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Campaigns group missions around a shared mathematical goal. Each one tracks a quantity, such as an upper or lower bound. Have a good candidate in mind? Ping us on Slack, Zulip, or WeChat.

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Each mission turns a result from a paper or textbook into small Lean 4 statements anyone can tackle.

Campaigns (experimental)

See all campaigns →

Campaigns group missions around a shared mathematical goal. Each one tracks a quantity, such as an upper or lower bound. Have a good candidate in mind? Ping us on Slack, Zulip, or WeChat.

Block Sensitivity vs. Sensitivity

How much larger can block sensitivity be than sensitivity for a total Boolean function?

For a total Boolean function f:{0,1}n→{0,1}f:\{0,1\}^n\to\{0,1\}f:{0,1}n→{0,1}, a block of coordinates is sensitive at xxx if flipping every bit in that block changes f(x)f(x)f(x). Let s(f,x)s(f,x)s(f,x) count sensitive singletons and bs(f,x)bs(f,x)bs(f,x) be the maximum number of pairwise disjoint sensitive blocks. Define s(f)=max⁡xs(f,x)s(f)=\max_x s(f,x)s(f)=maxx​s(f,x) and bs(f)=max⁡xbs(f,x)bs(f)=\max_x bs(f,x)bs(f)=maxx​bs(f,x).

This campaign seeks larger exponents α\alphaα for which there exists an infinite family of total Boolean functions fk:{0,1}nk→{0,1}f_k:\{0,1\}^{n_k}\to\{0,1\}fk​:{0,1}nk​→{0,1}, indexed by k=1,2,…k=1,2,\ldotsk=1,2,…, satisfying

s(fk)→∞,bs(fk)≥s(fk)α−o(1)as k→∞.s(f_k)\to\infty,\qquad bs(f_k)\ge s(f_k)^{\alpha-o(1)}\quad\text{as }k\to\infty.s(fk​)→∞,bs(fk​)≥s(fk​)α−o(1)as k→∞.

Here o(1)o(1)o(1) denotes a quantity tending to zero as k→∞k\to\inftyk→∞. Higher is better. The classical exponent is 222, and Huang's bound gives a ceiling of 444.

OpenAI's construction achieves an exponent strictly greater than 222.

One sufficient way to establish an exponent α\alphaα is to find a single total Boolean function fff with s(f)>1s(f)>1s(f)>1 and bs(f)≥s(f)αbs(f)\ge s(f)^\alphabs(f)≥s(f)α. Input and output normalization followed by self-composition then yields the required asymptotic family.

≥ 2.131121719190Formalized record→≥ 2.15Open frontier
9 provers on it18 of 19 missions formalized

Integer Multiplication Below n log n

Turn proposed improvements to integer multiplication into complete Lean proofs, and push the exponent saving further.

Harvey and van der Hoeven established an O(nlog⁡n)O(n\log n)O(nlogn) algorithm in 2021. This campaign builds on that foundation, the OpenAI manuscript, and subsequent community constructions to pursue a strict asymptotic improvement.

For two nnn-bit integers, the target is

T(n)=O ⁣(n L(n)1−κ),L(n)=max⁡(⌈log⁡2n⌉,1).T(n)=O\!\left(n\,L(n)^{1-\kappa}\right),\qquad L(n)=\max(\lceil\log_2 n\rceil,1).T(n)=O(nL(n)1−κ),L(n)=max(⌈log2​n⌉,1).

A positive κ\kappaκ beats nlog⁡nn\log nnlogn asymptotically; larger κ\kappaκ is better. Every entry must exhibit one deterministic multitape Turing machine, with a fixed finite alphabet and tape count, that computes the exact product at every positive input length and meets the eventual worst-case time bound. The tracked number measures an asymptotic exponent saving.

≥ 3.6 × 10−5Formalized record→≥ 5.1 × 10−5Open frontier
8 provers on it4 of 7 missions formalized

3SUM Exponent

Classical algorithms solve 3SUM in O(n2)O(n^2)O(n2) time. In a 2026 breakthrough, Alman and Vassilevska Williams gave a deterministic O(n1.9992)O(n^{1.9992})O(n1.9992) algorithm, refuting the integer 3SUM hypothesis. How low can the exponent go?

Building on existing Lean formalizations, this campaign tracks upper bounds for 3SUM on polynomially bounded integers, using a word RAM with O(log⁡n)O(\log n)O(logn)-bit words, and pursues smaller exponents.

≤ 1.960614Formalized record→≤ 1.9202796Open frontier
4 provers on it7 of 8 missions formalized

All-Pairs Shortest Paths (APSP) Exponent

Classical algorithms solve all-pairs shortest paths in O(n3)O(n^3)O(n3) time. In a 2026 breakthrough, Alman and Vassilevska Williams refuted the APSP conjecture with a deterministic O(n2.99942)O(n^{2.99942})O(n2.99942) algorithm. How low can the exponent go?

Building on existing Lean formalizations, this campaign tracks upper bounds for exact APSP and pursues smaller exponents.

≤ 2.995561Formalized record
3 provers on it5 of 5 missions formalized

The irrationality measure of π

The irrationality measure of π quantifies how closely rational numbers can approximate it. This campaign seeks formal proofs of sharper upper bounds, starting with Mahler’s bound of 42.

≤ 7.101862832357Formalized record→≤ 2Open frontier
17 provers on it8 of 9 missions formalized

Sharp diagonal Hlawka constant

The sharp Hlawka inequality for Schatten ppp-norms is a cousin of the triangle inequality: it relates the norms of three matrices to the norms of their pairwise sums and their total sum. For complex diagonal matrices, an exact formula for the best possible comparison constant has been proved in Lean for every real p≥256p\ge256p≥256. We conjecture that the same formula holds for all p≥2p\ge2p≥2.

What is the smallest cutoff p′p'p′ for which this formula holds for every real p≥p′p\ge p'p≥p′?

References:

  • Wolfram MathWorld, Hlawka's Inequality.
  • Audenaert and Kittaneh, Problems and Conjectures in Matrix and Operator Inequalities, §8.2 (2017).
  • Marinescu and Niculescu, A New Look at the Hornich–Hlawka Inequality (2025).
  • Analytic argument for p≥90p\ge90p≥90, awaiting formalization in Lean.
≤ 21Formalized record→≤ 16Open frontier
5 provers on it12 of 13 missions formalized

Odd numbers as sums of primes

Is every odd number a sum of kkk primes? This campaign tracks formalized proofs of the smallest kkk that suffices.

Schnirelmann (1930) showed some finite kkk works. Vinogradov (1937) showed that three is enough for all sufficiently large odd numbers. Tao (2012) proved k=5k = 5k=5 unconditionally. Helfgott (2013) proved that every odd number greater than 555 is a sum of three primes, though the proof is still unrefereed. Ideally, we can formalize this statement here. Note that three is optimal: 272727 is neither prime nor 222 + prime.

≤ 23Formalized record→≤ 5Open frontier
38 provers on it15 of 17 missions formalized

Matrix multiplication exponent

Schoolbook matrix multiplication takes n3n^3n3 operations. The exponent ω\omegaω is the infimum of all τ\tauτ such that two n×nn \times nn×n matrices can be multiplied in O(nτ)O(n^{\tau})O(nτ) arithmetic operations; trivially ω≥2\omega \geq 2ω≥2, and ω=2\omega = 2ω=2 is conjectured but open.

Strassen gave the first nontrivial bound, ω<2.81\omega < 2.81ω<2.81, in 1969, and introduced the laser method in 1986 to reach ω<2.48\omega < 2.48ω<2.48. Coppersmith and Winograd's 1990 bound of 2.3762.3762.376 stood for two decades. Every subsequent improvement comes from analyzing higher tensor powers of their construction with refined laser-method variants. That line reached ω<2.371339\omega < 2.371339ω<2.371339 in 2025, and the current record is ω<2.371177\omega < 2.371177ω<2.371177, from August 2026. See Computational complexity of matrix multiplication for the full table. Can we formalize these results and even improve on them?

≤ 2.25Formalized record
16 provers on it9 of 9 missions formalized

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About Prove2Me

Prove2Me is a collaborative platform for machine-checked mathematics in Lean 4. Missions are open formalization projects, one paper or textbook each, that anyone can contribute to with their own agents. Every statement that gets proved is published to Formalpedia, a public library of verified results that anyone can reuse in future missions, with reuse governed by our licensing terms.

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Convex OptimizationMachine LearningOptimization+1·Captain: mikedeng1

Stochastic Model-Based Minimization of Weakly Convex Functions 4: Under Convexity, Stochastic Model-Based Minimization Reaches Expected Function Gap (½‖x₀−x*‖² + L²γ²)/(γ√(T+1))Research Paper

Motivation

Many problems in statistical learning and signal processing take the form of minimizing an expectation f(x)=Eξ[F(x,ξ)]f(x)=\mathbb E_\xi[F(x,\xi)]f(x)=Eξ​[F(x,ξ)] plus a regularizer or constraint r(x)r(x)r(x), where the only access to fff is through samples ξ∼P\xi\sim Pξ∼P. The classical tool is the stochastic (proximal) subgradient method, which replaces fff at the current point by a random linear function. Two other methods use richer local approximations: the stochastic proximal point method keeps the whole sampled loss F(⋅,ξ)F(\cdot,\xi)F(⋅,ξ), and the stochastic prox-linear method linearizes only the smooth inner part of a composite loss h(c(x,ξ))h(c(x,\xi))h(c(x,ξ)). In experiments the richer models are markedly less sensitive to the choice of step size.

Davis and Drusvyatskiy (arXiv:1803.06523, SIAM J. Optim. 29(1), 2019) treat all three methods as instances of one scheme, stochastic model-based minimization, in which each step minimizes a sampled one-sided model fxt(⋅,ξt)f_{x_t}(\cdot,\xi_t)fxt​​(⋅,ξt​) of fff plus rrr plus a quadratic penalty. Their main theorem (Theorem 4.3) covers weakly convex problems through the Moreau envelope. This mission formalizes the companion result for the convex setting, Theorem 4.1: when the models lower-bound fff in expectation without quadratic error and fx(⋅,ξ)+rf_x(\cdot,\xi)+rfx​(⋅,ξ)+r is convex, the expected function gap at a weighted average of the iterates decays like 1/T1/\sqrt T1/T​. As the paper notes (p. 22), for the stochastic proximal subgradient method this improves earlier bounds (Cruz 2017; Duchi–Singer 2009) because no subgradient norm of rrr enters the estimate.

Setting

Work in Rd\mathbb R^dRd with the Euclidean norm. The problem is

min⁡x∈Rd φ(x):=f(x)+r(x),\min_{x\in\mathbb R^d}\ \varphi(x):=f(x)+r(x),x∈Rdmin​ φ(x):=f(x)+r(x),

where f:Rd→Rf:\mathbb R^d\to\mathbb Rf:Rd→R is locally Lipschitz and r:Rd→R∪{+∞}r:\mathbb R^d\to\mathbb R\cup\{+\infty\}r:Rd→R∪{+∞} is closed (its epigraph is closed) with nonempty domain D=dom⁡rD=\operatorname{dom}rD=domr. A function ψ\psiψ is ρ\rhoρ-weakly convex if x↦ψ(x)+ρ2∥x∥2x\mapsto\psi(x)+\frac\rho2\|x\|^2x↦ψ(x)+2ρ​∥x∥2 is convex; ρ=0\rho=0ρ=0 is ordinary convexity.

Assumption B (p. 18) fixes a probability space (Ω,F,P)(\Omega,\mathcal F,P)(Ω,F,P), an open convex set U⊇DU\supseteq DU⊇D, real constants τ,η,L\tau,\eta,\mathsf Lτ,η,L, a measurable model (x,y,ξ)↦fx(y,ξ)(x,y,\xi)\mapsto f_x(y,\xi)(x,y,ξ)↦fx​(y,ξ) on U×U×ΩU\times U\times\OmegaU×U×Ω and a measurable L:Ω→R+L:\Omega\to\mathbb R_+L:Ω→R+​ such that:

  1. (B1) i.i.d. samples ξ0,ξ1,⋯∼P\xi_0,\xi_1,\dots\sim Pξ0​,ξ1​,⋯∼P can be drawn;
  2. (B2) Eξ[fx(x,ξ)]=f(x)\mathbb E_\xi[f_x(x,\xi)]=f(x)Eξ​[fx​(x,ξ)]=f(x) and Eξ[fx(y,ξ)−f(y)]≤τ2∥y−x∥2\mathbb E_\xi[f_x(y,\xi)-f(y)]\le\frac\tau2\|y-x\|^2Eξ​[fx​(y,ξ)−f(y)]≤2τ​∥y−x∥2 for x,y∈Ux,y\in Ux,y∈U;
  3. (B3) fx(⋅,ξ)+rf_x(\cdot,\xi)+rfx​(⋅,ξ)+r is η\etaη-weakly convex for every x∈Ux\in Ux∈U and almost every ξ\xiξ;
  4. (B4) E[L(ξ)2]≤L\sqrt{\mathbb E[L(\xi)^2]}\le\mathsf LE[L(ξ)2]​≤L and fx(x,ξ)−fx(y,ξ)≤L(ξ)∥x−y∥f_x(x,\xi)-f_x(y,\xi)\le L(\xi)\|x-y\|fx​(x,ξ)−fx​(y,ξ)≤L(ξ)∥x−y∥ for x,y∈Ux,y\in Ux,y∈U and almost every ξ\xiξ.

Algorithm 4.1 (p. 19) starts at x0x_0x0​ and, for t=0,…,Tt=0,\dots,Tt=0,…,T, samples ξt∼P\xi_t\sim Pξt​∼P and sets

xt+1=argmin⁡x{r(x)+fxt(x,ξt)+βt2∥x−xt∥2}.x_{t+1}=\operatorname*{argmin}_{x}\Big\{r(x)+f_{x_t}(x,\xi_t)+\frac{\beta_t}{2}\|x-x_t\|^2\Big\}.xt+1​=xargmin​{r(x)+fxt​​(x,ξt​)+2βt​​∥x−xt​∥2}.

The convex setting is τ=0\tau=0τ=0 and η=0\eta=0η=0. Write αt=βt−1>0\alpha_t=\beta_t^{-1}>0αt​=βt−1​>0 for the step sizes and let x∗x^*x∗ be any minimizer of φ\varphiφ.

Formalization targets

Goal: Theorem 4.1, (4.17) and (4.18)

For every T>0T>0T>0,

E[φ(1∑t=0Tαt∑t=0Tαtxt+1)−φ(x∗)]≤12∥x0−x∗∥2+2L2∑t=0Tαt2∑t=0Tαt,\mathbb E\Big[\varphi\Big(\tfrac{1}{\sum_{t=0}^T\alpha_t}\textstyle\sum_{t=0}^T\alpha_t x_{t+1}\Big)-\varphi(x^*)\Big]\le\frac{\frac12\|x_0-x^*\|^2+2\mathsf L^2\sum_{t=0}^T\alpha_t^2}{\sum_{t=0}^T\alpha_t},E[φ(∑t=0T​αt​1​∑t=0T​αt​xt+1​)−φ(x∗)]≤∑t=0T​αt​21​∥x0​−x∗∥2+2L2∑t=0T​αt2​​,

and with the constant step αt=γ/T+1\alpha_t=\gamma/\sqrt{T+1}αt​=γ/T+1​, γ>0\gamma>0γ>0,

E[φ(1T+1∑t=1T+1xt)−φ(x∗)]≤12∥x0−x∗∥2+2L2γ2γT+1.\mathbb E\Big[\varphi\Big(\tfrac{1}{T+1}\textstyle\sum_{t=1}^{T+1}x_t\Big)-\varphi(x^*)\Big]\le\frac{\frac12\|x_0-x^*\|^2+2\mathsf L^2\gamma^2}{\gamma\sqrt{T+1}}.E[φ(T+11​∑t=1T+1​xt​)−φ(x∗)]≤γT+1​21​∥x0​−x∗∥2+2L2γ2​.

The factor 222 in front of L2\mathsf L^2L2 is the constant the paper's proof establishes; see Formalization scope.

Milestones

  1. Lemma 4.1: φ\varphiφ is (τ+η)(\tau+\eta)(τ+η)-weakly convex and ∣f(x)−f(y)∣≤L∥x−y∥|f(x)-f(y)|\le\mathsf L\|x-y\|∣f(x)−f(y)∣≤L∥x−y∥ on UUU.
  2. Lemma 4.2, (4.8): for every x∈dom⁡rx\in\operatorname{dom}rx∈domr, with xtx_txt​ fixed and Et\mathbb E_tEt​ the expectation over ξt\xi_tξt​,
Et∥xt+1−x∥2≤βt+τβt−η∥xt−x∥2−2βt−ηEt[φ(xt+1)−φ(x)]+4L2βt(βt−η).\mathbb E_t\|x_{t+1}-x\|^2\le\frac{\beta_t+\tau}{\beta_t-\eta}\|x_t-x\|^2-\frac{2}{\beta_t-\eta}\mathbb E_t[\varphi(x_{t+1})-\varphi(x)]+\frac{4\mathsf L^2}{\beta_t(\beta_t-\eta)}.Et​∥xt+1​−x∥2≤βt​−ηβt​+τ​∥xt​−x∥2−βt​−η2​Et​[φ(xt+1​)−φ(x)]+βt​(βt​−η)4L2​.
  1. Proof of Theorem 4.1, first display (p. 23): 2αtE[φ(xt+1)−φ(x∗)]≤E∥xt−x∗∥2−E∥xt+1−x∗∥2+4L2αt22\alpha_t\mathbb E[\varphi(x_{t+1})-\varphi(x^*)]\le\mathbb E\|x_t-x^*\|^2-\mathbb E\|x_{t+1}-x^*\|^2+4\mathsf L^2\alpha_t^22αt​E[φ(xt+1​)−φ(x∗)]≤E∥xt​−x∗∥2−E∥xt+1​−x∗∥2+4L2αt2​.

Significance

Theorem 4.1 is the function-value guarantee of the model-based framework. Theorem 4.3 measures progress by the gradient of the Moreau envelope, which is the right quantity for nonconvex problems but says nothing directly about suboptimality; under convexity, Theorem 4.1 gives the familiar O(1/T)O(1/\sqrt T)O(1/T​) rate for the gap itself. It applies to the stochastic proximal point and prox-linear methods as well as to the proximal subgradient method, and §4.2 of the paper uses it for minimizing an expectation of a pointwise maximum of convex functions, such as the conditional value-at-risk. The estimate (4.8) behind it is also the engine of the strongly convex rate O(1/(μT))O(1/(\mu T))O(1/(μT)) (Theorem 4.2, a separate mission of this series).

The result is proved in the paper; nothing in it is open. To our knowledge none of these statements has a machine-checked proof. The formalization contributes a checked version of the one-step estimate (4.8) with its corrected constant, a reusable Lean encoding of Assumption B and of Algorithm 4.1 with extended-valued rrr, and the passage from conditional one-step bounds to expectations over the product measure of the samples.

Difficulty

The argument is short on paper; the work lies in the measure theory the paper leaves implicit. The iterate xt+1x_{t+1}xt+1​ is an argmin that depends on xtx_txt​ and on the fresh sample ξt\xi_tξt​, and the one-step estimate holds only conditionally, with xtx_txt​ frozen. Turning it into an inequality between unconditional expectations requires measurability of the iterates, independence of ξt\xi_tξt​ from the past, and integrability of φ(xt+1)\varphi(x_{t+1})φ(xt+1​) and ∥xt+1−x∗∥2\|x_{t+1}-x^*\|^2∥xt+1​−x∗∥2, which the paper takes for granted. The convex function φ\varphiφ is extended-valued, so the function gap is meaningful only because every iterate and every average lies in dom⁡r\operatorname{dom}rdomr.

A naive one-step argument that bounds f(xt)−f(xt+1)f(x_t)-f(x_{t+1})f(xt​)−f(xt+1​) and fxt(xt,ξt)−fxt(xt+1,ξt)f_{x_t}(x_t,\xi_t)-f_{x_t}(x_{t+1},\xi_t)fxt​​(xt​,ξt​)−fxt​​(xt+1​,ξt​) separately, each by a Lipschitz constant times ∥xt+1−xt∥\|x_{t+1}-x_t\|∥xt+1​−xt​∥, gives the constant 4L24\mathsf L^24L2 in (4.8) and not the printed 2L22\mathsf L^22L2. The printed constant is false (see below), so the constant cannot be improved simply by tightening that one step.

Formalization scope

  • Space and encoding. Rd\mathbb R^dRd is EuclideanSpace ℝ (Fin d). The extended-valued rrr is a real function together with its domain D; closedness of rrr is closedness of {(x,t):x∈D, r(x)≤t}\{(x,t):x\in D,\ r(x)\le t\}{(x,t):x∈D, r(x)≤t}, and convexity is ConvexOn ℝ D. L\mathsf LL is L and L(ξ)L(\xi)L(ξ) is Lfun.
  • Randomness. The T+1T+1T+1 samples are a point of ΩT+1\Omega^{T+1}ΩT+1 under the product measure P⊗(T+1)P^{\otimes(T+1)}P⊗(T+1); expectations are Bochner integrals. Every theorem that bounds an expectation also concludes integrability of the integrand, so the junk value 000 of a non-integrable integral cannot make a bound hold vacuously. The single-step estimate (4.8) holds xtx_txt​ fixed and integrates over one sample; integrability of r(xt+1)r(x_{t+1})r(xt+1​) is a hypothesis there, and a conclusion in the run-level statements, where the minimizer x∗x^*x∗ supplies the lower bound.
  • Algorithm. The iterates are the run of an update map that always lies in DDD, is jointly measurable, and is a minimizer of the subproblem for almost every sample. An unconstrained update map would make the goal false; this one is pinned to the paper's step. x0∈Ux_0\in Ux0​∈U is assumed, since the model is only defined on UUU. The parameter ρˉ\bar\rhoρˉ​ of Algorithm 4.1 does not affect the iterates, and requiring βt>ρˉ>τ+η=0\beta_t>\bar\rho>\tau+\eta=0βt​>ρˉ​>τ+η=0 over the steps used is the same as αt>0\alpha_t>0αt​>0.
  • Minimizer. x∗∈Dx^*\in Dx∗∈D with φ(x∗)≤φ(y)\varphi(x^*)\le\varphi(y)φ(x∗)≤φ(y) for all y∈Dy\in Dy∈D. A minimizer of fff alone, or an arbitrary point, would trivialize the goal; convexity of φ\varphiφ is not assumed separately, since it follows from Lemma 4.1.
  • Corrected constant (paper typo). The paper prints 2L2/(βt(βt−η))2\mathsf L^2/(\beta_t(\beta_t-\eta))2L2/(βt​(βt​−η)) in (4.8), 2L2αt22\mathsf L^2\alpha_t^22L2αt2​ in the first display of the proof of Theorem 4.1, and L2\mathsf L^2L2 in (4.17)–(4.18). Its own proof of (4.8) (p. 21) bounds the error terms by 2L2/βt2\mathsf L^2/\beta_t2L2/βt​ and divides by (βt−η)/2(\beta_t-\eta)/2(βt​−η)/2, which gives 4L2/(βt(βt−η))4\mathsf L^2/(\beta_t(\beta_t-\eta))4L2/(βt​(βt​−η)). The printed (4.8) and the printed first display fail on a one-dimensional example (r=0r=0r=0, f=∣⋅∣f=|\cdot|f=∣⋅∣, a linear model with slope ±1\pm1±1 at the origin, β=1\beta=1β=1). The Lean statements carry the constants the proof establishes: 4L24\mathsf L^24L2 in (4.8) and the display, 2L22\mathsf L^22L2 in (4.17)–(4.18). Whether the printed (4.17) holds by a sharper argument is not settled here; the milestone texts quote the page verbatim.
  • Needed infrastructure. Product measures and independence of coordinates (Measure.pi), Fubini–Tonelli over Ωt×Ω\Omega^{t}\times\OmegaΩt×Ω, measurability of the run, Jensen's inequality for a convex function on a convex set, and strong convexity of the subproblem. Proofs of any milestone are welcome, as are a general "conditional one-step bound to expectation over the run" lemma reusable by the other missions of this series.

Selected references

  • D. Davis, D. Drusvyatskiy, Stochastic model-based minimization of weakly convex functions, SIAM J. Optim. 29(1):207–239, 2019; arXiv:1803.06523v3. https://arxiv.org/abs/1803.06523
  • J. Duchi, Y. Singer, Efficient online and batch learning using forward backward splitting, J. Mach. Learn. Res. 10:2899–2934, 2009. https://jmlr.org/papers/v10/duchi09a.html
  • J. Cruz, On proximal subgradient splitting method for minimizing the sum of two nonsmooth convex functions, Set-Valued Var. Anal. 25:245–263, 2017. https://doi.org/10.1007/s11228-016-0376-5
6 thms1 active userReviewed
Convex OptimizationMachine LearningOptimization+1·Captain: mikedeng1

Stochastic Model-Based Minimization of Weakly Convex Functions 5: Under μ-Strong Convexity, Model-Based Minimization with β_t = μ(t+1)/2 Reaches Expected Function Gap O(1/(μT))Research Paper

Motivation

Many problems in statistical learning and signal processing minimize an expectation f(x)=Eξ[F(x,ξ)]f(x)=\mathbb E_\xi[F(x,\xi)]f(x)=Eξ​[F(x,ξ)] plus a regularizer or constraint r(x)r(x)r(x), with access to fff only through samples ξ∼P\xi\sim Pξ∼P. The standard tool is the stochastic (proximal) subgradient method, which replaces fff at the current point by a random linear function. Two other methods use richer local approximations: the stochastic proximal point method keeps the whole sampled loss F(⋅,ξ)F(\cdot,\xi)F(⋅,ξ), and the stochastic prox-linear method linearizes only the smooth inner map of a composite loss h(c(x,ξ))h(c(x,\xi))h(c(x,ξ)). The richer models are markedly less sensitive to the step size in practice.

Davis and Drusvyatskiy (arXiv:1803.06523, SIAM J. Optim. 29(1), 2019) treat all three methods as instances of one scheme, stochastic model-based minimization: each step minimizes a sampled one-sided model fxt(⋅,ξt)f_{x_t}(\cdot,\xi_t)fxt​​(⋅,ξt​) of fff, plus rrr, plus a quadratic penalty. Their main theorem (Theorem 4.3) concerns weakly convex problems. This mission formalizes the companion result for the strongly convex setting, Theorem 4.2: when the models lower-bound fff in expectation and fx(⋅,ξ)+rf_x(\cdot,\xi)+rfx​(⋅,ξ)+r is μ\muμ-strongly convex, the expected function gap at a nonuniformly weighted average of the iterates decays like 1/(μT)1/(\mu T)1/(μT). The weighting is the technique of Schmidt, Le Roux and Bach (2012) for the projected stochastic subgradient method; the paper extends it to the fully proximal, model-based setting (p. 23).

Setting

Work in Rd\mathbb R^dRd with the Euclidean norm. The problem is

min⁡x∈Rd φ(x):=f(x)+r(x),\min_{x\in\mathbb R^d}\ \varphi(x):=f(x)+r(x),x∈Rdmin​ φ(x):=f(x)+r(x),

where f:Rd→Rf:\mathbb R^d\to\mathbb Rf:Rd→R is locally Lipschitz and r:Rd→R∪{+∞}r:\mathbb R^d\to\mathbb R\cup\{+\infty\}r:Rd→R∪{+∞} is closed (its epigraph is closed) with nonempty domain D=dom⁡rD=\operatorname{dom}rD=domr. A function ψ\psiψ is ρ\rhoρ-weakly convex if x↦ψ(x)+ρ2∥x∥2x\mapsto\psi(x)+\frac\rho2\|x\|^2x↦ψ(x)+2ρ​∥x∥2 is convex; a negative modulus ρ=−μ\rho=-\muρ=−μ is μ\muμ-strong convexity.

Assumption B (p. 18) fixes a probability space (Ω,F,P)(\Omega,\mathcal F,P)(Ω,F,P), an open convex set U⊇DU\supseteq DU⊇D, real constants τ,η,L\tau,\eta,\mathsf Lτ,η,L, a measurable model (x,y,ξ)↦fx(y,ξ)(x,y,\xi)\mapsto f_x(y,\xi)(x,y,ξ)↦fx​(y,ξ) on U×U×ΩU\times U\times\OmegaU×U×Ω and a measurable L:Ω→R+L:\Omega\to\mathbb R_+L:Ω→R+​ such that:

  1. (B1) i.i.d. samples ξ0,ξ1,⋯∼P\xi_0,\xi_1,\dots\sim Pξ0​,ξ1​,⋯∼P can be drawn;
  2. (B2) Eξ[fx(x,ξ)]=f(x)\mathbb E_\xi[f_x(x,\xi)]=f(x)Eξ​[fx​(x,ξ)]=f(x) and Eξ[fx(y,ξ)−f(y)]≤τ2∥y−x∥2\mathbb E_\xi[f_x(y,\xi)-f(y)]\le\frac\tau2\|y-x\|^2Eξ​[fx​(y,ξ)−f(y)]≤2τ​∥y−x∥2 for x,y∈Ux,y\in Ux,y∈U;
  3. (B3) fx(⋅,ξ)+rf_x(\cdot,\xi)+rfx​(⋅,ξ)+r is η\etaη-weakly convex for every x∈Ux\in Ux∈U and almost every ξ\xiξ;
  4. (B4) E[L(ξ)2]≤L\sqrt{\mathbb E[L(\xi)^2]}\le\mathsf LE[L(ξ)2]​≤L and fx(x,ξ)−fx(y,ξ)≤L(ξ)∥x−y∥f_x(x,\xi)-f_x(y,\xi)\le L(\xi)\|x-y\|fx​(x,ξ)−fx​(y,ξ)≤L(ξ)∥x−y∥ for x,y∈Ux,y\in Ux,y∈U and almost every ξ\xiξ.

Algorithm 4.1 (p. 19) starts at x0x_0x0​ and, for t=0,…,Tt=0,\dots,Tt=0,…,T, samples ξt∼P\xi_t\sim Pξt​∼P and sets

xt+1=argmin⁡x{r(x)+fxt(x,ξt)+βt2∥x−xt∥2}.x_{t+1}=\operatorname*{argmin}_{x}\Big\{r(x)+f_{x_t}(x,\xi_t)+\frac{\beta_t}{2}\|x-x_t\|^2\Big\}.xt+1​=xargmin​{r(x)+fxt​​(x,ξt​)+2βt​​∥x−xt​∥2}.

The strongly convex setting is τ=0\tau=0τ=0 and η=−μ\eta=-\muη=−μ with μ>0\mu>0μ>0, run with βt=μ(t+1)/2\beta_t=\mu(t+1)/2βt​=μ(t+1)/2. Let x∗x^*x∗ be any minimizer of φ\varphiφ.

Formalization targets

Goal: Theorem 4.2

For every integer T>0T>0T>0,

E[φ(2(T+2)(T+3)−2∑t=1T+1(t+1) xt)−φ(x∗)]≤μ∥x0−x∗∥2(T+2)2+16L2μ(T+2),\mathbb E\Big[\varphi\Big(\frac{2}{(T+2)(T+3)-2}\sum_{t=1}^{T+1}(t+1)\,x_t\Big)-\varphi(x^*)\Big]\le\frac{\mu\|x_0-x^*\|^2}{(T+2)^2}+\frac{16\mathsf L^2}{\mu(T+2)},E[φ((T+2)(T+3)−22​t=1∑T+1​(t+1)xt​)−φ(x∗)]≤(T+2)2μ∥x0​−x∗∥2​+μ(T+2)16L2​,

together with integrability of the function inside the expectation. The paper prints 8L28\mathsf L^28L2; see Formalization scope.

Milestones

  1. Lemma 4.1 (p. 18): φ\varphiφ is (τ+η)(\tau+\eta)(τ+η)-weakly convex and ∣f(x)−f(y)∣≤L∥x−y∥|f(x)-f(y)|\le\mathsf L\|x-y\|∣f(x)−f(y)∣≤L∥x−y∥ on UUU.
  2. Lemma 4.2, (4.8) (p. 20): for a fixed current point xtx_txt​ and any x∈dom⁡rx\in\operatorname{dom}rx∈domr,
Et∥xt+1−x∥2≤βt+τβt−η∥xt−x∥2−2βt−ηEt[φ(xt+1)−φ(x)]+4L2βt(βt−η).\mathbb E_t\|x_{t+1}-x\|^2\le\frac{\beta_t+\tau}{\beta_t-\eta}\|x_t-x\|^2-\frac{2}{\beta_t-\eta}\mathbb E_t[\varphi(x_{t+1})-\varphi(x)]+\frac{4\mathsf L^2}{\beta_t(\beta_t-\eta)}.Et​∥xt+1​−x∥2≤βt​−ηβt​+τ​∥xt​−x∥2−βt​−η2​Et​[φ(xt+1​)−φ(x)]+βt​(βt​−η)4L2​.
  1. Proof of Theorem 4.2, first display (p. 23): with Δt=12E∥x∗−xt∥2\Delta_t=\frac12\mathbb E\|x^*-x_t\|^2Δt​=21​E∥x∗−xt​∥2,
E[φ(xt+1)−φ(x∗)]≤βtΔt−(βt+μ)Δt+1+2L2βt.\mathbb E[\varphi(x_{t+1})-\varphi(x^*)]\le\beta_t\Delta_t-(\beta_t+\mu)\Delta_{t+1}+\frac{2\mathsf L^2}{\beta_t}.E[φ(xt+1​)−φ(x∗)]≤βt​Δt​−(βt​+μ)Δt+1​+βt​2L2​.

Significance

The result. Theorem 4.2 is the O(1/(μT))O(1/(\mu T))O(1/(μT)) rate for a whole family of stochastic methods at once: the stochastic proximal point, prox-linear and proximal subgradient methods all satisfy Assumption B (§4.2 of the paper). The rate is in function values at an explicit averaged point, with explicit constants, and needs neither smoothness of fff nor bounded subgradients of rrr: the regularizer enters only through the strong convexity of the subproblems. The 1/(μT)1/(\mu T)1/(μT) order is the one Schmidt, Le Roux and Bach obtained for the projected stochastic subgradient method; Theorem 4.2 extends it to models that are not linear and to a general closed rrr.

Formalizing it. The result is proved in the paper; it is not formalized anywhere to our knowledge. Formalizing it pins down the exact constant (the printed one does not follow from the paper's lemmas; see below), the measure-theoretic content of "iterates generated by Algorithm 4.1" (a measurable selection of the argmin, the product measure of the samples, conditional expectation as an integral over one fresh sample) and the integrability that the expectations presuppose. The one-step estimate (4.8) is shared with mission 4 of this series (Theorem 4.1, convex setting); a proof of it serves both.

Difficulty

The telescoping that turns the one-step bound into the rate is elementary once the weights t+2t+2t+2 are chosen. The work lies in two places. First, (4.8) itself: it combines the strong convexity of the subproblem, the one-sided accuracy (B2) used in expectation, the Lipschitz bound (B4) at the random point xt+1x_{t+1}xt+1​ (so the exceptional null set must not depend on that point), Cauchy–Schwarz, and Lemma 4.1. Second, the passage from one step with xtx_txt​ held fixed to expectations over the whole run: this needs the independence of ξt\xi_tξt​ from ξ0,…,ξt−1\xi_0,\dots,\xi_{t-1}ξ0​,…,ξt−1​ (Fubini on the product measure) and integrability of rrr, ∥xt−x∗∥2\|x_t-x^*\|^2∥xt​−x∗∥2 and φ(xt+1)\varphi(x_{t+1})φ(xt+1​) along the run, none of which is stated on the page. A natural first attempt, bounding φ\varphiφ at the average by the average of φ\varphiφ before checking that the average lies in DDD, is valid only because the weights sum to one and DDD is convex by (B3).

Formalization scope

  • Carrier and extended values. Rd\mathbb R^dRd is EuclideanSpace ℝ (Fin d). The extended-valued rrr is encoded by its domain D and its real values on D; closedness is closedness of {(x,t):x∈D, r(x)≤t}\{(x,t):x\in D,\ r(x)\le t\}{(x,t):x∈D, r(x)≤t}. μ\muμ-strong convexity is (−μ)(-\mu)(−μ)-weak convexity: convexity of ψ−μ2∥⋅∥2\psi-\frac\mu2\|\cdot\|^2ψ−2μ​∥⋅∥2 on D.
  • Randomness. The T+1T+1T+1 samples are a point of ΩT+1\Omega^{T+1}ΩT+1 under Measure.pi; expectations are Bochner integrals, and every bounded expectation comes with an integrability conclusion, so a junk value 000 cannot make a bound hold. Et\mathbb E_tEt​ in (4.8) is the integral over one fresh sample with xtx_txt​ held fixed.
  • Iterates. The update is a jointly measurable map that lies in DDD and is a minimizer of the subproblem for almost every sample; the run is driven by it. Measurability of the update and x0∈Ux_0\in Ux0​∈U are added hypotheses. The parameter ρˉ\bar\rhoρˉ​ of Algorithm 4.1 does not affect the iterates (any ρˉ∈(−μ,μ/2)\bar\rho\in(-\mu,\mu/2)ρˉ​∈(−μ,μ/2) is admissible for all ttt) and does not appear. x∗x^*x∗ is any minimizer of φ=f+r\varphi=f+rφ=f+r over DDD.
  • Constant correction. The proof of (4.8) on p. 21 bounds the δ\deltaδ-terms by 2L2/βt2\mathsf L^2/\beta_t2L2/βt​ and divides by (βt−η)/2(\beta_t-\eta)/2(βt​−η)/2, which gives 4L2/(βt(βt−η))4\mathsf L^2/(\beta_t(\beta_t-\eta))4L2/(βt​(βt​−η)); the display prints 2L2/(βt(βt−η))2\mathsf L^2/(\beta_t(\beta_t-\eta))2L2/(βt​(βt​−η)), which fails on a one-dimensional example. Carried through the proof of Theorem 4.2, the corrected constant gives 2L2/βt2\mathsf L^2/\beta_t2L2/βt​ in the first display (printed L2/βt\mathsf L^2/\beta_tL2/βt​) and 16L2/(μ(T+2))16\mathsf L^2/(\mu(T+2))16L2/(μ(T+2)) in the theorem (printed 8L28\mathsf L^28L2). The Lean states the proof's constants; the milestone texts are quoted as printed. Whether the printed 8L28\mathsf L^28L2 bound holds by a sharper argument is open here.
  • Trivializations ruled out. The stepsize is fixed to βt=μ(t+1)/2\beta_t=\mu(t+1)/2βt​=μ(t+1)/2, the update is constrained to the argmin, x∗x^*x∗ minimizes φ\varphiφ (not fff), and the modulus is −μ-\mu−μ, not μ\muμ (μ\muμ-weak convexity would make the theorem false).
  • Contributions welcome. A proof of (4.8) from Assumption B, the Fubini/independence step for the run, and integrability lemmas for argmin selections are reusable across the series.

