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import OAI.Probability.IsingPerceptron.OrderedQuantile
namespace OAI
/-! Time Increment. -/
noncomputable section
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
namespace IsingPerceptron
lemma enrichedHamiltonian_count_succ {N : ℕ} {A : Type*} (n : ℕ) (h : ℕ → ℝ)
(u : Fin N → ℝ) (φ : A → Spin N → ℝ) (m : ℕ) (z : EnrichedFixedData n A) :
enrichedHamiltonian n h u φ (enrichedCountJoin (m+1,z)) =
fun s => enrichedHamiltonian n h u φ (enrichedCountJoin (m,z)) s+φ (z.1.1 m) s.1 := by
funext s
unfold enrichedHamiltonian enrichedCountJoin
dsimp only
rw [patternBase_prefix_succ]
simp only [Pi.add_apply]
ring
lemma enrichedFixed_pressure_increment {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
{h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (m : ℕ) :
∀ᵐ z ∂enrichedFixedLaw P n b,
enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m+1,z))-
enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z)) =
cgf (fun s : Spin N × LabeledLeaf n => φ (z.1.1 m) s.1)
(enrichedGibbsReference n h u ν φ (enrichedCountJoin (m,z))) 1/N := by
filter_upwards [enrichedFixed_exp_ae hN n b hh h0 u hu ν P hK hφ m,
enrichedFixed_exp_ae hN n b hh h0 u hu ν P hK hφ (m+1)] with z he he'
rw [enrichedHamiltonian_count_succ] at he'
have hc := cgf_fold (labeledSpinReference n ν z.1.2)
(enrichedHamiltonian n h u φ (enrichedCountJoin (m,z)))
(fun s : Spin N × LabeledLeaf n => φ (z.1.1 m) s.1) 1 he (by simpa using he')
change cgf _ (enrichedGibbsReference n h u ν φ (enrichedCountJoin (m,z))) _ = _ at hc
rw [hc]
change (Real.log (referencePartition (labeledSpinReference n ν z.1.2)
(enrichedHamiltonian n h u φ (enrichedCountJoin (m+1,z))))-N*h n/2)/N -
(Real.log (referencePartition (labeledSpinReference n ν z.1.2)
(enrichedHamiltonian n h u φ (enrichedCountJoin (m,z))))-N*h n/2)/N = _
rw [enrichedHamiltonian_count_succ]
simp only [one_mul]
ring
lemma enrichedFixed_mean_step_bound {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
(hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (m : ℕ) :
|(∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m+1,z)) ∂enrichedFixedLaw P n b)-
(∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z)) ∂enrichedFixedLaw P n b)| ≤ K/N := by
rw [← integral_sub (enrichedFixed_pressure_integrable hN n b hb hh h0 u hu ν P hm hK hφ (m+1))
(enrichedFixed_pressure_integrable hN n b hb hh h0 u hu ν P hm hK hφ m),← Real.norm_eq_abs]
apply (norm_integral_le_of_norm_le_const (C := K/N) ?_).trans (by simp)
filter_upwards [enrichedFixed_pressure_increment hN n b hh h0 u hu ν P hK hφ m] with z hz
rw [hz,Real.norm_eq_abs,abs_div,abs_of_nonneg (Nat.cast_nonneg N : (0:ℝ) ≤ N)]
apply div_le_div_of_nonneg_right _ (Nat.cast_nonneg _)
exact abs_cgf_one_le _ (measurable_of_countable _) (fun s => hφ (z.1.1 m) s.1)
lemma enrichedMeanPressure_eq_poissonMean {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
(hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) :
enrichedMeanPressure P r n b h u ν φ =
poissonMean (fun m => ∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z))
∂enrichedFixedLaw P n b) r := by
have hn : (N:ℝ) ≠ 0 := by exact_mod_cast hN.ne'
have hi := (enrichedCylinderPressure_field_cap hN n b hb hh h0 (le_refl (h n)) u hu ν P hm hK hφ r
(α := (r:ℝ)/N) (by rw [div_mul_cancel₀ _ hn])).1.integrable (by norm_num)
have hp := enrichedCountJoin_preserving P r n b
