Proposition 2 — LP-type problems with are robust to monotone adversaries
ProvedRankOneBTF.proposition_2Let be a fixed feasible region of points of a decision space, with tensor part satisfying for all and all . Let the ground truth point have tensor part . For an input tensor , Problem (Rec) minimizes the objective of (extP),
over . If is the unique optimal solution for the input , and is obtained from by an arbitrary sequence of monotone transformations (each entry of equals the entry of or of ), then is also the unique optimal solution for the input . That is, Problem (Rec) is robust.
Robustness is what transfers recovery guarantees from the fully-random to the semi-random corruption model.
Formalization Note The decision space is an arbitrary type V with a map Wof to the tensor part; for the paper's variables take the projection and .
Differences from the source:
- generalization: optimization variables (x, y, z, W), possibly with additional variables (proof, p.6) → an arbitrary decision space V with a tensor-part map Wof and a ground truth point v̄ whose tensor part is W̄; reason: the objective depends only on W; V = ℝⁿ×ℝᵐ×ℝˡ×ℝ^{n×m×l} with the projection and v̄ = (x̄, ȳ, z̄, W̄) is the printed case
- reading: "whose feasible region satisfies 0 ≤ w_ijk ≤ 1" → a fixed set R, independent of the input tensor, on which 0 ≤ w_ijk ≤ 1; reason: the proof (p.6) evaluates the optimum for G′ inside the problem for G, which needs the same region for both
- encoding: G′ obtained from G by an arbitrary sequence of monotone transformations → every entry of G′ equals the entry of G or of W̄; reason: a sequence of reversions changes exactly a subset of the entries where G differs from W̄; same instances
import Mathlib import Definitions.Def_RankOneBTF_lpObjective
namespace RankOneBTF
/-- **Proposition 2** (arXiv:2202.07053v3, §2.2, p.5): "Denote by Problem (Rec) a minimization
problem whose objective function is identical to that of Problem (extP) and whose feasible
region satisfies 0 ≤ w_ijk ≤ 1 for all i ∈ [n], j ∈ [m], k ∈ [l]. Then Problem (Rec) is
robust." An optimization problem is *robust* "if whenever it recovers the ground truth for an
input tensor G, then it also recovers the ground truth if an adversary modifies G by applying
an arbitrary sequence of monotone transformations" (p.5).
**Formalization Note** The decision space is any type `V` (the paper's proof: "the proof
follows from the same line of arguments, if Problem (Rec) contains additional variables");
`Wof v` is the tensor part `W` of a point `v`, and the objective is that of (extP),
`Σ_{S₀} w_ijk + Σ_{S₁}(1 − w_ijk)` for the input tensor (`objW`). The feasible region `R` is a
fixed set that does not depend on the input tensor (the proof evaluates the optimum of the
problem for `G'` in the problem for `G`). The ground truth is a point `v̄ ∈ V` whose tensor part
is `W̄ = x̄ ⊗ ȳ ⊗ z̄`; with `V = ℝⁿ × ℝᵐ × ℝˡ × ℝ^{n×m×l}` it is `(x̄, ȳ, z̄, W̄)`. A sequence of
monotone transformations produces a tensor `G'` that agrees, entry by entry, with `G` or with
`W̄`. -/
theorem proposition_2 {n m l : ℕ} {V : Type*} (R : Set V)
(Wof : V → Fin n → Fin m → Fin l → ℝ)
(hbox : ∀ v ∈ R, ∀ i j k, 0 ≤ Wof v i j k ∧ Wof v i j k ≤ 1)
(xb : Fin n → Bool) (yb : Fin m → Bool) (zb : Fin l → Bool) (vbar : V)
(hvbar : Wof vbar = realTensor (groundTruth xb yb zb))
(G G' : BTensor n m l)
(hmod : ∀ i j k, G' i j k = G i j k ∨ G' i j k = groundTruth xb yb zb i j k)
(hrec : IsUniqueOptimalOn R (fun v => objW G (Wof v)) vbar) :
IsUniqueOptimalOn R (fun v => objW G' (Wof v)) vbar := by sorry
end RankOneBTF
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.