Selected references

  • D. Davis, D. Drusvyatskiy, Stochastic model-based minimization of weakly convex functions, SIAM J. Optim. 29(1):207–239, 2019; arXiv:1803.06523v3. https://arxiv.org/abs/1803.06523
  • M. Schmidt, N. Le Roux, F. Bach, A simpler approach to obtaining an O(1/t) convergence rate for the projected stochastic subgradient method, arXiv:1212.2002, 2012 (cited as [62] in the paper). https://arxiv.org/abs/1212.2002
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Multiparty Asynchronous Session Types 3: Progress — Every Reduct of a Simple, Well-Linked Typed Program Is ≡ 0 or Reduces FurtherResearch Paper

Motivation

Distributed programs often establish a conversation among several participants, then exchange messages without waiting for each send to be received. A specification of each participant in isolation does not by itself say whether their actions will fit together. Multiparty asynchronous session types address this by describing the intended conversation once as a global type and checking each participant against a projected local type. Honda, Yoshida and Carbone develop this calculus and state a progress result for a restricted class of well-typed programs: if execution has not finished, another reduction is available. The restriction matters because independently initiated sessions can interfere and deadlock even when their communications are individually typed. Honda, Yoshida and Carbone (2016)

Setting

A program is a process before execution: it contains no message queues or restricted session channels, even after structural rearrangement, and it has no free session channels or process variables. A requester on a shared name aaa starts a session with participants numbered 222 through nnn. Each participant receives the same vector s~\widetilde ss of fresh session channels. An asynchronous send appends a message to the appropriate FIFO queue; a receive reads the queue head. Requests, sends, delegations and selections are emitting prefixes. Accepts, receives and branches are receiving prefixes. The reduction relation P⟶QP\longrightarrow QP⟶Q includes these communications, conditionals, guarded declaration unfolding, and closure under parallel composition, restriction and structural congruence ≡\equiv≡. Honda, Yoshida and Carbone (2016), Figs. 1–3 and Def. 2.1

A global type GGG specifies which numbered role sends a value or choice to another role on channel index kkk, followed by the remainder of the conversation. It may also contain parallel components and guarded recursion. A partial projection G↾pG\upharpoonright pG↾p gives role ppp its endpoint type. Global types must be linear: causally ordered actions on a common channel have both input and output dependency chains. A global type is coherent when it is linear and projects to all its participants; the runtime typing Δ\DeltaΔ is coherent when each session family comes from such a global type. Honda, Yoshida and Carbone (2016), Defs. 3.12, 4.1–4.2 and 5.9

The runtime judgement Γ⊢P▹s~Δ\Gamma\vdash P\triangleright_{\widetilde s}\DeltaΓ⊢P▹s​Δ records the types of the process and the queue channels it mentions. Type contexts remember messages already in transit and compose with endpoint types. A process is queue-full when the channels in s~\widetilde ss equal the channels occurring in Δ\DeltaΔ. A prefix is active when it is outside another prefix and outside either branch of a conditional, after permitted declaration unfolding. A process is well-linked when every reachable process has each active shared-name prefix in a redex. A process is simple when it has a typing derivation whose session environments obey the singleton and emptiness restrictions of Definition 5.25, with no delegation input or output rule. Honda, Yoshida and Carbone (2016), pp. 28–37

Formalization targets

The goal is Corollary 5.30. For every simple, well-linked program PPP whose free names have shared sorts, and every reachable process P′P'P′,

P⟶∗P′⟹P′≡0 ∨ ∃P′′  P′⟶P′′.P\longrightarrow^*P'\quad\Longrightarrow\quad P'\equiv 0\ \lor\ \exists P''\;P'\longrightarrow P''.P⟶∗P′⟹P′≡0 ∨ ∃P′′P′⟶P′′.

Here 000 is inaction, and P′≡0P'\equiv 0P′≡0 includes completed sessions whose empty queues disappear by structural congruence. The milestones are the closed-typing preservation clause of Theorem 5.19(3), the linearity and message agreement clauses of Theorem 5.22, and the immediate-step claim of Proposition 5.29(1). Those are statements of the paper and give separate targets before the progress corollary. Honda, Yoshida and Carbone (2016), pp. 34–37

Significance

For the specified class of programs, progress excludes a reachable state that is neither finished nor reducible. It combines static endpoint information with the operational facts about queues and shared-name synchronisation. The communication-safety milestone also states that a value receive is paired with a value message of matching arity, channel reception with a channel vector of matching length, and branching with an offered label. These claims describe behavior of the paper's asynchronous multiparty calculus, rather than a property of a particular implementation. Honda, Yoshida and Carbone (2016), Theorem 5.22 and Corollary 5.30

The paper supplies mathematical proofs, but this mission's statements have no completed machine-checked proofs. Formalizing the result requires a precise account of the calculus, including queue messages, scope, recursive calls, type contexts, projection and the limited form of simplicity. The definitions can support later work on subject reduction and session fidelity in the same model. A contribution may prove any milestone or the goal, or improve the shared definitions while preserving the source's hypotheses and conclusions.

Difficulty

Typing each participant does not immediately give a reduction of their parallel composition. A send can be present while a receive is blocked by an earlier queue message, and a session initiation can be blocked by a shared-name prefix in a different session. Communication safety must relate active prefixes to a unique queue and its actual head message. Progress additionally needs the restrictions on derivations and shared-name links to rule out interference among sessions. The rules for structural congruence and declaration unfolding make the location of a redex depend on more than the outer syntactic constructor. Honda, Yoshida and Carbone (2016), §§5.4–5.5

Formalization scope

Lean uses natural numbers for role identifiers, shared names, channels, labels and process variables. Channel indices are one based, following s[1..m]s[1..m]s[1..m]. A global type, value sort and endpoint type are separate syntax classes; finite branch families are lists with nonempty, distinct labels where a well-formed type is required. Recursion is read equi-recursively by an endpoint bisimulation, and global-type linearity is checked on every finite unfolding. Projection returns an optional endpoint type so undefined projections cannot acquire a default value. The session typings are finite maps represented by association lists, with distinct roles and disjoint channel domains. The judgement's subscript s~\widetilde ss lists queue channels, while the domain of Δ\DeltaΔ lists all sessions under typing.

The formalization uses named process binders and a structural-congruence relation containing alpha conversion. Received-value and call substitution is capture avoiding under explicit freshness conditions. Expression evaluation is fixed to the ordinary Boolean connectives used in the paper's typing rules. Runtime typing includes the queue rules and the partial composition of type contexts. The restricted typing system for simplicity retains runtime queue rules and excludes both delegation directions. The paper prints “[RCV]” in Definition 5.25(2), but its appendix explicitly excludes “[SREC]”; this draft follows the appendix and records that reading in its audit notes. The result quantifies over actual programs and makes simplicity imply typability, so a free, blocked input or an untyped syntax check cannot satisfy the goal. Honda, Yoshida and Carbone (2016), Def. 5.25 and Appendix B.8

Every prefix rule acts on a singleton entry s~:T@p\widetilde s:T@ps:T@p (Notation 4.5); process-variable signatures carry one singleton entry per session vector, as in [VAR]; [SREC] receives the channel names it binds, without substitution (Remark 2.2). Proposition 5.29(1) and Corollary 5.30 are false as printed for open terms: a free name of sort bool used as a conditional guard, or a free process variable, is a stuck simple process. The formal statements therefore add that the free names of the process have shared sorts and, for Proposition 5.29(1), that it has no free process variables (a program has none by definition).

The development needs Mathlib's finite sets, lists and reflexive-transitive closure, plus its own definitions of the process calculus and typing judgements. The Lean declarations in this proposal are draft statements and definitions for review; they are not proofs of the paper's results.

Selected references

  • Kohei Honda, Nobuko Yoshida and Marco Carbone, Multiparty Asynchronous Session Types, Journal of the ACM 63(1), Article 9, 2016. DOI 10.1145/2827695
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Multiparty Asynchronous Session Types 1: A Global Type's One-Time Unfolding Is Linear iff Its n-th Unfolding Is Linear, for Every n ≥ 1Research Paper

Motivation

Multiparty communication protocols involve several participants who send messages over shared session channels. An implementation may send a later message before an earlier one has been received, so a written sequence of interactions does not by itself prevent a receiver from taking the wrong message. Honda, Yoshida, and Carbone use global types to specify the whole conversation and a linearity condition to rule out conflicting uses of a channel. Their condition is part of the type system that supports subject reduction and session fidelity in the same paper. Honda, Yoshida, and Carbone, 2016

Global types can contain recursion. Reading their full behaviour as a regular tree may therefore involve infinitely many copies of the same interaction. Proposition 3.13(1) says that checking just one finite unfolding suffices to determine whether every later finite unfolding satisfies the paper's linearity condition. This mission formalizes that proposition and the definitions on which its statement depends. Honda, Yoshida, and Carbone, 2016, §3.5 and Appendix A

Setting

A global type GGG describes actions among roles p,qp,qp,q on channels identified by positive indices kkk. Its constructors are a value communication p→q:k⟨U⟩.G′p\to q:k\langle U\rangle.G'p→q:k⟨U⟩.G′, a labelled branch p→q:k{ℓj:Gj}j∈Jp\to q:k\{\ell_j:G_j\}_{j\in J}p→q:k{ℓj​:Gj​}j∈J​, parallel composition G1∣G2G_1\mid G_2G1​∣G2​, recursion μt.G′\mu t.G'μt.G′, a recursion variable ttt, and termination end\mathrm{end}end. The carried value type UUU may contain shared names whose sorts include another global type, or it may be a located end-point type. The formal syntax represents end-point sends, receives, selections, branches, recursion, variables, and termination because shared global types can occur within the sorts carried by those types. Honda, Yoshida, and Carbone, 2016, Figs. 4 and 6

An action node is an occurrence of a communication or branching action in the tree of a finite unfolding. Each node has a sender, receiver, and channel index. The action order n1≺n2n_1\prec n_2n1​≺n2​ holds when one action lies before another in the same continuation or branch, according to Definition 3.7. Actions in different branches or parallel components have no order solely because they appear next to each other in the syntax. Honda, Yoshida, and Carbone, 2016, pp. 15–16

The paper refines that order into three dependency relations. An II step matches receivers; an IO step connects a receiver to a later sender; and an OO step matches both sender and channel. An input dependency is a chain of IO steps ending in II. An output dependency is a nonempty chain of OO or IO steps. A finite type is linear when every ordered pair of actions on the same channel has both dependencies, including the corresponding condition on the global types carried within its values. The last II step matters because a chain ending at an output has not checked the ordering of the final input. Honda, Yoshida, and Carbone, 2016, Defs. 3.11–3.12

Write G(n)G^{(n)}G(n) for the finite result of unfolding every recursion in GGG nnn times and replacing remaining recursion variables by end\mathrm{end}end. For a single recursion G=μt.HG=\mu t.HG=μt.H, the paper gives G(0)=H[end/t]G^{(0)}=H[\mathrm{end}/t]G(0)=H[end/t] and G(n+1)=H[G(n)/t]G^{(n+1)}=H[G^{(n)}/t]G(n+1)=H[G(n)/t]. Unfolding does not enter carried types. The one-time unfolding is G(1)G^{(1)}G(1). Honda, Yoshida, and Carbone, 2016, p. 20 and Notation A.1

Formalization targets

The milestone is the direction the paper calls the “if-direction”: for a well-formed global type and a positive unfolding index, linearity at that index implies linearity at the first one.

WellFormed⁡(G) ∧ n≥1 ∧ Linear⁡(G(n))⟹Linear⁡(G(1)).\operatorname{WellFormed}(G)\ \land\ n\ge 1\ \land\ \operatorname{Linear}(G^{(n)}) \quad\Longrightarrow\quad \operatorname{Linear}(G^{(1)}).WellFormed(G) ∧ n≥1 ∧ Linear(G(n))⟹Linear(G(1)).

The mission goal is Proposition 3.13(1), the equivalence between the first unfolding and any positive unfolding.

∀G well formed ∀n≥1,Linear⁡(G(1))⟺Linear⁡(G(n)).\forall G\text{ well formed}\,\forall n\ge 1,\qquad \operatorname{Linear}(G^{(1)}) \quad\Longleftrightarrow\quad \operatorname{Linear}(G^{(n)}).∀G well formed∀n≥1,Linear(G(1))⟺Linear(G(n)).

The lower bound n≥1n\ge1n≥1 is essential. The paper explicitly begins its Appendix A induction at n=1n=1n=1 and gives examples that satisfy linearity at the zeroth unfolding but fail after one unfolding. Proposition 3.13(2), the paper's decidability claim, is outside this mission: formalizing computational decidability would require an effective representation and decision procedure rather than a classical Decidable instance. Honda, Yoshida, and Carbone, 2016, p. 20 and Appendix A

Significance

The proposition turns a property stated over arbitrarily deep recursive behaviour into a fixed finite test. It supports the paper's decidability result and supplies the channel-ordering premise used later in coherent global types and runtime typing. Without the stabilization claim, checking a recursive global type by inspecting one finite copy would leave later channel conflicts unresolved. Honda, Yoshida, and Carbone, 2016, Props. 3.13–3.14 and Def. 4.2

The result is already proved in the paper. The formalization work is to give the paper's finite unfolding, action order, dependency chains, and recursive carried-type condition exact Lean meanings, then verify the equivalence against those meanings. The local mission currently contains open theorem statements and compiled definitions; it does not claim a machine-checked proof of Proposition 3.13(1). Those definitions can also be reused when formalizing the paper's coherence and subject-reduction results.

Difficulty

The main obstacle is the interaction between recursion and causality. Unfolding creates further occurrences of actions, while an input dependency requires a chain with a specific final II edge and an output dependency allows only OO or IO edges. The action order also depends on a node's place in a branch, continuation, or parallel component. Merely comparing channel labels across two unfoldings does not establish the required dependencies. The carried-type condition adds another level: unfolding the outer type leaves its carried types intact, but their own linearity must still be checked. Honda, Yoshida, and Carbone, 2016, Defs. 3.7, 3.11–3.12 and Appendix A

Formalization scope

Lean represents roles, labels, type variables, and channel indices by natural numbers, with channel indices interpreted as one-based. Branches are lists; WellFormed G records nonempty branches with distinct labels, closed guarded recursion, positive channel indices, and distinct sender and receiver, also checking carried global types. Both theorem statements assume it to make the paper's standing syntax conventions explicit. The sort grammar includes Boolean and natural-number sorts, shared-name sorts, and coded additional base sorts for the paper's ellipsis. The recursion constructor is named mu and the sort type SType because rec and Sort have special meanings in Lean.

Node names are finite child-index paths. Prec is the transitive closure of the five clauses of Definition 3.7. Every II, IO, or OO step includes this order. Input dependency requires at least one step, resolving the printed n≥0n\ge0n≥0 against the same sentence's mandatory final II step. Carried types are reached through value and end-point type syntax, and nested carriers are included transitively. Linear checks each such carried type at every finite unfolding. The definitions also encode the paper's positive-index and non-reflexive interaction conventions in WellFormed. A linearity predicate that ignores carried types or treats separate parallel components as ordered would change the target theorem. Honda, Yoshida, and Carbone, 2016, pp. 12–13, 16, 19–20

Useful contributions include results about finite unfolding and the action order, preservation of labels at recurring positions, and dependency-chain properties under unfolding. The two folding claims in Appendix A are not listed as milestones here because a faithful folding operation for nested recursion and multiple occurrences has not yet been specified. Their absence is a scope limit on the attack path, not an assumption in the goal.

Selected references

  • Kohei Honda, Nobuko Yoshida, and Marco Carbone, Multiparty Asynchronous Session Types, Journal of the ACM 63(1), Article 9, 2016. DOI: 10.1145/2827695.
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AnalysisProbabilityStochastic Systems·Captain: mikedeng1

Affine Volterra Processes 1: Nonnegative Weak Solutions of Stochastic Volterra Equations with Resolvent-Monotone KernelsResearch Paper

Motivation

Many stochastic models use a process whose response to a disturbance depends on the time elapsed since that disturbance. An ordinary stochastic differential equation uses only the current state and instantaneous coefficients. A stochastic Volterra equation instead weights its past drift and noise through a convolution kernel. Such equations include the constant kernel as a familiar limiting case, while singular or decaying kernels allow different memory patterns. The paper Affine Volterra processes studies this class to obtain non-Markovian models that retain tractable affine transform formulas. Before any transform can be used for a nonnegative state variable, the underlying equation must actually admit a solution that stays nonnegative. Abi Jaber, Larsson and Pulido, §§1–3.

The mission focuses on the paper's existence and invariance theorem, Theorem 3.6 of the pinned preprint. It is a separate question from uniqueness or explicit transforms: the coefficients are only continuous with linear growth, so classical contraction arguments for Lipschitz coefficients do not directly settle it. The proof also has to preserve the boundary of the nonnegative orthant despite a drift and noise term that depend on the entire past. Abi Jaber, Larsson and Pulido, Theorems 3.3–3.6.

Setting

Fix dimensions d,m≥0d,m\ge0d,m≥0. The kernel KKK is a deterministic function from nonnegative time to real d×dd\times dd×d matrices. The drift bbb maps Rd\mathbb R^dRd to Rd\mathbb R^dRd, and the diffusion coefficient σ\sigmaσ maps Rd\mathbb R^dRd to real d×md\times md×m matrices. Given a deterministic initial state x0x_0x0​ and an mmm-dimensional Brownian motion WWW, a continuous adapted process XXX solves

Xt=x0+∫0tK(t−s)b(Xs) ds+∫0tK(t−s)σ(Xs) dWs,t≥0.X_t=x_0+\int_0^t K(t-s)b(X_s)\,ds+ \int_0^t K(t-s)\sigma(X_s)\,dW_s,\qquad t\ge0.Xt​=x0​+∫0t​K(t−s)b(Xs​)ds+∫0t​K(t−s)σ(Xs​)dWs​,t≥0.

The deterministic and stochastic terms are matrix-vector convolutions: an event at time sss has an effect at time ttt weighted by K(t−s)K(t-s)K(t−s). A weak solution is allowed to choose its stochastic basis and Brownian motion. A strong solution is adapted to the completed filtration generated by its prescribed Brownian motion. All bases satisfy the usual completeness and right-continuity conditions. The equation is read at each fixed time almost surely, with XXX having continuous sample paths. Abi Jaber, Larsson and Pulido, (1.1), §3.

The paper's condition (2.5) asks each scalar kernel entry to be locally square-integrable and to satisfy two estimates of order hγh^\gammahγ as h↓0h\downarrow0h↓0: the integral of its square over [0,h][0,h][0,h], and the squared L2L^2L2 difference between its time shift by hhh and itself over each finite interval. The exponent satisfies 0<γ≤20<\gamma\le20<γ≤2 and may differ by entry. For the goal, KKK is diagonal. Each diagonal entry KiK_iKi​ is nonnegative, nonzero, nonincreasing and continuous on positive time. Its resolvent of the first kind LiL_iLi​ is a nonnegative measure whose convolution with KiK_iKi​ is the constant one; condition (3.4) also requires the interval mass Li([s,s+t])L_i([s,s+t])Li​([s,s+t]) to be nonincreasing in sss for every t≥0t\ge0t≥0. Abi Jaber, Larsson and Pulido, (2.5), (2.13), (3.4).

Formalization targets

Nonnegative weak existence

The goal is Theorem 3.6. Write R+d={x∈Rd:xi≥0 for all i}\mathbb R^d_+=\{x\in\mathbb R^d:x_i\ge0\text{ for all }i\}R+d​={x∈Rd:xi​≥0 for all i}. Suppose KKK is diagonal and satisfies (2.5) and (3.4) componentwise. Suppose bbb and σ\sigmaσ are continuous, satisfy max⁡{∣b(x)∣,∥σ(x)∥}≤cLG(1+∣x∣)\max\{|b(x)|,\|\sigma(x)\|\}\le c_{\mathrm{LG}}(1+|x|)max{∣b(x)∣,∥σ(x)∥}≤cLG​(1+∣x∣), and obey the boundary condition for every x∈Rdx\in\mathbb R^dx∈Rd:

xi=0⟹bi(x)≥0 and σik(x)=0for every k.x_i=0\quad\Longrightarrow\quad b_i(x)\ge0\ \text{and}\ \sigma_{ik}(x)=0\quad\text{for every }k.xi​=0⟹bi​(x)≥0 and σik​(x)=0for every k.

Then the target is

∀x0∈R+d,∃ a continuous weak solution X of (1.1) with Xt∈R+d.\forall x_0\in\mathbb R^d_+,\quad \exists\text{ a continuous weak solution }X\text{ of (1.1) with }X_t\in\mathbb R^d_+.∀x0​∈R+d​,∃ a continuous weak solution X of (1.1) with Xt​∈R+d​.

The milestone list records the paper's moment bound, strong existence for Lipschitz coefficients, and general weak existence with a first-kind resolvent. They are numbered results from the same preprint and establish distinct parts of the existence framework. Abi Jaber, Larsson and Pulido, Lemma 3.1 and Theorems 3.3, 3.4, 3.6.

Significance

The conclusion says more than finite-time nonnegativity of a proposed process: it asserts that a stochastic basis, Brownian motion and continuous solution actually exist for every nonnegative initial condition under the stated kernel and boundary assumptions. This supports later use of the affine transform results on state spaces with nonnegative coordinates. The paper treats this existence theorem as one of the main inputs to its square-root and rough-volatility examples. Abi Jaber, Larsson and Pulido, §§3, 6.

The theorem is already proved in the source paper. The formalization task is to state and eventually verify that known result in Lean, including the exact memory-kernel condition and the stochastic basis chosen by weak existence. The published Brownian and Itô-integral definitions are reused. A verified solution would leave reusable definitions for Volterra kernels, first-kind resolvents, and weak convolution equations, as well as machine-checked statements for the supporting existence theorems.

Difficulty

For Lipschitz coefficients, the paper obtains a unique strong solution. The goal permits only continuous coefficients of linear growth. Approximating them by better-behaved coefficients does not by itself guarantee that a limit solves the original convolution equation or remains in the nonnegative orthant. The stochastic convolution depends on the full history through K(t−s)K(t-s)K(t−s), and the boundary condition must be propagated through that memory. A direct appeal to an ordinary SDE invariance theorem therefore does not cover the claim. The first-kind resolvent and the monotonicity in (3.4) are central to the stated assumptions. Abi Jaber, Larsson and Pulido, proofs of Theorems 3.4 and 3.6.

Formalization scope

Lean uses EthierKurtz.SDEState d, a Euclidean ddd-vector, for states; real matrices for KKK and σ\sigmaσ; nonnegative real process time; and real arguments for deterministic kernels and interval integrals. Local L2L^2L2 membership is componentwise, which is equivalent to membership under any norm on the finite-dimensional matrix space. The matrix norm in linear growth is the Euclidean operator norm. The big-OOO bounds in (2.5) are taken as hhh tends to zero from the right. Each diagonal kernel has its own exponent and its own positive resolvent measure. A general matrix first-kind resolvent is encoded entrywise as the difference of two measures finite on compact positive-time intervals, so it may have infinite total mass.

The weak-solution predicate existentially quantifies the stochastic basis, Brownian motion and continuous process. Each stochastic convolution has a witness satisfying the published Brownian Itô relation; an unconstrained process cannot witness the equation. Drift terms carry interval integrability, avoiding a default-zero value for a nonintegrable integral. The stochastic basis is complete at time zero and right-continuous. The goal asserts orthant membership at every fixed time almost surely; continuous paths yield an orthant-valued version. The zero-time equation and empty-index cases are included. Contributions that formalize stochastic-convolution continuity, compactness of path laws, first-kind resolvent calculus, or invariance of the orthant are in scope.

Selected references

  • E. Abi Jaber, M. Larsson and S. Pulido, Affine Volterra processes, arXiv:1708.08796v3, 2019. Preprint
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Linear algebraMathematical PhysicsQuantum Information·Captain: mikedeng1

Quantum Algorithm for Simulating Real Time Evolution of Lattice Hamiltonians 1: Lieb–Robinson Bound ‖[A(t),B]‖ ≤ (2/√η)‖A‖‖B‖(e^{ζ|t|√(8η)}−1)Σ_{x∈X}e^{−μ dist(x,Y)} Under Small CommutatorsResearch Paper

Motivation

A local quantum system is built from degrees of freedom placed at sites of a lattice. Its Hamiltonian may contain many terms, each acting on a small group of sites. Even though a term is local, time evolution can spread an observable beyond its original support. A Lieb–Robinson bound limits the size of a commutator between the evolved observable and one supported elsewhere. It gives a quantitative way to say that information propagates with an effective finite velocity. The Appendix C bound of Haah, Hastings, Kothari and Low treats interactions with exponential spatial decay and makes the effect of almost commuting Hamiltonian terms explicit.

The paper studies quantum simulation, where a system's real time evolution is approximated by a circuit. Lemma 12 is an analytic ingredient: it controls how far a local observable can spread during the simulated evolution. The mission targets that lemma and the displayed estimates in its proof, with the constants printed in the pinned arXiv version. The paper proves the results; the remaining task here is to give the stated finite system version machine checked proofs.

Setting

Let Λ\LambdaΛ be a finite set of sites equipped with a metric dist⁡(x,y)\operatorname{dist}(x,y)dist(x,y). Each site has the same local Hilbert space Cq\mathbb C^qCq, and the whole system has product basis indexed by configurations σ:Λ→{0,…,q−1}\sigma:\Lambda\to\{0,\ldots,q-1\}σ:Λ→{0,…,q−1}. An operator supported on X⊆ΛX\subseteq\LambdaX⊆Λ is a matrix of the form mX⊗IΛ∖Xm_X\otimes I_{\Lambda\setminus X}mX​⊗IΛ∖X​: it may change the configuration on XXX, but acts as the identity on every site outside XXX. The matrix norm throughout is the spectral operator norm.

For every X⊆ΛX\subseteq\LambdaX⊆Λ, let hXh_XhX​ be a Hermitian operator supported on XXX, and define the time independent Hamiltonian H=∑X⊆ΛhXH=\sum_{X\subseteq\Lambda}h_XH=∑X⊆Λ​hX​. The sum includes all subsets, including the empty set. Let

O(t;J)=eiJtOe−iJt,O(t)=O(t;H).O(t;J)=e^{iJt}Oe^{-iJt},\qquad O(t)=O(t;H).O(t;J)=eiJtOe−iJt,O(t)=O(t;H).

For site sets, write X∼YX\sim YX∼Y when X∩Y≠∅X\cap Y\ne\varnothingX∩Y=∅, and dist⁡(x,Y)=min⁡y∈Ydist⁡(x,y)\operatorname{dist}(x,Y)=\min_{y\in Y}\operatorname{dist}(x,y)dist(x,Y)=miny∈Y​dist(x,y) when YYY is nonempty. The diameter is diam⁡(X)=max⁡x,y∈Xdist⁡(x,y)\operatorname{diam}(X)=\max_{x,y\in X}\operatorname{dist}(x,y)diam(X)=maxx,y∈X​dist(x,y) for nonempty XXX. The paper imposes two quantitative conditions. First, for some 0≤η≤10\le\eta\le10≤η≤1, every pair of terms has a small commutator:

∥[hX,hY]∥≤2η∥hX∥∥hY∥.(14)\|[h_X,h_Y]\|\le 2\eta\|h_X\|\|h_Y\|.\tag{14}∥[hX​,hY​]∥≤2η∥hX​∥∥hY​∥.(14)

Second, for some ζ,μ>0\zeta,\mu>0ζ,μ>0, the interactions decay in the weighted sense

∑X∋x∥hX∥ ∣X∣2eμdiam⁡(X)≤ζ(x∈Λ).(15)\sum_{X\ni x}\|h_X\|\,|X|^2e^{\mu\operatorname{diam}(X)}\le\zeta \qquad(x\in\Lambda).\tag{15}X∋x∑​∥hX​∥∣X∣2eμdiam(X)≤ζ(x∈Λ).(15)

Neither condition bounds each ∥hX∥\|h_X\|∥hX​∥ by one. This matters because the result is meant to include large but nearly commuting terms. These conventions are from Appendix C.1 of the source.

Formalization targets

The goal is Lemma 12. For an operator AAA supported on XXX and an operator BBB supported on a disjoint set YYY, and every real ttt, the proposed formal statement is

∥[A(t),B]∥≤2η∥A∥∥B∥(eζ∣t∣8η−1)∑x∈Xe−μdist⁡(x,Y).(16)\|[A(t),B]\|\le \frac{2}{\sqrt\eta}\|A\|\|B\| \bigl(e^{\zeta|t|\sqrt{8\eta}}-1\bigr) \sum_{x\in X}e^{-\mu\operatorname{dist}(x,Y)}. \tag{16}∥[A(t),B]∥≤η​2​∥A∥∥B∥(eζ∣t∣8η​−1)x∈X∑​e−μdist(x,Y).(16)

The coefficient of ∣t∣|t|∣t∣ in the exponential is proportional to η\sqrt\etaη​. The goal keeps the paper's explicit factor 2/η2/\sqrt\eta2/η​, its 8η\sqrt{8\eta}8η​ inside the exponential, and the full sum over sites in XXX. The statement is for η>0\eta>0η>0, as the displayed formula is undefined at η=0\eta=0η=0; a family satisfying (14) with η=0\eta=0η=0 also satisfies it for any positive η≤1\eta\le1η≤1.

The milestones follow the source's numbered displays: the initial estimates for CBC_BCB​ and DBD_BDB​ in (28), their integral inequalities (24) and (27), the linked set series (32), the four estimates of Proposition 13, and the bound on its kkkth line in (37). Here CB(X,t)C_B(X,t)CB​(X,t) takes a supremum over supported operators of norm at most one, and DB(X,t)=∥[hX(t),B]∥D_B(X,t)=\|[h_X(t),B]\|DB​(X,t)=∥[hX​(t),B]∥. The milestone list is a map of the quantities that the proof controls, while the goal itself mentions only the physical operators and the two hypotheses.

Significance

The bound shows that a commutator is small when the support of BBB is far from XXX, with a rate determined by the decay parameter μ\muμ and the small commutator parameter η\etaη. It applies to finite systems of any size with the same constants in (14) and (15). This makes it useful for reasoning about local approximations of time evolution in the quantum simulation setting of the paper. The authors also explain why a velocity proportional to η\sqrt\etaη​ can occur under their hypotheses, so a linear dependence on η\etaη is not generally available. See the discussion immediately after Lemma 12 in Appendix C.1.

Formalizing the result would supply a reusable finite matrix model of local observables and a checked version of the analytic estimates for near commuting interactions. The source paper provides a proof, but this proposed statement and its milestones currently have no machine checked proof in the mission. The definitions of support, Heisenberg evolution and linked interactions may also be reused in later formalizations of quantum lattice dynamics.

Difficulty

The obvious global norm bound ∥[A(t),B]∥≤2∥A∥∥B∥\|[A(t),B]\|\le2\|A\|\|B\|∥[A(t),B]∥≤2∥A∥∥B∥ ignores the distance between supports. Merely bounding ∥H∥\|H\|∥H∥ also loses spatial information and can grow with the whole system. The sharper statement simultaneously tracks where an interaction overlaps the current support and how the small commutator factor enters repeated interactions. A rigorous treatment must control a supremum over local operators, time dependent matrix exponentials, and an infinite series of finite linked set sums without changing any of the paper's constants.

Formalization scope

Sites form an arbitrary finite metric space, a disclosed generalization of the lattice setting used for the main algorithm. A common local dimension qqq is used at every site; qubits occur at q=2q=2q=2. Operators are complex matrices on the configuration space Λ→Fin⁡(q)\Lambda\to\operatorname{Fin}(q)Λ→Fin(q), with Mathlib's scoped L2 operator norm. Every term is Hermitian and explicitly supported on its stated set, and HHH is the sum over all subsets. Time is real and HHH is constant in time. The paper mentions a piecewise continuous time dependent extension, which this mission does not state.

The goal explicitly requires X∩Y=∅X\cap Y=\varnothingX∩Y=∅. The printed sentence of Lemma 12 omits this, but its derivation on page 24 assumes it; without disjointness the right side is zero at t=0t=0t=0 while the left side need not be. The positive η\etaη condition is likewise explicit. These are the two repairs to the printed lemma, and they are recorded on each relevant item. The milestones (24) and (27) are restricted to t≥0t\ge0t≥0, the direction for which the displayed forward integral uses DB(Z,s)D_B(Z,s)DB​(Z,s) and CB(Z∪X,s)C_B(Z\cup X,s)CB​(Z∪X,s).

For an empty set, the Lean point to set distance and the local set distance are taken to be zero; a supported operator on the empty set is a scalar, so its commutators vanish. CBC_BCB​ uses a real supremum of a nonempty, bounded set, and (32) states an actual sum with HasSum. The integral milestones involve continuous finite dimensional evolution. The support definition includes nonconstant single site operators, and the q=2q=2q=2 case is part of the goal. These choices prevent the result from being obtained through a vacuous support predicate, an entrywise norm, division by zero at η=0\eta=0η=0, a default value of an unbounded supremum or divergent sum, or omitted disjointness. Contributions that establish the support calculus, matrix evolution estimates, integral inequalities, or linked set bounds are all within scope.

Selected references

  • Jeongwan Haah, Matthew B. Hastings, Robin Kothari and Guang Hao Low, Quantum algorithm for simulating real time evolution of lattice Hamiltonians, SIAM Journal on Computing, 2021. arXiv:1801.03922v4, Appendix C.1–C.3, pp. 21–25.
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CombinatoricsOperations ResearchOptimization·Captain: mikedeng1

Closing the Gap for Makespan Scheduling via Sparsification Techniques: A Feasible Configuration IP Has a Thin Solution, Support at Most 4(d+1)log(4(d+1)T), Complex Configurations Used at Most OnceResearch Paper

Motivation

Makespan minimization on identical parallel machines, P∥Cmax⁡P\|C_{\max}P∥Cmax​, asks to assign nnn jobs with processing times to mmm machines so that the largest machine load is as small as possible. It is strongly NP-hard, and the question has long been how fast a (1+ε)(1+\varepsilon)(1+ε)-approximate schedule can be found. After rounding and scaling, a guess TTT of the optimal makespan becomes a constant, the job sizes take only d=O((1/ε)log⁡(1/ε))d = O((1/\varepsilon)\log(1/\varepsilon))d=O((1/ε)log(1/ε)) distinct values, and the problem becomes an integer program over machine packings: the configuration IP.

A short history of the running times for this problem:

  • Hochbaum and Shmoys (1987) gave the first PTAS, with running time (n/ε)O(1/ε2)(n/\varepsilon)^{O(1/\varepsilon^2)}(n/ε)O(1/ε2).
  • Alon, Azar, Woeginger and Yadid (1997/1998), and Hochbaum and Shmoys, obtained an EPTAS with running time 2(1/ε)poly(1/ε)+O(nlog⁡n)2^{(1/\varepsilon)^{\mathrm{poly}(1/\varepsilon)}} + O(n\log n)2(1/ε)poly(1/ε)+O(nlogn).
  • Jansen (2010) used the support bound of Eisenbrand and Shmonin (2006) to reach 2O((1/ε)2log⁡3(1/ε))+O(nlog⁡n)2^{O((1/\varepsilon)^2\log^3(1/\varepsilon))} + O(n\log n)2O((1/ε)2log3(1/ε))+O(nlogn).
  • Chen, Jansen and Zhang (2014) showed that, under the Exponential Time Hypothesis, no PTAS runs in time 2(1/ε)1−δpoly(n)2^{(1/\varepsilon)^{1-\delta}}\mathrm{poly}(n)2(1/ε)1−δpoly(n).
  • Jansen, Klein and Verschae (arXiv 2016; Mathematics of Operations Research 2020) reached 2O((1/ε)log⁡4(1/ε))+O(nlog⁡n)2^{O((1/\varepsilon)\log^4(1/\varepsilon))} + O(n\log n)2O((1/ε)log4(1/ε))+O(nlogn), matching that lower bound up to polylogarithmic factors in the exponent. Their key ingredient is a structural theorem on the configuration IP, which this mission formalizes.

Setting

Fix d∈Nd \in \mathbb{N}d∈N, a vector of job sizes π∈Z>0d\pi \in \mathbb{Z}^d_{>0}π∈Z>0d​ and a capacity T∈Z>0T \in \mathbb{Z}_{>0}T∈Z>0​. The knapsack polytope is P={c∈R≥0d:π⋅c≤T}\mathcal{P} = \{c \in \mathbb{R}^d_{\ge 0} : \pi\cdot c \le T\}P={c∈R≥0d​:π⋅c≤T}, and a configuration is an integral point of it:

Q=Zd∩P,c∈Q  ⟺  c∈Z≥0d,  ∑kπkck≤T.Q = \mathbb{Z}^d \cap \mathcal{P}, \qquad c \in Q \iff c \in \mathbb{Z}^d_{\ge 0},\ \ \sum_{k} \pi_k c_k \le T.Q=Zd∩P,c∈Q⟺c∈Z≥0d​,  k∑​πk​ck​≤T.

A configuration describes one machine: ckc_kck​ jobs of size πk\pi_kπk​, of total load at most TTT. The support of a vector is the set of its nonzero coordinates, supp⁡(c)={k:ck≠0}\operatorname{supp}(c) = \{k : c_k \ne 0\}supp(c)={k:ck​=0}. Throughout, log⁡=log⁡2\log = \log_2log=log2​. A configuration is simple if ∣supp⁡(c)∣≤log⁡(T+1)|\operatorname{supp}(c)| \le \log(T+1)∣supp(c)∣≤log(T+1) and complex otherwise; QcQ_cQc​ is the set of complex configurations.

Given the number bkb_kbk​ of jobs of each size and the number mmm of machines, the configuration IP [conf-IP] asks for multiplicities xc∈Z≥0x_c \in \mathbb{Z}_{\ge 0}xc​∈Z≥0​, one per configuration, with

∑c∈Qc xc=b,∑c∈Qxc=m.\sum_{c\in Q} c\, x_c = b, \qquad \sum_{c \in Q} x_c = m.c∈Q∑​cxc​=b,c∈Q∑​xc​=m.

Its LP relaxation [conf-LP] replaces xc∈Z≥0x_c \in \mathbb{Z}_{\ge 0}xc​∈Z≥0​ by xc≥0x_c \ge 0xc​≥0. The support of a solution is supp⁡(x)={c∈Q:xc≠0}\operatorname{supp}(x) = \{c \in Q : x_c \neq 0\}supp(x)={c∈Q:xc​=0}.

