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Add lean source and binary files (part 64)
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import Mathlib
import OAI.Computability.VertexCover.Information.Conditionals
import OAI.Computability.VertexCover.Repetition.Variation
namespace OAI
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namespace UniqueGames.Foundations.Repetition
open scoped BigOperators
open Information
private theorem min_half_formula (x y : ℝ) :
min x y = (x + y - |x - y|) / 2 := by
rcases le_total x y with h | h
· rw [min_eq_left h, abs_of_nonpos (sub_nonpos.mpr h)]
ring
· rw [min_eq_right h, abs_of_nonneg (sub_nonneg.mpr h)]
ring
theorem sum_min_one_sub_tv {Ω : Type*} [Fintype Ω]
(p q : Ω → ℝ) (hp : IsProbability p) (hq : IsProbability q) :
(∑ z, min (p z) (q z)) = 1 - totalVariation p q := by
classical
simp_rw [min_half_formula]
simp only [div_eq_mul_inv, ← Finset.sum_mul, Finset.sum_sub_distrib,
Finset.sum_add_distrib, hp.2, hq.2, totalVariation]
ring
private theorem discount_le_self {«c» t : ℝ} (hc : 0 ≤ «c») (ht : 0 ≤ t) :
«c» / (1 + t) ≤ «c» := by
apply (div_le_iff₀ (by linarith : 0 < 1 + t)).2
nlinarith [mul_nonneg hc ht]
private theorem discount_loss_le_mul {«c» t : ℝ} (hc : 0 ≤ «c») (ht : 0 ≤ t) :
«c» - «c» / (1 + t) ≤ «c» * t := by
have hd : 0 < 1 + t := by linarith
have hid : «c» - «c» / (1 + t) = «c» * t / (1 + t) := by
field_simp [hd.ne']
; ring
rw [hid]
apply (div_le_iff₀ hd).2
nlinarith [mul_nonneg (mul_nonneg hc ht) ht]
noncomputable def discountedCommonMass {X S : Type*} [Fintype X] [Fintype S]
(p a b : X × S → ℝ) (t : X → ℝ) : ℝ :=
∑ z, min (p z) (min (a z) (b z)) / (1 + t z.1)
theorem discounted_common_mass_bounds {X S : Type*} [Fintype X] [Fintype S]
(p a b : X × S → ℝ) (μ t : X → ℝ)
(hp : IsProbability p) (ha : IsProbability a) (hb : IsProbability b)
(ht : ∀ x, 0 ≤ t x)
(hrow : ∀ x, (∑ s, a (x, s)) = μ x)
(htv : (∑ x, μ x * t x) = totalVariation a b) :
1 - 2 * totalVariation p a - 2 * totalVariation p b ≤ discountedCommonMass p a b t ∧
discountedCommonMass p a b t ≤ 1 := by
classical
let C : X × S → ℝ := fun z => min (p z) (min (a z) (b z))
have hC0 : ∀ z, 0 ≤ C z := by
intro z
exact le_min (hp.1 z) (le_min (ha.1 z) (hb.1 z))
have hCp : ∀ z, C z ≤ p z := by
intro z
exact min_le_left _ _
have hCa : ∀ z, C z ≤ a z := by
intro z
exact (min_le_right _ _).trans (min_le_left _ _)
have hmass : 1 - totalVariation p a - totalVariation p b ≤ ∑ z, C z := by
have hpoint : ∀ z, min (p z) (a z) + min (p z) (b z) - p z ≤ C z := by
intro z
dsimp [C]
refine le_min ?_ (le_min ?_ ?_)
· linarith [min_le_left (p z) (a z), min_le_left (p z) (b z)]
· linarith [min_le_right (p z) (a z), min_le_left (p z) (b z)]
· linarith [min_le_right (p z) (b z), min_le_left (p z) (a z)]
