"""Executable re-derivation of the lemma chain behind Theorem 2 (Claim 1) and Theorem 1 (Claim 2). Every step is an assertion; the script exits non-zero on failure. Chain verified: Lemma 7 sum_pi Q_m(pi) Reg_hat_t(pi) < (K-1)/gamma_m [IPGS kernel identity] Cor. 1 E[(x'beta_hat - x'beta)^2] = Theta(sigma^2 d / n) [ridge, random design] Lemma 11 R(T) <= tau_{m0-1} + 206 K sum_t 1/gamma_m(t) + Azuma Eq. E.30 206 K sum_t 1/gamma_m(t) = Theta(sigma sqrt(K d T)) Thm 1 N(eps) ~ K^3 d / (phi0 (tau+eps)^2); L(eps) = 1 + (1-eps)/(tau rho + eps) """ import json, sys, os import numpy as np os.chdir(os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))) sys.path.insert(0, os.path.join(os.path.dirname(__file__), "..")) from rcb.core import ipgs, EF_ridge, N_eps, L_eps, m0_eps RES = {} FAIL = [] def check(name, cond, detail=""): (RES.setdefault("checks", {}))[name] = {"pass": bool(cond), "detail": detail} print(f"[{'PASS' if cond else 'FAIL'}] {name} {detail}") if not cond: FAIL.append(name) def loglog_slope(xs, ys): return float(np.polyfit(np.log(xs), np.log(ys), 1)[0]) # ---------------------------------------------------------------- Lemma 7 def lemma7(): """sum_{a != b} p_t(a) (mu_hat(b) - mu_hat(a)) < (K-1)/gamma, for the IPGS kernel. Proof step (E.12): each term is (1/gamma) * [gamma*Delta / (K + gamma*Delta)] < 1/gamma. """ rng = np.random.default_rng(0) worst = -np.inf for _ in range(200000): K = int(rng.integers(2, 12)) gamma = float(10 ** rng.uniform(-1, 4)) mu = rng.normal(size=K) p, b = ipgs(mu, gamma) lhs = float(sum(p[a] * (mu[b] - mu[a]) for a in range(K) if a != b)) worst = max(worst, lhs * gamma / (K - 1)) if p[b] < 0: # kernel must stay a valid distribution check("lemma7-valid-kernel", False, f"p(b)={p[b]}") return check("Lemma 7: sum_a p(a)(mu_b - mu_a) < (K-1)/gamma", worst < 1.0, f"sup over 2e5 random (K,gamma,mu_hat) of LHS*gamma/(K-1) = {worst:.6f} < 1") RES["lemma7_sup_ratio"] = worst # ---------------------------------------------------------------- Corollary 1 def corollary1(): """Excess prediction risk of ridge with random design. The sharp identity is E_x[(x'beta_hat - x'beta)^2] = ||beta_hat - beta||^2_Sigma; Lemma 1 + Lemma 2 bound its expectation by ~ sigma^2 Tr[(Sigma+lam)^{-1}Sigma]/n + lam||beta||^2, i.e. Theta(sigma^2 d / n). We measure the exponents in d, n, sigma. """ rng = np.random.default_rng(1) def risk(n, d, sigma, reps=200, lam=1e-6): out = [] Sigma = np.eye(d) for _ in range(reps): beta = rng.normal(size=d) / np.sqrt(d) X = rng.normal(size=(n, d)) y = X @ beta + sigma * rng.normal(size=n) bh = np.linalg.solve(X.T @ X + lam * np.eye(d), X.T @ y) out.append(float((bh - beta) @ Sigma @ (bh - beta))) return float(np.mean(out)) ns = np.array([200, 400, 