Formalization targets

Goal: thin solutions (Theorem 1)

If [conf-IP] is feasible, it has a feasible solution xxx with

xc>1⇒c simple,∣supp⁡(x)∣≤4(d+1)log⁡(4(d+1)T),∑c∈Qcxc≤2(d+1)log⁡(4(d+1)T).x_c > 1 \Rightarrow c \text{ simple}, \qquad |\operatorname{supp}(x)| \le 4(d+1)\log(4(d+1)T), \qquad \sum_{c\in Q_c} x_c \le 2(d+1)\log(4(d+1)T).xc​>1⇒c simple,∣supp(x)∣≤4(d+1)log(4(d+1)T),c∈Qc​∑​xc​≤2(d+1)log(4(d+1)T).

A solution with these three properties is called thin.

Milestones

  1. Lemma 2 (Eisenbrand–Shmonin): if ∣supp⁡(x)∣>2(d+1)log⁡(4(d+1)T)|\operatorname{supp}(x)| > 2(d+1)\log(4(d+1)T)∣supp(x)∣>2(d+1)log(4(d+1)T) for a nonnegative integer vector xxx on QQQ, there are disjoint nonempty A,B⊆supp⁡(x)A, B \subseteq \operatorname{supp}(x)A,B⊆supp(x) with ∑c∈Ac=∑c∈Bc\sum_{c \in A} c = \sum_{c\in B} c∑c∈A​c=∑c∈B​c and ∣A∣=∣B∣|A| = |B|∣A∣=∣B∣.
  2. Lemma 3 (Eisenbrand–Shmonin): a feasible [conf-IP] has a solution with ∣supp⁡(x)∣≤2(d+1)log⁡(4(d+1)T)|\operatorname{supp}(x)| \le 2(d+1)\log(4(d+1)T)∣supp(x)∣≤2(d+1)log(4(d+1)T).
  3. Lemma 4 (Sparsification Lemma): every complex c∈Qc \in Qc∈Q satisfies 2c=c1+c22c = c_1 + c_22c=c1​+c2​ for configurations c1,c2c_1, c_2c1​,c2​ with π⋅c1=π⋅c2=π⋅c\pi\cdot c_1 = \pi\cdot c_2 = \pi\cdot cπ⋅c1​=π⋅c2​=π⋅c and supp⁡(ci)⊊supp⁡(c)\operatorname{supp}(c_i) \subsetneq \operatorname{supp}(c)supp(ci​)⊊supp(c).
  4. P1: a feasible solution minimizing the potential Φ(x)=∑c complexxc∣supp⁡(c)∣\Phi(x) = \sum_{c \text{ complex}} x_c|\operatorname{supp}(c)|Φ(x)=∑c complex​xc​∣supp(c)∣ uses each complex configuration at most once.
  5. P2: such a solution has at most 2(d+1)log⁡(4(d+1)T)2(d+1)\log(4(d+1)T)2(d+1)log(4(d+1)T) complex configurations in its support.

Companion results

  • Corollary 5: every vertex of conv.hull⁡(Q)\operatorname{conv.hull}(Q)conv.hull(Q) is a simple configuration; and, from its proof, the number of simple configurations is at most (L+1)dL(T+1)L(L+1)d^{L}(T+1)^{L}(L+1)dL(T+1)L with L=log⁡(T+1)L = \log(T+1)L=log(T+1), for d≥1d \ge 1d≥1.
  • Corollary 6: a feasible [conf-LP] has a solution supported on simple configurations only.

Significance

The result. Theorem 1 says that, up to O(dlog⁡(dT))O(d\log(dT))O(dlog(dT)) machines, every feasible configuration IP can be solved using simple configurations only. There are 2O(log⁡2d+log⁡2T)2^{O(\log^2 d + \log^2 T)}2O(log2d+log2T) simple configurations, far fewer than configurations in general, so an algorithm can guess the support of a solution among a much smaller family. This is what yields the 2O((1/ε)log⁡4(1/ε))+O(nlog⁡n)2^{O((1/\varepsilon)\log^4(1/\varepsilon))} + O(n\log n)2O((1/ε)log4(1/ε))+O(nlogn) EPTAS for P∥Cmax⁡P\|C_{\max}P∥Cmax​, and through the same structure PTASs for Q∥Cmax⁡Q\|C_{\max}Q∥Cmax​ and for LpL_pLp​-norm and max–min objectives. Corollaries 5 and 6 are structural facts about knapsack polytopes in their own right: the integer hull has only simple vertices, and the configuration LP can be restricted to simple configurations.

Formalizing it. The results are proved in the paper; none of them has a machine-checked proof that this mission knows of. The development produces a reusable formal model of configurations and of the configuration IP and LP, a formal Eisenbrand–Shmonin support bound for this IP (a Carathéodory-type statement for integer cones that recurs across integer programming), and the sparsification lemma with its potential-function argument. The constants 4(d+1)4(d+1)4(d+1) and 2(d+1)2(d+1)2(d+1) are the paper's and are stated exactly.

Difficulty

The obvious argument applies the sparsification lemma repeatedly, replacing any complex configuration used twice by two configurations of smaller support, and then shrinks the support with the Eisenbrand–Shmonin exchange. The second step can undo the first: the exchange moves weight between configurations and may raise the multiplicity of a complex configuration above one again, so alternating the two steps has no evident termination measure. A proof has to control both properties at once. The counting behind the support bound needs the explicit inequality (sT+1)d+1<2s(sT+1)^{d+1} < 2^s(sT+1)d+1<2s for every s>2(d+1)log⁡(4(d+1)T)s > 2(d+1)\log(4(d+1)T)s>2(d+1)log(4(d+1)T), which must be carried out with the exact constants rather than up to O(⋅)O(\cdot)O(⋅).

Formalization scope

  • Configurations are functions Fin d → ℕ with ∑kπkck≤T\sum_k \pi_k c_k \le T∑k​πk​ck​≤T; solutions of [conf-IP] are finitely supported functions (Fin d → ℕ) →₀ ℕ vanishing outside QQQ, and solutions of [conf-LP] are finitely supported real-valued functions, nonnegative and vanishing outside QQQ.
  • The standing assumptions of §2 are binders of every statement: πk>0\pi_k > 0πk​>0 for all kkk and T>0T > 0T>0. Lemma 4 does not need T>0T > 0T>0 and omits it.
  • The paper writes b∈Rdb \in \mathbb{R}^db∈Rd for [conf-IP]; feasibility forces b∈Ndb \in \mathbb{N}^db∈Nd, so bbb and mmm are natural numbers. For [conf-LP] they are real.
  • log⁡\loglog is Real.logb 2 and every bound is a real inequality; no floor is taken.
  • In Lemma 2, MxA=MxBMx^A = Mx^BMxA=MxB is stated row by row: the sum of the configurations in AAA equals that in BBB, and ∣A∣=∣B∣|A| = |B|∣A∣=∣B∣.
  • "Minimum potential" in P1 and P2 means Φ(x)≤Φ(y)\Phi(x) \le \Phi(y)Φ(x)≤Φ(y) for every feasible solution yyy of the same instance.
  • A vertex of conv.hull⁡(Q)\operatorname{conv.hull}(Q)conv.hull(Q) is an extreme point (Mathlib's Set.extremePoints). The asymptotic count of Corollary 5 is replaced by the explicit bound of its proof, with the added hypothesis d≥1d \ge 1d≥1 (at d=0d = 0d=0 the explicit bound is 000 while Q={0}Q = \{0\}Q={0}).

The goal theorem refers only to [conf-IP], its solutions, supports and the simple/complex split; it does not mention the potential, the matrix MMM or a minimality assumption, so it cannot be discharged by choosing a special solution in the hypotheses.

Needed infrastructure: finite sums over Finsupp, the pigeonhole principle on finsets, elementary bounds on Real.logb, and, for Corollaries 5 and 6, convex hulls and extreme points of finite sets in Rd\mathbb{R}^dRd. The definitions of configurations and of the configuration IP/LP are reusable for other configuration-IP papers (bin packing, cutting stock, scheduling). Contributions of auxiliary lemmas on supports of integer conic combinations are welcome.

Selected references

  • K. Jansen, K.-M. Klein, J. Verschae, Closing the Gap for Makespan Scheduling via Sparsification Techniques, ICALP 2016; Mathematics of Operations Research, 2020. https://arxiv.org/abs/1604.07153 (version v1, the basis of every citation in this mission)
  • F. Eisenbrand, G. Shmonin, Carathéodory bounds for integer cones, Operations Research Letters 34, 564–568, 2006. https://doi.org/10.1016/j.orl.2005.09.008
  • K. Jansen, An EPTAS for scheduling jobs on uniform processors: using an MILP relaxation with a constant number of integral variables, SIAM Journal on Discrete Mathematics 24, 457–485, 2010.
  • N. Alon, Y. Azar, G. J. Woeginger, T. Yadid, Approximation schemes for scheduling on parallel machines, Journal of Scheduling 1, 55–66, 1998.
  • D. S. Hochbaum, D. B. Shmoys, Using dual approximation algorithms for scheduling problems: theoretical and practical results, Journal of the ACM 34, 144–162, 1987. https://doi.org/10.1145/7531.7535
  • L. Chen, K. Jansen, G. Zhang, On the optimality of approximation schemes for the classical scheduling problem, Proceedings of the 25th ACM-SIAM Symposium on Discrete Algorithms (SODA), 657–668, 2014.
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Machine LearningOptimizationProbability·Captain: mikedeng1

Stochastic Model-Based Minimization of Weakly Convex Functions 1: Stochastic One-Sided Model Methods Drive the Moreau-Envelope Gradient E‖∇φ_{1/ρ̄}(x_{t*})‖² to Zero at Rate O(1/√T)Research Paper

Motivation

Many problems in statistics, signal processing and machine learning minimize an expected loss that is neither smooth nor convex: robust phase retrieval, blind deconvolution, covariance estimation with the ℓ1\ell_1ℓ1​ loss, training of networks with ReLU activations, and composite problems h(c(x))h(c(x))h(c(x)) with convex hhh and smooth ccc. A common structural feature of these objectives is weak convexity: adding a quadratic ρ2∥x∥2\frac{\rho}{2}\|x\|^22ρ​∥x∥2 makes the function convex. For such problems the classical stochastic algorithms — the stochastic proximal point method, the stochastic prox-linear method, and the stochastic proximal subgradient method — were used in practice long before any nonasymptotic complexity guarantee was available for them.

Damek Davis and Dmitriy Drusvyatskiy (arXiv:1803.06523, SIAM J. Optim. 29(1), 2019) gave such guarantees for all of these methods at once. They abstract each method as minimization of a stochastic one-sided model of the objective, and prove that the expected squared gradient of the Moreau envelope at a randomly selected iterate decays at rate O(1/T)O(1/\sqrt T)O(1/T​), i.e. a sample complexity of O(ε−4)O(\varepsilon^{-4})O(ε−4). This mission formalizes that main theorem (Theorem 4.3) and the lemmas its proof uses.

Timeline. Nurminskii (1973, 1974) showed that when the sample losses are ρ\rhoρ-weakly convex and there is no regularizer, the stochastic subgradient method converges subsequentially to stationary points almost surely; no rate was given. Ghadimi and Lan (2013) proved O(ε−4)O(\varepsilon^{-4})O(ε−4) complexity for smooth nonconvex stochastic problems. Davis and Grimmer (arXiv:1707.03505, 2017) gave a rate for a proximally guided variant of the stochastic subgradient method on weakly convex problems. Davis and Drusvyatskiy (2018) obtained the O(ε−4)O(\varepsilon^{-4})O(ε−4) complexity for the basic proximal stochastic subgradient method and, through the one-sided model framework, for the stochastic proximal point and prox-linear methods.

Setting

Work on Rd\mathbb R^dRd with the Euclidean norm. An extended-valued function r:Rd→R∪{∞}r:\mathbb R^d\to\mathbb R\cup\{\infty\}r:Rd→R∪{∞} has domain D=dom⁡r={x:r(x)<∞}D=\operatorname{dom} r=\{x: r(x)<\infty\}D=domr={x:r(x)<∞} and is closed when its epigraph is closed. A function ψ\psiψ is ρ\rhoρ-weakly convex when x↦ψ(x)+ρ2∥x∥2x\mapsto\psi(x)+\frac{\rho}{2}\|x\|^2x↦ψ(x)+2ρ​∥x∥2 is convex. For λ>0\lambda>0λ>0 the Moreau envelope and proximal map are

ψλ(x)=min⁡y{ψ(y)+12λ∥y−x∥2},prox⁡λψ(x)=argmin⁡y{ψ(y)+12λ∥y−x∥2}.\psi_\lambda(x)=\min_y\Big\{\psi(y)+\tfrac{1}{2\lambda}\|y-x\|^2\Big\},\qquad \operatorname{prox}_{\lambda\psi}(x)=\operatorname*{argmin}_y\Big\{\psi(y)+\tfrac{1}{2\lambda}\|y-x\|^2\Big\}.ψλ​(x)=ymin​{ψ(y)+2λ1​∥y−x∥2},proxλψ​(x)=yargmin​{ψ(y)+2λ1​∥y−x∥2}.

The problem is min⁡xφ(x):=f(x)+r(x)\min_x \varphi(x):=f(x)+r(x)minx​φ(x):=f(x)+r(x) with rrr closed and fff locally Lipschitz, where fff is accessible only through a random model fx(y,ξ)f_x(y,\xi)fx​(y,ξ), ξ∼P\xi\sim Pξ∼P. Assumption B asks for constants τ,η,L\tau,\eta,\mathsf Lτ,η,L, an open convex U⊇DU\supseteq DU⊇D and a measurable L:Ω→R+L:\Omega\to\mathbb R_+L:Ω→R+​ such that: Eξfx(x,ξ)=f(x)\mathbb E_\xi f_x(x,\xi)=f(x)Eξ​fx​(x,ξ)=f(x) and Eξ[fx(y,ξ)−f(y)]≤τ2∥y−x∥2\mathbb E_\xi[f_x(y,\xi)-f(y)]\le\frac\tau2\|y-x\|^2Eξ​[fx​(y,ξ)−f(y)]≤2τ​∥y−x∥2 on UUU (one-sided accuracy); fx(⋅,ξ)+rf_x(\cdot,\xi)+rfx​(⋅,ξ)+r is η\etaη-weakly convex for almost every ξ\xiξ; EL(ξ)2≤L\sqrt{\mathbb E L(\xi)^2}\le\mathsf LEL(ξ)2​≤L and fx(x,ξ)−fx(y,ξ)≤L(ξ)∥x−y∥f_x(x,\xi)-f_x(y,\xi)\le L(\xi)\|x-y\|fx​(x,ξ)−fx​(y,ξ)≤L(ξ)∥x−y∥.

Algorithm 4.1 fixes ρˉ>τ+η\bar\rho>\tau+\etaρˉ​>τ+η and parameters βt>ρˉ\beta_t>\bar\rhoβt​>ρˉ​, draws i.i.d. samples ξ0,…,ξT\xi_0,\dots,\xi_Tξ0​,…,ξT​, and sets

xt+1=argmin⁡x{r(x)+fxt(x,ξt)+βt2∥x−xt∥2}.x_{t+1}=\operatorname*{argmin}_x\Big\{r(x)+f_{x_t}(x,\xi_t)+\tfrac{\beta_t}{2}\|x-x_t\|^2\Big\}.xt+1​=xargmin​{r(x)+fxt​​(x,ξt​)+2βt​​∥x−xt​∥2}.

It returns xt∗x_{t^*}xt∗​, with t∗∈{0,…,T}t^*\in\{0,\dots,T\}t∗∈{0,…,T} drawn with P(t∗=t)∝ρˉ−τ−ηβt−η\mathbb P(t^*=t)\propto\frac{\bar\rho-\tau-\eta}{\beta_t-\eta}P(t∗=t)∝βt​−ηρˉ​−τ−η​. With fx(y,ξ)=f(y,ξ)f_x(y,\xi)=f(y,\xi)fx​(y,ξ)=f(y,ξ) it is the stochastic proximal point method; with a linearization it is the proximal stochastic subgradient method; with h(c(x,ξ)+∇c(x,ξ)(y−x),ξ)h(c(x,\xi)+\nabla c(x,\xi)(y-x),\xi)h(c(x,ξ)+∇c(x,ξ)(y−x),ξ) it is the stochastic prox-linear method.

Formalization targets

Goal: Theorem 4.3, (4.15) and (4.16)

E∥∇φ1/ρˉ(xt∗)∥2≤ρˉ(φ1/ρˉ(x0)−min⁡φ)+2ρˉ2L2∑t=0T1(βt−η)(βt−ρˉ)∑t=0Tρˉ−τ−η2(βt−η),\mathbb E\|\nabla\varphi_{1/\bar\rho}(x_{t^*})\|^2\le\frac{\bar\rho(\varphi_{1/\bar\rho}(x_0)-\min\varphi)+2\bar\rho^2\mathsf L^2\sum_{t=0}^T\frac{1}{(\beta_t-\eta)(\beta_t-\bar\rho)}}{\sum_{t=0}^T\frac{\bar\rho-\tau-\eta}{2(\beta_t-\eta)}},E∥∇φ1/ρˉ​​(xt∗​)∥2≤∑t=0T​2(βt​−η)ρˉ​−τ−η​ρˉ​(φ1/ρˉ​​(x0​)−minφ)+2ρˉ​2L2∑t=0T​(βt​−η)(βt​−ρˉ​)1​​,

and for βt≡ρˉ+γ−1T+1\beta_t\equiv\bar\rho+\gamma^{-1}\sqrt{T+1}βt​≡ρˉ​+γ−1T+1​ with γ>0\gamma>0γ>0,

E∥∇φ1/ρˉ(xt∗)∥2≤2(ρˉ(φ1/ρˉ(x0)−min⁡φ)+2ρˉ2L2γ2)ρˉ−τ−η(ρˉ−ηT+1+1γT+1).\mathbb E\|\nabla\varphi_{1/\bar\rho}(x_{t^*})\|^2\le\frac{2(\bar\rho(\varphi_{1/\bar\rho}(x_0)-\min\varphi)+2\bar\rho^2\mathsf L^2\gamma^2)}{\bar\rho-\tau-\eta}\Big(\frac{\bar\rho-\eta}{T+1}+\frac{1}{\gamma\sqrt{T+1}}\Big).E∥∇φ1/ρˉ​​(xt∗​)∥2≤ρˉ​−τ−η2(ρˉ​(φ1/ρˉ​​(x0​)−minφ)+2ρˉ​2L2γ2)​(T+1ρˉ​−η​+γT+1​1​).

Milestones, in the order the proof uses them

  1. Lemma 4.1: φ\varphiφ is (τ+η)(\tau+\eta)(τ+η)-weakly convex and fff is L\mathsf LL-Lipschitz on UUU.
  2. Lemma 4.2, (4.7): Et∥x^t−xt+1∥2≤∥x^t−xt∥2−ρˉ−τ−ηβt−η∥x^t−xt∥2+4L2(βt−η)(βt−ρˉ)\mathbb E_t\|\hat x_t-x_{t+1}\|^2\le\|\hat x_t-x_t\|^2-\frac{\bar\rho-\tau-\eta}{\beta_t-\eta}\|\hat x_t-x_t\|^2+\frac{4\mathsf L^2}{(\beta_t-\eta)(\beta_t-\bar\rho)}Et​∥x^t​−xt+1​∥2≤∥x^t​−xt​∥2−βt​−ηρˉ​−τ−η​∥x^t​−xt​∥2+(βt​−η)(βt​−ρˉ​)4L2​, with x^t=prox⁡φ/ρˉ(xt)\hat x_t=\operatorname{prox}_{\varphi/\bar\rho}(x_t)x^t​=proxφ/ρˉ​​(xt​).
  3. Lemma 2.2: for ρ\rhoρ-weakly convex φ\varphiφ and λ∈(0,ρ−1)\lambda\in(0,\rho^{-1})λ∈(0,ρ−1), φλ\varphi_\lambdaφλ​ is C1C^1C1 with ∇φλ(x)=λ−1(x−prox⁡λφ(x))\nabla\varphi_\lambda(x)=\lambda^{-1}(x-\operatorname{prox}_{\lambda\varphi}(x))∇φλ​(x)=λ−1(x−proxλφ​(x)).
  4. Theorem 4.3, (4.14): the one-step expected descent of φ1/ρˉ\varphi_{1/\bar\rho}φ1/ρˉ​​.

Significance

The result. By Lemma 2.2, ∥∇φ1/ρˉ(x)∥=ρˉ∥x−x^∥\|\nabla\varphi_{1/\bar\rho}(x)\|=\bar\rho\|x-\hat x\|∥∇φ1/ρˉ​​(x)∥=ρˉ​∥x−x^∥, and the proximal point x^\hat xx^ satisfies φ(x^)≤φ(x)\varphi(\hat x)\le\varphi(x)φ(x^)≤φ(x) and dist⁡(0,∂φ(x^))≤∥∇φ1/ρˉ(x)∥\operatorname{dist}(0,\partial\varphi(\hat x))\le\|\nabla\varphi_{1/\bar\rho}(x)\|dist(0,∂φ(x^))≤∥∇φ1/ρˉ​​(x)∥. A small envelope gradient therefore certifies that xxx is close to a nearly stationary point. Theorem 4.3 gives this certificate, with explicit constants, for every algorithm fitting Assumption B, in particular the first complexity bounds for the stochastic proximal point and stochastic prox-linear methods on weakly convex problems. Companion results in the same paper (Theorems 4.1 and 4.2, separate missions) specialize to convex and strongly convex models.

Formalizing it. The theorem is proved on paper; no machine-checked version exists, on this platform or in Mathlib, of Theorem 4.3, of Lemma 2.2 for extended-valued weakly convex functions, or of the one-sided-model framework. A formalization yields a reusable Moreau-envelope library for weakly convex functions with constraints (via the domain of rrr), and a template for iterate-level stochastic analysis on product probability spaces.

Difficulty

The algebra of each step is short; what is hard is making it rigorous. First, Lemma 2.2 must be proved for extended-valued closed functions: existence and uniqueness of the proximal point need strong convexity of the subproblem together with lower semicontinuity and a quadratic minorant, and differentiability of the envelope is not a consequence of a generic envelope theorem. Second, the conditional expectations Et\mathbb E_tEt​ in Lemma 4.2 must be realized on the product space of samples, with integrability of ∥xt+1−xt∥2\|x_{t+1}-x_t\|^2∥xt+1​−xt​∥2, r(xt+1)r(x_{t+1})r(xt+1​) and φ1/ρˉ(xt)\varphi_{1/\bar\rho}(x_t)φ1/ρˉ​​(xt​) established along the iterates rather than assumed; the paper takes all of these for granted. Third, Assumption B gives the Lipschitz bound (4.2) only in one direction and only almost surely, and the argmin of Algorithm 4.1 exists only almost surely, so every pointwise step must be carried through null sets that depend on the current iterate.

Formalization scope

  • Carrier and encoding. Rd\mathbb R^dRd is EuclideanSpace ℝ (Fin d). The extended-valued rrr (and φ\varphiφ) is a pair (D,real values on D)(D,\text{real values on }D)(D,real values on D); closedness, weak convexity, the envelope (an infimum over DDD) and proximal points are defined in this encoding. The envelope parameter λ\lambdaλ is written lam.
  • Randomness. The samples ξ0,…,ξT\xi_0,\dots,\xi_Tξ0​,…,ξT​ are a point of ΩT+1\Omega^{T+1}ΩT+1 under the product measure, and E\mathbb EE is the Bochner integral. In Lemma 4.2, Et\mathbb E_tEt​ is the integral over one fresh sample with the current iterate fixed.
  • The algorithm. The step is any jointly measurable selection that lies in DDD and minimizes the subproblem for almost every sample; measurability is an added hypothesis.
  • The output. E∥∇φ1/ρˉ(xt∗)∥2\mathbb E\|\nabla\varphi_{1/\bar\rho}(x_{t^*})\|^2E∥∇φ1/ρˉ​​(xt∗​)∥2 is the weighted average of E∥∇φ1/ρˉ(xt)∥2\mathbb E\|\nabla\varphi_{1/\bar\rho}(x_t)\|^2E∥∇φ1/ρˉ​​(xt​)∥2 with weights ρˉ−τ−ηβt−η\frac{\bar\rho-\tau-\eta}{\beta_t-\eta}βt​−ηρˉ​−τ−η​, its exact value for t∗t^*t∗ drawn independently of the samples.
  • min⁡φ\min\varphiminφ is any real lower bound of φ\varphiφ on DDD; the bound is monotone in it.
  • Added hypotheses, implicit in the paper: βt>η\beta_t>\etaβt​>η (the subproblem is (βt−η)(\beta_t-\eta)(βt​−η)-strongly convex; Assumption B allows any real τ\tauτ, so this does not follow from βt>ρˉ>τ+η\beta_t>\bar\rho>\tau+\etaβt​>ρˉ​>τ+η), η≤ρˉ\eta\le\bar\rhoη≤ρˉ​ in (4.16) (its derivation from (4.15) needs it), ρˉ>0\bar\rho>0ρˉ​>0, x0∈Ux_0\in Ux0​∈U, and, in Lemma 2.2, that φ\varphiφ is closed and proper.
  • Typos. The statement of Theorem 4.3 twice says "Algorithm 3.1"; it means Algorithm 4.1. The constant in (4.16) is the printed one, which is valid (slightly weaker than what (4.15) yields). The proof's "Setting ρˉ=2ρ\bar\rho=2\rhoρˉ​=2ρ" is a slip; (4.16) keeps ρˉ\bar\rhoρˉ​.
  • No trivialization. Every bounded expectation comes with an integrability conclusion (a Bochner integral of a non-integrable function is 000), the update is constrained by the argmin property of Algorithm 4.1, and min⁡φ\min\varphiminφ is a genuine lower bound; the hypotheses are satisfiable (e.g. r=0r=0r=0, f=0f=0f=0, zero model).
  • Contributions welcome: a general Moreau-envelope library for weakly convex extended-valued functions (Lemma 2.2), measurability of argmin selections, and the one-step analysis lemmas.

Selected references

  • D. Davis, D. Drusvyatskiy, Stochastic Model-Based Minimization of Weakly Convex Functions, SIAM J. Optim. 29(1):207–239, 2019. arXiv:1803.06523
  • D. Davis, B. Grimmer, Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems, SIAM J. Optim. 29(3), 2019. arXiv:1707.03505
  • S. Ghadimi, G. Lan, Stochastic First- and Zeroth-Order Methods for Nonconvex Stochastic Programming, SIAM J. Optim. 23(4):2341–2368, 2013. doi:10.1137/120880811
  • R. T. Rockafellar, R. J.-B. Wets, Variational Analysis, Springer, 1998. doi:10.1007/978-3-642-02431-3
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Markov ChainProbabilityStatistics·Captain: mikedeng1

Spectral Gaps for a Metropolis–Hastings Algorithm in Infinite Dimensions III: The L²-Spectral Gap of Random Walk Metropolis for a Gaussian Target Vanishes Faster Than Any Power of the DimensionResearch Paper

Motivation

Bayesian inverse problems and conditioned diffusions lead to probability measures on function spaces, and these are sampled in practice through finite-dimensional approximations on Rm\mathbb R^mRm with mmm large. A Markov chain Monte Carlo method is useful in this setting only if its convergence rate does not deteriorate as the discretisation is refined. Random walk Metropolis (RWM), the default Metropolis–Hastings algorithm, is known from diffusion-limit analyses to need step sizes of order 1/m1/m1/m for Gaussian-type targets (Roberts, Gelman and Gilks 1997; Beskos, Roberts and Stuart 2009). Those results describe a scaling limit of the chain in stationarity; they do not bound the speed of convergence of the chain itself.

Hairer, Stuart and Vollmer (arXiv:1112.1392v4, Ann. Appl. Probab. 2014) prove that the preconditioned Crank–Nicolson algorithm has a spectral gap bounded below uniformly in mmm, and in §2.4 they show by an explicit example that RWM does not: its L2L^2L2-spectral gap vanishes as m→∞m\to\inftym→∞, faster than any power of mmm unless the step size decays at least like 1/m1/m1/m. This mission formalizes that negative result.

Setting

Fix m≥1m\ge1m≥1. The target is the Gaussian measure

γm=L(∑i=1m1i ξiei),ξi i.i.d. N(0,1),\gamma_m=\mathcal L\Bigl(\sum_{i=1}^m\tfrac1i\,\xi_i e_i\Bigr),\qquad \xi_i\ \text{i.i.d.}\ \mathcal N(0,1),γm​=L(i=1∑m​i1​ξi​ei​),ξi​ i.i.d. N(0,1),

on Rm\mathbb R^mRm: the coordinates x1,…,xmx_1,\dots,x_mx1​,…,xm​ are independent and xi∼N(0,1/i2)x_i\sim\mathcal N(0,1/i^2)xi​∼N(0,1/i2). Its covariance CCC satisfies ⟨x,C−1x⟩=∑i=1mi2xi2\langle x,C^{-1}x\rangle=\sum_{i=1}^m i^2x_i^2⟨x,C−1x⟩=∑i=1m​i2xi2​.

A Metropolis–Hastings kernel with proposal kernel QQQ and acceptance probability α(x,y)∈[0,1]\alpha(x,y)\in[0,1]α(x,y)∈[0,1] is

P(x,dz)=Q(x,dz) α(x,z)+δx(dz)∫(1−α(x,u)) Q(x,du).P(x,dz)=Q(x,dz)\,\alpha(x,z)+\delta_x(dz)\int\bigl(1-\alpha(x,u)\bigr)\,Q(x,du).P(x,dz)=Q(x,dz)α(x,z)+δx​(dz)∫(1−α(x,u))Q(x,du).

RWM with step size δ>0\delta>0δ>0 proposes y=x+2δ ξy=x+\sqrt{2\delta}\,\xiy=x+2δ​ξ with ξ∼γm\xi\sim\gamma_mξ∼γm​ and accepts with probability α(x,y)=1∧exp⁡(∑i=1mi22(xi2−yi2))\alpha(x,y)=1\wedge\exp\bigl(\sum_{i=1}^m\frac{i^2}{2}(x_i^2-y_i^2)\bigr)α(x,y)=1∧exp(∑i=1m​2i2​(xi2​−yi2​)). The resulting kernel PmP_mPm​ is reversible with respect to γm\gamma_mγm​. The expected acceptance probability from xxx is α(x)=∫α(x,y) Q(x,dy)\alpha(x)=\int\alpha(x,y)\,Q(x,dy)α(x)=∫α(x,y)Q(x,dy).

For a Markov kernel PPP with invariant probability measure μ\muμ, write (Pf)(x)=∫f(y) P(x,dy)(Pf)(x)=\int f(y)\,P(x,dy)(Pf)(x)=∫f(y)P(x,dy), μ(f)=∫f dμ\mu(f)=\int f\,d\muμ(f)=∫fdμ and

β=∥P∥L02→L02=sup⁡f∈Lμ2∥Pf−μ(f)∥2∥f−μ(f)∥2;\beta=\|P\|_{L^2_0\to L^2_0}=\sup_{f\in L^2_\mu}\frac{\|Pf-\mu(f)\|_2}{\|f-\mu(f)\|_2};β=∥P∥L02​→L02​​=f∈Lμ2​sup​∥f−μ(f)∥2​∥Pf−μ(f)∥2​​;

1−β1-\beta1−β is the Lμ2L^2_\muLμ2​-spectral gap. The conductance is

C=inf⁡0<μ(A)≤1/2∫AP(x,Ac) dμ(x)μ(A).\mathsf C=\inf_{0<\mu(A)\le1/2}\frac{\int_A P(x,A^c)\,d\mu(x)}{\mu(A)}.C=0<μ(A)≤1/2inf​μ(A)∫A​P(x,Ac)dμ(x)​.

The step size is scaled with the dimension as δm=s m−a\delta_m=s\,m^{-a}δm​=sm−a with s>0s>0s>0 and a≥0a\ge0a≥0; βm\beta_mβm​ is β\betaβ for PmP_mPm​ and μ=γm\mu=\gamma_mμ=γm​.

Formalization targets

Goal: Theorem 2.17 (1)

For a∈[0,1)a\in[0,1)a∈[0,1), s>0s>0s>0 and every ppp, there is a constant KKK, independent of mmm, such that

1−βm≤K m−pfor all m≥1.1-\beta_m\le K\,m^{-p}\qquad\text{for all } m\ge1 .1−βm​≤Km−pfor all m≥1.

Companion: Theorem 2.17 (2)

For a≥1a\ge1a≥1 and s>0s>0s>0 there is a constant KKK, independent of mmm, such that 1−βm≤K m−a/21-\beta_m\le K\,m^{-a/2}1−βm​≤Km−a/2 for all m≥1m\ge1m≥1.

Milestones

  1. Cheeger's inequality (2.7): 1−β≤2C1-\beta\le2\mathsf C1−β≤2C for a μ\muμ-reversible Markov kernel (cited by the paper).
  2. The conductance displays of p. 15: C≤inf⁡A∫Aα(x) μ(dx)/μ(A)\mathsf C\le\inf_A\int_A\alpha(x)\,\mu(dx)/\mu(A)C≤infA​∫A​α(x)μ(dx)/μ(A) and C≤sup⁡x∈Bα(x)\mathsf C\le\sup_{x\in B}\alpha(x)C≤supx∈B​α(x) for 0<μ(B)≤120<\mu(B)\le\frac120<μ(B)≤21​.
  3. Proposition 2.16: 1−β≤2C≤2sup⁡x∈Bα(x)1-\beta\le2\mathsf C\le2\sup_{x\in B}\alpha(x)1−β≤2C≤2supx∈B​α(x) (2.8) and 1−β≤2C≤2inf⁡A∫AQ(x,Ac) dμ/μ(A)1-\beta\le2\mathsf C\le2\inf_A\int_AQ(x,A^c)\,d\mu/\mu(A)1−β≤2C≤2infA​∫A​Q(x,Ac)dμ/μ(A) (2.9) for any Metropolis–Hastings kernel.
  4. Proposition 2.16, second branch of (2.8): 1−β≤2C≤2 Eμα(x)1-\beta\le2\mathsf C\le2\,\mathbb E_\mu\alpha(x)1−β≤2C≤2Eμ​α(x), for atomless μ\muμ.
  5. The acceptance bound of the proof of Theorem 2.17: for λ∈[0,1]\lambda\in[0,1]λ∈[0,1], α(x)≤(1+2λδ)−m/2exp⁡(∑i=1mδλ2i2xi2/(2δλ+1))\alpha(x)\le(1+2\lambda\delta)^{-m/2}\exp\bigl(\sum_{i=1}^m\delta\lambda^2i^2x_i^2/(2\delta\lambda+1)\bigr)α(x)≤(1+2λδ)−m/2exp(∑i=1m​δλ2i2xi2​/(2δλ+1)).
  6. The half-space estimate for part (2): A={x1≥0}A=\{x_1\ge0\}A={x1​≥0} has γm(A)=12\gamma_m(A)=\frac12γm​(A)=21​ and ∫AQ(x,Ac) γm(dx)≤cδ/(δ+1)\int_AQ(x,A^c)\,\gamma_m(dx)\le c\sqrt{\delta/(\delta+1)}∫A​Q(x,Ac)γm​(dx)≤cδ/(δ+1)​ with ccc independent of mmm and δ\deltaδ.
  7. Theorem 2.17 (2).

Significance

The theorem separates two algorithms that differ only in their proposal. For the same Gaussian targets (the case Φ=0\Phi=0Φ=0 of the paper), the preconditioned Crank–Nicolson algorithm has an L2L^2L2-spectral gap bounded below uniformly in mmm, while RWM's gap collapses. For a reversible chain the spectral gap determines the worst-case asymptotic variance of ergodic averages over Lμ2L^2_\muLμ2​ observables, so for RWM at a fixed step-size decay a<1a<1a<1 that worst case grows faster than any polynomial in mmm. Proposition 2.16 is reusable on its own: it bounds the spectral gap of every Metropolis–Hastings kernel by the acceptance probability or by the proposal's flow, on any measurable space. It also turns diffusion-limit statements about acceptance rates into bounds on the spectral gap.

The results are proved in the paper (Cheeger's inequality is cited from Lawler and Sokal 1988 and Sinclair and Jerrum 1989). No part has a machine-checked proof. The prove2me library has Cheeger's inequality for finite-state reversible chains (MarkovMixing.cheeger_upper), not for kernels on general measurable spaces with the L02L^2_0L02​ operator norm. A complete development would contain the first formal Cheeger upper bound in that generality, the Metropolis–Hastings conductance bounds, and an explicit Gaussian computation for RWM.

Difficulty

Three steps resist a direct transcription. First, Cheeger's inequality has to be stated and proved for the Markov operator on Lμ2L^2_\muLμ2​ of a general measurable space: PfPfPf is a Bochner integral that is finite only μ\muμ-almost everywhere, and every identity relating β\betaβ to the flow between sets passes through invariance and centring. Second, the acceptance bound is an exact Gaussian computation in mmm dimensions with explicit constants, where an off-by-one in the coordinate weights changes the target. Third, the asymptotic step: the acceptance probability is small only on sets where the weighted quantity ∑ii2xi2\sum_i i^2x_i^2∑i​i2xi2​ is controlled, but a typical draw from γm\gamma_mγm​ has ∑ii2xi2\sum_i i^2x_i^2∑i​i2xi2​ of order mmm. A bound on α(x)\alpha(x)α(x) over all of Rm\mathbb R^mRm, or over a Euclidean ball, gives no decay, and the set used in Proposition 2.16 must keep γm\gamma_mγm​-mass bounded away from 000 uniformly in mmm while α\alphaα decays on it faster than every power of mmm.