rw [poissonMean_eq_integral]
unfold enrichedMeanPressure
rw [← hp.hasLaw.integral_comp hi.aestronglyMeasurable,integral_prod _ ((hp.map_eq.symm ▸ hi).comp_measurable hp.measurable)]
rfl
end IsingPerceptron
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
namespace IsingPerceptron
def enrichedNextPatternCGF {N : ℕ} {A : Type*} (n : ℕ) (h : ℕ → ℝ)
(u : Fin N → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ)
(m : ℕ) (z : EnrichedFixedData n A) : ℝ :=
cgf (fun s : Spin N × LabeledLeaf n => φ (z.1.1 m) s.1)
(enrichedGibbsReference n h u ν φ (enrichedCountJoin (m,z))) 1
lemma enrichedFixed_mean_increment {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
(hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (m : ℕ) :
(∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m+1,z)) ∂enrichedFixedLaw P n b)-
(∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z)) ∂enrichedFixedLaw P n b) =
(∫ z, enrichedNextPatternCGF n h u ν φ m z ∂enrichedFixedLaw P n b)/N := by
rw [← integral_sub (enrichedFixed_pressure_integrable hN n b hb hh h0 u hu ν P hm hK hφ (m+1))
(enrichedFixed_pressure_integrable hN n b hb hh h0 u hu ν P hm hK hφ m),
integral_congr_ae (enrichedFixed_pressure_increment hN n b hh h0 u hu ν P hK hφ m),integral_div]
rfl
theorem enrichedMeanPressure_time_derivative {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
(hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) {t : ℝ} (ht : 0 < t) :
HasDerivAt (fun s => -enrichedMeanPressure P (Real.toNNReal (N*s)) n b h u ν φ)
(-(∫ m, ∫ z, enrichedNextPatternCGF n h u ν φ m z ∂enrichedFixedLaw P n b
∂poissonMeasure (Real.toNNReal (N*t)))) t := by
let a : ℕ → ℝ := fun m => ∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z))
∂enrichedFixedLaw P n b
have hn : (0:ℝ)<N := by exact_mod_cast hN
have hstep := enrichedFixed_mean_step_bound hN n b hb hh h0 u hu ν P hm hK hφ
change ∀ m, |a (m+1)-a m| ≤ K/N at hstep
have hd := ((poisson_count_derivative (div_nonneg hK hn.le) hstep ((N:ℝ)*t)).comp t
((hasDerivAt_id t).const_mul (N:ℝ))).neg
simp only [mul_one] at hd
have hdval : poissonMean (fun m => a (m+1)-a m) ((N:ℝ)*t)*(N:ℝ) =
(∫ m, ∫ z, enrichedNextPatternCGF n h u ν φ m z ∂enrichedFixedLaw P n b
∂poissonMeasure (Real.toNNReal (N*t))) := by
rw [← Real.coe_toNNReal ((N:ℝ)*t) (mul_nonneg hn.le ht.le),poissonMean_eq_integral]
have he (m : ℕ) : a (m+1)-a m =
(∫ z, enrichedNextPatternCGF n h u ν φ m z ∂enrichedFixedLaw P n b)/N :=
enrichedFixed_mean_increment hN n b hb hh h0 u hu ν P hm hK hφ m
simp_rw [he]
rw [integral_div,div_mul_cancel₀ _ hn.ne']
simp [max_eq_left (mul_nonneg hn.le ht.le)]
rw [hdval] at hd
apply hd.congr_of_eventuallyEq
filter_upwards [isOpen_Ioi.mem_nhds ht] with s hs
congr 1
rw [enrichedMeanPressure_eq_poissonMean hN n b hb hh h0 u hu ν P hm hK hφ,
Real.coe_toNNReal _ (mul_nonneg hn.le hs.le)]
rfl
end IsingPerceptron
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
namespace IsingPerceptron
lemma random_cylinder_cgf_amplitude_cost {Ω X : Type*}
[MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X]
{P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X}
(hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)]
(A : X → ℕ →₀ ℝ) (hA : ∀ x, (A x).sum (fun _ c => c^2) ≤ 1)
{d : ℝ} (hd : ∀ x, cylinderCross (A x) (A x) = d) (hd0 : 0 ≤ d) (hd1 : d ≤ 1)
(a : ℝ) {v w : ℝ} (hv : |v| ≤ 2) (hw : |w| ≤ 2) :
