceptance : ∀ x y a b,
H.accepts (questionMap₁ x) (questionMap₂ y) a b = true →
G.accepts x y (answerMap₁ x a) (answerMap₂ y b) = true) :
H.value ≤ G.value := by
apply (H.value_le_iff _).2
intro strategy
exact (G.success_le_of_localSimulation H questionMap₁ questionMap₂
answerMap₁ answerMap₂ questionLaw acceptance strategy).trans (G.success_le_value _)
end Game
end BinPackingGames.Foundations.Games
namespace BinPackingGames.Foundations.Games.FiniteDistribution
section
open scoped BigOperators
variable {Seed Ω : Type*} [Fintype Seed] [Fintype Ω]
def mixture (seedLaw : FiniteDistribution Seed)
(laws : Seed → FiniteDistribution Ω) : FiniteDistribution Ω where
weight x := ∑ seed, seedLaw.weight seed * (laws seed).weight x
nonnegative x := Finset.sum_nonneg fun seed _ =>
mul_nonneg (seedLaw.nonnegative seed) ((laws seed).nonnegative x)
normalized := by
rw [Finset.sum_comm]
simp_rw [← Finset.mul_sum, (laws _).normalized, mul_one]
exact seedLaw.normalized
theorem probability_mixture (seedLaw : FiniteDistribution Seed)
(laws : Seed → FiniteDistribution Ω) (event : Ω → Bool) :
(seedLaw.mixture laws).probability event =
∑ seed, seedLaw.weight seed * (laws seed).probability event := by
unfold probability mixture
calc
_ = ∑ x, ∑ seed,
seedLaw.weight seed * (if event x then (laws seed).weight x else 0) := by
apply Finset.sum_congr rfl
intro x _
cases event x <;> simp
_ = _ := by
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro seed _
rw [Finset.mul_sum]
theorem probability_mixture_le (seedLaw : FiniteDistribution Seed)
(laws : Seed → FiniteDistribution Ω) (event : Ω → Bool) (bound : ℝ)
(h : ∀ seed, (laws seed).probability event ≤ bound) :
(seedLaw.mixture laws).probability event ≤ bound := by
rw [probability_mixture]
calc
_ ≤ ∑ seed, seedLaw.weight seed * bound :=
Finset.sum_le_sum fun seed _ =>
mul_le_mul_of_nonneg_left (h seed) (seedLaw.nonnegative seed)
_ = bound := by rw [← Finset.sum_mul, seedLaw.normalized, one_mul]
end
open scoped BigOperators
variable {Ω : Type*} [Fintype Ω]
def totalVariation (μ ν : FiniteDistribution Ω) : ℝ :=
(∑ x, |μ.weight x - ν.weight x|) / 2
theorem totalVariation_nonnegative (μ ν : FiniteDistribution Ω) :
0 ≤ μ.totalVariation ν :=
div_nonneg (Finset.sum_nonneg fun _ _ => abs_nonneg _) (by norm_num)
theorem totalVariation_comm (μ ν : FiniteDistribution Ω) :
μ.totalVariation ν = ν.totalVariation μ := by
unfold totalVariation
congr 1
apply Finset.sum_congr rfl
intro x _
exact abs_sub_comm _ _
theorem probability_sub_le_totalVariation (μ ν : FiniteDistribution Ω)
(event : Ω → Bool) :
μ.probability event - ν.probability event ≤ μ.totalVariation ν := by
have pointwise (x : Ω) :
2 * ((if event x then μ.weight x else 0) -
(if event x then ν.weight x else 0)) ≤
|μ.weight x - ν.weight x| + (μ.weight x - ν.weight x) := by
have h₁ := le_abs_self (μ.weight x - ν.weight x)
have h₂ := neg_le_abs (μ.weight x - ν.weight x)
cases event x <;> simp only [Bool.false_eq_true, ↓reduceIte] <;> linarith
have summed := Finset.sum_le_sum (s := Finset.univ) fun x _ => pointwise x
simp only [← Finset.mul_sum, Finset.sum_add_distrib, Finset.sum_sub_distrib,
μ.normalized, ν.normalized, sub_self, add_zero] at summed
unfold probability totalVariation
linarith
theorem probability_abs_sub_le_totalVariation (μ ν : FiniteDistribution Ω)
(event : Ω → Bool) :
|μ.probability event - ν.probability event| ≤ μ.totalVariation ν := by