Formalization scope

  • State space Fin m → ℝ. The Lean coordinate i : Fin m is the paper's xi+1x_{i+1}xi+1​, with variance 1/(i+1)21/(i+1)^21/(i+1)2 and weight (i+1)2(i+1)^2(i+1)2. The target is Measure.pi of gaussianReal 0 (1/(i+1)^2).
  • Kernels. The Metropolis–Hastings kernel is Q.withDensity α + Kernel.id.withDensity (rejection mass), with α : X → X → ℝ≥0∞. Every statement assumes α ≤ 1 and joint measurability (without it withDensity is the zero kernel). The RWM acceptance probability is Algorithm 2's with Φ=0\Phi=0Φ=0, with the exponential (display (1.4) omits it, a misprint).
  • β\betaβ is the real supremum of the ratios over measurable f∈Lμ2f\in L^2_\muf∈Lμ2​ with ∥f−μ(f)∥2≠0\|f-\mu(f)\|_2\ne0∥f−μ(f)∥2​=0, norms via eLpNorm. For a μ\muμ-invariant Markov kernel the ratio set is bounded by 111, and for γm\gamma_mγm​ with m≥1m\ge1m≥1 it is nonempty, so βm\beta_mβm​ is not a junk value.
  • Conductance is in [0,∞][0,\infty][0,∞] with the infimum over measurable AAA with 0<μ(A)≤120<\mu(A)\le\frac120<μ(A)≤21​. The condition 0<μ(A)0<\mu(A)0<μ(A) is added: with 0/0=00/0=00/0=0 it would otherwise force C=0\mathsf C=0C=0. Cheeger's inequality and Proposition 2.16 are stated in [0,∞][0,\infty][0,∞] with max⁡(1−β,0)\max(1-\beta,0)max(1−β,0) on the left.
  • Added hypotheses and readings. "δm∼m−a\delta_m\sim m^{-a}δm​∼m−a" is read as δm=s m−a\delta_m=s\,m^{-a}δm​=sm−a for a fixed s>0s>0s>0 (p. 14), and KKK may depend on sss. The bounds hold for all m≥1m\ge1m≥1, not only for large mmm. "Any ppp" is every real ppp. Proposition 2.16's "Metropolis–Hastings kernel for a target μ\muμ" is formalized as reversibility of PPP with respect to μ\muμ. Its undefined middle term 1−Λ1-\Lambda1−Λ is dropped. Its Eμα\mathbb E_\mu\alphaEμ​α branch carries an added atomlessness hypothesis on μ\muμ.
  • Trivializations ruled out. No statement involves a Bochner integral of a possibly non-integrable function or a real supremum over a possibly empty or unbounded set at the relevant parameters. KKK is quantified before mmm. The target is a probability measure by construction.
  • Infrastructure. The development needs the Markov operator on Lμ2L^2_\muLμ2​, Jensen's inequality for kernels, Gaussian integrals on Rm\mathbb R^mRm with explicit constants, and tail estimates for γm\gamma_mγm​ in weighted norms. Cheeger's inequality and Proposition 2.16 are reusable beyond this mission. Contributions of any of the milestones, or of alternative proofs of the goal, are welcome.

Selected references

  • M. Hairer, A. M. Stuart and S. J. Vollmer, Spectral gaps for a Metropolis–Hastings algorithm in infinite dimensions, Ann. Appl. Probab. 24(6) (2014) 2455–2490; arXiv:1112.1392v4. https://arxiv.org/abs/1112.1392
  • G. F. Lawler and A. D. Sokal, Bounds on the L2L^2L2 spectrum for Markov chains and Markov processes: a generalization of Cheeger's inequality, Trans. Amer. Math. Soc. 309 (1988) 557–580. https://doi.org/10.1090/S0002-9947-1988-0930082-9
  • A. Sinclair and M. Jerrum, Approximate counting, uniform generation and rapidly mixing Markov chains, Inform. and Comput. 82 (1989) 93–133. https://doi.org/10.1016/0890-5401(89)90067-9
  • A. Beskos, G. Roberts and A. Stuart, Optimal scalings for local Metropolis–Hastings chains on nonproduct targets in high dimensions, Ann. Appl. Probab. 19(3) (2009) 863–898. https://doi.org/10.1214/08-AAP563
  • G. O. Roberts, A. Gelman and W. R. Gilks, Weak convergence and optimal scaling of random walk Metropolis algorithms, Ann. Appl. Probab. 7(1) (1997) 110–120. https://doi.org/10.1214/aoap/1034625254
12 thms1 active userReviewed
Algorithmic Game TheoryMechanism DesignOperations Research+1·Captain: mikedeng1

Approximate Revenue Maximization with Multiple Items 4: Bundling k ≥ 2 I.I.D. Goods Guarantees a Fraction c/log k of the Optimal RevenueResearch Paper

Motivation

A seller with several goods and a single buyer is the smallest setting in which multi-dimensional mechanism design differs from the one-good theory. For one good, Myerson's theorem (Myerson 1981) says the optimal mechanism posts a price. For two or more goods the optimal mechanism may use lotteries, may be non-monotone in the buyer's values, and is in general not known in closed form. Practitioners nevertheless use simple mechanisms, and the question that Hart and Nisan (arXiv:1204.1846v3) ask is quantitative: what fraction of the optimal revenue does a simple mechanism guarantee?

This mission concerns the simplest mechanism of all, bundling: one posted price for the set of all goods. When the goods are independent and identically distributed, bundling is known to become nearly optimal as the number of goods grows for a fixed distribution (Armstrong 1999; Bakos and Brynjolfsson 1999). That limit is not uniform over distributions. Theorem D of Hart and Nisan gives the uniform guarantee: for every k≥2k\ge2k≥2 and every distribution, bundling kkk i.i.d. goods earns at least c/log⁡kc/\log kc/logk of the optimal revenue.

Timeline. Armstrong (1999) and Bakos–Brynjolfsson (1999) proved the asymptotic optimality of bundling for a fixed distribution. Hart and Nisan circulated the first version of this paper in 2012 (EC 2012), proving Theorems A–D; the version formalized here is arXiv:1204.1846v3 (2017), published in J. Econ. Theory 172 (2017). Li and Yao (2013) later improved separate selling for i.i.d. goods to Θ(1/log⁡k)\Theta(1/\log k)Θ(1/logk), and Babaioff, Immorlica, Lucier and Weinberg (2014) showed that the better of separate selling and bundling is a constant-factor approximation for independent goods.

Setting

There are kkk goods and one buyer with additive valuation x=(x1,…,xk)∈R+kx=(x_1,\dots,x_k)\in\mathbb R_+^kx=(x1​,…,xk​)∈R+k​, drawn from a known distribution. A mechanism μ=(q,s)\mu=(q,s)μ=(q,s) assigns to every reported valuation xxx an allocation vector q(x)∈[0,1]kq(x)\in[0,1]^kq(x)∈[0,1]k (the probabilities of receiving each good) and a payment s(x)∈Rs(x)\in\mathbb Rs(x)∈R. The buyer's payoff is b(x)=q(x)⋅x−s(x)b(x)=q(x)\cdot x-s(x)b(x)=q(x)⋅x−s(x). The mechanism is incentive compatible (IC) if b(x)≥q(x~)⋅x−s(x~)b(x)\ge q(\tilde x)\cdot x-s(\tilde x)b(x)≥q(x~)⋅x−s(x~) for all x,x~x,\tilde xx,x~, and individually rational (IR) if b(x)≥0b(x)\ge0b(x)≥0 for all xxx. For a random valuation XXX, the expected revenue is R(μ;X)=E[s(X)]R(\mu;X)=\mathbb E[s(X)]R(μ;X)=E[s(X)] and the optimal revenue is

Rev(X)=sup⁡{R(μ;X): μ IC and IR}∈[0,∞].\mathrm{Rev}(X)=\sup\{R(\mu;X):\ \mu\text{ IC and IR}\}\in[0,\infty].Rev(X)=sup{R(μ;X): μ IC and IR}∈[0,∞].

For one good, Rev(X)=sup⁡p≥0p⋅P[X≥p]\mathrm{Rev}(X)=\sup_{p\ge0}p\cdot\mathbb P[X\ge p]Rev(X)=supp≥0​p⋅P[X≥p]. The bundled revenue is the one-good revenue of the total value, BRev(X)=Rev(X1+⋯+Xk)\mathrm{BRev}(X)=\mathrm{Rev}(X_1+\dots+X_k)BRev(X)=Rev(X1​+⋯+Xk​), and the separate revenue is SRev(X)=∑iRev(Xi)\mathrm{SRev}(X)=\sum_i\mathrm{Rev}(X_i)SRev(X)=∑i​Rev(Xi​).

"kkk i.i.d. goods" means that X1,…,XkX_1,\dots,X_kX1​,…,Xk​ are independent with a common law ν\nuν on R+\mathbb R_+R+​. Write Rk=Rev(X1,…,Xk)R_k=\mathrm{Rev}(X_1,\dots,X_k)Rk​=Rev(X1​,…,Xk​) and Bk=BRev(X1,…,Xk)B_k=\mathrm{BRev}(X_1,\dots,X_k)Bk​=BRev(X1​,…,Xk​).

Two auxiliary objects appear in the milestones. A real random variable XXX is stochastically dominated by YYY if P[X≥p]≤P[Y≥p]\mathbb P[X\ge p]\le\mathbb P[Y\ge p]P[X≥p]≤P[Y≥p] for every ppp. The equal-revenue (ER) law is that of V≥1V\ge1V≥1 with P[V≥p]=1/p\mathbb P[V\ge p]=1/pP[V≥p]=1/p for p≥1p\ge1p≥1. The constant w≈0.278w\approx0.278w≈0.278 is the unique real solution of w ew+1=1w\,e^{w+1}=1wew+1=1.

Formalization targets

Goal: Theorem D (p. 7)

∃ c>0  ∀k≥2  ∀ν:clog⁡k Rk≤Bk.\exists\,c>0\ \ \forall k\ge2\ \ \forall\nu:\qquad \frac{c}{\log k}\,R_k\le B_k .∃c>0  ∀k≥2  ∀ν:logkc​Rk​≤Bk​.

The constant is absolute: it is chosen before kkk and before the distribution. This is the statement as printed; it fixes neither the constant nor the base of the logarithm.

Explicit form (proof of Theorem D, p. 27)

Rk≤8(w+1)(log⁡2k+2) Bk(k≥2).R_k\le 8(w+1)(\log_2k+2)\,B_k\qquad(k\ge2).Rk​≤8(w+1)(log2​k+2)Bk​(k≥2).

Milestones

The milestones follow the paper's proof: Myerson's formula (1); monotonicity of one-good revenue under domination (Proposition 11); the ER characterization (Lemma 20) and the tail of a weighted sum of two ER goods (Lemma 21); BRev(V1,V2)=2(w+1)\mathrm{BRev}(V_1,V_2)=2(w+1)BRev(V1​,V2​)=2(w+1) (Proposition 24); SRev≥BRev/(w+1)\mathrm{SRev}\ge\mathrm{BRev}/(w+1)SRev≥BRev/(w+1) for two independent goods (Proposition 13 (i)); BRev≥SRev/4\mathrm{BRev}\ge\mathrm{SRev}/4BRev≥SRev/4 for i.i.d. goods (Proposition 14 (ii)); the decomposition Theorem 7; the power-of-two bound Rk≤4(log⁡2k+1)BkR_k\le4(\log_2k+1)B_kRk​≤4(log2​k+1)Bk​; monotonicity of RkR_kRk​ and BkB_kBk​ in kkk; and the explicit bound above.

Significance

Theorem D says that for identically distributed goods the gap between the simplest mechanism and the optimal one grows at most logarithmically in the number of goods, uniformly over all distributions, including heavy-tailed ones with infinite mean. The i.i.d. hypothesis is essential: for independent goods with different distributions bundling can recover only a 1/k1/k1/k fraction (Example 27 of the paper). Together with Theorem C (separate selling, c/log⁡2kc/\log^2kc/log2k) it places the two simple mechanisms on a common scale, and the decomposition Theorem 7 it rests on is a general tool for independent groups of goods.

The result is proved in the paper; no machine-checked version is known to exist. A formalization adds: a Lean model of multi-good mechanisms with IC, IR and expected revenue in the extended reals; a checked version of Myerson's one-good formula for arbitrary laws on R+\mathbb R_+R+​; the equal-revenue law and its two-good convolution; and a checked reduction from the decomposition theorem to the logarithmic bundling guarantee. Shorter arguments or a better constant are also welcome.

Difficulty

The obvious argument fails at the first step: revenue is not monotone in the valuation for two or more goods (Hart and Reny 2015), so one cannot bound RkR_kRk​ by replacing each good by a dominating ER good. Every comparison therefore has to pass through one-dimensional quantities, and the multi-good step (Theorem 7) is a statement about expectations of a mechanism's payments conditioned on an independent block of goods. Proposition 14 (ii) must handle distributions where no optimal one-good price exists and Rev(Xi)\mathrm{Rev}(X_i)Rev(Xi​) may be infinite (the paper's proof speaks of "an optimal price"). Proposition 24 is an exact evaluation whose answer is defined only implicitly, through w ew+1=1w\,e^{w+1}=1wew+1=1. The induction itself must track how block sums of i.i.d. goods are again i.i.d.

Formalization scope

Valuations are laws: a kkk-good random valuation is a probability measure on Fin k → ℝ≥0, and kkk i.i.d. goods with law ν\nuν form Measure.pi (fun _ : Fin k => ν). Two independent groups Y,ZY,ZY,Z have the product law on the disjoint union of their index types (jointLaw); the two-good statement Proposition 13 (i) uses this encoding on Unit ⊕ Unit. A mechanism is a pair of functions; the admissible class requires q∈[0,1]kq\in[0,1]^kq∈[0,1]k, IC, IR, and a measurable payment rule, the last being the without-loss-of-generality pin of the paper's footnote 12. The expected revenue of one mechanism is an EReal difference of two lower integrals, never a Bochner integral (which would be 000 for non-integrable payments). Rev\mathrm{Rev}Rev is a supremum in ℝ≥0∞, so infinite revenues are represented. www is a real parameter with the hypothesis w ew+1=1w\,e^{w+1}=1wew+1=1, not a Lambert-WWW value. Logarithms are natural in Theorem D and base 2 (Real.logb 2) in the proof's explicit bounds, as printed; every statement with a logarithm keeps k≥2k\ge2k≥2.

The paper states Theorem D as a lower bound on an infimum of ratios BRev/Rev\mathrm{BRev}/\mathrm{Rev}BRev/Rev; the formal goal is the multiplicative inequality, which agrees with it wherever the ratio is defined and requires BRev=∞\mathrm{BRev}=\inftyBRev=∞ when Rev=∞\mathrm{Rev}=\inftyRev=∞. A formalization in which ccc may depend on kkk or on the distribution, or in which Rev\mathrm{Rev}Rev is computed with a Bochner integral, would trivialize the statement and is ruled out by the binder order and the definitions above.

The definitions are a mission-local copy of the model shared by this series (missions 1–5), so they can be merged later. Not posed here: Theorem C, Proposition 25, Corollary 23, Lemma 22, Example 32, the GFOR notation, and the asymptotic optimality of bundling (Appendix A.5). Proofs of any milestone are welcome, as are reusable lemmas on posted prices, stochastic domination of sums of independent variables, and binomial medians.

Selected references

  • S. Hart and N. Nisan, Approximate Revenue Maximization with Multiple Items, J. Econ. Theory 172 (2017); preprint arXiv:1204.1846v3. https://arxiv.org/abs/1204.1846
  • R. Myerson, Optimal Auction Design, Math. Oper. Res. 6 (1981) 58–73. https://doi.org/10.1287/moor.6.1.58
  • M. Armstrong, Price Discrimination by a Many-Product Firm, Rev. Econ. Stud. 66 (1999) 151–168. https://doi.org/10.1111/1467-937X.00083
  • Y. Bakos and E. Brynjolfsson, Bundling Information Goods: Pricing, Profits, and Efficiency, Management Sci. 45 (1999) 1613–1630. https://doi.org/10.1287/mnsc.45.12.1613
  • S. Hart and P. Reny, Maximal Revenue with Multiple Goods: Nonmonotonicity and Other Observations, Theoretical Economics 10 (2015) 893–922. https://doi.org/10.3982/TE1517
  • X. Li and A. C.-C. Yao, On Revenue Maximization for Selling Multiple Independently Distributed Items, PNAS 110 (2013) 11232–11237. https://doi.org/10.1073/pnas.1309533110
  • M. Babaioff, N. Immorlica, B. Lucier and S. M. Weinberg, A Simple and Approximately Optimal Mechanism for an Additive Buyer, FOCS 2014. https://arxiv.org/abs/1405.6146
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Dynamical SystemsProbabilityStochastic Systems·Captain: mikedeng1

Coexistence and Extinction for Stochastic Kolmogorov Systems 2: If a Boundary Ergodic Measure Is a Sink, then E(min_i X_i(t))^δ → 0 for Every Small δ > 0Research Paper

Why stochastic extinction matters

A population can disappear because its average growth rate is negative when it is rare, even if its deterministic dynamics would support coexistence. Interactions among several species make this harder to assess: a species may be rare while the remaining species fluctuate among several possible long-run configurations. Hening and Nguyen study this problem for nonlinear systems driven by correlated environmental Brownian noise. Their analysis treats the noncompact state space [0,∞)n[0,\infty)^n[0,∞)n, where population sizes have no fixed upper bound. The central result of this mission gives a quantitative form of approach to the boundary when one boundary community acts as a sink: the expected positive moment of the smallest population size tends to zero. The source is Hening and Nguyen, Coexistence and extinction for stochastic Kolmogorov systems, arXiv:1704.06984v1, Theorems 1.2 and 5.1.

The population system and its boundary laws

There are n≥1n\ge1n≥1 species. Their abundances form X(t)=(X1(t),…,Xn(t))∈R+n=[0,∞)nX(t)=(X_1(t),\ldots,X_n(t))\in\mathbb R^n_+=[0,\infty)^nX(t)=(X1​(t),…,Xn​(t))∈R+n​=[0,∞)n. Species iii has per capita drift fi(x)f_i(x)fi​(x) and environmental noise intensity gi(x)g_i(x)gi​(x) at state xxx. A matrix Γ\GammaΓ correlates the noise: E=Γ⊤BE=\Gamma^\top BE=Γ⊤B for a vector BBB of independent standard Brownian motions, and Σ=Γ⊤Γ=(σij)\Sigma=\Gamma^\top\Gamma=(\sigma_{ij})Σ=Γ⊤Γ=(σij​). The stochastic Kolmogorov system is

dXi(t)=Xi(t)fi(X(t)) dt+Xi(t)gi(X(t)) dEi(t),i=1,…,n.dX_i(t)=X_i(t)f_i(X(t))\,dt+X_i(t)g_i(X(t))\,dE_i(t),\qquad i=1,\ldots,n.dXi​(t)=Xi​(t)fi​(X(t))dt+Xi​(t)gi​(X(t))dEi​(t),i=1,…,n.

The factor XiX_iXi​ makes the state Xi=0X_i=0Xi​=0 absorbing in that coordinate. Consequently each collection of present species defines an invariant face of the orthant. The interior R+n,∘=(0,∞)n\mathbb R^{n,\circ}_+=(0,\infty)^nR+n,∘​=(0,∞)n consists of states where every species is present. The paper uses ∥x∥=∑i∣xi∣\|x\|=\sum_i|x_i|∥x∥=∑i​∣xi​∣ throughout. Its standing Assumption 1.1 requires local Lipschitz coefficients, nondegenerate noise in each population subspace, and a negative large-state drift condition (1.2) expressed through positive cic_ici​ and γb\gamma_bγb​. These conditions place the same control on the unbounded part of the orthant in every theorem below. Source, §1.1, pp. 3–4.

A probability measure μ\muμ is invariant if the law of X(t)X(t)X(t) remains μ\muμ when X(0)X(0)X(0) has law μ\muμ. It is ergodic if it is an extreme point of the invariant probability measures. Let MMM contain the ergodic invariant measures supported on the boundary ∂R+n\partial\mathbb R^n_+∂R+n​. This set includes the Dirac law δ∗\delta_*δ∗​ at zero. For any invariant μ\muμ, the invasion rate of species iii is

λi(μ)=∫(fi(x)−12σiigi(x)2) μ(dx).\lambda_i(\mu)=\int\left(f_i(x)-\tfrac12\sigma_{ii}g_i(x)^2\right)\,\mu(dx).λi​(μ)=∫(fi​(x)−21​σii​gi​(x)2)μ(dx).

The term σiigi2/2\sigma_{ii}g_i^2/2σii​gi2​/2 records the effect of environmental variation on logarithmic population growth. For μ∈M\mu\in Mμ∈M, let IμI_\muIμ​ be its present species and R+μ\mathbb R^\mu_+R+μ​ its coordinate face. The set MμM_\muMμ​ contains boundary ergodic measures supported on the boundary of that face. Assumption 1.3 requires λi(μ)<0\lambda_i(\mu)<0λi​(μ)<0 for every i∉Iμi\notin I_\mui∈/Iμ​ and, when Iμ≠∅I_\mu\ne\varnothingIμ​=∅, a positive invasion rate among IμI_\muIμ​ for every finite convex combination of measures in MμM_\muMμ​. Thus the missing species decline near μ\muμ, while the community on its face resists collapse to a smaller face. Source, pp. 5–6.

Formalization targets

The goal is Theorem 1.2 in the explicit quantification of Theorem 5.1. Let δ0>0\delta_0>0δ0​>0 satisfy the paper's bound (3.2). For every 0<δ<δ00<\delta<\delta_00<δ<δ0​ and every x∈R+n,∘x\in\mathbb R^{n,\circ}_+x∈R+n,∘​,

lim⁡t→∞Ex(min⁡1≤i≤nXi(t))δ=0.\lim_{t\to\infty}\mathbb E_x\left(\min_{1\le i\le n}X_i(t)\right)^\delta=0.t→∞lim​Ex​(1≤i≤nmin​Xi​(t))δ=0.

This is the moment form of approach to the boundary. It does not specify which species tends to zero on a given path. The companion targets retain the paper's route: strong solutions and face invariance in Lemma 3.1, moment and Feller estimates in Lemma 3.2, zero resident invasion rates in Lemma 5.1, the weighted negative margin (5.1)–(5.2), the averaged drift bound in Lemma 5.2, local contraction in Proposition 5.1, global control in Lemma 5.3, the capped one-step bound (5.11)–(5.12), and transience in the interior. Source, §§3 and 5.

What the result gives

The conclusion detects extinction pressure without asking in advance which coordinate disappears. Since the minimum of the coordinates is small whenever the system is near any boundary face, it applies even when trajectories may approach different faces. The paper uses this result before its stronger classification theorem, which adds assumptions to determine the fate of particular species. Theorem 1.2 is proved in the cited paper; this mission seeks a machine-checked development of that known result and its supporting stochastic estimates. In particular, the formalization makes explicit how invariant measures on smaller faces control a statement about solutions starting in the full interior. Source, Theorems 1.2 and 1.3.

Where the difficulty lies

A negative invasion rate at one boundary law does not by itself control the whole trajectory. The surviving species can fluctuate toward a still smaller face, where a missing species may have a different growth rate. Assumption 1.3 excludes that obstruction by quantifying over boundary ergodic laws of the selected face. Another obstacle is unbounded population size: a local bound near the face cannot alone give convergence of expected moments. The paper combines face-specific estimates with global moment control; encoding both regimes faithfully is the main mathematical burden. The compact-state intuition cited in the paper does not immediately apply to the noncompact orthant. Source, Remark 1.6 and §5.

Formalization scope

Lean represents Rn\mathbb R^nRn by the published EthierKurtz.SDEState n, with coordinates indexed by Fin n from zero to n−1n-1n−1. The SDE uses the published strong Brownian solution interface; a common probability space, Brownian motion, and solution family replace the paper's notation Px\mathbb P_xPx​ and Ex\mathbb E_xEx​. The model reads coefficients at the componentwise positive part off the orthant, where the source never evaluates them. Assumption 1.1(3)'s strict limit superior becomes an equivalent eventual negative ε\varepsilonε bound. Ergodicity is extremality. The index set IμI_\muIμ​ is defined through positive μ\muμ-mass of xi>0x_i>0xi​>0. Finite convex combinations, rather than a closure of their hull, implement the paper's Conv⁡\operatorname{Conv}Conv.

The stated goal requires n≥1n\ge1n≥1 and δ>0\delta>0δ>0; δ=0\delta=0δ=0 would make the displayed expectation equal to one. Theorem 5.1 suppresses the latter restriction, while Theorem 1.2 states it. Lemma 5.2's displayed average divides by TTT, so its TeT_eTe​ is positive, as its proof says, despite the printed Te≥0T_e\ge0Te​≥0. The weights, time threshold, and contraction exponent are chosen before the points and times over which their bounds hold. Boundary ergodic measures are not assumed to be absent; the explicit δ∗∈M\delta_*\in Mδ∗​∈M target records nonemptiness. The definitions of UθU_\thetaUθ​, invariant measures and invasion rates, together with finite-dimensional stochastic integration and moment estimates, are reusable beyond this mission. Contributions that establish these interfaces or prove the listed paper statements are in scope.

The radius MMM of (3.1) is positive. The freely chosen δ0\delta_0δ0​ is below one, as Appendix A uses, and the extinction weights are selected with ∑i∈Iμp^i≤δ0\sum_{i\in I_\mu}\widehat p_i\le\delta_0∑i∈Iμ​​p​i​≤δ0​. Scaling all positive weights and the margin preserves (5.2) and makes the paper's CUC_UCU​ finite. Bounds involving real expectations explicitly include integrability, so Lean's value for a nonintegrable integral cannot satisfy them by default. The transience target applies to each compact interior set with nonempty interior, as the proof on p. 24 does.

Selected references

  • Alexandru Hening and Dang H. Nguyen, Coexistence and extinction for stochastic Kolmogorov systems, Annals of Applied Probability 28(3), 2018. Formalization uses arXiv:1704.06984v1, 23 April 2017, especially pp. 3–7, 13–14, and 20–24.
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Coexistence and Extinction for Stochastic Kolmogorov Systems 3: Almost Surely the Occupation Measures Settle on One Sink Measure µ, and Every Species Absent from µ Dies Out at Rate λ_i(µ) < 0Research Paper

Motivation

Ecologists model interacting populations — competitors, predators and prey, food chains — by Kolmogorov systems, in which the growth of each species is proportional to its current abundance. Environmental fluctuations turn these into stochastic differential equations, and the basic question becomes which species persist and which go extinct. Hening and Nguyen (arXiv:1704.06984, Ann. Appl. Probab. 28(3), 2018) gave sharp answers for a general class of such systems on the non-compact state space [0,∞)n[0,\infty)^n[0,∞)n, extending the compact-simplex theory of Schreiber, Benaïm and Atchadé (SBA11).

The paper has three main results: persistence when every boundary ergodic measure repels (Theorem 1.1), extinction in mean when one boundary measure attracts (Theorem 1.2), and a classification of which species die out (Theorem 1.3). This mission formalizes the third. When the community does not persist, Theorem 1.3 says that each path settles near exactly one "sink" measure on the boundary, and identifies the species that vanish and their rates of decay.

Timeline: Schreiber, Benaïm and Atchadé (2011) proved persistence criteria for stochastic population models on the simplex {y∈R+n:y1+⋯+yn=1}\{y \in \mathbb R^n_+ : y_1 + \dots + y_n = 1\}{y∈R+n​:y1​+⋯+yn​=1}. Evans, Hening and Schreiber (EHS15, 2015), studying patch-selection strategies in stochastic environments, extended the limit theorem for occupation measures to locally compact state spaces. Hening and Nguyen (2017/2018) proved persistence with exponential convergence and the extinction classification for general Kolmogorov systems.

Setting

Let n≥1n \ge 1n≥1, R+n=[0,∞)n\mathbb R^n_+ = [0,\infty)^nR+n​=[0,∞)n, R+n,∘=(0,∞)n\mathbb R^{n,\circ}_+ = (0,\infty)^nR+n,∘​=(0,∞)n, ∂R+n=R+n∖R+n,∘\partial\mathbb R^n_+ = \mathbb R^n_+\setminus\mathbb R^{n,\circ}_+∂R+n​=R+n​∖R+n,∘​, and ∥x∥=∑i∣xi∣\|x\| = \sum_i |x_i|∥x∥=∑i​∣xi​∣. The abundances X=(X1,…,Xn)X = (X_1,\dots,X_n)X=(X1​,…,Xn​) solve

dXi(t)=Xi(t)fi(X(t)) dt+Xi(t)gi(X(t)) dEi(t),i=1,…,n,dX_i(t) = X_i(t)f_i(X(t))\,dt + X_i(t)g_i(X(t))\,dE_i(t),\qquad i = 1,\dots,n,dXi​(t)=Xi​(t)fi​(X(t))dt+Xi​(t)gi​(X(t))dEi​(t),i=1,…,n,

where E=Γ⊤BE = \Gamma^\top BE=Γ⊤B for an nnn-dimensional standard Brownian motion BBB, and Σ=Γ⊤Γ=(σij)\Sigma = \Gamma^\top\Gamma = (\sigma_{ij})Σ=Γ⊤Γ=(σij​). Assumption 1.1 asks that (gigjσij)(g_ig_j\sigma_{ij})(gi​gj​σij​) be positive definite, that fi,gif_i, g_ifi​,gi​ be locally Lipschitz, and that a dissipativity condition (1.2) with a vector c>0c > 0c>0 and a constant γb>0\gamma_b > 0γb​>0 hold at infinity.

An invariant probability measure μ\muμ is one with ∫P(t,x,A) μ(dx)=μ(A)\int P(t,x,A)\,\mu(dx) = \mu(A)∫P(t,x,A)μ(dx)=μ(A) for all ttt; it is ergodic if it is an extreme point of the invariant probability measures. M\mathcal MM is the set of ergodic invariant probability measures supported on ∂R+n\partial\mathbb R^n_+∂R+n​; it contains the Dirac mass δ∗\delta^*δ∗ at the origin. For μ∈M\mu \in \mathcal Mμ∈M, IμI_\muIμ​ is the set of species charged by μ\muμ and IμcI^c_\muIμc​ its complement. The Lyapunov exponent of species iii at μ\muμ is

λi(μ)=∫(fi(x)−σiigi2(x)2)μ(dx).\lambda_i(\mu) = \int\Big(f_i(x) - \frac{\sigma_{ii}g_i^2(x)}{2}\Big)\mu(dx).λi​(μ)=∫(fi​(x)−2σii​gi2​(x)​)μ(dx).

A measure μ∈M\mu \in \mathcal Mμ∈M is a sink (Assumption 1.3) if λi(μ)<0\lambda_i(\mu) < 0λi​(μ)<0 for all i∈Iμci \in I^c_\mui∈Iμc​ and, if Iμ≠∅I_\mu \ne \emptysetIμ​=∅, every finite convex combination ν\nuν of ergodic measures living on the relative boundary of the face of μ\muμ has max⁡i∈Iμλi(ν)>0\max_{i\in I_\mu}\lambda_i(\nu) > 0maxi∈Iμ​​λi​(ν)>0. M1\mathcal M^1M1 is the set of sinks and M2=M∖M1\mathcal M^2 = \mathcal M\setminus\mathcal M^1M2=M∖M1.

The occupation measures of a path are Π~t=1t∫0t1{X(s)∈⋅}ds\widetilde\Pi_t = \frac1t\int_0^t\mathbf 1_{\{X(s)\in\cdot\}}dsΠt​=t1​∫0t​1{X(s)∈⋅}​ds, and U(ω)\mathcal U(\omega)U(ω) is the set of weak limits of Π~t(ω)\widetilde\Pi_t(\omega)Πt​(ω) as t→∞t\to\inftyt→∞. Assumption 1.4 asks that ∥x∥δ1∑igi2/(1+∑i(∣fi∣+gi2))→0\|x\|^{\delta_1}\sum_ig_i^2/(1+\sum_i(|f_i|+g_i^2)) \to 0∥x∥δ1​∑i​gi2​/(1+∑i​(∣fi​∣+gi2​))→0 for some δ1>0\delta_1 > 0δ1​>0; Assumption 1.5 asks that M2=∅\mathcal M^2 = \emptysetM2=∅ or that every finite convex combination ν\nuν of measures of M2\mathcal M^2M2 has max⁡iλi(ν)>0\max_i\lambda_i(\nu) > 0maxi​λi​(ν)>0.

Formalization targets

Goal: Theorem 1.3

Under Assumptions 1.1, 1.4, 1.5 and M1≠∅\mathcal M^1 \ne \emptysetM1=∅, for every x∈R+n,∘x \in \mathbb R^{n,\circ}_+x∈R+n,∘​,

∑μ∈M1Pxμ=1,Pxμ:=Px{U(ω)={μ}, lim⁡t→∞ln⁡Xi(t)t=λi(μ)<0, i∈Iμc}>0.\sum_{\mu\in\mathcal M^1} P^\mu_x = 1,\qquad P^\mu_x := \mathbb P_x\Big\{\mathcal U(\omega) = \{\mu\},\ \lim_{t\to\infty}\frac{\ln X_i(t)}{t} = \lambda_i(\mu) < 0,\ i\in I^c_\mu\Big\} > 0 .μ∈M1∑​Pxμ​=1,Pxμ​:=Px​{U(ω)={μ}, t→∞lim​tlnXi​(t)​=λi​(μ)<0, i∈Iμc​}>0.

Milestones

In the order the proof uses them: δ∗∈M\delta^* \in \mathcal Mδ∗∈M; Lemma 3.3 (moment bound and a zero-mean identity for invariant measures); Lemma 5.1 (λi(μ)=0\lambda_i(\mu) = 0λi​(μ)=0 for i∈Iμi \in I_\mui∈Iμ​); Lemma 5.4 (bounded weighted time averages and a strong law for the stochastic integral); Lemma 5.5 (time spent in a compact set, and staying away from a face on a finite horizon); Lemma 5.6 (convergence of unbounded time averages); Lemma 5.7 (U(ω)\mathcal U(\omega)U(ω) consists of invariant measures); Lemma 5.8 (a limit set inside the face of a sink is that sink); Lemma 5.9 (sinks attract nearby paths with high probability); and the case M2=∅\mathcal M^2 = \emptysetM2=∅, where M=M1={δ∗}\mathcal M = \mathcal M^1 = \{\delta^*\}M=M1={δ∗}.

Significance

Theorem 1.3 turns local information — the signs of finitely many Lyapunov exponents at boundary ergodic measures — into a global almost-sure description of long-run behaviour: the community converges, in the sense of empirical distributions, to one of the sinks, each sink is reached with positive probability, and the species absent from it decay exponentially at explicit rates. In the applications of §2 of the paper (competitive Lotka–Volterra systems, food chains) this answers which species survive.

The theorem is proved on paper. No part of it is machine-checked. A formalization would produce a checked interface between Itô calculus for multidimensional SDEs, ergodic theory of Feller processes (occupation measures, invariant and ergodic measures), and the stochastic-persistence framework; the statements of Lemmas 5.4–5.7 are reusable for other SDE models with a Lyapunov-type condition.

Difficulty

The obvious argument — the occupation measures converge to some invariant measure, and the Lyapunov exponents at that measure decide the fate of each species — breaks down at two points. First, the state space is not compact and the functions fi−σiigi2/2f_i - \sigma_{ii}g_i^2/2fi​−σii​gi2​/2 are unbounded, so weak convergence of occupation measures does not by itself give convergence of time averages of these functions; a pathwise uniform-integrability bound (Lemmas 5.4 and 5.6) is required, and this is where Assumption 1.4 enters. Second, a limit point of occupation measures is in general a mixture of ergodic measures, possibly including repellers; ruling out every mixture that is not a single sink requires the separate arguments of Lemma 5.8 and of the M2\mathcal M^2M2 step, together with a supermartingale built from a Lyapunov function near each sink (Lemma 5.9).

Formalization scope

The state space is EuclideanSpace ℝ (Fin n) with the published Ethier–Kurtz strong-SDE layer; coordinates are indexed by Fin n, the norm in every assumption is the ℓ1\ell^1ℓ1 norm, and n≥1n \ge 1n≥1 is a hypothesis. The process is a family of strong solutions XxX^xXx, one from each x∈R+nx \in \mathbb R^n_+x∈R+n​, driven by one Brownian motion on one probability space. The coefficients are read at the positive part of the state, which is the state itself on R+n\mathbb R^n_+R+n​. Ergodic means extremal among invariant probability measures, IμI_\muIμ​ is the set of coordinates that are not μ\muμ-a.s. zero, Conv\mathrm{Conv}Conv means finite convex combinations with positive weights (as on p. 5), and weak limits are taken along sequences, tested against bounded continuous functions. The sum in (1.11) is an unconditional sum in [0,∞][0,\infty][0,∞] over the set M1\mathcal M^1M1, with no finiteness assumption.

Deviations from the page, each disclosed in the item: (5.19) is stated for every finite horizon rather than for neTen_eT_ene​Te​, which is undefined under the lemma's hypotheses; Lemma 5.9 takes k≥1k \ge 1k≥1; the convention δ1≤δ0\delta_1 \le \delta_0δ1​≤δ0​ of Assumption 1.4 is an explicit hypothesis where the exponent δ1\delta_1δ1​ appears; integrability claims that the paper treats as automatic are part of the conclusions; and (5.17) is stated for every continuous version of the Itô integral. Lemma 5.6 is stated for each path that stays in the orthant, which the solution does almost surely. The proof's claim "U(ω)⊂Conv(M)∖Conv(M2)\mathcal U(\omega) \subset \mathrm{Conv}(\mathcal M)\setminus\mathrm{Conv}(\mathcal M^2)U(ω)⊂Conv(M)∖Conv(M2)" is left as source context: its inclusion in the finite convex hull of M\mathcal MM requires an additional argument when M\mathcal MM is infinite.

The statements cannot be made vacuous by the definitions: δ∗∈M\delta^* \in \mathcal Mδ∗∈M is itself a milestone, so M\mathcal MM is never empty, and the occupation measures are probability measures for t>0t > 0t>0; every constant (K^\widehat KK, K^1\widehat K_1K1​, β\betaβ, Δ\DeltaΔ) is chosen before the points it must be uniform in.

A complete development needs Itô's formula for ln⁡Xi\ln X_ilnXi​, the strong law for continuous martingales with bounded quadratic-variation growth, Prokhorov's theorem and lower semicontinuity of integrals under weak convergence, and the Feller and strong Markov properties of (1.1). Contributions of any of these, and of the milestones in any order, are welcome.

Selected references

  • A. Hening, D. H. Nguyen, Coexistence and extinction for stochastic Kolmogorov systems, Ann. Appl. Probab. 28(3), 2018, DOI 10.1214/17-AAP1347; arXiv:1704.06984v1. https://arxiv.org/abs/1704.06984
  • S. J. Schreiber, M. Benaïm, K. A. S. Atchadé, Persistence in fluctuating environments, J. Math. Biol. 62(5), 655–683, 2011. MR 2786721, https://mathscinet.ams.org/mathscinet-getitem?mr=2786721
  • S. N. Evans, A. Hening, S. J. Schreiber, Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments, J. Math. Biol. 71(2), 325–359, 2015. MR 3367678, https://mathscinet.ams.org/mathscinet-getitem?mr=3367678
  • R. Khasminskii, Stochastic Stability of Differential Equations, 2nd ed., Springer, 2012. MR 2894052, https://mathscinet.ams.org/mathscinet-getitem?mr=2894052
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Algorithmic Game TheoryMechanism DesignOperations Research+1·Captain: mikedeng1

Approximate Revenue Maximization with Multiple Items 6: With n Buyers and Dominant-Strategy Implementation, Selling Two Independent Goods Separately Earns at Least Half the Optimal RevenueResearch Paper

Motivation

A seller who owns several goods and faces buyers with private values must decide how to sell them. The revenue-maximizing mechanism is known in closed form only for one good: for a single buyer it is a posted price, and for several buyers it is Myerson's optimal auction (Myerson 1981). With two or more goods the optimal mechanism may use lotteries, may be impossible to describe compactly, and may behave non-monotonically in the value distribution. This makes simple mechanisms with provable revenue guarantees the practical question: how much of the optimal revenue does a seller lose by selling each good separately with its own optimal one-good mechanism?