have hsum := Finset.sum_le_sum
(fun z (_ : z ∈ (Finset.univ : Finset (X × S))) => hpoint z)
simp only [Finset.sum_sub_distrib, Finset.sum_add_distrib] at hsum
rw [sum_min_one_sub_tv p a hp ha, sum_min_one_sub_tv p b hp hb, hp.2] at hsum
linarith
have hrowC : ∀ x, (∑ s, C (x, s)) ≤ μ x := by
intro x
calc
(∑ s, C (x, s)) ≤ ∑ s, a (x, s) := Finset.sum_le_sum (fun s _ => hCa (x, s))
_ = μ x := hrow x
have hweighted : (∑ z, C z * t z.1) ≤ totalVariation a b := by
rw [← htv, Fintype.sum_prod_type]
apply Finset.sum_le_sum
intro x _
change (∑ s, C (x, s) * t x) ≤ μ x * t x
rw [← Finset.sum_mul]
exact mul_le_mul_of_nonneg_right (hrowC x) (ht x)
have hloss : (∑ z, C z) - discountedCommonMass p a b t ≤ ∑ z, C z * t z.1 := by
change (∑ z, C z) - (∑ z, C z / (1 + t z.1)) ≤ ∑ z, C z * t z.1
rw [← Finset.sum_sub_distrib]
exact Finset.sum_le_sum (fun z _ => discount_loss_le_mul (hC0 z) (ht z.1))
have htriangle : totalVariation a b ≤ totalVariation p a + totalVariation p b := by
have h := totalVariation_triangle a p b
rw [totalVariation_symm a p] at h
exact h
have hupper : discountedCommonMass p a b t ≤ 1 := by
change (∑ z, C z / (1 + t z.1)) ≤ 1
calc
_ ≤ ∑ z, p z := Finset.sum_le_sum
(fun z _ => (discount_le_self (hC0 z) (ht z.1)).trans (hCp z))
_ = 1 := hp.2
exact ⟨by linarith, hupper⟩
noncomputable def diagonalWeights {X S : Type*} [Fintype X] [Fintype S]
(p : X × S → ℝ) : X × S × S → ℝ := by
classical
exact fun z => if z.2.1 = z.2.2 then p (z.1, z.2.1) else 0
theorem diagonalWeights_isProbability {X S : Type*} [Fintype X] [Fintype S]
(p : X × S → ℝ) (hp : IsProbability p) : IsProbability (diagonalWeights p) := by
classical
constructor
· intro z
dsimp [diagonalWeights]
split
· exact hp.1 _
· exact le_rfl
· simpa [diagonalWeights, Fintype.sum_prod_type] using hp.2
theorem diagonal_overlap_identity {X S : Type*} [Fintype X] [Fintype S]
(p : X × S → ℝ) (sim : X × S × S → ℝ)
(hp : IsProbability p) (hsim : IsProbability sim) :
totalVariation sim (diagonalWeights p) =
1 - ∑ z : X × S, min (p z) (sim (z.1, z.2, z.2)) := by
classical
have h := sum_min_one_sub_tv sim (diagonalWeights p) hsim (diagonalWeights_isProbability p hp)
have heq : (∑ z, min (sim z) (diagonalWeights p z)) =
∑ z : X × S, min (p z) (sim (z.1, z.2, z.2)) := by
simp only [Fintype.sum_prod_type, diagonalWeights]
apply Finset.sum_congr rfl
intro x _
apply Finset.sum_congr rfl
intro s _
have hpoint : ∀ s', min (sim (x, s, s')) (if s = s' then p (x, s) else 0) =
if s = s' then min (p (x, s)) (sim (x, s, s')) else 0 := by
intro s'
by_cases he : s = s'
· simp [he, min_comm]
· simp [he, min_eq_right (hsim.1 (x, s, s'))]
simp only [hpoint]
simp
rw [heq] at h
linarith
theorem diagonal_sampler_totalVariation_le {X S : Type*} [Fintype X] [Fintype S]
(p : X × S → ℝ) (μ : X → ℝ) (L R : X → S → ℝ)