apply abs_le.mpr
constructor
· have h := ν.probability_sub_le_totalVariation μ event
rw [totalVariation_comm] at h
linarith
· exact μ.probability_sub_le_totalVariation ν event
theorem probability_le_add_totalVariation (μ ν : FiniteDistribution Ω)
(event : Ω → Bool) :
μ.probability event ≤ ν.probability event + μ.totalVariation ν := by
have h := μ.probability_sub_le_totalVariation ν event
linarith
end BinPackingGames.Foundations.Games.FiniteDistribution
namespace BinPackingGames.Foundations.Games
open scoped BigOperators
namespace FiniteDistribution
variable {Ω : Type*} [Fintype Ω]
def condition (μ : FiniteDistribution Ω) (given : Ω → Bool)
(positive : 0 < μ.probability given) : FiniteDistribution Ω where
weight x := if given x then μ.weight x / μ.probability given else 0
nonnegative x := by
split
· exact div_nonneg (μ.nonnegative x) positive.le
· exact le_rfl
normalized := by
calc
_ = (∑ x, if given x then μ.weight x else 0) / μ.probability given := by
simp only [div_eq_mul_inv, Finset.sum_mul]
apply Finset.sum_congr rfl
intro x _
by_cases hx : given x = true <;> simp [hx]
_ = 1 := div_self (ne_of_gt positive)
theorem probability_condition (μ : FiniteDistribution Ω) (given event : Ω → Bool)
(positive : 0 < μ.probability given) :
(μ.condition given positive).probability event =
μ.probability (fun x => given x && event x) / μ.probability given := by
simp only [probability, condition, div_eq_mul_inv, Finset.sum_mul]
apply Finset.sum_congr rfl
intro x _
by_cases hg : given x = true <;> by_cases he : event x = true <;> simp [hg, he]
theorem probability_inter_eq_mul_conditional (μ : FiniteDistribution Ω)
(given event : Ω → Bool) (positive : 0 < μ.probability given) :
μ.probability (fun x => given x && event x) =
μ.probability given * (μ.condition given positive).probability event := by
have h := (eq_div_iff (ne_of_gt positive)).mp
(μ.probability_condition given event positive)
simpa only [mul_comm] using h.symm
theorem probability_and_le_left (μ : FiniteDistribution Ω) (event event' : Ω → Bool) :
μ.probability (fun x => event x && event' x) ≤ μ.probability event := by
apply μ.probability_mono
intro x hx
have h : event x = true ∧ event' x = true := by simpa using hx
exact h.1
theorem probability_and_le_right (μ : FiniteDistribution Ω) (event event' : Ω → Bool) :
μ.probability (fun x => event x && event' x) ≤ μ.probability event' := by
apply μ.probability_mono
intro x hx
have h : event x = true ∧ event' x = true := by simpa using hx
exact h.2
theorem probability_and_eq_zero_of_probability_eq_zero (μ : FiniteDistribution Ω)
(given event : Ω → Bool) (zero : μ.probability given = 0) :
μ.probability (fun x => given x && event x) = 0 := by
apply le_antisymm
· exact (μ.probability_and_le_left given event).trans_eq zero
· exact μ.probability_nonnegative _
@[simp] theorem probability_condition_given (μ : FiniteDistribution Ω)
(given : Ω → Bool) (positive : 0 < μ.probability given) :
(μ.condition given positive).probability given = 1 := by
rw [μ.probability_condition]
simpa only [Bool.and_self] using div_self (ne_of_gt positive)
end FiniteDistribution
namespace Game
variable {Q₁ Q₂ A₁ A₂ : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
{n : Nat}
theorem selectedWins_insert (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (coordinate : Fin n) :