Hart and Nisan (arXiv:1204.1846v3) answer this for one buyer and two independent goods (their Theorem A): selling separately earns at least half of the optimal revenue. Their Theorem 18 (p. 29), proved in Appendix A.7 as Theorems 33 and 34, extends the factor 12\tfrac1221​ to any number nnn of buyers. This mission formalizes the dominant-strategy half, Theorem 33, in which the buyers may be arbitrarily correlated with one another, as long as the two goods are independent.

Setting

One seller sells kkk goods to n≥1n \ge 1n≥1 buyers. Buyer jjj's value for good iii is a number xij≥0x^j_i \ge 0xij​≥0; a valuation profile is x=(xij)∈R+knx = (x^j_i) \in \mathbb R^{kn}_+x=(xij​)∈R+kn​, and xj=(xij)ix^j = (x^j_i)_ixj=(xij​)i​ is buyer jjj's valuation vector. The profile is random, XXX, with a commonly known joint law.

A mechanism μ=(qj,sj)j=1,…,n\mu = (q^j, s^j)_{j=1,\dots,n}μ=(qj,sj)j=1,…,n​ gives each buyer jjj an allocation qj(x)∈[0,1]kq^j(x) \in [0,1]^kqj(x)∈[0,1]k (the probability that jjj receives each good) and a payment sj(x)∈Rs^j(x) \in \mathbb Rsj(x)∈R, as functions of the reported profile, subject to feasibility: ∑jqij(x)≤1\sum_j q^j_i(x) \le 1∑j​qij​(x)≤1 for every good iii. Buyer jjj's payoff is bj(x)=qj(x)⋅xj−sj(x)b^j(x) = q^j(x)\cdot x^j - s^j(x)bj(x)=qj(x)⋅xj−sj(x), and the seller's revenue is S(x)=∑jsj(x)S(x) = \sum_j s^j(x)S(x)=∑j​sj(x).

  • IC-DS (dominant-strategy incentive compatibility): bj(x)≥qj(x~j,x−j)⋅xj−sj(x~j,x−j)b^j(x) \ge q^j(\tilde x^j, x^{-j})\cdot x^j - s^j(\tilde x^j, x^{-j})bj(x)≥qj(x~j,x−j)⋅xj−sj(x~j,x−j) for every buyer jjj, every profile xxx and every report x~j\tilde x^jx~j, where (x~j,x−j)(\tilde x^j, x^{-j})(x~j,x−j) replaces jjj's vector in xxx by x~j\tilde x^jx~j.
  • IR-DS: bj(x)≥0b^j(x) \ge 0bj(x)≥0 for every jjj and xxx.
  • NPT (no positive transfer): sj≥0s^j \ge 0sj≥0.

The expected revenue is R(μ;X)=E[S(X)]R(\mu; X) = \mathbb E[S(X)]R(μ;X)=E[S(X)], and

RevDS(X)=sup⁡{R(μ;X):μ feasible, IC-DS and IR-DS}∈[0,∞].\mathrm{Rev}^{DS}(X) = \sup\{R(\mu;X) : \mu \text{ feasible, IC-DS and IR-DS}\} \in [0, \infty].RevDS(X)=sup{R(μ;X):μ feasible, IC-DS and IR-DS}∈[0,∞].

For two goods write Y=X1=(X1j)jY = X_1 = (X^j_1)_jY=X1​=(X1j​)j​ and Z=X2=(X2j)jZ = X_2 = (X^j_2)_jZ=X2​=(X2j​)j​ for the vectors of the buyers' values for good 1 and good 2, so X=(Y,Z)X = (Y, Z)X=(Y,Z). RevDS(Y)\mathrm{Rev}^{DS}(Y)RevDS(Y) is the optimal dominant-strategy revenue from good 1 alone, sold to the same nnn buyers. Finally a(1)=max⁡jaja^{(1)} = \max_j a^ja(1)=maxj​aj.

Formalization targets

Goal: Theorem 33 (p. 49)

If YYY and ZZZ are independent, then

RevDS(X1)+RevDS(X2)≥12 RevDS(X1,X2).\mathrm{Rev}^{DS}(X_1) + \mathrm{Rev}^{DS}(X_2) \ge \tfrac12\,\mathrm{Rev}^{DS}(X_1, X_2).RevDS(X1​)+RevDS(X2​)≥21​RevDS(X1​,X2​).

No independence among buyers is assumed: the values Xi1,…,XinX^1_i, \dots, X^n_iXi1​,…,Xin​ for the same good may have any joint law.

Milestones (the steps of the paper's proof)

  1. Remark (b) of A.7 (p. 48): an IC-DS, IR-DS mechanism is NPT iff sj(0,x−j)=0s^j(0, x^{-j}) = 0sj(0,x−j)=0 for all jjj, x−jx^{-j}x−j, and NPT is without loss of generality for RevDS\mathrm{Rev}^{DS}RevDS.
  2. Remark (b), subdomain property (p. 48): E[∑jsj(X)1X∈A]≤RevDS(X1X∈A)≤RevDS(X)\mathbb E[\sum_j s^j(X)\mathbf 1_{X\in A}] \le \mathrm{Rev}^{DS}(X\mathbf 1_{X\in A}) \le \mathrm{Rev}^{DS}(X)E[∑j​sj(X)1X∈A​]≤RevDS(X1X∈A​)≤RevDS(X).
  3. Display (21) (p. 50): z(1) P[Y(1)≥z(1)]≤RevDS(Y)z^{(1)}\,\mathbb P[Y^{(1)} \ge z^{(1)}] \le \mathrm{Rev}^{DS}(Y)z(1)P[Y(1)≥z(1)]≤RevDS(Y).
  4. The marginal mechanism (p. 50): for fixed second-good values zzz, q^j(y)=q1j(y,z)\hat q^j(y) = q^j_1(y,z)q^​j(y)=q1j​(y,z), s^j(y)=sj(y,z)−q2j(y,z)zj\hat s^j(y) = s^j(y,z) - q^j_2(y,z)z^js^j(y)=sj(y,z)−q2j​(y,z)zj is feasible, IC-DS and IR-DS.
  5. Display (19) (p. 49): E[S(Y,Z)1Y(1)≥Z(1)]≤2 RevDS(Y)\mathbb E[S(Y,Z)\mathbf 1_{Y^{(1)} \ge Z^{(1)}}] \le 2\,\mathrm{Rev}^{DS}(Y)E[S(Y,Z)1Y(1)≥Z(1)​]≤2RevDS(Y) for an NPT, IC-DS, IR-DS mechanism.

Companion: Theorem 34 (p. 49)

With nnn independent buyers and two independent goods, so that all 2n2n2n values are independent (footnote 27), the same inequality holds for Bayesian Nash implementation: RevBN(X1)+RevBN(X2)≥12RevBN(X1,X2)\mathrm{Rev}^{BN}(X_1) + \mathrm{Rev}^{BN}(X_2) \ge \tfrac12\mathrm{Rev}^{BN}(X_1, X_2)RevBN(X1​)+RevBN(X2​)≥21​RevBN(X1​,X2​).

Significance

The result. Theorem 33 shows that the factor-12\tfrac1221​ guarantee of separate selling does not depend on there being a single buyer, nor on the buyers being independent, provided incentive compatibility is required in dominant strategies. It reduces a two-good, nnn-buyer design problem, whose optimum is not characterized, to two one-good problems, each of which can be handled by known single-good auction theory. Remark (a) on p. 29 records that the dominant-strategy statement holds for correlated buyers, while Remark (b) there explains, via Crémer and McLean (1988), why the Bayesian Nash analogue cannot be extended to correlated buyers.

Formalizing it. The result is proved in the paper; to our knowledge no machine-checked version exists. A formal proof requires multi-agent mechanisms on R+kn\mathbb R^{kn}_+R+kn​, the Lebesgue integral of a possibly non-integrable revenue, conditioning on an independent coordinate of a product law, and the subdomain property of Remark (b). The definitions here (feasible multi-buyer mechanisms, IC-DS, IR-DS, RevDS\mathrm{Rev}^{DS}RevDS, and the Bayesian Nash counterparts) are reusable for any multi-buyer revenue-maximization result.

Difficulty

The obvious first idea is to apply the one-buyer Theorem A buyer by buyer. It fails: the feasibility constraint ∑jqij≤1\sum_j q^j_i \le 1∑j​qij​≤1 couples the buyers, so a multi-buyer mechanism does not decompose into single-buyer mechanisms, and the revenue extracted from one buyer depends on the reports of all the others. Any reduction to one-good problems must produce, from a two-good mechanism, one-good mechanisms that remain feasible and dominant-strategy incentive compatible for every buyer at once. On the measure-theoretic side, payments of an incentive compatible mechanism may be negative and non-integrable, so expectations must be handled in the extended reals, and the passage from bounds that hold for each fixed value of one good to a bound in expectation needs the product structure of the law of (Y,Z)(Y, Z)(Y,Z).

Formalization scope

  • A profile is x : Fin n → ι → ℝ≥0 (x j i =xij= x^j_i=xij​); a random profile is given by its law, a probability measure on that space. One good is ι = Unit, two goods are ι = Fin 2 (good 1 is index 0). The law of two independent goods is twoGoodsN μY μZ, the image of the product law μY⊗μZ\mu_Y\otimes\mu_ZμY​⊗μZ​; μY and μZ are arbitrary probability laws on R+n\mathbb R^n_+R+n​, so correlation among buyers is allowed.
  • (x~j,x−j)(\tilde x^j, x^{-j})(x~j,x−j) is Function.update x j x'. Feasibility ∑jqij≤1\sum_j q^j_i \le 1∑j​qij​≤1 is part of admissibility; without it a mechanism could sell each good to every buyer.
  • Payments are required measurable (the paper's footnote 12). R(μ;X)R(\mu;X)R(μ;X) is the EReal difference of the integrals of S+S^+S+ and S−S^-S−, never a Bochner integral, which would vanish on non-integrable revenues. RevDS\mathrm{Rev}^{DS}RevDS takes values in [0,∞][0,\infty][0,∞].
  • The subdomain property requires the set AAA to be measurable, so that the law of X1X∈AX\mathbf 1_{X\in A}X1X∈A​ is defined. It also requires the signed expectation on AAA to be defined: at least one of its positive and negative part integrals must be finite. The hypothesis n≥1n \ge 1n≥1 is the paper's.
  • For Theorem 34, buyers are independent with laws ρj\rho_jρj​; interim payoffs integrate over the others' product law, and allocations as well as payments are required measurable.
  • The constant 12\tfrac1221​ is stated exactly as printed. A statement over an arbitrary joint law with given marginals, or with the feasibility constraint dropped, would be a different (and false, or trivial) theorem.

Contributions of every kind are welcome: proofs of the milestones, of Theorem 34, and general lemmas on multi-buyer mechanisms.

Selected references

  • S. Hart and N. Nisan, Approximate Revenue Maximization with Multiple Items, arXiv:1204.1846v3, 2017; J. Economic Theory 172 (2017). https://arxiv.org/abs/1204.1846
  • R. B. Myerson, Optimal Auction Design, Mathematics of Operations Research 6 (1981), 58–73. https://doi.org/10.1287/moor.6.1.58
  • J. Crémer and R. P. McLean, Full Extraction of the Surplus in Bayesian and Dominant Strategy Auctions, Econometrica 56 (1988), 1247–1257. https://doi.org/10.2307/1913096
  • S. Hart and P. J. Reny, Maximal Revenue with Multiple Goods: Nonmonotonicity and Other Observations, Theoretical Economics 10 (2015), 893–922. https://doi.org/10.3982/TE1517
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CombinatoricsGraph Theory·Captain: mikedeng1

Generalized Turán Problems for Even Cycles 3: The Maximum Number of Six-Cycles in a Bipartite C_8-Free Graph on n Vertices Is n³ + O(n^{5/2})Research Paper

Motivation

The generalized Turán number ex(n,H,F)\mathrm{ex}(n,H,\mathcal F)ex(n,H,F) is the largest number of copies of a graph HHH in an nnn-vertex graph containing no member of a family F\mathcal FF. With H=K2H=K_2H=K2​ it is the classical Turán number; the systematic study of general HHH began with Alon and Shikhelman (2016), and cycles are its most studied case: Bollobás and Győri bounded ex(n,C3,C5)\mathrm{ex}(n,C_3,C_5)ex(n,C3​,C5​), and Gerbner and Palmer determined ex(n,Cl,K2,t)\mathrm{ex}(n,C_l,K_{2,t})ex(n,Cl​,K2,t​).

Gerbner, Győri, Methuku and Vizer, Generalized Turán problems for even cycles (J. Combin. Theory Ser. B, 2020; arXiv:1712.07079), count copies of one cycle in graphs avoiding another. For even cycles they show ex(n,C2l,C2k)=Θ(nl)\mathrm{ex}(n,C_{2l},C_{2k})=\Theta(n^l)ex(n,C2l​,C2k​)=Θ(nl). Most extremal constructions there are bipartite, so they also study the bipartite generalized Turán number. For the first non-trivial pair, six-cycles in a graph avoiding eight-cycles, they determine its leading term exactly. This mission formalizes that result, Theorem 12 of the paper.

Setting

All graphs are finite and simple. A kkk-cycle CkC_kCk​ is a cycle with kkk vertices. A copy of CkC_kCk​ in GGG is a subgraph of GGG isomorphic to CkC_kCk​; N(Ck,G)\mathcal N(C_k,G)N(Ck​,G) is the number of copies, so a cycle is counted once regardless of its starting point and direction. A graph is C8C_8C8​-free if no subgraph of it is isomorphic to C8C_8C8​ (induced or not). A graph is bipartite if its vertices can be split into two classes AAA and BBB with every edge joining AAA to BBB.

exbip(n,C6,C8)=max⁡{N(C6,G):G bipartite, C8-free, ∣V(G)∣=n}.\mathrm{ex}_{bip}(n,C_6,C_8)=\max\{\mathcal N(C_6,G) : G \text{ bipartite},\ C_8\text{-free},\ |V(G)|=n\}.exbip​(n,C6​,C8​)=max{N(C6​,G):G bipartite, C8​-free, ∣V(G)∣=n}.

The proof works with a fixed bipartition (A,B)(A,B)(A,B) of a C8C_8C8​-free graph GGG and uses the following notions.

  • N(u,v)N(u,v)N(u,v) is the set of common neighbours of uuu and vvv.
  • A pair {u,v}\{u,v\}{u,v} is fat if ∣N(u,v)∣≥4|N(u,v)|\ge 4∣N(u,v)∣≥4.
  • A 6-cycle is fat if it contains a fat pair from each class.
  • A pair is marked if it has exactly three common neighbours.
  • A 4-set F⊆AF\subseteq AF⊆A is nice if its four vertices have three common neighbours in BBB, i.e. they span a K4,3K_{4,3}K4,3​.
  • For x,y,z∈Ax,y,z\in Ax,y,z∈A, h(x,y,z)h(x,y,z)h(x,y,z) is the number of 6-cycles through all three. The triple is good if h≤6h\le 6h≤6 and bad otherwise.
  • A hypergraph is Berge-C4C_4C4​-free if it has no distinct vertices x,y,z,wx,y,z,wx,y,z,w and distinct hyperedges h1,…,h4h_1,\dots,h_4h1​,…,h4​ with {x,y}⊆h1\{x,y\}\subseteq h_1{x,y}⊆h1​, {y,z}⊆h2\{y,z\}\subseteq h_2{y,z}⊆h2​, {z,w}⊆h3\{z,w\}\subseteq h_3{z,w}⊆h3​, {w,x}⊆h4\{w,x\}\subseteq h_4{w,x}⊆h4​.

In Lean, exbip(n,C6,C8)\mathrm{ex}_{bip}(n,C_6,C_8)exbip​(n,C6​,C8​) is exBip n (cycleGraph 6) {8}, and N\mathcal NN is Mathlib's copyCount.

Formalization targets

Goal: Theorem 12

exbip(n,C6,C8)=n3+O(n5/2)(n→∞).\mathrm{ex}_{bip}(n,C_6,C_8)=n^3+O\bigl(n^{5/2}\bigr)\qquad(n\to\infty).exbip​(n,C6​,C8​)=n3+O(n5/2)(n→∞).

This is two-sided: ∣exbip(n,C6,C8)−n3∣≤Cn5/2|\mathrm{ex}_{bip}(n,C_6,C_8)-n^3|\le Cn^{5/2}∣exbip​(n,C6​,C8​)−n3∣≤Cn5/2 for some constant CCC and all large nnn.

Milestones

  1. Lower bound. K3,n−3K_{3,n-3}K3,n−3​ is bipartite, C8C_8C8​-free, and has exactly 6(n−33)=n3−O(n2)6\binom{n-3}{3}=n^3-O(n^2)6(3n−3​)=n3−O(n2) six-cycles. This is Theorem 10's construction with k=4k=4k=4, l=3l=3l=3, and Remark 2 notes that it is bipartite.
  2. Shape of fat 6-cycles.
    • Claim 3: a fat pair {v1,v3}\{v_1,v_3\}{v1​,v3​} on v1⋯v6v_1\cdots v_6v1​⋯v6​ excludes the fat pairs {v2,v4}\{v_2,v_4\}{v2​,v4​} and {v2,v6}\{v_2,v_6\}{v2​,v6​}.
    • Claim 4: fat 6-cycles through one fat pair have pairwise intersecting fat pairs in the other class.
    • Claim 5: distinct fat pairs of fat 6-cycles in AAA have ∣N∩N′∣≤1|N\cap N'|\le 1∣N∩N′∣≤1.
    • Observation 1: a disjointness statement for fat pairs sharing a vertex.
  3. Claim 6. For a fat pair {v1,v3}⊆A\{v_1,v_3\}\subseteq A{v1​,v3​}⊆A, the sum g(v1,v3)g(v_1,v_3)g(v1​,v3​) of ∣N(v4,v6)∣|N(v_4,v_6)|∣N(v4​,v6​)∣ over the fat pairs {v4,v6}⊆B\{v_4,v_6\}\subseteq B{v4​,v6​}⊆B on a common fat 6-cycle with v1,v3v_1,v_3v1​,v3​ is at most 4n4n4n.
  4. Corollary 7 (from Győri–Lemons). A Berge-C4C_4C4​-free hypergraph on nnn vertices has ∑e∣e∣=O(n3/2)\sum_e|e|=O(n^{3/2})∑e​∣e∣=O(n3/2).
  5. Claim 7. The hypergraph on BBB whose hyperedges are the sets N(v1,v3)N(v_1,v_3)N(v1​,v3​), over the fat pairs of AAA that lie on a fat 6-cycle, is Berge-C4C_4C4​-free.
  6. Claim 8. There are O(n5/2)O(n^{5/2})O(n5/2) fat 6-cycles.
  7. Non-fat cycles.
    • Claim 9: a marked pair inside a nice set gives good triples.
    • Claim 10: O(∣A∣3/2)O(|A|^{3/2})O(∣A∣3/2) marked pairs lie in no nice set.
    • Claim 11: O(∣A∣2)O(|A|^2)O(∣A∣2) bad triples contain neither a fat nor a marked pair.
  8. One-sided count. At most 6(∣A∣3)+O(∣A∣5/2)6\binom{|A|}{3}+O(|A|^{5/2})6(3∣A∣​)+O(∣A∣5/2) six-cycles contain no fat pair from AAA.

Significance

Theorem 12 is the only case of the paper where a bipartite generalized Turán number of two even cycles is determined up to a lower-order term. Theorem 10 gives the order nln^lnl in general, and Remark 2 gives bipartite upper and lower bounds whose ratio tends to 1 only as k→∞k\to\inftyk→∞. Theorem 12 settles (l,k)=(3,4)(l,k)=(3,4)(l,k)=(3,4) exactly. The authors conjecture that the non-bipartite number ex(n,C6,C8)\mathrm{ex}(n,C_6,C_8)ex(n,C6​,C8​) has the same asymptotics, but this is open. The argument also links graph counting to Berge hypergraphs: Claim 7 reduces the fat 6-cycles to a Berge-C4C_4C4​-free hypergraph, whose total edge size is controlled by Corollary 7.

Theorem 12 is proved in the paper. As far as a search of the Prove2Me catalogue shows, neither it nor any of its claims has a machine-checked proof. Formalizing it means:

  • formalizing the case analysis of §4.2;
  • formalizing Corollary 7, which depends on the Győri–Lemons theorems (Theorems 5 and 6), proved outside the paper;
  • formalizing the elementary but tedious count of 6-cycles in K3,n−3K_{3,n-3}K3,n−3​.

Difficulty

The obvious bound fails. Every 6-cycle in a bipartite graph has three vertices in each class, and each pair of them has some common neighbours. If no pair had more than three common neighbours, each triple in AAA would lie on at most 272727 six-cycles, giving roughly 27(n3)27\binom{n}{3}27(3n​) cycles, not n3n^3n3. The leading constant 111 needs two refinements. First, triples on more than 666 cycles must be shown to be rare. Second, cycles through pairs with many common neighbours (fat pairs) must be bounded separately, by O(n5/2)O(n^{5/2})O(n5/2). That second bound is the main obstacle. A fat pair alone can lie on many cycles, so counting fat pairs is not enough. What makes the bound work is the near-disjointness of the common neighbourhoods (Claims 4–6) together with a hypergraph Turán estimate.

Formalization scope

  • Vertices and copies. Graphs are SimpleGraph (Fin n), or a general finite type in milestones about a single graph. Copies are unlabelled (copyCount, the number of subgraphs isomorphic to C6C_6C6​): K3,3K_{3,3}K3,3​ has 666 copies of C6C_6C6​, not 727272.

  • Bipartiteness. In exbip\mathrm{ex}_{bip}exbip​ it is Colorable 2. In the milestones it is an explicit bipartition (A,B)(A,B)(A,B) that excludes edges inside a class. C8C_8C8​-freeness is (cycleGraph 8).Free G.

  • The maximum. exbip\mathrm{ex}_{bip}exbip​ is a supremum of natural numbers over a nonempty finite set, since the empty graph is admissible. It is therefore a true maximum; a sanity file proves this.

  • Cycles inside the proof. Labelled 6-cycles are injective maps from Z/6\mathbb Z/6Z/6 with consecutive images adjacent. Claim 8 counts fat 6-cycles labelled, which changes only the constant.

  • Landau terms. Every O(⋅)O(\cdot)O(⋅) is an explicit constant, quantified before nnn and the graph. The goal uses Mathlib's IsBigO of exbip(n,C6,C8)−n3\mathrm{ex}_{bip}(n,C_6,C_8)-n^3exbip​(n,C6​,C8​)−n3 against n5/2n^{5/2}n5/2.

  • Corrections to the printed text.

    • Observation 1's conclusion is stated with N(v4,v6′)N(v_4,v_6')N(v4​,v6′​), as in its proof, rather than the printed N(v4′,v6′)N(v_4',v_6')N(v4′​,v6′​).
    • Claim 6's ggg is the displayed sum, not "the cardinality of the union".
    • Claim 4 drops the hypothesis "different cycles", which only excludes a trivial case. It also drops "these are the other fat pairs", which follows from Claim 3.
  • Ruled-out encodings. Some encodings would make the statements trivial or wrong, and none of them is used:

    • a one-sided goal (only the upper bound, or only the lower bound);
    • a junk supremum;
    • labelled copies in place of unlabelled ones;
    • constants allowed to depend on nnn or on the graph;
    • a bipartition that allows edges inside a class.
  • Infrastructure. A complete development needs:

    • counting of cycle copies in complete bipartite graphs;
    • Hall's theorem (in Mathlib), used in Claims 7 and 10;
    • the Kővári–Sós–Turán bound ex(m,C4)=O(m3/2)\mathrm{ex}(m,C_4)=O(m^{3/2})ex(m,C4​)=O(m3/2) for Claim 10;
    • the Győri–Lemons theorems for Corollary 7.

    The Berge-cycle and C4C_4C4​-free bounds can be reused beyond this mission. Contributions are welcome at any level: proofs of individual claims, of Corollary 7, or the final assembly.

Selected references

  • D. Gerbner, E. Győri, A. Methuku, M. Vizer, Generalized Turán problems for even cycles, J. Combin. Theory Ser. B 145 (2020); arXiv:1712.07079v3. https://arxiv.org/abs/1712.07079, https://doi.org/10.1016/j.jctb.2020.05.005
  • N. Alon, C. Shikhelman, Many TTT copies in HHH-free graphs, J. Combin. Theory Ser. B 121 (2016). https://doi.org/10.1016/j.jctb.2016.03.004
  • E. Győri, N. Lemons, Hypergraphs with no cycle of a given length, Combin. Probab. Comput. 21 (2012). https://doi.org/10.1017/S0963548311000691
  • B. Bollobás, E. Győri, Pentagons vs. triangles, Discrete Math. 308 (2008). https://doi.org/10.1016/j.disc.2007.08.041
  • D. Gerbner, C. Palmer, Counting copies of a fixed subgraph in FFF-free graphs, European J. Combin. 82 (2019). https://doi.org/10.1016/j.ejc.2019.07.004
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Algorithmic Game TheoryMechanism DesignOperations Research+1·Captain: mikedeng1

Approximate Revenue Maximization with Multiple Items 3: Selling k ≥ 2 Independent Goods Separately Guarantees a Fraction c/log² k of the Optimal RevenueResearch Paper

Motivation

A seller who knows the distributions of a buyer's values for several goods can, in principle, design a mechanism that offers lotteries and prices conditional on the buyer's reported values. Finding the best such mechanism can be difficult even with two goods. Separate selling is much simpler: choose a one-good price for each item and let the buyer decide item by item. The question is how much revenue this simplicity can cost when the goods' values are independent. Hart and Nisan establish a guarantee that declines only with the square of the logarithm of the number of goods, even though the distributions need not be identical or bounded. Their result is Theorem C of Approximate Revenue Maximization with Multiple Items, stated on p. 7 and proved on p. 26.

The paper grew from the problem of comparing easy selling formats with fully optimal mechanisms. For one good, a posted price characterizes optimal revenue. With multiple goods, the choice of a mechanism becomes genuinely multidimensional: its allocation rule can correlate the disposition of the goods and use lotteries. The guarantee in this mission applies uniformly over all independent distributions on nonnegative valuations, so a seller does not need a regularity, density, or finite-moment assumption to use it.

Setting

There is one seller, one risk-neutral buyer, and k≥2k\ge2k≥2 goods. The buyer's valuation vector is x=(xi)i=1k∈R+kx=(x_i)_{i=1}^k\in\mathbb R_+^kx=(xi​)i=1k​∈R+k​; receiving a set of goods gives the sum of the values of its members. The seller knows the joint law of the random vector XXX, but not its realization. In this mission the coordinates XiX_iXi​ are independent, with possibly different probability laws νi\nu_iνi​.

A direct mechanism consists of an allocation rule qi(x)∈[0,1]q_i(x)\in[0,1]qi​(x)∈[0,1] for each good and a real payment s(x)s(x)s(x). At a truthful report xxx, the buyer's payoff is b(x)=∑iqi(x)xi−s(x)b(x)=\sum_i q_i(x)x_i-s(x)b(x)=∑i​qi​(x)xi​−s(x). The mechanism is incentive compatible if truthful reporting is at least as good as every alternative report, and individually rational if b(x)≥0b(x)\ge0b(x)≥0 for every xxx. The seller's expected payment is its revenue. The optimal revenue Rev⁡(X)\operatorname{Rev}(X)Rev(X) is the supremum of revenue over such mechanisms. Payments are taken to be measurable, following footnote 12 on p. 12 of Hart and Nisan.

For one good, Rev⁡(Xi)\operatorname{Rev}(X_i)Rev(Xi​) equals the supremum of pPr⁡[Xi≥p]p\Pr[X_i\ge p]pPr[Xi​≥p] over prices p≥0p\ge0p≥0, as in display (1) on p. 12. The separate revenue is SRev⁡(X)=∑iRev⁡(Xi)\operatorname{SRev}(X)=\sum_i\operatorname{Rev}(X_i)SRev(X)=∑i​Rev(Xi​). The bundled revenue is BRev⁡(X)=Rev⁡(∑iXi)\operatorname{BRev}(X)=\operatorname{Rev}(\sum_i X_i)BRev(X)=Rev(∑i​Xi​), where the sum is treated as one good. Both formats are defined through one-good revenue, even when the full optimum can use multidimensional allocations.

Formalization targets

Theorem C: a uniform guarantee for separate selling

The goal is the inequality form of Theorem C, with one constant that works for every number and every family of independent goods:

∃c>0  ∀k≥2  ∀(νi)i=1k,SRev⁡(X1,…,Xk)≥c(log⁡k)2Rev⁡(X1,…,Xk).\exists c>0\;\forall k\ge2\;\forall (\nu_i)_{i=1}^k,\qquad \operatorname{SRev}(X_1,\ldots,X_k) \ge \frac{c}{(\log k)^2}\operatorname{Rev}(X_1,\ldots,X_k).∃c>0∀k≥2∀(νi​)i=1k​,SRev(X1​,…,Xk​)≥(logk)2c​Rev(X1​,…,Xk​).

Here XiX_iXi​ has law νi\nu_iνi​, and the joint law is their product. The paper phrases the headline as a guarantee for an approximation ratio; the displayed inequality is the form used in its proof on p. 26. It handles zero and infinite optimal revenues without introducing a ratio with an undefined denominator.

Supporting targets

The milestone list records the one-good posted-price formula, monotonicity under first-order stochastic domination, the equal-revenue comparison of Lemma 20, Proposition 13(ii)'s comparison of separate and bundled revenue, the two inequalities of Theorem 7, and the two-good base case of Theorem A. It also records the power-of-two estimate and the zero-padding assertion stated in the proof of Theorem C. Each milestone is attached to its source page in the pinned preprint.

Significance

The theorem gives a distribution-independent performance floor for a mechanism that can be run using one price per good. It applies to unequal and unbounded independent distributions, for which expected values can be infinite while one-good optimal revenues remain finite. The comparison is with the best incentive-compatible and individually rational multi-good mechanism, including randomized allocations, rather than with another simple selling format. The result is proved in the 2017 preprint; the open work here is a machine-checked formalization of that known result and its selected supporting statements.

The formal development also supplies reusable objects: a law-based direct-mechanism model, extended-real expected revenue, product laws for independent groups of goods, and first-order stochastic domination of one-good laws. These are useful for other comparisons among separate selling, bundling, and optimal mechanisms in the same paper. The mission does not pose the paper's distinct i.i.d. bundling theorem, multi-buyer results, or tightness examples.

Difficulty

The main obstacle is that optimal multi-good revenue is not monotone in the values of the goods. Increasing each coordinate of a valuation vector does not, by itself, give a valid comparison between the optimal revenues of the two vectors' laws; Hart and Nisan, p. 23 explicitly warn against that inference. One-good revenue does have the needed monotonicity, but the full optimum can depend on how the goods interact in an incentive-compatible mechanism. Theorem 7 is a substantive bridge between these two regimes. Infinite expected values also make a real-valued integral or an ordinary ratio unsuitable for the general statement.

Formalization scope

Goods are indexed by finite types, and valuations lie in R≥0k\mathbb R_{\ge0}^kR≥0k​. Each good's law is a probability measure; independence means the product law, while Theorem 7 allows dependence among coordinates within each of its two independent groups. A one-good law is represented by a singleton coordinate type. Revenue takes values in R≥0∪{∞}\mathbb R_{\ge0}\cup\{\infty\}R≥0​∪{∞}, and the expectation of a mechanism's possibly negative payment is represented in extended reals. The supremum defining optimal revenue ranges only over feasible, incentive-compatible, individually rational mechanisms with measurable payments. Theorem C quantifies ccc before kkk and the laws, and the restriction k≥2k\ge2k≥2 keeps the logarithmic coefficient in its stated domain.

The equal-revenue law is represented by the density x−2x^{-2}x−2 on [1,∞)[1,\infty)[1,∞), mapped to nonnegative reals. First-order stochastic domination compares the upper-tail probabilities at nonnegative thresholds, which is equivalent to testing every real threshold for nonnegative valuations. A complete proof will need measure-theoretic facts about that law, the posted-price characterization, product measures, and operations on extended nonnegative revenue. Contributions to those reusable facts and to the selected milestone theorems are within scope.

Selected references

  • Sergiu Hart and Noam Nisan, Approximate Revenue Maximization with Multiple Items, arXiv:1204.1846v3, 2017. Preprint.
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CombinatoricsGraph Theory·Captain: mikedeng1

Generalized Turán Problems for Even Cycles 4: For k > l and 2k ≠ ml, the Maximum Number of ml-Cycles in a Graph with No Cycle of Length 3, …, 2l−1 or 2k Is Θ(n^m)Research Paper

Motivation

The Turán number ex(n,F)\mathrm{ex}(n,F)ex(n,F) is the largest number of edges in an nnn-vertex graph with no copy of FFF. Its generalized version, introduced systematically by Alon and Shikhelman (JCTB 2016), replaces edges by copies of a second graph HHH: ex(n,H,F)\mathrm{ex}(n,H,\mathcal F)ex(n,H,F) is the largest number of copies of HHH in an nnn-vertex graph containing no member of the family F\mathcal FF. When both HHH and the forbidden graphs are cycles, these numbers measure how many long cycles a graph can carry while some cycle lengths are excluded and they refine the Bondy–Simonovits even-cycle theorem (JCTB 1974), which bounds the number of edges of a C2kC_{2k}C2k​-free graph by O(n1+1/k)O(n^{1+1/k})O(n1+1/k).

Gerbner, Győri, Methuku and Vizer (arXiv:1712.07079, J. Combin. Theory Ser. B 2020, DOI 10.1016/j.jctb.2020.05.005) study ex(n,Ca,CA)\mathrm{ex}(n,C_a,\mathcal C_A)ex(n,Ca​,CA​) for cycles. Their Theorem 10 gives ex(n,C2l,C2k)=Θ(nl)\mathrm{ex}(n,C_{2l},C_{2k})=\Theta(n^l)ex(n,C2l​,C2k​)=Θ(nl); Theorem 14, the subject of this mission, adds a girth condition: when all cycles of length 3,…,2l−13,\dots,2l-13,…,2l−1 are forbidden together with C2kC_{2k}C2k​, the order of magnitude of the number of CmlC_{ml}Cml​'s is nmn^mnm. The case m=2m=2m=2 answers the question of how many C2lC_{2l}C2l​'s a C2kC_{2k}C2k​-free graph of girth 2l2l2l can have.

Setting

All graphs are finite and simple. A copy of a graph HHH in GGG is a subgraph of GGG isomorphic to HHH, and N(H,G)\mathcal N(H,G)N(H,G) is the number of copies. CaC_aCa​ is the cycle of length a≥3a\ge3a≥3; PlP_lPl​ is the path on lll vertices (of length l−1l-1l−1).

For a set AAA of integers, each at least 333, let CA={Ca:a∈A}\mathcal C_A=\{C_a:a\in A\}CA​={Ca​:a∈A}; a graph is CA\mathcal C_ACA​-free if it contains none of these cycles as a subgraph. Write C2l−1={C3,C4,…,C2l−1}\mathcal C_{2l-1}=\{C_3,C_4,\dots,C_{2l-1}\}C2l−1​={C3​,C4​,…,C2l−1​}. The generalized Turán number is

ex(n,H,CA)=max⁡{N(H,G):G is a CA-free graph on n vertices}.\mathrm{ex}(n,H,\mathcal C_A)=\max\{\mathcal N(H,G): G\text{ is a }\mathcal C_A\text{-free graph on }n\text{ vertices}\}.ex(n,H,CA​)=max{N(H,G):G is a CA​-free graph on n vertices}.

For vertices a≠ba\neq ba=b, fl(a,b)f_l(a,b)fl​(a,b) is the number of paths with lll edges between aaa and bbb. A pair {u,v}\{u,v\}{u,v} is fat if fl(u,v)≥4l2f_l(u,v)\ge 4l^2fl​(u,v)≥4l2, and a copy of C2lC_{2l}C2l​ is fat if all lll of its pairs of opposite vertices are fat.

The (l,t)(l,t)(l,t)-theta graph joins two vertices by ttt internally disjoint paths of length lll. For a graph FFF, the theta-(n,F,l)(n,F,l)(n,F,l) graph replaces each edge of FFF by an (l,t)(l,t)(l,t)-theta graph with t=⌊(n−∣V(F)∣)/(∣E(F)∣(l−1))⌋t=\lfloor (n-|V(F)|)/(|E(F)|(l-1))\rfloort=⌊(n−∣V(F)∣)/(∣E(F)∣(l−1))⌋ and adds isolated vertices up to nnn; here F=CmF=C_mF=Cm​ for m≥3m\ge3m≥3 and F=K2F=K_2F=K2​ for m=2m=2m=2.

Formalization targets

Goal: Theorem 14

For integers k>l≥2k>l\ge2k>l≥2 and m≥2m\ge2m≥2 with 2k≠ml2k\neq ml2k=ml,

ex(n,Cml,C2l−1∪{C2k})=Θ(nm)(n→∞).\mathrm{ex}\big(n,C_{ml},\mathcal C_{2l-1}\cup\{C_{2k}\}\big)=\Theta(n^m)\qquad(n\to\infty).ex(n,Cml​,C2l−1​∪{C2k​})=Θ(nm)(n→∞).

Both bounds are part of the goal; the constants depend on k,l,mk,l,mk,l,m only.

Milestones

  1. Lemmas 25 and 26: forbidding additional odd cycles (Lemma 25) or shorter odd cycles (Lemma 26) does not change the order of magnitude of ex(n,C2k,CA)\mathrm{ex}(n,C_{2k},\mathcal C_A)ex(n,C2k​,CA​) or ex(n,C2k+1,CA)\mathrm{ex}(n,C_{2k+1},\mathcal C_A)ex(n,C2k+1​,CA​).
  2. Lemma 27: a partition V1,…,VsV_1,\dots,V_sV1​,…,Vs​ with no P3P_3P3​ inside ViV_iVi​ (i<si<si<s), no Pp+1P_{p+1}Pp+1​ joining different parts and VsV_sVs​ independent forces ∣E(G)∣≤p n|E(G)|\le p\,n∣E(G)∣≤pn.
  3. The lower bound: the theta graph has only cycles of lengths 2l2l2l and mlmlml, hence avoids the forbidden family, and has Ω(nm)\Omega(n^m)Ω(nm) cycles of length mlmlml.
  4. Claims 12 and 13: the structure of two 2l2l2l-cycles through a common path, and short detours between fat pairs, in graphs of girth at least 2l2l2l.
  5. Counting C2lC_{2l}C2l​'s in girth at least 2l2l2l: at most (4l2−12)(n2)\binom{4l^2-1}{2}\binom n2(24l2−1​)(2n​) non-fat ones; Claim 14 on the greedy multiplicities; at most 2k(k−l)l−2(n2)\frac{2k(k-l)}{l-2}\binom n2l−22k(k−l)​(2n​) fat ones.
  6. The case m≥3m\ge3m≥3: display (5), 12∑a≠b(fl(a,b)2)=O(n2)\tfrac12\sum_{a\ne b}\binom{f_l(a,b)}{2}=O(n^2)21​∑a=b​(2fl​(a,b)​)=O(n2), and Claim 15, ∑b≠afl(a,b)=O(n)\sum_{b\neq a}f_l(a,b)=O(n)∑b=a​fl​(a,b)=O(n).