800, 1600, 3200]) s_n = loglog_slope(ns, [risk(n, 10, 0.1) for n in ns]) check("Corollary 1: excess risk ~ n^-1", abs(s_n + 1.0) < 0.06, f"fitted exponent in n = {s_n:.3f} (theory -1)") ds = np.array([4, 8, 16, 32, 64]) s_d = loglog_slope(ds, [risk(4000, d, 0.1) for d in ds]) check("Corollary 1: excess risk ~ d^+1", abs(s_d - 1.0) < 0.06, f"fitted exponent in d = {s_d:.3f} (theory +1)") ss = np.array([0.02, 0.05, 0.1, 0.2, 0.4]) s_s = loglog_slope(ss, [risk(2000, 10, s) for s in ss]) check("Corollary 1: excess risk ~ sigma^+2", abs(s_s - 2.0) < 0.06, f"fitted exponent in sigma = {s_s:.3f} (theory +2)") RES["corollary1_exponents"] = dict(n=s_n, d=s_d, sigma=s_s) # ---------------------------------------------------------------- Eq. E.29 / E.30 def regret_sum(T, K, d, sigma, phi0=1.0, N=1.0, c3=1.0, gamma_const=4.0, C0=206.0): """The learning-regret term of Lemma 11 evaluated exactly: C0 * K * sum_{t = tau_{m0-1}+1}^{T} 1/gamma_{m(t)}, gamma_m = gamma_const * sqrt(K / E_F(2^{m-2})), E_F = c3 sigma^2 d/(phi0 n). """ m0 = m0_eps(N) tot = 0.0 m = m0 while 2 ** (m - 1) < T: lo, hi = max(2 ** (m - 1), 2 ** (m0 - 1)), min(2 ** m, T) if hi > lo: EF = EF_ridge(2 ** (m - 2), d, sigma, phi0, c3) gamma = gamma_const * np.sqrt(K / EF) tot += C0 * K * (hi - lo) / gamma m += 1 return tot def eq_e30(): """Verify the closed form of Eq. (E.30): the learning term is Theta(sigma sqrt(KdT)) and obeys the paper's stated constant 151 sigma sqrt(KdT).""" base = dict(K=5, d=5, sigma=0.05) Ts = np.array([2 ** k for k in range(12, 22)]) sT = loglog_slope(Ts, [regret_sum(T=T, **base) for T in Ts]) check("Eq. E.30: learning regret ~ T^1/2", abs(sT - 0.5) < 0.02, f"fitted exponent in T = {sT:.4f} (theory 1/2)") Ks = np.array([2, 3, 5, 10, 20, 40]) sK = loglog_slope(Ks, [regret_sum(T=2 ** 20, K=K, d=5, sigma=0.05) for K in Ks]) check("Eq. E.30: learning regret ~ K^1/2", abs(sK - 0.5) < 0.02, f"fitted exponent in K = {sK:.4f} (theory 1/2)") ds = np.array([2, 3, 5, 10, 20, 40]) sd = loglog_slope(ds, [regret_sum(T=2 ** 20, K=5, d=d, sigma=0.05) for d in ds]) check("Eq. E.30: learning regret ~ d^1/2", abs(sd - 0.5) < 0.02, f"fitted exponent in d = {sd:.4f} (theory 1/2)") ss = np.array([0.01, 0.02, 0.05, 0.1, 0.2]) ss_ = loglog_slope(ss, [regret_sum(T=2 ** 20, K=5, d=5, sigma=s) for s in ss]) check("Eq. E.30: learning regret ~ sigma^1", abs(ss_ - 1.0) < 0.02, f"fitted exponent in sigma = {ss_:.4f} (theory 1)") # ---- the paper's explicit constant ----------------------------------- # E.30's last-but-one step replaces sum_{m=m0}^{log2 T} 2^{m/2} by # int_{m0}^{log2 T} 2^{x/2} dx. For an INCREASING integrand the sum EXCEEDS the # integral, so this direction is invalid: sum -> 2^{M/2}/(1 - 2^{-1/2}) = 3.414 sqrt(T) # while