G.selectedWins strategy (insert coordinate selected) =
fun questions =>
G.selectedWins strategy selected questions && G.coordinateWin strategy coordinate questions := by
classical
funext questions
apply Bool.eq_iff_iff.mpr
simp [selectedWins, and_comm]
def selectedSuccess (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 :=
(G.repetition n).questions.probability (G.selectedWins strategy selected)
theorem selectedSuccess_nonnegative (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) : 0 ≤ G.selectedSuccess strategy selected :=
(G.repetition n).questions.probability_nonnegative _
theorem selectedSuccess_le_one (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) : G.selectedSuccess strategy selected ≤ 1 :=
(G.repetition n).questions.probability_le_one _
@[simp] theorem selectedSuccess_empty (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) :
G.selectedSuccess strategy ∅ = 1 := by
have h : G.selectedWins strategy ∅ = fun _ => true :=
funext (G.selectedWins_empty strategy)
rw [selectedSuccess, h, FiniteDistribution.probability_true]
theorem selectedSuccess_univ (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) :
G.selectedSuccess strategy Finset.univ = (G.repetition n).success strategy := by
rw [selectedSuccess, G.selectedWins_univ]
rfl
theorem selectedSuccess_antitone (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) :
Antitone (G.selectedSuccess strategy) := by
intro selected selected' h
exact G.selectedWins_mono strategy h
theorem selectedSuccess_insert (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (coordinate : Fin n)
(positive : 0 < G.selectedSuccess strategy selected) :
G.selectedSuccess strategy (insert coordinate selected) =
G.selectedSuccess strategy selected *
((G.repetition n).questions.condition (G.selectedWins strategy selected) positive).probability
(G.coordinateWin strategy coordinate) := by
unfold selectedSuccess
rw [G.selectedWins_insert]
exact (G.repetition n).questions.probability_inter_eq_mul_conditional _ _ positive
theorem selectedSuccess_insert_eq_zero (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(selected : Finset (Fin n)) (coordinate : Fin n)
(zero : G.selectedSuccess strategy selected = 0) :
G.selectedSuccess strategy (insert coordinate selected) = 0 := by
apply le_antisymm
· exact (G.selectedSuccess_antitone strategy (Finset.subset_insert coordinate selected)).trans_eq zero
· exact G.selectedSuccess_nonnegative _ _
end Game
namespace FiniteDistribution
variable {Ω Γ Q A : Type*} [Fintype Ω] [Fintype Γ] [Fintype Q] [Fintype A]
theorem eq_of_weight_eq {μ ν : FiniteDistribution Ω}
(h : ∀ x, μ.weight x = ν.weight x) : μ = ν := by
cases μ with
| mk w hw hs =>
cases ν with
| mk w' hw' hs' =>
have he : w = w' := funext h
cases he
rfl
def table [DecidableEq Q] (responses : Q → FiniteDistribution A) :
FiniteDistribution (Q → A) := by
classical
exact
{ weight := fun answers => ∏ q, (responses q).weight (answers q)
nonnegative := fun answers => Finset.prod_nonneg fun q _ =>
(responses q).nonnegative (answers q)
normalized := by
rw [← Fintype.prod_sum]
simp only [FiniteDistribution.normalized, Finset.prod_const_one] }
theorem expectation_table_eval [DecidableEq Q] (responses : Q → FiniteDistribution A)
(q₀ : Q) (h : A → ℝ) :
(table responses).expectation (fun answers => h (answers q₀)) =
(responses q₀).expectation h := by
classical
change (∑ answers : Q → A,