Significance

Theorem 14 locates ex(n,Cml,C2l−1∪{C2k})\mathrm{ex}(n,C_{ml},\mathcal C_{2l-1}\cup\{C_{2k}\})ex(n,Cml​,C2l−1​∪{C2k​}) at nmn^mnm for every admissible triple, so in graphs of girth 2l2l2l forbidding one further even cycle C2kC_{2k}C2k​ (with 2k≠ml2k\neq ml2k=ml) caps the number of mlmlml-cycles at the count achieved by a blown-up mmm-cycle of long paths. The paper uses it to settle the order of magnitude of ex(n,C6,CA)\mathrm{ex}(n,C_6,\mathcal C_A)ex(n,C6​,CA​) for every family AAA with 4∈A4\in A4∈A, 6∉A6\notin A6∈/A and ∣Ae∣≥2|A_e|\ge2∣Ae​∣≥2 (Theorem 20), and its case l=2l=2l=2 recovers Theorem 10.

The result is proved in the paper; nothing here is open mathematically. To the best of a platform search (2026-10-08), no part of it is formalized: Mathlib has copyCount, cycleGraph and pathGraph, but no generalized Turán numbers, no theta graphs and no counting of paths between two vertices. The mission produces a machine-checked proof of the theorem and of the counting lemmas of §5, which are reusable for other generalized Turán problems with cycles.

Difficulty

The lower bound is an explicit construction, and its difficulty is bookkeeping: proving that a subdivided multigraph has no cycles other than those of lengths 2l2l2l and mlmlml, and counting the mlmlml-cycles. The upper bound is the substance. A direct count of C2lC_{2l}C2l​'s through codegrees, which works for C4C_4C4​, fails here because paths of length lll between a pair are not controlled by a single neighbourhood. The paper's route separates fat from non-fat cycles and runs a greedy multiplicity procedure; Claim 14 then grows a C2kC_{2k}C2k​ by an induction on the cycle length in steps of l−1l-1l−1, which needs the precise intersection pattern of Claim 12 and the detour paths of Claim 13. For m≥3m\ge3m≥3 the argument goes through layered neighbourhoods and Lemma 27. The m=2m=2m=2 argument divides by l−2l-2l−2, so for l=2l=2l=2 a different route (Theorems 10 and 11 of the paper) is needed.

Formalization scope

Graphs are SimpleGraph (Fin n) for the extremal function and graphs on an arbitrary finite type for the lemmas. Copies are unlabelled (copyCount, subgraphs isomorphic to the pattern); CaC_aCa​ and PlP_lPl​ are Mathlib's cycleGraph a and pathGraph l. exCyc n H A is the supremum, over CA\mathcal C_ACA​-free graphs on Fin n, of the copy count; the set is finite and contains the empty graph's count whenever every length in AAA is at least 333, so it is a maximum. The forbidden family of the goal is Set.Icc 3 (2 * l - 1) ∪ {2 * k}, every length from 333 to 2l−12l-12l−1 together with 2k2k2k. Θ\ThetaΘ, OOO and Ω\OmegaΩ are Mathlib's asymptotic relations along atTop, with constants fixed before nnn and the graph. fl(a,b)f_l(a,b)fl​(a,b) counts injective vertex sequences (paths, not walks). The theta graph thetaCycle n m l is an explicit graph on Fin n.

Added or pinned hypotheses, all disclosed in the items: l≥2l\ge2l≥2 in the goal (the page writes only k>lk>lk>l; at l=1l=1l=1 the family C2l−1\mathcal C_{2l-1}C2l−1​ is empty and the statement fails); C≠C′C\neq C'C=C′ in Claim 12; l≥3l\ge3l≥3 where the page divides by l−2l-2l−2; Lemma 27 with the explicit bound p np\,npn of its proof, which is uniform in sss; Claim 15 under the full family C2l−1∪{C2k}\mathcal C_{2l-1}\cup\{C_{2k}\}C2l−1​∪{C2k​}, which its proof needs. Claim 14 assumes only girth ≥2l\ge 2l≥2l, not C2kC_{2k}C2k​-freeness, since on the page its conclusion at r=kr=kr=k is the contradiction.

The statements rule out the trivializing readings: the goal is two-sided, so an upper bound alone does not close it; exCyc is a genuine maximum, not a junk supremum; copies are unlabelled; the constants come before nnn and the graph; the forbidden family contains all short cycles, not only C2l−1C_{2l-1}C2l−1​.

A complete development needs path counting in graphs of large girth (uniqueness of short paths), layered neighbourhoods, the degeneracy argument of Lemma 27, a random bipartition argument for Lemma 25, and cycle structure in theta graphs. Contributions of any milestone, and of general-purpose lemmas on paths and cycles in SimpleGraph, are welcome.

Selected references

  • D. Gerbner, E. Győri, A. Methuku, M. Vizer, Generalized Turán problems for even cycles, J. Combin. Theory Ser. B (2020); arXiv:1712.07079v3 (2018). https://arxiv.org/abs/1712.07079, https://doi.org/10.1016/j.jctb.2020.05.005
  • N. Alon, C. Shikhelman, Many T copies in H-free graphs, J. Combin. Theory Ser. B 121 (2016). https://doi.org/10.1016/j.jctb.2016.03.004
  • J. A. Bondy, M. Simonovits, Cycles of even length in graphs, J. Combin. Theory Ser. B 16 (1974). https://doi.org/10.1016/0095-8956(74)90052-5
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CombinatoricsGraph Theory·Captain: mikedeng1

Generalized Turán Problems for Even Cycles 2: The Maximum Number of 2l-Cycles in a C_{2k}-Free Graph on n Vertices Is Θ(n^l), with Explicit Upper and Lower ConstantsResearch Paper

Motivation

The classical Turán problem asks for the maximum number of edges of an nnn-vertex graph that avoids a fixed subgraph. For even cycles this is one of the central open problems of extremal graph theory: Bondy and Simonovits proved that a C2kC_{2k}C2k​-free graph has O(n1+1/k)O(n^{1+1/k})O(n1+1/k) edges, and this order is known to be sharp only for k=2,3,5k=2,3,5k=2,3,5.

A generalized Turán problem replaces "edges" by "copies of a fixed graph HHH". The question of how many copies of one cycle a graph may contain while avoiding another cycle goes back to Erdős's question on pentagons in triangle-free graphs, and was taken up systematically by Alon and Shikhelman (2016). For two even cycles, Solymosi and Wong asked whether forbidding the single cycle C2kC_{2k}C2k​ (instead of all cycles up to length 2k2k2k) still forces few copies of C2lC_{2l}C2l​. Gerbner, Győri, Methuku and Vizer answer this question by determining the order of magnitude: the maximum is Θ(nl)\Theta(n^l)Θ(nl), much larger than in the girth-restricted setting. The same order of magnitude was obtained independently by Gishboliner and Shapira; the proof formalized here is different and gives explicit constants.

Timeline:

  • 1959 — Erdős and Gallai: a graph on nnn vertices with no cycle longer than kkk has at most k(n−1)/2k(n-1)/2k(n−1)/2 edges.
  • 1974 — Bondy and Simonovits: ex(n,C2k)=O(n1+1/k)\mathrm{ex}(n,C_{2k})=O(n^{1+1/k})ex(n,C2k​)=O(n1+1/k).
  • 2016 — Alon and Shikhelman introduce the systematic study of ex(n,H,F)\mathrm{ex}(n,H,F)ex(n,H,F).
  • 2017–2018 — Gerbner, Győri, Methuku and Vizer (arXiv:1712.07079), and independently Gishboliner and Shapira, show ex(n,C2l,C2k)=Θ(nl)\mathrm{ex}(n,C_{2l},C_{2k})=\Theta(n^l)ex(n,C2l​,C2k​)=Θ(nl).

Setting

All graphs are finite and simple. For graphs HHH and GGG, N(H,G)\mathcal N(H,G)N(H,G) is the number of subgraphs of GGG isomorphic to HHH (unlabelled copies). CaC_aCa​ is the cycle on a≥3a\ge3a≥3 vertices. A graph is C2kC_{2k}C2k​-free if it has no subgraph isomorphic to C2kC_{2k}C2k​ (induced or not). The generalized Turán number is

ex(n,C2l,C2k)=max⁡{N(C2l,G):G a C2k-free graph on n vertices}.\mathrm{ex}(n,C_{2l},C_{2k})=\max\{\mathcal N(C_{2l},G): G\text{ a }C_{2k}\text{-free graph on }n\text{ vertices}\}.ex(n,C2l​,C2k​)=max{N(C2l​,G):G a C2k​-free graph on n vertices}.

For a non-negative integer mmm and l≥1l\ge1l≥1, the falling factorial is (m)l=m(m−1)⋯(m−l+1)(m)_l=m(m-1)\cdots(m-l+1)(m)l​=m(m−1)⋯(m−l+1).

For distinct vertices a,ba,ba,b of GGG, the codegree f(a,b)f(a,b)f(a,b) is the number of common neighbours of aaa and bbb. Sums written ∑a≠b\sum_{a\neq b}∑a=b​ range over unordered pairs {a,b}\{a,b\}{a,b} of distinct vertices.

Two graphs appear in the lower bounds. The first is the complete bipartite graph Kk−1,n−k+1K_{k-1,n-k+1}Kk−1,n−k+1​. The second is the blow-up of C2lC_{2l}C2l​: keep lll alternate vertices x0,…,xl−1x_0,\dots,x_{l-1}x0​,…,xl−1​ of C2lC_{2l}C2l​, and replace the vertex between xix_ixi​ and xi+1x_{i+1}xi+1​ (indices mod lll) by a class SiS_iSi​ of new vertices, each joined to xix_ixi​ and xi+1x_{i+1}xi+1​. The n−ln-ln−l new vertices are split as evenly as possible among the lll classes.

Formalization targets

Goal: Theorem 10

As n→∞n\to\inftyn→∞ with kkk and lll fixed:

ex(n,C2l,C2k)≤(1+o(1))2l−2(k−1)l2lnl(l≥3, k≥2),\mathrm{ex}(n,C_{2l},C_{2k})\le(1+o(1))\frac{2^{l-2}(k-1)^l}{2l}n^l\qquad(l\ge3,\ k\ge2),ex(n,C2l​,C2k​)≤(1+o(1))2l2l−2(k−1)l​nl(l≥3, k≥2), ex(n,C2l,C2k)≥(1+o(1))(k−1)l2lnl(k>l≥2),\mathrm{ex}(n,C_{2l},C_{2k})\ge(1+o(1))\frac{(k-1)_l}{2l}n^l\qquad(k>l\ge2),ex(n,C2l​,C2k​)≥(1+o(1))2l(k−1)l​​nl(k>l≥2), ex(n,C2l,C2k)≥(1+o(1))1llnl(l>k≥3).\mathrm{ex}(n,C_{2l},C_{2k})\ge(1+o(1))\frac{1}{l^l}n^l\qquad(l>k\ge3).ex(n,C2l​,C2k​)≥(1+o(1))ll1​nl(l>k≥3).

The goal is the conjunction of the three bounds, each with its own parameter range. Note that the upper bound has the power (k−1)l(k-1)^l(k−1)l, while the second lower bound has the falling factorial (k−1)l(k-1)_l(k−1)l​.

Milestones

The lower bounds:

  • Kk−1,n−k+1K_{k-1,n-k+1}Kk−1,n−k+1​ is C2kC_{2k}C2k​-free and has exactly 12l(k−1l)(n−k+1l)l! l!\frac1{2l}\binom{k-1}{l}\binom{n-k+1}{l}l!\,l!2l1​(lk−1​)(ln−k+1​)l!l! copies of C2lC_{2l}C2l​.
  • The blow-up of C2lC_{2l}C2l​ is C2kC_{2k}C2k​-free for 3≤k<l3\le k<l3≤k<l, and its number of C2lC_{2l}C2l​'s is ∏i∣Si∣\prod_i|S_i|∏i​∣Si​∣.

The upper bound:

  • The identity 2 N(C4,G)=∑a≠b(f(a,b)2)2\,\mathcal N(C_4,G)=\sum_{a\neq b}\binom{f(a,b)}{2}2N(C4​,G)=∑a=b​(2f(a,b)​).
  • Inequality (1): 12∑a≠b(f(a,b)2)≤(1+o(1))(k−1)(k−2)4n2\tfrac12\sum_{a\ne b}\binom{f(a,b)}2\le(1+o(1))\frac{(k-1)(k-2)}4n^221​∑a=b​(2f(a,b)​)≤(1+o(1))4(k−1)(k−2)​n2 for C2kC_{2k}C2k​-free GGG, which is the upper bound of Theorem 11.
  • Theorem 2: the Erdős–Gallai bound, in its correct form.
  • Claim 1: ∑b≠af(a,b)≤(2k−2)n\sum_{b\neq a}f(a,b)\le(2k-2)n∑b=a​f(a,b)≤(2k−2)n.
  • Inequality (2): ∑a≠bf(a,b)≤(k−1)n2\sum_{a\neq b}f(a,b)\le(k-1)n^2∑a=b​f(a,b)≤(k−1)n2.
  • Inequality (3): N(C2l,G)≤14l∑∏jf(vj,vj+1)\mathcal N(C_{2l},G)\le\frac1{4l}\sum\prod_jf(v_j,v_{j+1})N(C2l​,G)≤4l1​∑∏j​f(vj​,vj+1​), together with its AM–GM refinement.
  • The final bound N(C2l,G)≤12l∑u≠vf2(u,v)(2k−2)l−2nl−2\mathcal N(C_{2l},G)\le\frac1{2l}\sum_{u\neq v}f^2(u,v)(2k-2)^{l-2}n^{l-2}N(C2l​,G)≤2l1​∑u=v​f2(u,v)(2k−2)l−2nl−2.

Significance

Theorem 10, combined with Theorem 11 on ex(n,C4,C2k)\mathrm{ex}(n,C_4,C_{2k})ex(n,C4​,C2k​), gives ex(n,C2l,C2k)=Θ(nl)\mathrm{ex}(n,C_{2l},C_{2k})=\Theta(n^l)ex(n,C2l​,C2k​)=Θ(nl) for all k,l≥2k,l\ge2k,l≥2. The one exception is the lower bound at k=2k=2k=2, which comes from the Erdős–Rényi polarity graph. This answers the Solymosi–Wong question in the negative: forbidding one even cycle allows many more copies of a shorter or longer even cycle than forbidding all short cycles does. The codegree method of the upper bound, which bounds N(C2l,G)\mathcal N(C_{2l},G)N(C2l​,G) by sums of f2f^2f2 and controls those sums through C4C_4C4​-counts and paths of length two, is reused in the paper's later results on graphs of given girth (Theorem 14).

On the formal side, none of these results is formalized in Lean. Mathlib has copyCount, cycleGraph and edge-extremal numbers, but no generalized Turán numbers, no Erdős–Gallai circumference theorem and no Bondy–Simonovits theorem. The mission produces:

  • machine-checked exact counts of cycles in complete bipartite graphs and blow-ups;
  • a formal Erdős–Gallai circumference bound;
  • the codegree inequalities that turn local degree information into cycle counts.

The paper's printed version of the Erdős–Gallai bound, (k−1)n/2(k-1)n/2(k−1)n/2, is incorrect. The mission states the bound k(n−1)/2k(n-1)/2k(n−1)/2 that Erdős and Gallai proved, which is all the argument needs.

Difficulty

The two lower bounds are explicit counts. The difficulty there is combinatorial bookkeeping in Lean. One task is matching unlabelled copies (copyCount) with the (l!)2/(2l)(l!)^2/(2l)(l!)2/(2l) Hamiltonian cycles of Kl,lK_{l,l}Kl,l​. The other is showing that the blow-up contains no cycle other than 4-cycles and full 2l2l2l-cycles, so that its 2l2l2l-cycles are exactly one choice per class.

The upper bound rests on two classical theorems that are absent from Mathlib:

  • the Erdős–Gallai circumference theorem (behind Claim 1);
  • Theorem 11's upper bound on the number of C4C_4C4​'s in a C2kC_{2k}C2k​-free graph (behind (1)), which in turn uses Bondy–Simonovits.

Without (1) one has only (f2)≤f2\binom{f}{2}\le f^2(2f​)≤f2 and no control of ∑f2\sum f^2∑f2. Without Claim 1 the chained sums in (3) are not bounded by (2k−2)n(2k-2)n(2k−2)n per step. The naive estimate, which bounds each f(vj,vj+1)f(v_j,v_{j+1})f(vj​,vj+1​) by the maximum codegree, does not work: in a C2kC_{2k}C2k​-free graph a single codegree can be of order nnn, and that only gives O(nl+1)O(n^{l+1})O(nl+1).

Formalization scope

Graphs are SimpleGraph (Fin n). Cycles are Mathlib's cycleGraph. N(H,G)\mathcal N(H,G)N(H,G) is G.copyCount H, the number of unlabelled copies (not labelledCopyCount, which is ∣Aut H∣|\mathrm{Aut}\,H|∣AutH∣ times larger). ex(n,H,CA)\mathrm{ex}(n,H,\mathcal C_A)ex(n,H,CA​) is exCyc n H A, an sSup over CA\mathcal C_ACA​-free graphs on Fin n. The underlying set is finite and contains 000, from the empty graph, so the value is an attained maximum and not a junk sSup.

Each (1+o(1))(1+o(1))(1+o(1)) is a function ε:N→R\varepsilon:\mathbb N\to\mathbb Rε:N→R with ε(n)→0\varepsilon(n)\to0ε(n)→0, depending only on kkk and lll and chosen before nnn, with the bound holding for all large nnn. Sums over a≠ba\neq ba=b are over unordered pairs (Sym2 off the diagonal). With ordered pairs every constant would change by a factor of two, and (2) would be false. Tuples of distinct vertices are embeddings Fin l ↪ V, with indices mod lll. (k−1)l(k-1)_l(k−1)l​ is Nat.descFactorial (k - 1) l.

Hypotheses added relative to the page:

  • k≥2k\ge2k≥2 in Theorem 2, which fails for forests when k≤1k\le1k≤1;
  • n≥k−1n\ge k-1n≥k−1 for Kk−1,n−k+1K_{k-1,n-k+1}Kk−1,n−k+1​;
  • n≥2ln\ge 2ln≥2l for the blow-up count.

Theorem 2 states the corrected bound 2∣E∣≤k(n−1)2|E|\le k(n-1)2∣E∣≤k(n−1).

The following do not count as the goal: a one-sided goal with only the upper or only the lower bound; a version with labelled copies; a constant or ε\varepsilonε that depends on nnn or on the graph; and a single unified parameter range.

A complete development needs:

  • exact cycle counts in Ka,bK_{a,b}Ka,b​;
  • the cycle structure of a subdivided multi-cycle;
  • the Erdős–Gallai circumference theorem;
  • Theorem 11's upper bound, and with it Bondy–Simonovits;
  • the double-counting identities for codegrees.

The Erdős–Gallai theorem, Bondy–Simonovits and the codegree identities are reusable well beyond this mission, and contributions of any of them are welcome.

Selected references

  • D. Gerbner, E. Győri, A. Methuku, M. Vizer, Generalized Turán problems for even cycles, J. Combin. Theory Ser. B 145 (2020); preprint arXiv:1712.07079v3. https://arxiv.org/abs/1712.07079 , https://doi.org/10.1016/j.jctb.2020.05.005
  • P. Erdős, T. Gallai, On maximal paths and circuits of graphs, Acta Math. Acad. Sci. Hungar. 10 (1959), 337–356. https://doi.org/10.1007/BF02024498
  • J. A. Bondy, M. Simonovits, Cycles of even length in graphs, J. Combin. Theory Ser. B 16 (1974), 97–105. https://doi.org/10.1016/0095-8956(74)90052-5
  • N. Alon, C. Shikhelman, Many T copies in H-free graphs, J. Combin. Theory Ser. B 121 (2016), 146–172. https://doi.org/10.1016/j.jctb.2016.03.004
  • L. Gishboliner, A. Shapira, A generalized Turán problem and its applications, Int. Math. Res. Not. IMRN (2020). https://arxiv.org/abs/1712.00831
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CombinatoricsGraph Theory·Captain: mikedeng1

Generalized Turán Problems for Even Cycles 5: The Maximum Number of (2l+1)-Cycles in a Graph with No Cycle of Length 3, …, 2l or 2k Is Ω(n^{1+1/(2k+1)}) and O(n^{1+l/(l+1)})Research Paper

Why count cycles under a girth constraint?

An extremal graph question asks how many copies of one pattern can occur when other patterns are forbidden. When the counted pattern is a cycle, the answer depends strongly on which shorter cycles may occur. Excluding only an even cycle and excluding all cycles up to a given length are different constraints. The latter imposes a girth condition, meaning that nearby vertices cannot be connected by the many short alternative routes that otherwise create small cycles. For odd cycles, this makes a direct application of ordinary edge-count bounds inadequate: many graphs with relatively few edges can still arrange those edges into many copies of a fixed cycle.

Gerbner, Győri, Methuku and Vizer study generalized Turán numbers for cycles and paths. Their Theorem 17 bounds the number of copies of a particular odd cycle when every cycle of lengths 333 through 2l2l2l, and one further even cycle of length 2k2k2k, is forbidden. The lower and upper exponents differ; the theorem supplies a nontrivial interval for the possible growth rate rather than an exact asymptotic formula. The preprint, Theorem 17 is the source used here; its printed page numbers agree with its PDF pages.

Graphs, copies, and forbidden families

Write CaC_aCa​ for the simple cycle on aaa vertices. For a set AAA of integers at least 333, let CA={Ca:a∈A}\mathcal C_A=\{C_a:a\in A\}CA​={Ca​:a∈A}. A graph GGG is CA\mathcal C_ACA​-free if no member of the family occurs as a subgraph of GGG. The copies need not be induced: an extra edge between vertices of a copy does not erase that copy. When A={3,…,t}A=\{3,\ldots,t\}A={3,…,t}, write Ct\mathcal C_tCt​ for this family. Thus C2l∪{C2k}\mathcal C_{2l}\cup\{C_{2k}\}C2l​∪{C2k​} excludes every cycle of length from 333 to 2l2l2l and also excludes the single cycle C2kC_{2k}C2k​. This notation follows §1 of the paper.

For graphs HHH and GGG, let N(H,G)\mathcal N(H,G)N(H,G) be the number of unlabelled copies of HHH in GGG: subgraphs of GGG isomorphic to HHH, counted once each. The generalized Turán number is

ex⁡(n,H,CA)=max⁡{N(H,G):∣V(G)∣=n, G is CA-free}.\operatorname{ex}(n,H,\mathcal C_A) =\max\{\mathcal N(H,G): |V(G)|=n,\ G\text{ is }\mathcal C_A\text{-free}\}.ex(n,H,CA​)=max{N(H,G):∣V(G)∣=n, G is CA​-free}.

The graph with no edges is eligible for the forbidden families in this mission, and the finite vertex set makes the maximum well defined. For a vertex vvv and integer i≥0i\ge0i≥0, Ni(v)N_i(v)Ni​(v) is the set of vertices whose graph distance from vvv is exactly iii. Vertices in another connected component lie in no Ni(v)N_i(v)Ni​(v) with finite iii.

The lower-bound milestone also uses a hypergraph, a set of hyperedges that are subsets of a common vertex set. It is rrr-uniform when every hyperedge has exactly rrr vertices. A Berge cycle of length jjj alternates jjj distinct vertices and jjj distinct hyperedges; consecutive vertices lie in their connecting hyperedge. Hypergraph girth at least sss means that no Berge cycle has length less than sss. These definitions are used in Theorem 29 and §6.2.

Formalization targets

Fix integers k>l≥2k>l\ge2k>l≥2. The goal is the two-sided statement of Theorem 17, p. 7:

ex⁡(n,C2l+1,C2l∪{C2k})=Ω(n1+1/(2k+1)),\operatorname{ex}(n,C_{2l+1},\mathcal C_{2l}\cup\{C_{2k}\}) =\Omega\bigl(n^{1+1/(2k+1)}\bigr),ex(n,C2l+1​,C2l​∪{C2k​})=Ω(n1+1/(2k+1)), ex⁡(n,C2l+1,C2l∪{C2k})=O(n1+l/(l+1)).\operatorname{ex}(n,C_{2l+1},\mathcal C_{2l}\cup\{C_{2k}\}) =O\bigl(n^{1+l/(l+1)}\bigr).ex(n,C2l+1​,C2l​∪{C2k​})=O(n1+l/(l+1)).

Both estimates concern n→∞n\to\inftyn→∞ with kkk and lll fixed. The paper does not claim that either exponent is optimal for every pair (k,l)(k,l)(k,l), and these formulas should not be read as an equality of growth rates.

The milestones record the source statements needed on the two sides. Theorem 29 gives rrr-uniform hypergraphs of prescribed Berge girth with at least n1+1/sn^{1+1/s}n1+1/s hyperedges. The lower-bound paragraph of §6.2 turns such hypergraphs into graphs with many C2l+1C_{2l+1}C2l+1​ copies. Lemma 27 bounds the edges of a graph under a path-restricting partition condition. The local layer identity and Claim 18 control edges in the distance layers Nl(v)N_l(v)Nl​(v) and Nl+1(v)N_{l+1}(v)Nl+1​(v). The final milestone is the low-cycle-vertex conclusion from the paper's deletion passage on p. 28.

What the result provides

The upper exponent 1+l/(l+1)1+l/(l+1)1+l/(l+1) is strictly below 222, so the theorem rules out quadratic growth for this generalized Turán number under the stated forbidden family. The lower exponent 1+1/(2k+1)1+1/(2k+1)1+1/(2k+1) shows that the number of permitted odd cycles nevertheless grows faster than linearly. Together they locate the problem between two explicit power laws. These statements belong to a wider set of cycle-count results in the paper, where changing the forbidden family or the parity of its extra cycle changes the resulting bounds; see Theorems 17 and 18.

The paper proves these bounds. The work here is to state its objects and claims so that Lean can check future proofs: the maximum over admissible graphs, unlabelled cycle counts, Berge-cycle girth, and graph distance layers. The present proposal supplies proof targets; their Lean declarations have placeholders for proofs. The finite graph and hypergraph definitions can also serve later formalizations of generalized Turán and girth questions. The exact growth rate between the two exponents is left open by this theorem.

Where the proof is difficult

Counting cycles from an ordinary upper bound on the number of edges loses the relation between a cycle and its position around a vertex. The no-short-cycle condition constrains individual distance layers, but a layer can still contain edges that close a C2l+1C_{2l+1}C2l+1​. Controlling those edges uniformly across all graphs and vertices is the central issue in the upper bound. A bound with a constant chosen after seeing the graph would say little about the asymptotic maximum; Claim 18 instead requires a constant depending only on kkk and lll. The lower side has a different requirement: the construction must preserve both the abundance of odd cycles and every exclusion in C2l∪{C2k}\mathcal C_{2l}\cup\{C_{2k}\}C2l​∪{C2k​}. The precise assertions are in §6.2, pp. 27–28.

Formalization scope

Graphs on nnn vertices are represented as simple graphs on Fin⁡(n)\operatorname{Fin}(n)Fin(n), and CaC_aCa​ is Mathlib's cycle graph. A copy is a subgraph isomorphic to CaC_aCa​, counted without labels. The extremal number is the supremum of its finite, nonempty set of attainable natural-number counts; in this setting that supremum is the paper's maximum. Distance layers use extended graph distance, which assigns unreachable pairs infinity. The family of forbidden lengths is exactly {3,…,2l}∪{2k}\{3,\ldots,2l\}\cup\{2k\}{3,…,2l}∪{2k}; it does not omit any short cycle.

The hypergraph representation is a finite set of distinct finite vertex sets. Berge-cycle existence requires injective lists of vertices and hyperedges, and girth at least sss is expressed by absence of lengths 222 through s−1s-1s−1 rather than a numerical infimum with an exceptional value on acyclic hypergraphs. Theorem 29's threshold is chosen after r,sr,sr,s and before nnn. Claim 18's constant is chosen after k,lk,lk,l and before the graph or vertex. The upper and lower asymptotic bounds are both present, with real exponents; neither is replaced by a one-sided or purely existential statement.

Lemma 27 is given with the explicit m∣V(G)∣m|V(G)|m∣V(G)∣ edge bound from its proof, uniform in the number of partition classes. The final deletion milestone uses an existential constant D(k,l)D(k,l)D(k,l) because the page mixes several powers of its intermediate constant ccc; this is recorded in the accompanying audit notes. A complete proof development needs Mathlib's simple-graph copies, paths, graph metric, finite-set counting, and asymptotic notation, plus the hypergraph interface defined for this mission. Proofs of the goal and any of these milestones are welcome.

Selected references

  • D. Gerbner, E. Győri, A. Methuku, and M. Vizer, Generalized Turán problems for even cycles, Journal of Combinatorial Theory, Series B, 2020. arXiv:1712.07079v3; DOI: 10.1016/j.jctb.2020.05.005.
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CombinatoricsGraph Theory·Captain: mikedeng1

Cycle Lengths in Expanding Graphs 3: For 0 < β < 1/20, Every β-Graph on n Vertices Has a Cycle of Every Length from O(1/log(1/β))·log n to (1−O(β))·nResearch Paper

Motivation

Which cycle lengths a graph must contain is a classical question of extremal graph theory. A graph on nnn vertices is pancyclic if it has cycles of every length from 333 to nnn; Bondy's meta-conjecture (Bondy 1971) and a long line of results ask which density or expansion conditions force pancyclicity or, more modestly, force the set of cycle lengths to contain a long interval. For sparse graphs, expansion is the natural hypothesis: random graphs and explicit expanders are sparse, yet very well connected.

Friedman and Krivelevich, Cycle lengths in expanding graphs (arXiv:1912.11011v2; Combinatorica 41, 2021), study two expansion conditions. For the usual vertex expanders they show that cycle lengths are numerous and well spread, but they also note that an expander need not contain any interval of cycle lengths of non-trivial length. Section 4 of the paper therefore introduces a different, two-set expansion condition, the β-graph, and shows that it does force a complete interval of cycle lengths of length linear in nnn. This mission formalizes that result, Theorem 3.

Timeline.

  • Friedman and Pippenger (1987) proved that graphs with strong vertex expansion contain every bounded-degree tree of a given size.
  • Haxell (2001) generalized that embedding theorem to expansion conditions on sets up to twice a threshold; the form used here is the one stated by Balogh, Csaba, Pei and Samotij (2010).
  • Hefetz, Krivelevich and Szabó (2009) proved that for large nnn and β=O(log⁡log⁡n/log⁡n)\beta = O(\log\log n/\log n)β=O(loglogn/logn), every β-graph on nnn vertices has a cycle of every length ℓ\ellℓ with 8βnlog⁡nlog⁡log⁡n≤ℓ≤(1−3β)n\frac{8\beta n\log n}{\log\log n}\le\ell\le(1-3\beta)nloglogn8βnlogn​≤ℓ≤(1−3β)n, and conjectured that the lower end can be improved to clog⁡n/log⁡(1/β)c\log n/\log(1/\beta)clogn/log(1/β).
  • Friedman and Krivelevich (2019 preprint, 2021 journal) proved this for every fixed β<1/20\beta<1/20β<1/20, with the upper end (1−O(β))n(1-O(\beta))n(1−O(β))n (Theorem 3).

Setting

All graphs are finite and simple. For a graph G=(V,E)G=(V,E)G=(V,E) and a vertex set U⊆VU\subseteq VU⊆V, the external neighborhood of UUU is

NG(U)={v∈V∖U:v has a neighbor in U}.N_G(U)=\{v\in V\setminus U : v\text{ has a neighbor in }U\}.NG​(U)={v∈V∖U:v has a neighbor in U}.

Let GGG have nnn vertices and let β>0\beta>0β>0. GGG is a β-graph if every two disjoint vertex sets A,B⊆VA,B\subseteq VA,B⊆V with ∣A∣,∣B∣≥βn|A|,|B|\ge\beta n∣A∣,∣B∣≥βn are joined by an edge. For n≥1n\ge1n≥1, the complete graph is a β-graph for every β>0\beta>0β>0; when βn≤1\beta n\le 1βn≤1, only the complete graph is. No graph on zero vertices is a β-graph.

The set of cycle lengths of GGG is L(G)={ℓ:G contains a cycle of length ℓ}L(G)=\{\ell : G\text{ contains a cycle of length }\ell\}L(G)={ℓ:G contains a cycle of length ℓ}. A cycle of length ℓ\ellℓ has ℓ≥3\ell\ge3ℓ≥3 distinct vertices.

The proof works with the tree Tk,t,pT_{k,t,p}Tk,t,p​: two complete kkk-ary trees of depth ttt (every internal vertex has kkk children, every leaf is at distance ttt from the root) whose roots are joined by a path of length ppp. A graph contains a copy of a tree TTT if there is an injective map from the vertices of TTT to those of GGG sending edges to edges.

Logarithms are to base 222.

Formalization targets

Goal: Theorem 3 (p. 3, restated p. 15)

For every 0<β<1200<\beta<\frac{1}{20}0<β<201​ there exist positive constants b1=O(1log⁡(1/β))b_1=O\bigl(\frac{1}{\log(1/\beta)}\bigr)b1​=O(log(1/β)1​) and b2=O(β)b_2=O(\beta)b2​=O(β) such that every β-graph GGG on nnn vertices satisfies

{ℓ∈Z:b1log⁡n≤ℓ≤(1−b2)n}⊆L(G).\{\ell\in\mathbb Z : b_1\log n\le\ell\le(1-b_2)n\}\subseteq L(G).{ℓ∈Z:b1​logn≤ℓ≤(1−b2​)n}⊆L(G).

The goal fixes the shape of the bound, not its constants: the proof's choice is b1=25/log⁡(1/β)b_1=25/\log(1/\beta)b1​=25/log(1/β), and b2b_2b2​ is a multiple of β\betaβ. As β→0\beta\to0β→0 the interval widens towards [O(log⁡n/log⁡(1/β)), (1−O(β))n][O(\log n/\log(1/\beta)),\,(1-O(\beta))n][O(logn/log(1/β)),(1−O(β))n]. The upper end (1−O(β))n(1-O(\beta))n(1−O(β))n is tight up to the constant: the disjoint union of Kn+1−βnK_{n+1-\beta n}Kn+1−βn​ with βn−1\beta n-1βn−1 isolated vertices is a β-graph.

Milestones

In the order of the proof (pp. 15–18):

  1. Lemma 4.1 (p. 15): every β-graph contains an induced subgraph HHH on at least (1−β)n(1-\beta)n(1−β)n vertices with ∣NH(U)∣≥1−3β2β∣U∣|N_H(U)|\ge\frac{1-3\beta}{2\beta}|U|∣NH​(U)∣≥2β1−3β​∣U∣ for all ∣U∣≤βn|U|\le\beta n∣U∣≤βn.
  2. Large sets in HHH (p. 16): ∣NH(U)∣>(1−4β)n|N_H(U)|>(1-4\beta)n∣NH​(U)∣>(1−4β)n whenever βn≤∣U∣≤2βn\beta n\le|U|\le2\beta nβn≤∣U∣≤2βn.
  3. Theorem 4.1 (Haxell, p. 16): expansion d∣U∣+1d|U|+1d∣U∣+1 on sets of size at most mmm and d∣U∣+Md|U|+Md∣U∣+M on sets of size in (m,2m](m,2m](m,2m] forces every tree with MMM vertices and maximum degree at most ddd.
  4. Cycle from a tree (p. 16): a copy of Tk,t,ℓ−2t−1T_{k,t,\ell-2t-1}Tk,t,ℓ−2t−1​ with k≥2k\ge2k≥2 and kt≥βnk^t\ge\beta nkt≥βn in a β-graph yields a cycle of length ℓ\ellℓ.
  5. Condition 1 of Theorem 4.1 for d=⌊1/(4β)⌋+1d=\lfloor1/(4\beta)\rfloor+1d=⌊1/(4β)⌋+1 (p. 17) and for d=3d=3d=3 (p. 18).
  6. The arithmetic of p. 17: 2⌈log⁡(βn)⌉+1<(12−10β)n2\lceil\log(\beta n)\rceil+1<(\frac12-10\beta)n2⌈log(βn)⌉+1<(21​−10β)n and 25log⁡(1/β)log⁡n≥2⌈log⁡k(βn)⌉+1\frac{25}{\log(1/\beta)}\log n\ge2\lceil\log_k(\beta n)\rceil+1log(1/β)25​logn≥2⌈logk​(βn)⌉+1 for large nnn.

Significance

The result. Theorem 3 proves the conjecture of Hefetz, Krivelevich and Szabó in a stronger form: β may be any constant below 1/201/201/20 instead of tending to zero with nnn, and the lower end O(log⁡n/log⁡(1/β))O(\log n/\log(1/\beta))O(logn/log(1/β)) is of optimal order. Since spectral expanders satisfy the β-graph condition (by the expander mixing lemma an (n,d,λ)(n,d,\lambda)(n,d,λ)-graph with d/∣λ∣≥1/β2d/|\lambda|\ge1/\beta^2d/∣λ∣≥1/β2 is a β-graph), the theorem gives long intervals of cycle lengths in pseudo-random graphs. The method, embedding two large trees joined by a path and closing the cycle across their leaf sets, is a template for producing cycles of prescribed length in expanding graphs.

Formalizing it. The result is proved on paper. As far as the platform's records show, none of it is formalized: Mathlib has trees, walks, cycles and graph copies, but no tree-embedding theorem for expanders and no result on cycle lengths of this kind. The main piece of new infrastructure is Haxell's theorem (milestone 3), which the paper cites without proof. Its proof (in Haxell's paper and in Balogh–Csaba–Pei–Samotij) is a few pages of inductive embedding with a Hall-type invariant. A formal proof of Theorem 4.1 would be reusable for any embedding argument for bounded-degree trees, for example in Ramsey and size-Ramsey problems for trees and paths. The printed proof also has a rounding gap (below), so the formal proof will have to settle a slightly different argument from the printed one.

Difficulty

The β-graph condition only speaks about pairs of large sets, while cycles are built edge by edge, so short and long cycles both need a mechanism. The obvious approach, finding a long path and then shortcutting it, does not control which lengths occur. The proof instead needs a robust embedding theorem for trees with about 2βn2\beta n2βn leaves inside a subgraph with good expansion of small sets, and that is Theorem 4.1, a deep result.