the integral gives (2/ln 2) sqrt(T) = 2.885 sqrt(T). The paper's stated # constant 151 is therefore understated by the factor 3.414/2.885 = 1.183. M = 24 disc = sum(2 ** (m / 2) for m in range(6, M + 1)) integ = (2 ** (M / 2) - 2 ** 3) * 2 / np.log(2) check("E.30: sum_m 2^{m/2} EXCEEDS int 2^{x/2} dx (paper bounds it the wrong way)", disc > integ, f"discrete sum/integral = {disc/integ:.4f} > 1 " f"(asymptotically 3.4142/2.8854 = 1.1833)") ratios = [] for T in [2 ** k for k in range(12, 22)]: for K in [3, 5, 10]: for d in [2, 5, 10]: r = regret_sum(T=T, K=K, d=d, sigma=0.05) ratios.append(r / (0.05 * np.sqrt(K * d * T))) mx = max(ratios) check("E.30: paper's constant 151 is VIOLATED; correct constant is ~176", mx > 151.0 and mx <= 177.0, f"max over 90 (T,K,d) grid points of term/(sigma sqrt(KdT)) = {mx:.1f}; " f"paper claims <=151, closed form 51.5/(1-2^-1/2) = {51.5/(1-2**-0.5):.1f}") RES["e30"] = dict(T=sT, K=sK, d=sd, sigma=ss_, max_ratio=float(mx), correct_constant=float(51.5 / (1 - 2 ** -0.5))) # ---- E.29 line 2 typo -------------------------------------------------- # As printed, E.29 line 2 reads 52 sum_m sqrt(K E_F(...) (tau_m - tau_{m-1})). # Lemma 11 actually yields (tau_m - tau_{m-1}) * sqrt(K E_F). The printed form is # O(sqrt(Kd) log T); only the latter gives O(sqrt(KdT)). Distinguish by the T exponent. def printed_sum(T, K=5, d=5, sigma=0.05): s = 0.0 for m in range(6, int(np.log2(T)) + 1): EF = EF_ridge(2 ** (m - 2), d, sigma, 1.0, 1.0) s += 52 * np.sqrt(K * EF * 2 ** (m - 1)) return s Ts = np.array([2 ** k for k in range(12, 25)]) sp = loglog_slope(Ts, [printed_sum(T) for T in Ts]) check("E.29 as printed is O(polylog T), not O(sqrt(T)) -- a typo, not the real bound", sp < 0.15, f"fitted exponent in T of the printed expression = {sp:.4f} " f"(log-like); the corrected expression gives {sT:.4f}") # ---------------------------------------------------------------- Theorem 1 def theorem1(): """N(eps) exponents (Claim 2) evaluated on the closed form of Eq. (7).""" base = dict(sigma=0.05, eps=0.05, tau=0.01, phi0=1.0) Ks = np.array([2, 3, 5, 10, 20, 40]) sK = loglog_slope(Ks, [N_eps(K=K, d=5, **base) for K in Ks]) check("Theorem 1: N(eps) ~ K^3", abs(sK - 3.0) < 1e-6, f"fitted exponent in K = {sK:.6f} (paper: cubic in arms)") # The paper advertises N(eps) as "linear in context (d)". The formula's d-factor is # (sigma^2 d + 1), which is linear only once sigma^2 d >> 1. At the paper's own # noise levels that crossover sits far beyond any d it uses. ds = np.array([2, 5, 10, 20, 50, 100, 200]) sd = loglog_slope(ds, [N_eps(K=5, d=d, **base) for d in ds]) check("Theorem 1: N(eps) is NOT linear in d at the paper's own sigma=0.05", sd < 0.2, f"fitted exponent in d over d in [2,200] = {sd:.4f}, i.e. essentially " f"CONSTANT, because sigma^2 d < 1 until d > 1/sigma^2 = {1/0.05**2:.0f}. " f"Every d used in the paper (2,5,10,70) lies in this flat regime.") ds2 = np.array([1e5, 1e6, 1e7, 1e8]) sd2 = loglog_slope(ds2, [N_eps(K=5, d=d, **base) for d in ds2]) check("Theorem 1: N(eps) -> d^1 only asymptotically (sigma^2 d >> 1)", abs(sd2 - 1.0) < 0.02, f"fitted exponent in d over d in [1e5,1e8] = {sd2:.4f} (theory 1)") es = np.array([0.005, 0.01, 0.02, 0.05, 0.1]) se = loglog_slope(es + 0.01, [N_eps(K=5, d=5, sigma=0.05, eps=e, tau=0.01, phi0=1.0) for e in es]) check("Theorem 1: N(eps) ~ (tau+eps)^-2", abs(se + 2.0) < 1e-6, f"fitted exponent in (tau+eps) = {se:.6f} (theory -2)") ps = np.array([0.01, 0.1, 1.0, 10.0]) sp = loglog_slope(ps, [N_eps(K=5, d=5, sigma=0.05, eps=0.05, tau=0.01, phi0=p) for p in ps]) check("Theorem 1: N(eps) ~ phi0^-1", abs(sp + 1.0) < 1e-6, f"fitted exponent in phi0 = {sp:.6f} (theory -1)") # L(eps) is decreasing in eps and >= 1 es = np.linspace(0.0, 1.0, 101) Ls = np.array([L_eps(e, 0.01, 0.95) for e in es]) check("Theorem 1: L(eps) decreasing in eps and >= 1", bool(np.all(np.diff(Ls) < 0) and np.all(Ls >= 1.0)), f"L(0)={Ls[0]:.1f} -> L(1)={Ls[-1]:.1f}") RES["theorem1"] = dict(K=sK, d_small=sd, d_large=sd2, eps=se, phi0=sp) # ------------------------------- Theorem 2 statement vs its own proof def theorem2_statement(): """Theorem 2 states the price-of-incentives term as 'T_cold ~ m0(eps)'. But m0(eps) = ceil(2 + log2 N(eps)) is LOGARITHMIC in N, whereas (a) the proof E.29 uses tau_{m0-1} = 2^{m0-1} ~ 2 N(eps), and (b) the body text says this cost 'scales as O(1/eps^2)'. Only the proof's reading is self-consistent.""" out = {} for eps in [0.01, 0.02, 0.05, 0.1]: N = N_eps(5, 5, 0.05, eps, 0.01, 1.0) m0 = m0_eps(N) out[eps] = dict(N=N, m0=m0, tau_m0_minus_1=2.0 ** (m0 - 1)) es = np.array(list(out)) s_m0 = loglog_slope(es + 0.01, [out[e]["m0"] for e in es]) s_tau = loglog_slope(es + 0.01, [out[e]["tau_m0_minus_1"] for e in es]) check("Theorem 2's stated T_cold ~ m0(eps) is NOT O(1/eps^2)", abs(s_m0) < 0.6, f"exponent of m0(eps) in (tau+eps) = {s_m0:.3f}, not -2") check("Theorem 2's proof term tau_{m0-1} IS O(1/eps^2)", abs(s_tau + 2.0) < 0.15, f"exponent of tau_(m0-1) in (tau+eps) = {s_tau:.3f} (theory -2)") RES["theorem2_statement"] = dict(m0_exponent=s_m0, tau_exponent=s_tau, table={str(k): v for k, v in out.items()}) if __name__ == "__main__": lemma7(); corollary1(); eq_e30(); theorem1(); theorem2_statement() RES["n_fail"] = len(FAIL); RES["failed"] = FAIL os.makedirs("outputs", exist_ok=True) json.dump(RES, open("outputs/theory_checks.json", "w"), indent=1) print(f"\n{len(RES['checks'])} checks, {len(FAIL)} failed") sys.exit(1 if FAIL else 0)