File size: 4,846 Bytes
f0f05de
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
import OAI.Combinatorics.BooleanFunctions.CellDegree
import OAI.Combinatorics.BooleanFunctions.Producer

namespace OAI

open scoped BigOperators Topology NNReal ENNReal
open MeasureTheory ProbabilityTheory Filter Real

noncomputable section

namespace SquareRootDegree
namespace Observations
open Switching FiniteCLT UniformFinite GaussianGain MomentTransfer
attribute [local instance] Classical.propDecidable

variable {α δ ι : Type*} [Fintype α] [Fintype δ] [Fintype ι]

def eventCongr (e : α ≃ δ) : EventSpace α ι ≃ EventSpace δ ι :=
  Equiv.prodCongr e (Equiv.piCongrRight (fun _ : ι => e))

theorem deficit_equiv (e : α ≃ δ) (T : δ → ℝ) (b : ℝ)
    (a : EventSpace δ ι → ℝ) :
    SoftEvent.deficit (T ∘ e) b (a ∘ eventCongr e) = SoftEvent.deficit T b a := by
  unfold SoftEvent.deficit
  convert average_equiv (eventCongr (ι := ι) e)
    (fun x => a x*(1-(T x.1+∑ j, T (x.2 j)-b)^2)) using 1
  congr 1

variable {γ β : Type*} [Fintype γ] [Fintype β] [DecidableEq γ]

def groupScale (F : Cube γ → β) (n : ℕ) : ℝ := Real.sqrt n * Real.sqrt (variance F)
def groupStandard (F : Cube γ → β) (n : ℕ) : Cube (Fin n × γ) → ℝ :=
  normalizedSum (standard F) n ∘ blockCurry (Fin n) γ Bool

omit [Fintype α] [Fintype δ] [Fintype ι] [Fintype β] in
theorem groupScale_sq (F : Cube γ → β) (n : ℕ) :
    (groupScale F n)^2 = n*variance F := by
  rw [groupScale,mul_pow,Real.sq_sqrt (Nat.cast_nonneg n),Real.sq_sqrt (variance_nonneg F)]

omit [Fintype α] [Fintype δ] [Fintype ι] in
theorem grouped_score_scaled (F : Cube γ → β) (hv : 0 < variance F) {n : ℕ} (hn : 0 < n) :
    score (grouped (κ := Fin n) F) = fun x => groupScale F n * groupStandard F n x := by
  rw [grouped_score]
  funext x
  simp only [groupScale,groupStandard,normalizedSum,Function.comp_apply,blockCurry,Equiv.coe_fn_mk,
    standard,standardValue,← Finset.mul_sum]
  have hv' := (Real.sqrt_pos.mpr hv).ne'
  have hn' := (Real.sqrt_pos.mpr (Nat.cast_pos.mpr hn)).ne'
  unfold score conditionalAverage
  field_simp

omit [Fintype α] [Fintype δ] [Fintype ι] in
theorem groupStandard_zero (F : Cube γ → β) (n : ℕ) : average (groupStandard F n) = 0 := by
  rw [groupStandard]
  change average (fun x => normalizedSum (standard F) n (blockCurry (Fin n) γ Bool x)) = 0
  rw [average_equiv]
  exact average_normalizedSum (standard F) (standard_zero F) n

omit [Fintype α] [Fintype δ] [Fintype ι] in
theorem groupStandard_sq (F : Cube γ → β) (hv : 0 < variance F) {n : ℕ} (hn : 0 < n) :
    average (fun x => (groupStandard F n x)^2) = 1 := by
  unfold groupStandard
  rw [show (fun x => (normalizedSum (standard F) n ∘ blockCurry (Fin n) γ Bool) x ^ 2) =
    (fun x => (normalizedSum (standard F) n x)^2) ∘ blockCurry (Fin n) γ Bool from rfl]
  change average (fun x => (normalizedSum (standard F) n (blockCurry (Fin n) γ Bool x))^2) = 1
  exact (average_equiv (blockCurry (Fin n) γ Bool)
    (fun x => (normalizedSum (standard F) n x)^2)).trans
    (average_normalizedSum_sq (standard F) (standard_zero F) (standard_sq F hv) hn)

omit [Fintype α] [Fintype δ] [Fintype ι] in
theorem exists_amplification (F : Cube γ → β) (hv : 0 < variance F) :
    ∃ n : ℕ, 0 < n ∧ ∃ S : (Fin n → β) → Leaves, ∃ L : Leaves → (Fin n → β) → Bool,
      (n:ℝ)*variance F*(Fintype.card Leaves+1+eta) <
        variance (switched (grouped (κ := Fin n) F) S L) := by
  let : MeasurableSpace (Cube γ) := ⊤
  obtain ⟨n,hn,b,S,L,hg⟩ := Producer.exists_table_gain F (standardValue F)
    (standard_zero F) (standard_sq F hv)
  refine ⟨n,hn,S,L,?_⟩
  let G := grouped (κ := Fin n) F
  let T := groupStandard F n
  let A := TableRounding.tableEvent S L
  have hd : eta < SoftEvent.deficit T b
      (fun x => if A (oldLabels G x) then 1 else 0) := by
    have he := deficit_equiv (blockCurry (Fin n) γ Bool)
      (normalizedSum (standard F) n) b
      (fun x => if A ((fun j => F (x.1 j)),fun i j => F (x.2 i j)) then 1 else 0)
    have hA : (fun x : EventSpace (Cube (Fin n × γ)) Leaves => if A (oldLabels G x) then (1:ℝ) else 0) =
        (fun x => if A ((fun j => F (x.1 j)),fun i j => F (x.2 i j)) then 1 else 0) ∘
          eventCongr (blockCurry (Fin n) γ Bool) := rfl
    change eta < SoftEvent.deficit (normalizedSum (standard F) n ∘ blockCurry (Fin n) γ Bool) b _
    rw [hA,he]
    exact hg
  have hr := retained_gain G A T (normalizedSum (standardValue F) n) (fun _ => rfl) b eta
    (groupStandard_zero F n) (groupStandard_sq F hv hn) hd
  have hs := switched_variance_scaled G S L T (groupScale F n) (grouped_score_scaled F hv hn)
  rw [groupScale_sq] at hs
  rw [hs]
  have hnV : 0 < (n:ℝ)*variance F := mul_pos (Nat.cast_pos.mpr hn) hv
  exact mul_lt_mul_of_pos_left hr hnV

end Observations
end SquareRootDegree

end

end OAI