(∏ q, (responses q).weight (answers q)) * h (answers q₀)) =
∑ a, (responses q₀).weight a * h a
calc
_ = ∑ answers : Q → A,
∏ q, (responses q).weight (answers q) *
(if q = q₀ then h (answers q) else 1) := by
apply Finset.sum_congr rfl
intro answers _
rw [Finset.prod_mul_distrib]
simp
_ = ∏ q, ∑ a, (responses q).weight a * (if q = q₀ then h a else 1) :=
(Fintype.prod_sum (fun q a =>
(responses q).weight a * (if q = q₀ then h a else 1))).symm
_ = ∏ q : Q, if q = q₀ then (∑ a, (responses q₀).weight a * h a) else 1 := by
apply Finset.prod_congr rfl
intro q _
by_cases hq : q = q₀
· subst q
simp
· simp [hq, (responses q).normalized]
_ = _ := by simp
theorem table_eval_pushforward [DecidableEq Q]
(responses : Q → FiniteDistribution A) (q₀ : Q) :
(table responses).pushforward (fun answers => answers q₀) = responses q₀ := by
classical
apply eq_of_weight_eq
intro a
calc
_ = (table responses).expectation
(fun answers => if answers q₀ = a then 1 else 0) := by
simp [pushforward, expectation, mul_ite]
_ = (responses q₀).expectation (fun b => if b = a then 1 else 0) :=
expectation_table_eval responses q₀ (fun b => if b = a then (1 : ℝ) else 0)
_ = _ := by simp [expectation, mul_ite]
def product (μ : FiniteDistribution Ω) (ν : FiniteDistribution Γ) :
FiniteDistribution (Ω × Γ) where
weight x := μ.weight x.1 * ν.weight x.2
nonnegative x := mul_nonneg (μ.nonnegative _) (ν.nonnegative _)
normalized := by
rw [Fintype.sum_prod_type]
simp_rw [← Finset.mul_sum, ν.normalized, mul_one]
exact μ.normalized
theorem expectation_product (μ : FiniteDistribution Ω) (ν : FiniteDistribution Γ)
(f : Ω × Γ → ℝ) :
(μ.product ν).expectation f =
μ.expectation (fun x => ν.expectation (fun y => f (x,y))) := by
simp only [expectation, product, Fintype.sum_prod_type, Finset.mul_sum, mul_assoc]
theorem expectation_comm (μ : FiniteDistribution Ω) (ν : FiniteDistribution Γ)
(f : Ω → Γ → ℝ) :
μ.expectation (fun x => ν.expectation (f x)) =
ν.expectation (fun y => μ.expectation (fun x => f x y)) := by
unfold expectation
simp_rw [Finset.mul_sum]
rw [Finset.sum_comm]
apply Finset.sum_congr rfl
intro y _
apply Finset.sum_congr rfl
intro x _
exact mul_left_comm _ _ _
theorem expectation_congr (μ : FiniteDistribution Ω) {f g : Ω → ℝ}
(h : ∀ x, f x = g x) : μ.expectation f = μ.expectation g := by
unfold expectation
apply Finset.sum_congr rfl
intro x _
rw [h x]
end FiniteDistribution
namespace Game
variable {Q₁ Q₂ A₁ A₂ : Type*}
[Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
[DecidableEq Q₁] [DecidableEq Q₂]
def responseTableLaw (responses₁ : Q₁ → FiniteDistribution A₁)
(responses₂ : Q₂ → FiniteDistribution A₂) :
FiniteDistribution (Strategy Q₁ Q₂ A₁ A₂) := by
classical
exact (FiniteDistribution.table responses₁).product (FiniteDistribution.table responses₂)
def stochasticSuccess (G : Game Q₁ Q₂ A₁ A₂)
(responses₁ : Q₁ → FiniteDistribution A₁)
(responses₂ : Q₂ → FiniteDistribution A₂) : ℝ :=
G.questions.expectation (fun q =>
(responses₁ q.1).expectation (fun a =>
(responses₂ q.2).expectation (fun b =>
if G.accepts q.1 q.2 a b then 1 else 0)))
omit [DecidableEq Q₁] [DecidableEq Q₂] in
theorem success_eq_question_expectation (G : Game Q₁ Q₂ A₁ A₂)
(strategy : Strategy Q₁ Q₂ A₁ A₂) :
G.success strategy = G.questions.expectation
(fun q => if G.wins strategy q then 1 else 0) := by
simp [success, FiniteDistribution.probability,