A second difficulty is quantitative. In the printed verification of claims (1) and (2) on p. 17, a complete kkk-ary tree of depth t=⌈log⁡k(βn)⌉t=\lceil\log_k(\beta n)\rceilt=⌈logk​(βn)⌉ is counted as having about kβn/(k−1)k\beta n/(k-1)kβn/(k−1) vertices, as if kt=βnk^t=\beta nkt=βn exactly. In fact ktk^tkt can be almost kβnk\beta nkβn, and for claim (2) the honest count only covers ℓ≤(1−18β)n\ell\le(1-18\beta)nℓ≤(1−18β)n rather than (1−14β)n(1-14\beta)n(1−14β)n. For k=⌊1/(4β)⌋k=\lfloor1/(4\beta)\rfloork=⌊1/(4β)⌋ the gap is larger. Theorem 3 is unaffected, because its constants are only O(⋅)O(\cdot)O(⋅) and pruning the trees to ⌈βn⌉\lceil\beta n\rceil⌈βn⌉ leaves repairs the count. But a solver following the printed proof will need to repair that step. The two claims are therefore not posed as milestones.

Formalization scope

Graphs on nnn vertices are SimpleGraph (Fin n). Vertex sets are Set with Set.ncard, and every inequality involving β, a logarithm or nnn is stated in ℝ after casting. Logarithms are Real.logb 2. Cycles are Mathlib's Walk.IsCycle, so every cycle length is at least 333. "Contains a copy" is SimpleGraph.IsContained (injective and edge-preserving, not induced). The subgraph G′=HG'=HG′=H of Lemma 4.1 is the induced subgraph on a set SSS, with NH(U)=NG(U)∩SN_H(U)=N_G(U)\cap SNH​(U)=NG​(U)∩S. The tree Tk,t,pT_{k,t,p}Tk,t,p​ is defined on words of length at most ttt over {0,…,k−1}\{0,\dots,k-1\}{0,…,k−1} (two tagged copies) plus p−1p-1p−1 path vertices.

Conventions of the goal:

  • O(⋅)O(\cdot)O(⋅): one absolute constant K>0K>0K>0 is quantified before β, with b1≤K/log⁡2(1/β)b_1\le K/\log_2(1/\beta)b1​≤K/log2​(1/β) and b2≤Kβb_2\le K\betab2​≤Kβ. A constant chosen after β would make the O(⋅)O(\cdot)O(⋅) claims empty, so that encoding is ruled out. Since β<1/20\beta<1/20β<1/20, log⁡2(1/β)>4\log_2(1/\beta)>4log2​(1/β)>4 and the division is by a positive number.
  • Threshold: the statement holds for n≥n0n\ge n_0n≥n0​ with n0n_0n0​ depending on β only. This is a disclosed, necessary addition: without it the interval contains ℓ=2\ell=2ℓ=2 at n=3n=3n=3 for small β, and no graph has a cycle of length 222.
  • Every integer in the interval is a cycle length, not some integer.
  • A cycle is a genuine cycle, not a closed walk.

Infrastructure needed: Haxell's theorem (reusable well beyond this mission), counting leaves and vertices of complete kkk-ary trees, and turning an embedded Tk,t,pT_{k,t,p}Tk,t,p​ plus one edge into a Walk.IsCycle. Contributions to any milestone are welcome, in particular a proof of Theorem 4.1 and a repaired version of claims (1) and (2) with pruned trees.

Selected references

  • L. Friedman and M. Krivelevich, Cycle lengths in expanding graphs, Combinatorica 41 (2021). arXiv:1912.11011v2. https://arxiv.org/abs/1912.11011v2, https://doi.org/10.1007/s00493-020-4434-0
  • P. E. Haxell, Tree embeddings, Journal of Graph Theory 36 (2001), 121–130. https://doi.org/10.1002/1097-0118(200103)36:3<121::AID-JGT1000>3.0.CO;2-U
  • J. Friedman and N. Pippenger, Expanding graphs contain all small trees, Combinatorica 7 (1987), 71–76. https://doi.org/10.1007/BF02579202
  • J. Balogh, B. Csaba, M. Pei and W. Samotij, Large bounded degree trees in expanding graphs, Electronic Journal of Combinatorics 17 (2010), R6. https://doi.org/10.37236/279
  • J. A. Bondy, Pancyclic graphs I, Journal of Combinatorial Theory, Ser. B 11 (1971), 80–84. https://doi.org/10.1016/0095-8956(71)90016-5
  • D. Hefetz, M. Krivelevich and T. Szabó, Hamilton cycles in highly connected and expanding graphs, Combinatorica 29 (2009), 547–568. https://doi.org/10.1007/s00493-009-2362-1
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Machine LearningReinforcement LearningStatistics·Captain: mikedeng1

The Statistical Complexity of Interactive Decision Making III: E2D with Hellinger Confidence Sets Has Regret at Most Σ_t sup dec_γ(M_εt(M̄), M̄) + γ·Est_H(T,δ)Research Paper

Motivation

Interactive decision making covers bandits, contextual bandits and reinforcement learning: a learner repeatedly chooses a decision, observes a reward and an observation drawn from an unknown model, and tries to accumulate nearly as much reward as the best decision for that model. Foster, Kakade, Qian and Rakhlin (arXiv:2112.13487) introduced the Decision-Estimation Coefficient (DEC), a single quantity that gives lower bounds on the regret of every algorithm and, through the Estimation-to-Decisions (E2D) meta-algorithm, matching upper bounds. This mission formalizes the upper-bound side in its strongest form: E2D run with Hellinger confidence sets (Option II of Algorithm 1) has regret controlled by the localized DEC, the same quantity that appears in the paper's lower bounds (Theorems 3.1 and 3.2).

The basic E2D guarantee (33) in terms of the global DEC is already posed on Prove2Me as an open goal (FoundationsRL.GeneralDM.e2d_general_regret_bound_v2, the restatement in Foster and Rakhlin's lecture notes, arXiv:2312.16730, Proposition 26). It is not posed again here.

Setting

A decision space Π\PiΠ is a finite set. An outcome y=(r,o)y = (r, o)y=(r,o) consists of a reward and an observation and ranges over a finite set YYY, and rew(y)∈[0,1]\mathrm{rew}(y) \in [0,1]rew(y)∈[0,1] is its reward. A model MMM assigns to every decision π\piπ a probability distribution M(π)M(\pi)M(π) on YYY. Its mean reward is fM(π)=Ey∼M(π)[rew(y)]f^M(\pi) = \mathbb E_{y\sim M(\pi)}[\mathrm{rew}(y)]fM(π)=Ey∼M(π)​[rew(y)], and πM\pi_MπM​ is a decision maximizing fMf^MfM. The learner knows a model class M\mathcal MM that contains the true model M⋆M^\starM⋆. At round ttt it plays a distribution p(t)p^{(t)}p(t) on Π\PiΠ, and its regret is

RegDM=∑t=1TEπ∼p(t)[fM⋆(πM⋆)−fM⋆(π)].\mathrm{Reg}_{\mathrm{DM}} = \sum_{t=1}^T \mathbb E_{\pi\sim p^{(t)}}\big[f^{M^\star}(\pi_{M^\star}) - f^{M^\star}(\pi)\big].RegDM​=t=1∑T​Eπ∼p(t)​[fM⋆(πM⋆​)−fM⋆(π)].

Write DH2(P,Q)=∑y(P(y)−Q(y))2D^2_{\mathrm H}(P,Q) = \sum_y (\sqrt{P(y)} - \sqrt{Q(y)})^2DH2​(P,Q)=∑y​(P(y)​−Q(y)​)2 for the squared Hellinger distance. For a reference model Mˉ\bar MMˉ and γ>0\gamma > 0γ>0 the DEC is

decγ(M,Mˉ)=inf⁡p∈Δ(Π)sup⁡M∈MEπ∼p[fM(πM)−fM(π)−γ DH2(M(π),Mˉ(π))].\mathrm{dec}_\gamma(\mathcal M, \bar M) = \inf_{p\in\Delta(\Pi)} \sup_{M\in\mathcal M} \mathbb E_{\pi\sim p}\big[f^M(\pi_M) - f^M(\pi) - \gamma\, D^2_{\mathrm H}(M(\pi), \bar M(\pi))\big].decγ​(M,Mˉ)=p∈Δ(Π)inf​M∈Msup​Eπ∼p​[fM(πM​)−fM(π)−γDH2​(M(π),Mˉ(π))].

The localized class Mε(Mˉ)={M∈M:fMˉ(πMˉ)≥fM(πM)−ε}\mathcal M_\varepsilon(\bar M) = \{M\in\mathcal M : f^{\bar M}(\pi_{\bar M}) \ge f^M(\pi_M) - \varepsilon\}Mε​(Mˉ)={M∈M:fMˉ(πMˉ​)≥fM(πM​)−ε} keeps only the models whose optimal value exceeds that of Mˉ\bar MMˉ by at most ε\varepsilonε.

E2D with Option II receives at each round an estimate M^(t)\widehat M^{(t)}M(t) from an online estimation oracle. It keeps the confidence set M(t)\mathcal M^{(t)}M(t) of models whose accumulated Hellinger error against past estimates, ∑i<tEπ∼p(i)[DH2(M(π),M^(i)(π))]\sum_{i<t}\mathbb E_{\pi\sim p^{(i)}}[D^2_{\mathrm H}(M(\pi), \widehat M^{(i)}(\pi))]∑i<t​Eπ∼p(i)​[DH2​(M(π),M(i)(π))], is at most R2R^2R2. It plays a minimizer p(t)p^{(t)}p(t) of the DEC problem over M(t)\mathcal M^{(t)}M(t) at M^(t)\widehat M^{(t)}M(t). Assumption D.1 asks that, with probability 1−δ1-\delta1−δ, the oracle's Hellinger error on the rounds where M⋆∈M(t)M^\star \in \mathcal M^{(t)}M⋆∈M(t) is at most a known bound Est~H(T,δ)\widetilde{\mathrm{Est}}_{\mathrm H}(T,\delta)EstH​(T,δ). It also asks that M^(t)∈co(M(t))\widehat M^{(t)} \in \mathrm{co}(\mathcal M^{(t)})M(t)∈co(M(t)).

Formalization targets

Goal: Theorem 4.1, (35) (in the form (137) of Theorem 4.1a)

With R2=Est~H(T,δ)R^2 = \widetilde{\mathrm{Est}}_{\mathrm H}(T,\delta)R2=EstH​(T,δ), rewards in [0,1][0,1][0,1] and γ>0\gamma > 0γ>0, with probability at least 1−δ1-\delta1−δ,

RegDM≤∑t=1Tsup⁡Mˉ∈co(M)decγ(Mεt(Mˉ),Mˉ)+γ Est~H(T,δ),\mathrm{Reg}_{\mathrm{DM}} \le \sum_{t=1}^T \sup_{\bar M\in\mathrm{co}(\mathcal M)} \mathrm{dec}_\gamma\big(\mathcal M_{\varepsilon_t}(\bar M), \bar M\big) + \gamma\, \widetilde{\mathrm{Est}}_{\mathrm H}(T,\delta),RegDM​≤t=1∑T​Mˉ∈co(M)sup​decγ​(Mεt​​(Mˉ),Mˉ)+γEstH​(T,δ), εt=6γtEst~H(T,δ)+sup⁡Mˉ∈co(M)decγ(M,Mˉ)+(2γ)−1.\varepsilon_t = 6\frac{\gamma}{t}\widetilde{\mathrm{Est}}_{\mathrm H}(T,\delta) + \sup_{\bar M\in\mathrm{co}(\mathcal M)}\mathrm{dec}_\gamma(\mathcal M,\bar M) + (2\gamma)^{-1}.εt​=6tγ​EstH​(T,δ)+Mˉ∈co(M)sup​decγ​(M,Mˉ)+(2γ)−1.

Milestones (the steps of the proof in App. D.1)

  1. (138): the per-round step. At a minimizer p(t)p^{(t)}p(t), the instantaneous regret minus γ\gammaγ times the Hellinger error of M⋆M^\starM⋆ is at most decγ(M(t),M^(t))\mathrm{dec}_\gamma(\mathcal M^{(t)}, \widehat M^{(t)})decγ​(M(t),M(t)).
  2. Lemma D.1: on the event of Assumption D.1, M⋆∈M(t)M^\star \in \mathcal M^{(t)}M⋆∈M(t) for every ttt, and the total Hellinger error is at most Est~H(T,δ)\widetilde{\mathrm{Est}}_{\mathrm H}(T,\delta)EstH​(T,δ).
  3. Lemma D.2: if M∈M(i)M\in\mathcal M^{(i)}M∈M(i) for all i≤ti\le ti≤t, then for any model Mˉ\bar MMˉ, fM(πM)−fMˉ(πMˉ)f^M(\pi_M) - f^{\bar M}(\pi_{\bar M})fM(πM​)−fMˉ(πMˉ​) is bounded by (2γ)−1(2\gamma)^{-1}(2γ)−1 plus the average over i≤ti\le ti≤t of the DEC values and Hellinger errors.
  4. Containment: M(t)⊆Mεt(M^(t))\mathcal M^{(t)} \subseteq \mathcal M_{\varepsilon_t}(\widehat M^{(t)})M(t)⊆Mεt​​(M(t)) for every round, with the radius derived on p. 99 using 2sup⁡dec2\sup\mathrm{dec}2supdec.

Companion results

  • Theorem 4.3, (47): E2D for a general divergence D≥0D \ge 0D≥0 and randomized estimators ν(t)\nu^{(t)}ν(t) satisfies RegDM≤sup⁡ν∈Δ(M^)decγD(M,ν)⋅T+γ EstD\mathrm{Reg}_{\mathrm{DM}} \le \sup_{\nu\in\Delta(\widehat{\mathcal M})}\mathrm{dec}^D_\gamma(\mathcal M,\nu)\cdot T + \gamma\,\mathrm{Est}_DRegDM​≤supν∈Δ(M)​decγD​(M,ν)⋅T+γEstD​ almost surely. With D=DH2D = D^2_{\mathrm H}D=DH2​ and point estimates it contains (33), so it is a generalization of the open goal above, not the same statement.
  • Theorem 8.1, (87): contextual E2D with arbitrary contexts satisfies RegDM≤sup⁡xdecγD(M∣x,M^∣x)⋅T+γ EstD\mathrm{Reg}_{\mathrm{DM}} \le \sup_{x}\mathrm{dec}^D_\gamma(\mathcal M|_x, \widehat{\mathcal M}|_x)\cdot T + \gamma\,\mathrm{Est}_DRegDM​≤supx​decγD​(M∣x​,M∣x​)⋅T+γEstD​.

Significance

The bound is the paper's most general upper bound. Together with the lower bounds of §3, it shows that the localized DEC characterizes the regret of interactive decision making up to the estimation term. With an aggregating estimator satisfying M^(t)∈co(M(t))\widehat M^{(t)}\in\mathrm{co}(\mathcal M^{(t)})M(t)∈co(M(t)) (App. A.3), it recovers the finite-class guarantee of Theorem 3.3. The companions extend E2D to general divergences, randomized estimators and adversarially chosen contexts. That last setting contains SquareCB for contextual bandits.

All results of this mission are proved in the paper. None was machine-checked before. Formalizing them produces a checked reduction from decision making to estimation for finite decision and outcome spaces, stated against the published DEC and localized-class definitions, so that later bounds on the DEC of specific classes (bandits, tabular RL) can be combined with it.

Difficulty

The non-localized bound follows from the per-round step (138) by summation. The localized bound does not: the per-round DEC is taken over the confidence set M(t)\mathcal M^{(t)}M(t), and replacing it by a localized class requires that every model surviving in M(t)\mathcal M^{(t)}M(t) have optimal value close to that of the current estimate M^(t)\widehat M^{(t)}M(t). The confidence set constrains Hellinger errors against past estimates, not optimal values, and the estimate itself is in general not a member of the class. Bridging these is the content of Lemma D.2 and the containment. The first round is a boundary case: there the confidence set is the whole class, so the containment holds only if the radius ε1\varepsilon_1ε1​ is at least the full range of the rewards.

Formalization scope

  • Finite alphabets. The paper works over measurable spaces. This mission takes a finite decision set Π\PiΠ (a Fintype), a finite outcome set YYY, and models m : S → Y → ℝ with every m π a probability vector. Expectations are finite sums. Contexts in Theorem 8.1 range over an arbitrary type.
  • Published layer. Hellinger distance, fMf^MfM, regret, the DEC (decGf, and dec for the supremum over co(M)\mathrm{co}(\mathcal M)co(M)) and the localized class are the published FoundationsRL.GeneralDM definitions, referenced and not redefined.
  • Pathwise statements. A run is a realized sequence of estimates, distributions and confidence sets tied to Algorithm 1 by IsOptionIIRun (lines 7 and 8 and M^(t)∈co(M(t))\widehat M^{(t)}\in\mathrm{co}(\mathcal M^{(t)})M(t)∈co(M(t))). "With probability at least 1−δ1-\delta1−δ" becomes the hypothesis EventD1, the event of Assumption D.1. Line 8's arg min is relaxed to "certifies the minimax value from above", as Remark 4.1 permits. Rounds are 0-based, and εt\varepsilon_tεt​ is evaluated at the paper's index.
  • Added hypothesis R2≥1/12R^2 \ge 1/12R2≥1/12 in the goal and the containment. Without it the goal is false. With R2=0R^2 = 0R2=0, two decisions, two Bernoulli models and γ=10\gamma = 10γ=10, the first round has positive regret while the right side is 000. In applications Est~H(T,δ)≥2log⁡(1/δ)\widetilde{\mathrm{Est}}_{\mathrm H}(T,\delta)\ge 2\log(1/\delta)EstH​(T,δ)≥2log(1/δ).
  • Radius. The goal uses the printed theorem radius with 1⋅sup⁡dec1\cdot\sup\mathrm{dec}1⋅supdec. The containment milestone uses the p. 99 proof radius with 2⋅sup⁡dec2\cdot\sup\mathrm{dec}2⋅supdec. Averaging the DEC terms over the t−1t-1t−1 earlier rounds gives the goal's sharper factor.
  • Junk values. When a localized class is empty, its Lean DEC is 000 instead of −∞-\infty−∞, which only weakens the bound. All other suprema are over nonempty bounded sets.
  • Ruled out. Leaving the confidence sets, estimates or distributions unconstrained would make the goal false or trivial; they are tied to the algorithm by IsOptionIIRun. The open bound (33) is not restated.
  • Welcome contributions. Convexity and the triangle inequality for DH2D^2_{\mathrm H}DH2​, the bound ∣fM−fMˉ∣≤DH|f^M - f^{\bar M}| \le D_{\mathrm H}∣fM−fMˉ∣≤DH​ for rewards in [0,1][0,1][0,1], and monotonicity of decGf in the class are reusable beyond this mission.

Selected references

  • D. J. Foster, S. M. Kakade, J. Qian, A. Rakhlin, The Statistical Complexity of Interactive Decision Making, arXiv preprint, v3, 2023. https://arxiv.org/abs/2112.13487
  • D. J. Foster, A. Rakhlin, Foundations of Reinforcement Learning and Interactive Decision Making, lecture notes, 2023. https://arxiv.org/abs/2312.16730
  • D. J. Foster, A. Rakhlin, Beyond UCB: Optimal and Efficient Contextual Bandits with Regression Oracles, ICML 2020. https://arxiv.org/abs/2002.04926
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Algorithmic Game TheoryOperations Research·Captain: mikedeng1

Potential Games Are Necessary to Ensure Pure Nash Equilibria in Cost Sharing Games 1: Every Game Has a Pure Nash Equilibrium Iff the Distribution Rules Are Generalized Weighted Shapley ValuesResearch Paper

Motivation

In a cost sharing game (or, symmetrically, a revenue sharing game) self-interested players each pick a set of resources, every resource generates a welfare that depends on who uses it, and a distribution rule splits that welfare among the users. Network formation, atomic routing, coverage and distributed-control problems all fit this model (Anshelevich et al. 2004; Marden and Wierman, Distributed welfare games, 2013; see §2 of the paper). The designer controls only the distribution rule, and the first requirement on a rule is that the games it induces have a pure Nash equilibrium; without one, equilibrium-based efficiency guarantees say nothing.

Which rules guarantee equilibria? The Shapley value and its weighted and generalized-weighted versions do, because they induce potential games (Hart and Mas-Colell 1989). Chen, Roughgarden and Valiant (2010) and Marden and Wierman (Overcoming the limitations of utility design for multiagent systems, 2013) showed that, among budget-balanced rules, these are the only ones that work for every welfare function, by exhibiting one worst-case welfare function (Proposition 1 of the paper, p. 9). Marden and Wierman (Distributed welfare games) also showed that when players may choose only one resource, other budget-balanced rules can work. That left open what happens when the designer knows the welfare functions in advance, and whether dropping budget-balance enlarges the set of good rules. Gopalakrishnan, Marden and Wierman 2014 answered both questions: for any fixed set of welfare functions, with or without budget-balance, the equilibrium-guaranteeing rules are exactly generalized weighted Shapley values on suitable ground welfare functions.

Setting

Players are N={1,…,n}N=\{1,\dots,n\}N={1,…,n} with n>1n>1n>1; resources are R={r1,…,rm}R=\{r_1,\dots,r_m\}R={r1​,…,rm​} with m>1m>1m>1. A local welfare function is W:2N→RW:2^N\to\mathbb RW:2N→R and a distribution rule is f:N×2N→Rf:N\times2^N\to\mathbb Rf:N×2N→R, where f(i,S)f(i,S)f(i,S) is the share of player iii when sharing with the coalition SSS (and f(i,S)=0f(i,S)=0f(i,S)=0 for i∉Si\notin Si∈/S). Each player iii has a nonempty action set Ai⊆2R\mathcal A_i\subseteq 2^RAi​⊆2R. In an allocation aaa, the users of rrr are {a}r={i:r∈ai}\{a\}_r=\{i:r\in a_i\}{a}r​={i:r∈ai​} and player iii receives

Ui(a)=∑r∈aifWr(i,{a}r).U_i(a)=\sum_{r\in a_i}f^{W_r}\bigl(i,\{a\}_r\bigr).Ui​(a)=r∈ai​∑​fWr​(i,{a}r​).

Resources with equal welfare functions use the same rule. For a nonempty set W\mathbb WW of welfare functions, G(N,fW,W)\mathcal G(N,f^{\mathbb W},\mathbb W)G(N,fW,W) is the class of all such games with every Wr∈WW_r\in\mathbb WWr​∈W, any number of resources and any action sets. A rule is budget-balanced for WWW if ∑i∈Sf(i,S)=W(S)\sum_{i\in S}f(i,S)=W(S)∑i∈S​f(i,S)=W(S).

A weight system ω=(λ,Σ)\omega=(\lambda,\Sigma)ω=(λ,Σ) consists of positive weights λi\lambda_iλi​ and an ordered partition Σ=(S1,…,SK)\Sigma=(S_1,\dots,S_K)Σ=(S1​,…,SK​) of NNN into priority classes. For nonempty TTT, T‾=T∩Sk\overline T=T\cap S_kT=T∩Sk​ with kkk the first class meeting TTT. With the basis coefficients qTW=∑R⊆T(−1)∣T∣−∣R∣W(R)q^W_T=\sum_{R\subseteq T}(-1)^{|T|-|R|}W(R)qTW​=∑R⊆T​(−1)∣T∣−∣R∣W(R), the generalized weighted Shapley value is

fGWSVW[ω](i,S)=∑T⊆S: i∈T‾λi∑j∈T‾λj qTW.f^W_{GWSV}[\omega](i,S)=\sum_{T\subseteq S:\,i\in\overline T}\frac{\lambda_i}{\sum_{j\in\overline T}\lambda_j}\,q^W_T .fGWSVW​[ω](i,S)=T⊆S:i∈T∑​∑j∈T​λj​λi​​qTW​.

The distributed welfare of a rule is W′(S)=∑i∈SfW(i,S)W'(S)=\sum_{i\in S}f^W(i,S)W′(S)=∑i∈S​fW(i,S), display (10).

Formalization targets

Goal: Theorem 1

all games in G(N,fW,W) have a pure Nash equilibrium  ⟺  ∃ ω ∀W∈W: fW=fGWSVW′[ω] on {(i,S):i∈S},\text{all games in }\mathcal G(N,f^{\mathbb W},\mathbb W)\text{ have a pure Nash equilibrium}\iff\exists\,\omega\ \forall W\in\mathbb W:\ f^W=f^{W'}_{GWSV}[\omega]\text{ on }\{(i,S):i\in S\},all games in G(N,fW,W) have a pure Nash equilibrium⟺∃ω ∀W∈W: fW=fGWSVW′​[ω] on {(i,S):i∈S},

with W′W'W′ the distributed welfare of fWf^WfW. One weight system serves all of W\mathbb WW.

Milestones

The "if" direction (Appendix A, p. 16). For a single WWW and a budget-balanced fff guaranteeing equilibria: f(i,S)=0f(i,S)=0f(i,S)=0 when SSS contains no contributing coalition (Lemma 1) and for non-contributing iii (Lemma 2); f(i,S)=f(i,N(S))f(i,S)=f(i,N(S))f(i,S)=f(i,N(S)) (Lemma 3). The basis rules fTf^TfT of the recursion (27) are budget-balanced for the inclusion functions (Lemma 5), recover f=∑TqTfTf=\sum_Tq_Tf^Tf=∑T​qT​fT (Lemma 7), obey an inclusion–exclusion principle (Corollary 1), and are generalized weighted Shapley basis rules fGWSVT[ωT]f^T_{GWSV}[\omega^T]fGWSVT​[ωT] (Lemma 8). Across welfare functions the basis shares are consistent pairwise (Lemma 9) and around cycles (Lemma 10); the induced relation on players is a partial order modulo equivalence (Lemma 11), and one universal weight system replaces all ωW,T\omega^{W,T}ωW,T (Lemma 13).

Companions

Proposition 2: for welfare functions normalized by W′(∅)=W′′(∅)=0W'(\emptyset)=W''(\emptyset)=0W′(∅)=W′′(∅)=0, fGWSVW′[ω]=fGWMCW′′[ω]f^{W'}_{GWSV}[\omega]=f^{W''}_{GWMC}[\omega]fGWSVW′​[ω]=fGWMCW′′​[ω] iff T′=T′′\mathcal T'=\mathcal T''T′=T′′ and qT′=(∑j∈T‾λj)qT′′q'_T=(\sum_{j\in\overline T}\lambda_j)q''_TqT′​=(∑j∈T​λj​)qT′′​. Theorem 2: the same characterization with generalized weighted marginal contributions on W′′=h(W′)W''=h(W')W′′=h(W′).

Significance

The theorem settles the design space completely: a designer who wants equilibria in every game over known welfare functions must use a generalized weighted Shapley value, and the only freedom is the weight system and the ground welfare functions, which control budget-balance. Since these rules induce (generalized weighted) potential games, potential games are necessary for guaranteed equilibrium existence in this model, and computing shares inherits the exponential cost of Shapley values. Theorem 2 gives the marginal-contribution form, which needs one marginal contribution per share.

The paper proves Theorem 1 with a full appendix of counterexample constructions; none of it has a published machine-checked proof. The mission asks for a Lean proof of the characterization, of the reusable structure behind it (necessary conditions, basis decomposition, inclusion–exclusion for basis rules, consistency of weight systems), and of the Shapley–marginal-contribution correspondence.

Difficulty

The "if" direction is a potential argument. The "only if" direction is not: every necessary condition is proved by building, from a hypothetical violation, a specific game with no equilibrium, and the games grow more elaborate as the conditions do. Lemma 8 needs the inclusion–exclusion principle to isolate a single basis share, using many weighted copies of resources; Lemma 10's proof combines best-response cycles over kkk welfare functions and is partly omitted on the page ("We omit the proof for brevity", p. 51), so it is the hardest milestone. A tempting shortcut, applying the worst-case result of Chen et al. and Marden–Wierman (Proposition 1, p. 9), fails: it uses one worst-case welfare function, while here W\mathbb WW is arbitrary and may not contain it.

Formalization scope

Players are Fin n, resources Fin m, an action is a Finset (Fin m) (the empty action is allowed). The family of rules is one function f : Welfare n → Rule n, which encodes that equal welfare functions get equal rules. GuaranteesPNE 𝕎 f quantifies over every m > 1, every assignment Fin m → 𝕎 (repetitions allowed: the counterexamples rely on many copies of one welfare function) and every family of nonempty action sets. A weight system stores a block index Fin K per player (empty blocks allowed) and positive weights. Rules are compared only at i∈Si\in Si∈S. Contributing coalitions exclude ∅\emptyset∅ (Appendix A's normalization W(∅)=0W(\emptyset)=0W(∅)=0). The recursion (27) divides by qTq_TqT​ and is used only for contributing TTT; where it reads f(i,T)f(i,T)f(i,T) with i∉Ti\notin Ti∈/T, the paper's convention f(i,S)=0f(i,S)=0f(i,S)=0 off SSS is a hypothesis.

The ground welfare in Theorem 1 is the distributed welfare (10), written out, never an arbitrary function: an existentially quantified ground welfare would make the right side easier and the theorem a different one. The weight system is quantified before the welfare functions, and empty action sets are excluded; with them no game would have an equilibrium and the theorem would claim that no rule is a Shapley value.

Disclosed readings: Lemma 11's "partial order" is antisymmetry modulo the equivalence =Ω+=^+_\Omega=Ω+​, as the proof states; in (74) the first block S1W,TS_1^{W,T}S1W,T​ is read on TTT as its positive-share block T‾\overline TT. Proposition 2 carries W′(∅)=W′′(∅)=0W'(\emptyset)=W''(\emptyset)=0W′(∅)=W′′(∅)=0 so that the paper's basis support, which ranges over all coalitions, agrees with the local support of nonempty coalitions.

A complete development needs: finite games and pure equilibria on resource-selection models, Möbius inversion on Finset lattices, the potential argument for generalized weighted Shapley values (shared with the companion mission on generalized weighted potential games), and counterexample games built from copies of resources. The game model and the basis-rule recursion are reusable for other cost-sharing results. Proofs of any milestone, and alternative arguments for the necessary conditions, are welcome.

Selected references

  • R. Gopalakrishnan, J. R. Marden, A. Wierman, Potential Games are Necessary to Ensure Pure Nash Equilibria in Cost Sharing Games, Math. Oper. Res. 39(4), 2014; preprint arXiv:1402.3610v1, 2014. https://arxiv.org/abs/1402.3610v1
  • S. Hart, A. Mas-Colell, Potential, Value, and Consistency, Econometrica 57(3), 589–614, 1989. https://doi.org/10.2307/1911054
  • H.-L. Chen, T. Roughgarden, G. Valiant, Designing Network Protocols for Good Equilibria, SIAM J. Comput. 39(5), 1799–1832, 2010 (reference [8] of arXiv:1402.3610v1).
  • J. R. Marden, A. Wierman, Overcoming the Limitations of Utility Design for Multiagent Systems, IEEE Trans. Autom. Control, 2013 (reference [30] of arXiv:1402.3610v1).
  • J. R. Marden, A. Wierman, Distributed Welfare Games, Oper. Res., 2013 (reference [29] of arXiv:1402.3610v1).
  • E. Anshelevich, A. Dasgupta, J. Kleinberg, É. Tardos, T. Wexler, T. Roughgarden, The Price of Stability for Network Design with Fair Cost Allocation, FOCS 2004, 295–304 (reference [3] of arXiv:1402.3610v1).
  • L. S. Shapley, A Value for n-Person Games, Contributions to the Theory of Games II, Princeton University Press, 1953 (reference [43] of arXiv:1402.3610v1).
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Harmonic AnalysisMachine LearningProbability·Captain: mikedeng1

Approximation Bounds for Random Neural Networks and Reservoir Systems I: Random ReLU Networks with Sampled Inner Weights Approximate Fourier-Represented Functions on a Hilbert Space (Theorem 1)Research Paper

Motivation

In random-feature models, also called extreme learning machines or random neural networks, the inner weights of a one-hidden-layer network are drawn at random and only the linear readout is trained. Training is then a least-squares problem, which is why such models, and their dynamic counterparts reservoir computing and echo state networks, are used in practice. The question is how well such a network can approximate a target when it is not allowed to choose its inner weights. Gonon, Grigoryeva and Ortega (Ann. Appl. Probab. 33 (2023) 28–69) answer it with explicit, non-asymptotic L2L^2L2 bounds. Their first result, Theorem 1, covers static ReLU networks on an arbitrary separable Hilbert space. The later results of the paper, on finite-dimensional inputs and on echo state networks, are built on it.

Timeline:

  • 1993: Barron (IEEE Trans. Inf. Theory 39) proves O(N−1/2)O(N^{-1/2})O(N−1/2) approximation rates for functions with a finite first Fourier moment, using networks whose inner weights are optimized.
  • 2008: Rahimi and Recht (NeurIPS 2008) prove random kitchen-sink bounds for random features sampled from a fixed law.
  • 2023: Gonon, Grigoryeva and Ortega prove bounds with explicit constants for ReLU units with importance-sampled inner weights, on infinite-dimensional input spaces, under weak conditions on the sampling law.

Setting

X\mathcal XX is a separable real Hilbert space with inner product ⟨⋅,⋅⟩\langle\cdot,\cdot\rangle⟨⋅,⋅⟩, and σ(x)=max⁡(x,0)\sigma(x)=\max(x,0)σ(x)=max(x,0) is the rectifier. The inner weights θi=(Ai,ζi)∈X×R\theta_i=(A_i,\zeta_i)\in\mathcal X\times\mathbb Rθi​=(Ai​,ζi​)∈X×R, i=1,…,Ni=1,\dots,Ni=1,…,N, are i.i.d. with law π\piπ. For a readout matrix W∈Mm,NW\in\mathbb M_{m,N}W∈Mm,N​ the random ReLU network is

HWA,ζ(z)=Wσ(Az+ζ),(Az+ζ)i=⟨Ai,z⟩+ζi.H_W^{A,\zeta}(z)=W\sigma(Az+\zeta),\qquad (Az+\zeta)_i=\langle A_i,z\rangle+\zeta_i .HWA,ζ​(z)=Wσ(Az+ζ),(Az+ζ)i​=⟨Ai​,z⟩+ζi​.

The target H∗:X→RmH^*:\mathcal X\to\mathbb R^mH∗:X→Rm is assumed to have a Fourier representation on the ball of radius MMM: Hj∗(z)=∫ei⟨w,z⟩μ^j(dw)H^*_j(z)=\int e^{i\langle w,z\rangle}\hat\mu_j(dw)Hj∗​(z)=∫ei⟨w,z⟩μ^​j​(dw) for ∥z∥≤M\|z\|\le M∥z∥≤M, with complex measures μ^j\hat\mu_jμ^​j​ whose total variations ∣μ^j∣|\hat\mu_j|∣μ^​j​∣ have finite second moments (condition (15)). The sampling law has the product form π=πX⊗(πR(x)dx)\pi=\pi_{\mathcal X}\otimes(\pi_{\mathbb R}(x)dx)π=πX​⊗(πR​(x)dx). Two further quantities enter: Fπ(x)=2∫−x0πR(u)−1duF_\pi(x)=2\int_{-x}^0\pi_{\mathbb R}(u)^{-1}duFπ​(x)=2∫−x0​πR​(u)−1du, and the density gj=d(∣μ^j∣+∣μ^j∣−)/dπXg_j=d(|\hat\mu_j|+|\hat\mu_j|^-)/d\pi_{\mathcal X}gj​=d(∣μ^​j​∣+∣μ^​j​∣−)/dπX​, where ν−(⋅)=ν(−⋅)\nu^-(\cdot)=\nu(-\cdot)ν−(⋅)=ν(−⋅). The input ZZZ is an X\mathcal XX-valued random variable with law μZ\mu_ZμZ​ and ∥Z∥≤M\|Z\|\le M∥Z∥≤M, independent of the inner weights.

Formalization targets

Goal: Theorem 1 (pp. 37–38)

If ∣μ^j∣+∣μ^j∣−≪πX|\hat\mu_j|+|\hat\mu_j|^-\ll\pi_{\mathcal X}∣μ^​j​∣+∣μ^​j​∣−≪πX​, condition (i) or (ii) on πR\pi_{\mathbb R}πR​ holds, and the integrals (16) of Fπ(M∥w∥)∥w∥2gj2F_\pi(M\|w\|)\|w\|^2g_j^2Fπ​(M∥w∥)∥w∥2gj2​ and max⁡(∥w∥2,1)gj2\max(\|w\|^2,1)g_j^2max(∥w∥2,1)gj2​ are finite, then there is a readout WWW, a measurable function of (A,ζ)(A,\zeta)(A,ζ), with

E[∥HWA,ζ(Z)−H∗(Z)∥2]≤C∗N,\mathbb E\big[\|H_W^{A,\zeta}(Z)-H^*(Z)\|^2\big]\le\frac{C^*}{N},E[∥HWA,ζ​(Z)−H∗(Z)∥2]≤NC∗​,

and for every δ∈(0,1)\delta\in(0,1)δ∈(0,1), with probability at least 1−δ1-\delta1−δ, ∥HWA,ζ−H∗∥L2(μZ)≤C∗/(δN)\|H_W^{A,\zeta}-H^*\|_{L^2(\mu_Z)}\le\sqrt{C^*}/(\delta\sqrt N)∥HWA,ζ​−H∗∥L2(μZ​)​≤C∗​/(δN​). Here C∗=∑jCj∗C^*=\sum_jC^*_jC∗=∑j​Cj∗​ and

Cj∗=M2 ⁣∫Fπ(M∥w∥)∥w∥2gj2 dπX+32max⁡(M2,1)(Fπ(1)−Fπ(−1)) ⁣∫max⁡(∥w∥2,1)gj2 dπX.C^*_j=M^2\!\int F_\pi(M\|w\|)\|w\|^2g_j^2\,d\pi_{\mathcal X}+32\max(M^2,1)\big(F_\pi(1)-F_\pi(-1)\big)\!\int\max(\|w\|^2,1)g_j^2\,d\pi_{\mathcal X}.Cj∗​=M2∫Fπ​(M∥w∥)∥w∥2gj2​dπX​+32max(M2,1)(Fπ​(1)−Fπ​(−1))∫max(∥w∥2,1)gj2​dπX​.