(sim : X × S × S → ℝ) (hp : IsProbability p) (hμ : IsProbability μ)
(hL : ∀ x, IsProbability (L x)) (hR : ∀ x, IsProbability (R x))
(hsim : IsProbability sim) {τ : ℝ} (hτ0 : 0 ≤ τ) (hτ1 : τ ≤ 1)
(hdiag : ∀ x s, μ x * min (L x s) (R x s) /
(1 + totalVariation (L x) (R x)) * (1 - τ) ≤ sim (x, s, s)) :
totalVariation sim (diagonalWeights p) ≤
2 * totalVariation p (fun z => μ z.1 * L z.1 z.2) +
2 * totalVariation p (fun z => μ z.1 * R z.1 z.2) + τ := by
classical
let a : X × S → ℝ := fun z => μ z.1 * L z.1 z.2
let b : X × S → ℝ := fun z => μ z.1 * R z.1 z.2
let t : X → ℝ := fun x => totalVariation (L x) (R x)
let C : X × S → ℝ := fun z => min (p z) (min (a z) (b z))
have ha : IsProbability a := kernelProduct_isProbability μ L hμ hL
have hb : IsProbability b := kernelProduct_isProbability μ R hμ hR
have ht : ∀ x, 0 ≤ t x := fun x => totalVariation_nonneg (L x) (R x)
have hrow : ∀ x, (∑ s, a (x, s)) = μ x := by
intro x
simp only [a, ← Finset.mul_sum, (hL x).2, mul_one]
have htv : (∑ x, μ x * t x) = totalVariation a b :=
(totalVariation_joint_common_weights μ L R hμ.1).symm
obtain ⟨hBlower, hBupper⟩ := discounted_common_mass_bounds p a b μ t hp ha hb ht hrow htv
have hpoint : ∀ z : X × S,
(1 - τ) * (C z / (1 + t z.1)) ≤ min (p z) (sim (z.1, z.2, z.2)) := by
intro z
have hden : 0 < 1 + t z.1 := by linarith [ht z.1]
have hC0 : 0 ≤ C z := le_min (hp.1 z) (le_min (ha.1 z) (hb.1 z))
have hCp : C z ≤ p z := min_le_left _ _
have hdisc0 : 0 ≤ C z / (1 + t z.1) := div_nonneg hC0 hden.le
have hmin : min (a z) (b z) = μ z.1 * min (L z.1 z.2) (R z.1 z.2) := by
dsimp [a, b]
rcases le_total (L z.1 z.2) (R z.1 z.2) with h | h
· rw [min_eq_left h, min_eq_left (mul_le_mul_of_nonneg_left h (hμ.1 z.1))]
· rw [min_eq_right h, min_eq_right (mul_le_mul_of_nonneg_left h (hμ.1 z.1))]
have hCmin : C z ≤ μ z.1 * min (L z.1 z.2) (R z.1 z.2) := by
rw [← hmin]
exact min_le_right _ _
apply le_min
· calc
_ ≤ 1 * (C z / (1 + t z.1)) :=
mul_le_mul_of_nonneg_right (by linarith) hdisc0
_ ≤ C z := by simpa using discount_le_self hC0 (ht z.1)
_ ≤ p z := hCp
· have hd := mul_le_mul_of_nonneg_left
(div_le_div_of_nonneg_right hCmin hden.le) (by linarith : 0 ≤ 1 - τ)
calc
_ ≤ (1 - τ) * (μ z.1 * min (L z.1 z.2) (R z.1 z.2) / (1 + t z.1)) := hd
_ ≤ sim (z.1, z.2, z.2) := by
simpa only [t, mul_comm] using hdiag z.1 z.2
have hsum := Finset.sum_le_sum (fun z (_ : z ∈ (Finset.univ : Finset (X × S))) => hpoint z)
rw [← Finset.mul_sum] at hsum
change (1 - τ) * discountedCommonMass p a b t ≤ _ at hsum
rw [diagonal_overlap_identity p sim hp hsim]
have hτB := mul_le_mul_of_nonneg_left hBupper hτ0
change 1 - _ ≤ 2 * totalVariation p a + 2 * totalVariation p b + τ
nlinarith
end UniqueGames.Foundations.Repetition
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end
end OAI