FiniteDistribution.expectation, mul_ite]
theorem table_success_eq_stochastic (G : Game Q₁ Q₂ A₁ A₂)
(responses₁ : Q₁ → FiniteDistribution A₁)
(responses₂ : Q₂ → FiniteDistribution A₂) :
(responseTableLaw responses₁ responses₂).expectation G.success =
G.stochasticSuccess responses₁ responses₂ := by
classical
unfold stochasticSuccess
calc
_ = (responseTableLaw responses₁ responses₂).expectation
(fun strategy => G.questions.expectation
(fun q => if G.wins strategy q then 1 else 0)) :=
FiniteDistribution.expectation_congr _ (G.success_eq_question_expectation)
_ = G.questions.expectation (fun q =>
(responseTableLaw responses₁ responses₂).expectation
(fun strategy => if G.wins strategy q then 1 else 0)) :=
FiniteDistribution.expectation_comm _ _ _
_ = _ := by
apply FiniteDistribution.expectation_congr
intro q
rw [responseTableLaw, FiniteDistribution.expectation_product]
change (FiniteDistribution.table responses₁).expectation
(fun answers₁ => (FiniteDistribution.table responses₂).expectation
(fun answers₂ =>
if G.accepts q.1 q.2 (answers₁ q.1) (answers₂ q.2) then 1 else 0)) = _
calc
_ = (FiniteDistribution.table responses₁).expectation
(fun answers₁ => (responses₂ q.2).expectation
(fun b => if G.accepts q.1 q.2 (answers₁ q.1) b then 1 else 0)) := by
apply FiniteDistribution.expectation_congr
intro answers₁
exact FiniteDistribution.expectation_table_eval responses₂ q.2
(fun b => if G.accepts q.1 q.2 (answers₁ q.1) b then (1 : ℝ) else 0)
_ = _ := FiniteDistribution.expectation_table_eval responses₁ q.1
(fun a => (responses₂ q.2).expectation
(fun b => if G.accepts q.1 q.2 a b then (1 : ℝ) else 0))
variable [Nonempty A₁] [Nonempty A₂]
theorem stochasticSuccess_le_value (G : Game Q₁ Q₂ A₁ A₂)
(responses₁ : Q₁ → FiniteDistribution A₁)
(responses₂ : Q₂ → FiniteDistribution A₂) :
G.stochasticSuccess responses₁ responses₂ ≤ G.value := by
classical
rw [← G.table_success_eq_stochastic]
exact G.randomized_success_le_value (responseTableLaw responses₁ responses₂) id
theorem exists_deterministic_ge_stochastic (G : Game Q₁ Q₂ A₁ A₂)
(responses₁ : Q₁ → FiniteDistribution A₁)
(responses₂ : Q₂ → FiniteDistribution A₂) :
∃ strategy : Strategy Q₁ Q₂ A₁ A₂,
G.stochasticSuccess responses₁ responses₂ ≤ G.success strategy := by
obtain ⟨strategy, h⟩ := G.exists_optimal_strategy
refine ⟨strategy, ?_⟩
rw [h]
exact G.stochasticSuccess_le_value responses₁ responses₂
end Game
end BinPackingGames.Foundations.Games
namespace BinPackingGames.Foundations.Games.FiniteDistribution
open scoped BigOperators
theorem iid_pushforward {Ω Γ : Type*} [Fintype Ω] [Fintype Γ]
(μ : FiniteDistribution Ω) (f : Ω → Γ) (n : Nat) :
(μ.pushforward f).iid n =
(μ.iid n).pushforward (fun answers i => f (answers i)) := by
classical
apply eq_of_weight_eq
intro y
simp only [iid, pushforward]
rw [Fintype.prod_sum]
apply Finset.sum_congr rfl
intro x _
by_cases h : (fun i => f (x i)) = y
· have hp : ∀ i, f (x i) = y i := congrFun h
simp [hp]
· rw [ite_eq_right h]
have hn : ¬ ∀ i, f (x i) = y i := fun hp => h (funext hp)
obtain ⟨i, hi⟩ := not_forall.mp hn
apply Finset.prod_eq_zero (Finset.mem_univ i)
simp [hi]
def uniform (Ω : Type*) [Fintype Ω] [Nonempty Ω] : FiniteDistribution Ω where
weight _ := 1 / (Fintype.card Ω : ℝ)
nonnegative _ := div_nonneg zero_le_one (Nat.cast_nonneg _)
normalized := by
have hn : (Fintype.card Ω : ℝ) ≠ 0 :=
Nat.cast_ne_zero.mpr Fintype.card_ne_zero