Milestones

  1. Lemma 1 (p. 37): (ω,z)↦HW(ω)A(ω),ζ(ω)(z)(\omega,z)\mapsto H_{W(\omega)}^{A(\omega),\zeta(\omega)}(z)(ω,z)↦HW(ω)A(ω),ζ(ω)​(z) is product-measurable.
  2. Step 1 (p. 39): ∫i⟨v,w⟩μ^(dw)\int i\langle v,w\rangle\hat\mu(dw)∫i⟨v,w⟩μ^​(dw) is real, and the identity (19).
  3. (20) (p. 40): H∗(v)=∫σ(⟨v,w⟩+u) α(dw,du)H^*(v)=\int\sigma(\langle v,w\rangle+u)\,\alpha(dw,du)H∗(v)=∫σ(⟨v,w⟩+u)α(dw,du) for ∥v∥≤M\|v\|\le M∥v∥≤M, for an explicit signed measure α\alphaα.
  4. (21) (p. 40): α≪π\alpha\ll\piα≪π, with ∣dα/dπ(w,u)∣≤(1(−M∥w∥,0](u)+22 1[−1,1](u)) g(w)/πR(u)|d\alpha/d\pi(w,u)|\le(\mathbb 1_{(-M\|w\|,0]}(u)+2\sqrt2\,\mathbb 1_{[-1,1]}(u))\,g(w)/\pi_{\mathbb R}(u)∣dα/dπ(w,u)∣≤(1(−M∥w∥,0]​(u)+22​1[−1,1]​(u))g(w)/πR​(u).
  5. (25) (p. 40): the mean-square error of the i.i.d. average is 1NVar⁡\frac1N\operatorname{Var}N1​Var, which is at most 1N\frac1NN1​ times the second moment.
  6. (26) (p. 41): that second moment is at most C∗C^*C∗.

Milestones 2–6 are stated for a single output component (m=1m=1m=1), to which the proof reduces.

Significance

Theorem 1 says that only the readout has to be trained. With inner weights drawn from an essentially arbitrary product law satisfying (i) or (ii), a least-squares readout achieves L2L^2L2 error O(N−1/2)O(N^{-1/2})O(N−1/2) with a constant computable from the Fourier data of H∗H^*H∗ and the sampling law (Remark 3, p. 38). The finite-dimensional rates of Section 4.2 (Proposition 3, Corollary 1) follow from it, and so do, through the reservoir functional's Fourier representation, the echo state network bounds of Sections 5–6.

The result is proved on paper but has no machine-checked proof. A formal proof needs integral representations of Fourier-type functions by ReLU units, Radon–Nikodym arguments for signed measures on product spaces, and the variance identity for i.i.d. averages. A side product of formalizing it is a correction: the printed constant 32M232M^232M2 is false for small MMM and has to be replaced by 32max⁡(M2,1)32\max(M^2,1)32max(M2,1), which agrees with it for M≥1M\ge1M≥1.

Difficulty

There is an obvious argument: sample features from ∣μ^∣|\hat\mu|∣μ^​∣ and use Maurey's empirical method. It does not apply, because the features here are ReLU ridge functions of a real-valued bias drawn from πR\pi_{\mathbb R}πR​, not complex exponentials. The proof must first rewrite the oscillatory representation as an integral of rectifiers, (18)–(20). That step uses the realness of ∫i⟨v,w⟩μ^(dw)\int i\langle v,w\rangle\hat\mu(dw)∫i⟨v,w⟩μ^​(dw), which is not given and follows only from H∗H^*H∗ being real near 000. The signed measure α\alphaα obtained this way must then be absolutely continuous with respect to the sampling law π\piπ, with a density whose second moment is controlled by (16). In case (ii), πR\pi_{\mathbb R}πR​ may vanish outside a bounded interval, and the support of α\alphaα has to be matched to it.

Formalization scope

  • Space. X\mathcal XX is a complete, separable real inner product space with its Borel σ\sigmaσ-algebra.
  • Complex measures. Each μ^j\hat\mu_jμ^​j​ is given in polar form hj νjh_j\,\nu_jhj​νj​, with νj=∣μ^j∣\nu_j=|\hat\mu_j|νj​=∣μ^​j​∣ a finite measure and hjh_jhj​ measurable with ∣hj∣=1|h_j|=1∣hj​∣=1. This loses no generality (Rudin, Thm 6.12).
  • Randomness. The inner weights live on (X×R)N(\mathcal X\times\mathbb R)^N(X×R)N with law π⊗N\pi^{\otimes N}π⊗N, and ZZZ has its own law μZ\mu_ZμZ​. Expectations are iterated lower integrals; this is the standing independence of §4.1. "With probability 1−δ1-\delta1−δ" bounds the π⊗N\pi^{\otimes N}π⊗N-measure of the bad set.
  • Readout. The readout is a measurable function of the inner weights only. A readout allowed to depend on the input ZZZ would make the statement trivial, and it is ruled out.
  • Norms and normalisation. Norms on Rm\mathbb R^mRm are Euclidean, as a sum of squares. πX\pi_{\mathcal X}πX​ is a probability measure and ∫πR=1\int\pi_{\mathbb R}=1∫πR​=1; rescaling πX\pi_{\mathcal X}πX​ by ccc and πR\pi_{\mathbb R}πR​ by 1/c1/c1/c changes neither π\piπ nor C∗C^*C∗.
  • Encodings. "∣Fπ(x)∣<∞|F_\pi(x)|<\infty∣Fπ​(x)∣<∞" is integrability of 1/πR1/\pi_{\mathbb R}1/πR​ on the interval between −x-x−x and 000, and FπF_\piFπ​ is an oriented interval integral. (15) is a finite lower integral and (16) is integrability, so none of them holds vacuously.
  • Departures from the print. The page's "C∗>0C^*>0C∗>0" is dropped in favour of the explicit value. The constant uses 32max⁡(M2,1)32\max(M^2,1)32max(M2,1).

A complete development needs the following:

  • the rectifier integral identity (18), which is identity (8) of Proposition 2 and is posed in the companion mission on echo state networks;
  • the Radon–Nikodym and Fubini arguments of Step 1;
  • the variance of i.i.d. averages under product measures;
  • Markov's inequality.

The variance identity (25) and the bound (26) are independent of the Fourier setting and reusable. Contributions to any milestone are welcome, and so are alternative proofs of (19) and (20).

Selected references

  • L. Gonon, L. Grigoryeva, J.-P. Ortega, Approximation bounds for random neural networks and reservoir systems, Ann. Appl. Probab. 33(1), 2023, 28–69. https://doi.org/10.1214/22-AAP1806
  • A. R. Barron, Universal approximation bounds for superpositions of a sigmoidal function, IEEE Trans. Inf. Theory 39(3), 1993, 930–945. https://doi.org/10.1109/18.256500
  • A. Rahimi, B. Recht, Weighted sums of random kitchen sinks: replacing minimization with randomization in learning, NeurIPS 2008. https://papers.nips.cc/paper/2008/hash/0efe32849d230d7f53049ddc4a4b0c60-Abstract.html
  • W. Rudin, Real and Complex Analysis, 3rd ed., McGraw-Hill, 1987 (Chapter 6, Theorem 6.12).
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CombinatoricsGraph Theory·Captain: mikedeng1

Generalized Turán Problems for Even Cycles 1: A C_{2k}-Free Graph on n Vertices Has at Most (1+o(1))(k−1)(k−2)n²/4 Four-Cycles, and This Is AttainedResearch Paper

Motivation

The Turán problem asks for ex(n,F)\mathrm{ex}(n,F)ex(n,F), the largest number of edges in an nnn-vertex graph with no copy of a fixed graph FFF. For even cycles the answer is still not known in general: Bondy and Simonovits proved ex(n,C2k)=O(n1+1/k)\mathrm{ex}(n,C_{2k})=O(n^{1+1/k})ex(n,C2k​)=O(n1+1/k) in 1974, and the order of magnitude is known to be sharp only for k=2,3,5k=2,3,5k=2,3,5.

The generalized Turán problem replaces edges by copies of another graph HHH: how many copies of HHH can an nnn-vertex graph contain if it has no copy of FFF? Its systematic study was started by Alon and Shikhelman (arXiv:1506.03807, 2016). Gerbner, Győri, Methuku and Vizer (arXiv:1712.07079, J. Combin. Theory Ser. B, 2020) treat the case where both HHH and the forbidden graph are cycles. This mission formalizes their Theorem 11, the case H=C4H=C_4H=C4​, F=C2kF=C_{2k}F=C2k​, which is the one case of the paper where the asymptotics, including the leading constant, are determined exactly for every kkk.

Timeline:

  • 1974, Bondy and Simonovits: every C2kC_{2k}C2k​-free graph on nnn vertices has O(n1+1/k)O(n^{1+1/k})O(n1+1/k) edges.
  • 2016, Alon and Shikhelman: general framework for ex(n,H,F)\mathrm{ex}(n,H,F)ex(n,H,F); first bounds for cycles.
  • 2017 (arXiv v1; v3 December 2018), Gerbner, Győri, Methuku and Vizer: ex(n,C4,C2k)=(1+o(1))(k−1)(k−2)4n2\mathrm{ex}(n,C_4,C_{2k})=(1+o(1))\frac{(k-1)(k-2)}4n^2ex(n,C4​,C2k​)=(1+o(1))4(k−1)(k−2)​n2, and the order of magnitude of ex(n,C2l,C2k)\mathrm{ex}(n,C_{2l},C_{2k})ex(n,C2l​,C2k​).

Setting

All graphs are finite and simple. For graphs HHH and GGG, N(H,G)\mathcal N(H,G)N(H,G) is the number of copies of HHH in GGG: the number of subgraphs of GGG isomorphic to HHH (unlabelled copies). CaC_aCa​ is the cycle on aaa vertices. A graph is C2kC_{2k}C2k​-free if it has no subgraph isomorphic to C2kC_{2k}C2k​ (not necessarily induced). The generalized Turán number is

ex(n,H,C2k)=max⁡{N(H,G):G a C2k-free graph on n vertices}.\mathrm{ex}(n,H,C_{2k})=\max\{\mathcal N(H,G): G \text{ a } C_{2k}\text{-free graph on } n \text{ vertices}\}.ex(n,H,C2k​)=max{N(H,G):G a C2k​-free graph on n vertices}.

In Lean, vertices are Fin n, CaC_aCa​ is Mathlib's cycleGraph a, N(H,G)\mathcal N(H,G)N(H,G) is G.copyCount H, the C2kC_{2k}C2k​-free condition is CycleFree {2 * k} G, and ex(n,H,CA)\mathrm{ex}(n,H,\mathcal C_A)ex(n,H,CA​) is exCyc n H A.

The proof works with the following objects, all defined in the mission's definitions file. The codegree of two vertices is their number of common neighbours. A pair of distinct vertices is fat if it has at least kkk common neighbours. A copy of C4C_4C4​ with vertices a,x,b,ya,x,b,ya,x,b,y in cyclic order has the two opposite pairs {a,b}\{a,b\}{a,b} and {x,y}\{x,y\}{x,y}; it is a fat C4C_4C4​ if both opposite pairs are fat. A greedy run processes the fat C4C_4C4​'s in an arbitrary order and picks from each one of its four edges that has been picked the fewest times so far; the multiplicity m(e)m(e)m(e) of an edge is the number of times it is picked. Ka,n−aK_{a,n-a}Ka,n−a​ is the complete bipartite graph with classes of sizes aaa and n−an-an−a (bipGraph n a).

Formalization targets

Goal: Theorem 11

For every k≥2k\ge 2k≥2,

ex(n,C4,C2k)=(1+o(1)) (k−1)(k−2)4 n2(n→∞).\mathrm{ex}(n,C_4,C_{2k})=(1+o(1))\,\frac{(k-1)(k-2)}{4}\,n^2 \qquad (n\to\infty).ex(n,C4​,C2k​)=(1+o(1))4(k−1)(k−2)​n2(n→∞).

The o(1)o(1)o(1) is a sequence depending only on kkk. At k=2k=2k=2 the statement says ex(n,C4,C4)=0\mathrm{ex}(n,C_4,C_4)=0ex(n,C4​,C4​)=0.

Milestones

  1. Lower bound. Kk−1,n−k+1K_{k-1,n-k+1}Kk−1,n−k+1​ is C2kC_{2k}C2k​-free and has exactly (k−12)(n−k+12)\binom{k-1}2\binom{n-k+1}2(2k−1​)(2n−k+1​) copies of C4C_4C4​.
  2. Non-fat four-cycles. Every C2kC_{2k}C2k​-free graph on nnn vertices has at most (k−12)(n2)\binom{k-1}2\binom n2(2k−1​)(2n​) non-fat copies of C4C_4C4​.
  3. Kk,kK_{k,k}Kk,k​-freeness. In a C2kC_{2k}C2k​-free graph any kkk vertices have at most k−1k-1k−1 common neighbours.
  4. Claim 2. Under that property, if some edge has multiplicity at least 2(k−2)k2(2kk)2(k-2)k^2\binom{2k}k2(k−2)k2(k2k​), then for every 2≤l≤k2\le l\le k2≤l≤k some C2lC_{2l}C2l​ contains an edge of multiplicity at least 2(k−l)k2(2kk)2(k-l)k^2\binom{2k}k2(k−l)k2(k2k​).
  5. Fat four-cycles. A C2kC_{2k}C2k​-free graph has at most 2(k−2)k2(2kk) ∣E(G)∣2(k-2)k^2\binom{2k}k\,|E(G)|2(k−2)k2(k2k​)∣E(G)∣ fat copies of C4C_4C4​.
  6. Theorem 1 (Bondy–Simonovits). ex(n,C2k)≤Ck n1+1/k\mathrm{ex}(n,C_{2k})\le C_k\,n^{1+1/k}ex(n,C2k​)≤Ck​n1+1/k.
  7. Upper bound. Every C2kC_{2k}C2k​-free graph on nnn vertices has at most (1+o(1))(k−1)(k−2)4n2(1+o(1))\frac{(k-1)(k-2)}4n^2(1+o(1))4(k−1)(k−2)​n2 copies of C4C_4C4​.

Significance

The result. Theorem 11 gives the exact leading constant for the maximum number of four-cycles in a graph without a 2k2k2k-cycle. The extremal number of edges of such a graph is only known up to a constant factor, and only for k∈{2,3,5}k\in\{2,3,5\}k∈{2,3,5} is even its order known; counting four-cycles instead of edges turns the problem into one with a clean answer, attained by the unbalanced complete bipartite graph Kk−1,n−k+1K_{k-1,n-k+1}Kk−1,n−k+1​. The same upper bound on four-cycles is used again in the paper's Theorem 10, on the number of C2lC_{2l}C2l​'s in C2kC_{2k}C2k​-free graphs.

Formalizing it. The theorem is proved in the paper; it has not been formalized. A complete development needs counting of four-cycles through codegrees, the greedy multiplicity bookkeeping of §4.1, an argument producing long cycles in graphs with many fat four-cycles, and the Bondy–Simonovits theorem, which is itself not in Mathlib. The milestones isolate each of these; Theorem 1 is a stand-alone classical theorem of independent value.

Difficulty

The non-fat four-cycles give the main term directly. The difficulty is that fat four-cycles can a priori be numerous: a dense bipartite graph has Θ(n4)\Theta(n^4)Θ(n4) of them. One must show that C2kC_{2k}C2k​-freeness forces them down to O(n1+1/k)O(n^{1+1/k})O(n1+1/k), which is o(n2)o(n^2)o(n2). The argument that bounds the non-fat ones does not transfer: a fat pair can lie in arbitrarily many four-cycles as an opposite pair, and nothing a priori bounds the number of fat pairs by less than (n2)\binom n2(2n​). The bound must instead come from the global absence of C2kC_{2k}C2k​, which is a statement about long cycles, while the objects being counted are short ones; Claim 2 is where the two meet, and its bookkeeping (new vertices must avoid the current cycle, and the four-cycles that fail to extend it must be outnumbered) is the core of the proof. The upper bound then still rests on the Bondy–Simonovits theorem, whose proof is a substantial argument of its own.

Formalization scope

Graphs are SimpleGraph (Fin n) (or a general finite vertex type for the per-graph milestones). Copies are unlabelled (copyCount); a labelled count would be 8 times larger for C4C_4C4​. ex\mathrm{ex}ex is an sSup over naturals; with forbidden lengths at least 3 the set is nonempty and finite, so it is a true maximum, which a sorry-free sanity file in the workspace checks. Landau notation is in n→∞n\to\inftyn→∞ with kkk fixed first: (1+o(1))(1+o(1))(1+o(1)) is a real sequence ε(n)→0\varepsilon(n)\to 0ε(n)→0 chosen before nnn and the graph, with the equality holding for all large nnn, and the O(⋅)O(\cdot)O(⋅) of Theorem 1 is an explicit constant chosen before nnn and the graph. The constant (k−1)(k−2)4\frac{(k-1)(k-2)}44(k−1)(k−2)​ is computed in R\mathbb RR.

Statements that are trivially true are ruled out: the goal states both the upper and the lower bound as an equality, the maximum is not a junk sSup, copies are unlabelled, constants and o(1)o(1)o(1) functions are fixed before the graph, and the forbidden family is exactly {C2k}\{C_{2k}\}{C2k​}.

Two hypotheses differ from the page, both in Claim 2. The paper's standing graph is C2kC_{2k}C2k​-free, which would make Claim 2 vacuous (its conclusion at l=kl=kl=k is a C2kC_{2k}C2k​); the milestone assumes instead the property its proof uses, that any kkk vertices have at most k−1k-1k−1 common neighbours. It also assumes that the edge eee is picked at least once, which follows from the multiplicity bound when k≥3k\ge3k≥3 and is needed for the base case at k=2k=2k=2. The fat-four-cycle milestone states the explicit bound 2(k−2)k2(2kk)∣E(G)∣2(k-2)k^2\binom{2k}k|E(G)|2(k−2)k2(k2k​)∣E(G)∣ that the proof establishes, rather than the O(n1+1/k)O(n^{1+1/k})O(n1+1/k) obtained after Theorem 1.

Contributions welcome: proofs of any milestone; a formal proof of the Bondy–Simonovits theorem, reusable well beyond this mission; general lemmas on counting four-cycles via codegrees and on copies in complete bipartite graphs.

Selected references

  • D. Gerbner, E. Győri, A. Methuku, M. Vizer, Generalized Turán problems for even cycles, J. Combin. Theory Ser. B (2020); arXiv:1712.07079v3. https://arxiv.org/abs/1712.07079, https://doi.org/10.1016/j.jctb.2020.05.005
  • J. A. Bondy, M. Simonovits, Cycles of even length in graphs, J. Combin. Theory Ser. B 16 (1974) 97–105. https://doi.org/10.1016/0095-8956(74)90052-5
  • N. Alon, C. Shikhelman, Many T copies in H-free graphs, J. Combin. Theory Ser. B 121 (2016) 146–172. https://arxiv.org/abs/1506.03807
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Machine LearningReinforcement LearningStatistics·Captain: mikedeng1

The Statistical Complexity of Interactive Decision Making II: Every Algorithm Has Expected Regret at Least (1/6)·dec_γ(M^∞_ε̄γ(M̄), M̄)·T, the Localized DEC Lower BoundResearch Paper

Why expected regret needs a lower bound

In interactive decision making, an algorithm chooses actions while learning which model governs its observations. A low-regret guarantee for one algorithm does not by itself say whether every algorithm could do better. The Decision-Estimation Coefficient (DEC) was introduced to express the cost of choosing useful decisions while distinguishing plausible models. Foster, Kakade, Qian and Rakhlin's Theorem 3.2 gives the corresponding lower bound: when a localized model class has large DEC, an adaptive algorithm must incur expected regret under at least one model in the class. This mission formalizes that result for finite decision and outcome alphabets.

The paper's protocol covers bandits, partial monitoring, and reinforcement-learning examples through a common model that maps each decision to a distribution over rewards and observations. Its lower bound concerns the protocol itself, rather than any one algorithm or application. The theorem therefore gives a common test for the limits of learning in several interactive settings. The finite-alphabet representation here retains adaptive decision kernels, which are central to the theorem.

Models, algorithms and the coefficient

Let Π\PiΠ be the set of decisions, YYY the set of joint reward–observation outcomes, and r:Y→Rr:Y\to\mathbb Rr:Y→R the reward map. A model MMM assigns a probability distribution M(π)M(\pi)M(π) on YYY to each π∈Π\pi\in\Piπ∈Π. Its mean reward is fM(π)=Ey∼M(π)r(y)f^M(\pi)=\mathbb E_{y\sim M(\pi)}r(y)fM(π)=Ey∼M(π)​r(y), and πM\pi_MπM​ is a maximizing decision. The gap function is gM(π)=fM(πM)−fM(π)g^M(\pi)=f^M(\pi_M)-f^M(\pi)gM(π)=fM(πM​)−fM(π).

At round ttt, an adaptive algorithm assigns a distribution p(t)(⋅∣H(t−1))p^{(t)}(\cdot\mid H^{(t-1)})p(t)(⋅∣H(t−1)) on decisions using the full preceding history. It samples a decision from that distribution and receives an outcome drawn from M(π(t))M(\pi^{(t)})M(π(t)). The joint law of the length-TTT history is PM,pP^{M,p}PM,p. Following equation (1) of the paper, regret sums the gaps averaged under the algorithm's chosen distribution at each round. Thus its expectation is over the history law, while the inner gap is averaged under p(t)p^{(t)}p(t). This formulation retains the algorithm's dependence on earlier outcomes.

For probability distributions P,QP,QP,Q on YYY, write DH2(P,Q)=∑y(P(y)−Q(y))2D_H^2(P,Q)=\sum_y(\sqrt{P(y)}-\sqrt{Q(y)})^2DH2​(P,Q)=∑y​(P(y)​−Q(y)​)2 for squared Hellinger distance. For a reference model Mˉ\bar MMˉ and γ>0\gamma>0γ>0, the DEC of a class N\mathcal NN is

dec⁡γ(N,Mˉ)=inf⁡q∈Δ(Π)sup⁡M∈NEπ∼q[gM(π)−γDH2(M(π),Mˉ(π))].\operatorname{dec}_\gamma(\mathcal N,\bar M)= \inf_{q\in\Delta(\Pi)}\sup_{M\in\mathcal N} \mathbb E_{\pi\sim q}\left[g^M(\pi)-\gamma D_H^2(M(\pi),\bar M(\pi))\right].decγ​(N,Mˉ)=q∈Δ(Π)inf​M∈Nsup​Eπ∼q​[gM(π)−γDH2​(M(π),Mˉ(π))].

The uniformly localized class Mε∞(Mˉ)\mathcal M^\infty_\varepsilon(\bar M)Mε∞​(Mˉ) contains those M∈MM\in\mathcal MM∈M for which ∣gM(π)−gMˉ(π)∣≤ε|g^M(\pi)-g^{\bar M}(\pi)|\le\varepsilon∣gM(π)−gMˉ(π)∣≤ε for every decision. The density-ratio bound V(M)V(\mathcal M)V(M) is the supremum of event likelihood ratios M(A∣π)/M′(A∣π)M(A\mid\pi)/M'(A\mid\pi)M(A∣π)/M′(A∣π) over both models, decisions and events, with a lower cutoff of eee. It may be infinite. These conventions are equations (2), (5), and (12), and the definition immediately before Theorem 3.1 in the source.

Formalization targets

Localized DEC lower bound

Suppose M\mathcal MM is nonempty, every model is a probability kernel, and fM(π)∈[0,1]f^M(\pi)\in[0,1]fM(π)∈[0,1] for every M∈MM\in\mathcal MM∈M and π∈Π\pi\in\Piπ∈Π. For T≥1T\ge1T≥1, set C(T)=211log⁡(2T∧V(M))C(T)=2^{11}\log(2T\wedge V(\mathcal M))C(T)=211log(2T∧V(M)) and εˉγ=γ/(C(T)T)\bar\varepsilon_\gamma=\gamma/(C(T)T)εˉγ​=γ/(C(T)T). The goal is the following supremum form of Theorem 3.2, equation (13):

sup⁡M∈MEM,p[Reg⁡DM]≥T6dec⁡γ(Mεˉγ∞(Mˉ),Mˉ)(γ>0, Mˉ∈M).\sup_{M\in\mathcal M}\mathbb E^{M,p}[\operatorname{Reg}_{\rm DM}] \ge \frac{T}{6}\operatorname{dec}_\gamma \bigl(\mathcal M^\infty_{\bar\varepsilon_\gamma}(\bar M),\bar M\bigr) \qquad(\gamma>0,\ \bar M\in\mathcal M).M∈Msup​EM,p[RegDM​]≥6T​decγ​(Mεˉγ​∞​(Mˉ),Mˉ)(γ>0, Mˉ∈M).

The paper writes the result with a maximum over γ\gammaγ and a supremum over Mˉ\bar MMˉ, and says that one model attains the resulting bound. Its proof explicitly permits a limit sequence when the inner supremum is not attained. The displayed statement records exactly the resulting bound on the supremum of expected regret. It implies an arbitrarily close model-specific bound for each fixed γ\gammaγ and Mˉ\bar MMˉ.

Supporting targets

The milestones follow the statements the paper's proof (App. C.1.3, pp. 90–91) uses, in attack order: the multiplicative Hellinger comparison of Lemma A.11; the difference comparison of Lemma A.12; the Hellinger bound on adaptive history laws, DH2(PM,PMˉ)≤CT T Eπ∼pMˉ[DH2(M(π),Mˉ(π))]D_H^2(P^M,P^{\bar M})\le C_T\,T\,\mathbb E_{\pi\sim p_{\bar M}}[D_H^2(M(\pi),\bar M(\pi))]DH2​(PM,PMˉ)≤CT​TEπ∼pMˉ​​[DH2​(M(π),Mˉ(π))] with CT=28log⁡(2T∧(VMˉ(M)∨e))C_T=2^8\log(2T\wedge(V^{\bar M}(\mathcal M)\vee e))CT​=28log(2T∧(VMˉ(M)∨e)); the DEC comparison at the reference model's average play pMˉp_{\bar M}pMˉ​, (129); the localized gap comparison (132); and the final inequality EpM[gM]+EpMˉ[gMˉ]≥13dec⁡γ\mathbb E_{p_M}[g^M]+\mathbb E_{p_{\bar M}}[g^{\bar M}]\ge\frac13\operatorname{dec}_\gammaEpM​​[gM]+EpMˉ​​[gMˉ]≥31​decγ​ for ε≤γ/(8CTT)\varepsilon\le\gamma/(8C_TT)ε≤γ/(8CT​T). Their source wording and page citations are preserved in the milestone list.

What the result supplies

The theorem supplies a quantitative obstruction to uniformly small expected regret. It uses the same coefficient that appears in the paper's upper-bound framework, so a model class with matching upper and lower DEC estimates can have its regret scale characterized through one object. In particular, the coefficient is sensitive to the model neighborhood relevant at horizon TTT; replacing it by a global coefficient would lose the theorem's stated localization. The paper applies this framework to bandit and reinforcement-learning classes.

The goal and milestone declarations here are open Lean statements with checked syntax and types. A complete formalization would supply proofs of the Hellinger comparisons, the history-law inequality, and the lower bound itself. The history and density-ratio definitions are reusable for other adaptive finite-alphabet lower bounds; the published FoundationsRL mean reward, Hellinger distance and DEC definitions are reused directly.

Where the difficulty lies

A fixed sequence of decision distributions does not describe the theorem's algorithms: later decisions depend on outcomes produced by the unknown model. The comparison must therefore use two different laws on entire histories generated by the same adaptive kernels under two models. A bound on a single round's divergence cannot simply be multiplied by TTT without accounting for the dependence of future decision distributions on past observations. The DEC itself involves a minimum over decision distributions and a supremum over models, which need not be attained.

Formalization scope

The Lean representation uses finite Π\PiΠ and YYY; probability laws and expectations are finite vectors and sums. This is a finite-alphabet specialization of the paper's measurable-space setting. Histories are functions from round indices to decision–outcome pairs. The algorithm is a family of kernels from every possible past history to a decision distribution. Its law is the product of its decision probabilities and the model's outcome probabilities. Rounds are indexed from zero in Lean, corresponding to the paper's rounds 1,…,T1,\ldots,T1,…,T.

Every model in M\mathcal MM and every algorithm kernel is normalized and nonnegative. The mean reward range [0,1][0,1][0,1], nonempty model class, maximizing selector, and positive horizon are explicit hypotheses. They keep the real-valued supremum and infimum in the published DEC from taking Lean's default values on empty or unbounded sets. An event with positive numerator and zero denominator has infinite likelihood ratio; V(M)=+∞V(\mathcal M)=+\inftyV(M)=+∞ remains allowed because the theorem uses 2T∧V(M)2T\wedge V(\mathcal M)2T∧V(M). Its logarithm therefore has a finite, positive argument for T≥1T\ge1T≥1. The goal uses the exact constants 2112^{11}211 and 1/61/61/6. The proof's constant CTC_TCT​ is printed on p. 90 as 28(log⁡(2T)∧log⁡VMˉ(M))2^8(\log(2T)\wedge\log V^{\bar M}(\mathcal M))28(log(2T)∧logVMˉ(M)); the formalization uses VMˉ(M)∨eV^{\bar M}(\mathcal M)\vee eVMˉ(M)∨e, the hypothesis V≥eV\ge eV≥e of Lemma A.13 (98) from which CTC_TCT​ is derived. Without it the history bound fails for two nearly equal models, and with it 8CT≤C(T)8C_T\le C(T)8CT​≤C(T) still holds, so the goal is unaffected. The intermediate results that select a model approaching a supremum carry an arbitrary slack η>0\eta>0η>0, the paper's "limit sequence".

Contributions should preserve the adaptive history law and equation (1)'s decision-distribution regret. A statement restricted to predetermined decisions would leave out the central quantifier of Theorem 3.2. The published FoundationsRL definitions of fMf^MfM, DH2D_H^2DH2​ and dec⁡γ\operatorname{dec}_\gammadecγ​ provide the shared finite model interface; the new history and density-ratio layer can support further lower bounds in this series.

Selected references

  • Dylan J. Foster, Sham M. Kakade, Jian Qian, and Alexander Rakhlin, The Statistical Complexity of Interactive Decision Making, arXiv preprint, version 3, 2023. arXiv:2112.13487v3.
  • Dylan J. Foster and Alexander Rakhlin, Foundations of Reinforcement Learning and Interactive Decision Making, arXiv preprint, 2023. arXiv:2312.16730v1.
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Algorithmic Game TheoryCombinatoricsOperations Research+1·Captain: mikedeng1

Online Contention Resolution Schemes with Applications to Bayesian Selection Problems 1: Every Loopless Matroid Polytope Has a (b, 1−b)-Selectable Deterministic Greedy OCRSResearch Paper

Motivation

In online selection, items reveal information one at a time, and each decision to accept an item is irrevocable. A matroid constraint permits some subsets and excludes others; it covers choices such as selecting linearly independent vectors or acyclic edges. A fractional solution can assign an acceptance probability to each item, but independent activations can produce a set that violates the constraint. An online contention resolution scheme (OCRS) turns these activations into a feasible selection while respecting the order in which items arrive. The matroid result of Feldman, Svensson and Zenklusen gives a guarantee that survives even when an adversary knows all random outcomes before choosing the arrival order.

This mission concerns the paper's matroid theorem, Theorem 2.1. The same paper develops schemes for matching and knapsack constraints and a rule for combining schemes for intersecting constraints. Those results are separate missions in this series. Here the central question is how much of a fractional matroid point can be retained by a deterministic greedy rule as each active item is revealed.

Setting

Let NNN be a finite ground set and let MMM be a matroid on NNN. Its independent subsets form a down-closed family F\mathcal FF: if III is independent, every subset of III is independent. The rank r(S)r(S)r(S) of S⊆NS\subseteq NS⊆N is the maximum size of an independent subset of SSS. The matroid independence polytope is

PF={x∈R≥0N:x(S):=∑e∈Sxe≤r(S) for all S⊆N}.P_{\mathcal F}=\left\{x\in\mathbb R^N_{\ge0}:x(S):=\sum_{e\in S}x_e\le r(S)\text{ for all }S\subseteq N\right\}.PF​={x∈R≥0N​:x(S):=e∈S∑​xe​≤r(S) for all S⊆N}.

Its points have 0≤xe≤10\le x_e\le10≤xe​≤1. For a point xxx, the active set R(x)R(x)R(x) contains each eee independently with probability xex_exe​. A deterministic greedy OCRS assigns a down-closed family Fx⊆F\mathcal F_x\subseteq\mathcal FFx​⊆F to xxx and accepts an active element when adding it to the already accepted set stays in Fx\mathcal F_xFx​. The empty set belongs to every Fx\mathcal F_xFx​. The rule depends on xxx before the active set and arrival order are revealed.

An element eee is selectable for an active set AAA if I∪{e}∈FxI\cup\{e\}\in\mathcal F_xI∪{e}∈Fx​ for every I⊆AI\subseteq AI⊆A with I∈FxI\in\mathcal F_xI∈Fx​. A greedy OCRS is (b,c)(b,c)(b,c)-selectable if this event has probability at least ccc for every x∈bPFx\in bP_{\mathcal F}x∈bPF​ and every e∈Ne\in Ne∈N. The event implies that eee can be added regardless of which eligible active elements arrived first. These definitions are from §1.1 of the paper.

Formalization targets

Matroid OCRS

For every b∈[0,1]b\in[0,1]b∈[0,1] and every finite loopless matroid MMM, the target is a deterministic greedy OCRS with

Pr⁡[I∪{e}∈Fx for all I⊆R(x), I∈Fx]≥1−bfor every x∈bPF, e∈N.\Pr\left[I\cup\{e\}\in\mathcal F_x\text{ for all }I\subseteq R(x),\ I\in\mathcal F_x\right]\ge 1-b \quad\text{for every }x\in bP_{\mathcal F},\ e\in N.Pr[I∪{e}∈Fx​ for all I⊆R(x), I∈Fx​]≥1−bfor every x∈bPF​, e∈N.

The loopless condition is a disclosed correction to the printed Theorem 2.1: a loop cannot belong to any independent singleton, so its selectability is zero. The printed bound would demand positive selectability for that loop whenever b<1b<1b<1. The theorem keeps the paper's constant 1−b1-b1−b exactly.

Supporting targets

The milestones reproduce six statements from §2.1–2.1.1, in attack order: validity of a family defined by a chain ∅=Nℓ⊊⋯⊊N0=N\varnothing=N_\ell\subsetneq\cdots\subsetneq N_0=N∅=Nℓ​⊊⋯⊊N0​=N of matroid minors (independence of the union of layer-wise independent sets is Soto, Theorem 5.1); a characterization of selectability through span in one layer; monotonicity of the first chain set as coordinates of xxx increase; the description of the base polytope PB={x∈PF:x(N)=r(N)}P_{\mathcal B}=\{x\in P_{\mathcal F}:x(N)=r(N)\}PB​={x∈PF​:x(N)=r(N)} as the set of maximal vectors of PFP_{\mathcal F}PF​; the weighted span bound of Lemma 2.4,

∑e∈NxePr⁡[e∈span⁡(R(x)∪S)]≤b⋅(x(N)+(1−b) r(S)),\sum_{e\in N}x_e\Pr[e\in\operatorname{span}(R(x)\cup S)]\le b\cdot\bigl(x(N)+(1-b)\,r(S)\bigr),e∈N∑​xe​Pr[e∈span(R(x)∪S)]≤b⋅(x(N)+(1−b)r(S)),

strict when S≠∅S\neq\varnothingS=∅; and the proper-inclusion conclusion S⊊NS\subsetneq NS⊊N of Corollary 2.5. They expose the distinct matroid and probability claims on which the main theorem rests.

Significance

The theorem gives a fixed greedy family for each fractional point, with a per-element probability guarantee that is independent of the arrival order. Offline contention resolution schemes for matroids were introduced by Chekuri, Vondrák and Zenklusen; the online, almighty-adversary version here is stronger. A solver can use that guarantee as the matroid component in larger online selection problems. In the source paper it feeds the intersection and application results; those applications require further models and statements beyond this mission. The factor 1−b1-b1−b makes the tradeoff explicit: using a more heavily scaled fractional point raises the risk of contention.

The result is proved in the cited paper. This mission asks for a machine-checked Lean proof of its corrected statement and the source's supporting claims. A successful development would add reusable finite representations of independent activation, matroid polytope inequalities, span probabilities, and chain families. It would also make the loop boundary explicit, preventing a formally false version of the printed theorem from being published as a target.

Difficulty

Independent activation does not itself respect matroid independence. A greedy family that simply contains every independent set can make an element unavailable after earlier active elements are accepted, and the arrival order can expose the worst such history. The central issue is therefore a uniform selectability event: the same element must remain addable after every feasible subset of the active set. The paper measures that obstruction through spans in successive matroid minors. The first chain set must be proper so that the construction can continue, which is why the strict part of the weighted span inequality matters.

Formalization scope

The ground set is a finite Lean type, subsets are Finsets, and Mathlib's Matroid supplies independence, closure, contraction and restriction. Matroid rank is converted from Mathlib's extended natural rank to a real number; finiteness makes this conversion finite on every subset. The independence and base polytopes are defined by the paper's inequalities. The scalar multiple bPbPbP is pointwise set scalar multiplication, including b=0b=0b=0.

Probabilities are finite sums of product weights over all active sets. In particular, the event in Lemma 2.4 uses span⁡(R(x)∪S)\operatorname{span}(R(x)\cup S)span(R(x)∪S), whereas the recurrence defining SSS uses span⁡((R(x)∪Si)∖{e})\operatorname{span}((R(x)\cup S_i)\setminus\{e\})span((R(x)∪Si​)∖{e}). These are separate definitions. Every point used for activation lies in [0,1]N[0,1]^N[0,1]N, as enforced by the polytope and b∈[0,1]b\in[0,1]b∈[0,1]. The base-polytope condition on Corollary 2.5 is the standing assumption stated before the lemma in the source.

The loopless condition applies to the goal, to Corollary 2.5, and to the strict clause of Lemma 2.4 only; its non-strict clause, the chain statements and the monotonicity statement hold for every matroid and are stated without it. Three trivializing formalizations are ruled out: every greedy family must contain the empty set, so an empty family cannot satisfy selectability vacuously; every member of a greedy family must be independent in MMM, so Fx=2N\mathcal F_x=2^NFx​=2N is not admissible; and every point used for activation lies in [0,1]N[0,1]^N[0,1]N, so Pr⁡[R(x)=A]\Pr[R(x)=A]Pr[R(x)=A] is a genuine probability. The quantified scheme depends only on xxx, and its success condition ranges over every feasible subset of the realized active set. Contributions that establish the chain family's independence, finite probability identities, and rank or closure facts are within scope. Polynomial-time implementation and the Monte Carlo estimates of Lemma 2.6 are outside this mission's mathematical target.

Selected references

  • Moran Feldman, Ola Svensson and Rico Zenklusen, Online Contention Resolution Schemes, arXiv:1508.00142v2, 2015; published as Online Contention Resolution Schemes with Applications to Bayesian Selection Problems, SIAM Journal on Computing, 2021. Preprint.
  • Chandra Chekuri, Jan Vondrák and Rico Zenklusen, Submodular Function Maximization via the Multilinear Relaxation and Contention Resolution Schemes, SIAM Journal on Computing, 2014. arXiv:1105.4593.
  • José A. Soto, Matroid Secretary Problem in the Random-Assignment Model, SIAM Journal on Computing, 2013. arXiv:1007.2140.
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