simp only [Finset.sum_const, Finset.card_univ, nsmul_eq_mul, one_div]
exact mul_inv_cancel₀ hn
theorem iid_uniform {Ω : Type*} [Fintype Ω] [Nonempty Ω] (n : Nat) :
(uniform Ω).iid n = uniform (Fin n → Ω) := by
classical
apply eq_of_weight_eq
intro x
simp [iid, uniform, Nat.cast_pow, one_div]
theorem expectation_uniform {Ω : Type*} [Fintype Ω] [Nonempty Ω] (f : Ω → ℝ) :
(uniform Ω).expectation f = (∑ x, f x) / (Fintype.card Ω : ℝ) := by
unfold expectation uniform
rw [← Finset.mul_sum]
simp [div_eq_mul_inv, mul_comm]
end BinPackingGames.Foundations.Games.FiniteDistribution
namespace BinPackingGames.Foundations.Games
open scoped BigOperators
namespace FiniteDistribution
def reindexEquiv {ι κ Ω : Type*} (e : κ ≃ ι) : (ι → Ω) ≃ (κ → Ω) where
toFun f := f ∘ e
invFun g := g ∘ e.symm
left_inv f := by funext i; simp
right_inv g := by funext i; simp
theorem pushforward_equiv {Ω Γ : Type*} [Fintype Ω] [Fintype Γ]
(μ : FiniteDistribution Ω) (e : Ω ≃ Γ) :
μ.pushforward e = μ.transport e := by
classical
apply eq_of_weight_eq
intro y
simp only [pushforward, transport]
have he : ∀ x : Ω, (e x = y) = (x = e.symm y) := by
intro x
apply propext
constructor
· intro h
simpa using congrArg e.symm h
· intro h
rw [h, e.apply_symm_apply]
simp_rw [he]
simp
theorem table_const_reindex {ι κ Ω : Type*}
[Fintype ι] [Fintype κ] [Fintype Ω] [DecidableEq ι] [DecidableEq κ]
(μ : FiniteDistribution Ω) (e : κ ≃ ι) :
(table (fun _ : ι => μ)).pushforward (fun f => f ∘ e) =
table (fun _ : κ => μ) := by
classical
change (table (fun _ : ι => μ)).pushforward (reindexEquiv e) = _
rw [pushforward_equiv]
apply eq_of_weight_eq
intro g
change (∏ i : ι, μ.weight (g (e.symm i))) = ∏ k : κ, μ.weight (g k)
exact e.symm.prod_comp (fun k => μ.weight (g k))
theorem iid_reindex {Ω : Type*} [Fintype Ω]
(μ : FiniteDistribution Ω) {n m : Nat} (e : Fin m ≃ Fin n) :
(μ.iid n).pushforward (fun f => f ∘ e) = μ.iid m := by
classical
change (μ.iid n).pushforward (reindexEquiv e) = _
rw [pushforward_equiv]
apply eq_of_weight_eq
intro g
change (∏ i : Fin n, μ.weight (g (e.symm i))) = ∏ k : Fin m, μ.weight (g k)
exact e.symm.prod_comp (fun k => μ.weight (g k))
theorem probability_reindex_of_weight {Ω Γ : Type*} [Fintype Ω] [Fintype Γ]
(μ : FiniteDistribution Ω) (ν : FiniteDistribution Γ) (e : Ω ≃ Γ)
(hweight : ∀ x, ν.weight (e x) = μ.weight x) (event : Γ → Bool) :
ν.probability event = μ.probability (fun x => event (e x)) := by
classical
change (∑ y, if event y then ν.weight y else 0) =
∑ x, if event (e x) then μ.weight x else 0
rw [← e.sum_comp (fun y => if event y then ν.weight y else 0)]
apply Finset.sum_congr rfl
intro x _
rw [hweight]
end FiniteDistribution
namespace Game
variable {Q₁ Q₂ A₁ A₂ : Type*}
variable [Fintype Q₁] [Fintype Q₂] [Fintype A₁] [Fintype A₂]
def questionReindexEquiv {n m : Nat} (e : Fin m ≃ Fin n) :
((Fin n → Q₁) × (Fin n → Q₂)) ≃ ((Fin m → Q₁) × (Fin m → Q₂)) :=
Equiv.prodCongr (FiniteDistribution.reindexEquiv e)
(FiniteDistribution.reindexEquiv e)
def reindexStrategy {n m : Nat} (e : Fin m ≃ Fin n)
(s : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) :
Strategy (Fin m → Q₁) (Fin m → Q₂) (Fin m → A₁) (Fin m → A₂) :=
(fun x i => s.1 (x ∘ e.symm) (e i),
fun y i => s.2 (y ∘ e.symm) (e i))
theorem repetition_question_weight_reindex (G : Game Q₁ Q₂ A₁ A₂)
{n m : Nat} (e : Fin m ≃ Fin n)
(q : (Fin n → Q₁) × (Fin n → Q₂)) :
(G.repetition m).questions.weight (questionReindexEquiv e q) =
(G.repetition n).questions.weight q := by
classical
rw [repetition_question_weight, repetition_question_weight]
change (∏ i : Fin m, G.questions.weight (q.1 (e i), q.2 (e i))) =
∏ j : Fin n, G.questions.weight (q.1 j, q.2 j)
exact e.prod_comp (fun j => G.questions.weight (q.1 j, q.2 j))
theorem repetition_questions_reindex (G : Game Q₁ Q₂ A₁ A₂)
{n m : Nat} (e : Fin m ≃ Fin n) :
(G.repetition n).questions.pushforward (questionReindexEquiv e) =
(G.repetition m).questions := by
classical
rw [FiniteDistribution.pushforward_equiv]
apply FiniteDistribution.eq_of_weight_eq
intro q
change (G.repetition n).questions.weight ((questionReindexEquiv e).symm q) =
(G.repetition m).questions.weight q
have h := repetition_question_weight_reindex G e ((questionReindexEquiv e).symm q)
simpa only [Equiv.apply_symm_apply] using h.symm
theorem coordinateWin_reindex (G : Game Q₁ Q₂ A₁ A₂)
{n m : Nat} (e : Fin m ≃ Fin n)
(s : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(i : Fin m) (q : (Fin n → Q₁) × (Fin n → Q₂)) :
G.coordinateWin (reindexStrategy e s) i (questionReindexEquiv e q) =
G.coordinateWin s (e i) q := by
have h₁ : (fun j : Fin n => q.1 (e (e.symm j))) = q.1 := by
funext j
rw [e.apply_symm_apply]
have h₂ : (fun j : Fin n => q.2 (e (e.symm j))) = q.2 := by
funext j
rw [e.apply_symm_apply]
change G.accepts (q.1 (e i)) (q.2 (e i))
(s.1 (fun j => q.1 (e (e.symm j))) (e i))
(s.2 (fun j => q.2 (e (e.symm j))) (e i)) =
G.accepts (q.1 (e i)) (q.2 (e i)) (s.1 q.1 (e i)) (s.2 q.2 (e i))
rw [h₁, h₂]
theorem selectedWins_reindex (G : Game Q₁ Q₂ A₁ A₂)
{n m : Nat} (e : Fin m ≃ Fin n)
(s : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(S : Finset (Fin m)) (q : (Fin n → Q₁) × (Fin n → Q₂)) :
G.selectedWins (reindexStrategy e s) S (questionReindexEquiv e q) =
G.selectedWins s (S.map e.toEmbedding) q := by
classical
unfold selectedWins
congr 1
apply propext
constructor
· intro h j hj
obtain ⟨i, hi, rfl⟩ := Finset.mem_map.mp hj
have hw := h i hi
rw [coordinateWin_reindex] at hw
exact hw
· intro h i hi
rw [coordinateWin_reindex]
exact h (e i) (Finset.mem_map.mpr ⟨i, hi, rfl⟩)
theorem selectedSuccess_reindex (G : Game Q₁ Q₂ A₁ A₂)
{n m : Nat} (e : Fin m ≃ Fin n)
(s : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂))
(S : Finset (Fin m)) :
G.selectedSuccess (reindexStrategy e s) S =
G.selectedSuccess s (S.map e.toEmbedding) := by
classical
unfold selectedSuccess
rw [FiniteDistribution.probability_reindex_of_weight
(G.repetition n).questions (G.repetition m).questions (questionReindexEquiv e)
(repetition_question_weight_reindex G e)]
congr 1
funext q
exact selectedWins_reindex G e s S q
theorem repetition_success_reindex (G : Game Q₁ Q₂ A₁ A₂)
{n m : Nat} (e : Fin m ≃ Fin n)
(s : Strategy (Fin n → Q₁) (Fin n → Q₂) (Fin n → A₁) (Fin n → A₂)) :
(G.repetition m).success (reindexStrategy e s) =
(G.repetition n).success s := by
classical
have huniv : (Finset.univ : Finset (Fin m)).map e.toEmbedding = Finset.univ := by
ext j
constructor
· intro _
exact Finset.mem_univ j
· intro _
exact Finset.mem_map.mpr ⟨e.symm j, Finset.mem_univ _, e.apply_symm_apply j⟩
have h := selectedSuccess_reindex G e s Finset.univ
rw [huniv, selectedSuccess_univ, selectedSuccess_univ] at h
exact h
end Game
end BinPackingGames.Foundations.Games
end
end OAI