|(∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A x) z.2) (ν z.1) (a*v)
∂P.prod gaussianCoordinates)-
(∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A x) z.2) (ν z.1) (a*w)
∂P.prod gaussianCoordinates)| ≤ (4*a^2)*|v-w| := by
let F := fun t => ∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A x) z.2) (ν z.1) (a*t)
∂P.prod gaussianCoordinates
let R := fun t => randomReplicaAverage P ν A (a*t)
(fun σ : Fin 2 → X => cylinderCross (A (σ 1)) (A (σ 0)))
have hR (t : ℝ) : |R t| ≤ 1 := randomReplicaAverage_abs_le hν A (a*t) _ zero_le_one
(fun σ => by simpa using cylinderCross_bound A hA (σ 1) (σ 0))
have hder (t : ℝ) : HasDerivAt F ((a*t*(d-R t))*a) t := by
simpa only [F,R,mul_one,id_eq,Function.comp_def] using (hasDerivAt_random_cylinder_covariance hν A hA hd (a*t)).comp t
((hasDerivAt_id t).const_mul a)
have hbound (t : ℝ) (ht : t ∈ Icc (-2:ℝ) 2) : |(a*t*(d-R t))*a| ≤ 4*a^2 := by
have ht' : |t| ≤ 2 := abs_le.mpr ht
have hd' : |d-R t| ≤ 2 := (abs_sub _ _).trans (by rw [abs_of_nonneg hd0]; linarith [hR t])
rw [abs_mul,abs_mul,abs_mul]
calc
_ ≤ (|a| *2*2)* |a| := mul_le_mul_of_nonneg_right
(mul_le_mul (mul_le_mul_of_nonneg_left ht' (abs_nonneg a)) hd' (abs_nonneg _) (by positivity)) (abs_nonneg a)
_ = _ := by nlinarith [sq_abs a]
have he := (convex_Icc (-2:ℝ) 2).norm_image_sub_le_of_norm_hasDerivWithin_le
(fun t _ => (hder t).hasDerivWithinAt) (fun t ht => hbound t ht)
(abs_le.mp hw) (abs_le.mp hv)
simpa only [Real.norm_eq_abs] using he
lemma enriched_coordinate_lipschitz {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
(hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (j : Fin N) {v w : ℝ}
(hv : |v| ≤ 2) (hw : |w| ≤ 2)
(ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) :
|enrichedMeanPressure P r n b h (Function.update u j v) ν φ-
enrichedMeanPressure P r n b h (Function.update u j w) ν φ| ≤
(4*(perturbationAmplitude N j)^2/N)*|v-w| := by
have hdiag (x : Spin N × LabeledLeaf n) := monomialCoefficients_variance hN n (monomialIndex j).1 (monomialIndex j).2 x
simp_rw [← cylinderCross_self] at hdiag
have hc := random_cylinder_cgf_amplitude_cost (P := enrichedFrozenLaw P r n b j)
(measurable_enrichedFrozenReference n h u j ν hm)
(monomialCoefficients n (monomialIndex j).1 (monomialIndex j).2)
(monomialCoefficients_variance_le hN n (monomialIndex j).1 (monomialIndex j).2)
hdiag (monomialPath_nonneg n (monomialIndex j).2 n) (monomialPath_diag_le_one n (monomialIndex j).2)
(perturbationAmplitude N j) hv hw
change |(∫ z, enrichedCGF n h u j ν φ v z ∂(enrichedFrozenLaw P r n b j).prod gaussianCoordinates)-
(∫ z, enrichedCGF n h u j ν φ w z ∂(enrichedFrozenLaw P r n b j).prod gaussianCoordinates)| ≤ _ at hc
rw [(enrichedCGF_integral hN n b hb hh h0 u hu j hv ν P hm hK hφ r).2,
(enrichedCGF_integral hN n b hb hh h0 u hu j hw ν P hm hK hφ r).2] at hc
have hn : (0:ℝ)<N := by exact_mod_cast hN
rw [← mul_sub,sub_sub_sub_cancel_right,abs_mul,abs_of_pos hn] at hc
rw [div_mul_eq_mul_div]
apply (le_div_iff₀ hn).mpr
nlinarith [hc]
lemma cube_coordinate_sum_bound {ι : Type*} [Fintype ι] [DecidableEq ι]
(F : (ι → ℝ) → ℝ) (C : ι → ℝ)
(hF : ∀ (u : ι → ℝ), (∀ j, |u j| ≤ 2) → ∀ (j : ι) (v w : ℝ),
|v| ≤ 2 → |w| ≤ 2 → |F (Function.update u j v)-F (Function.update u j w)| ≤ C j*|v-w|)
{u v : ι → ℝ} (hu : ∀ j, |u j| ≤ 2) (hv : ∀ j, |v j| ≤ 2) :
|F u-F v| ≤ ∑ j, C j*|u j-v j| := by
let mix := fun (s : Finset ι) j => if j ∈ s then u j else v j
have hm (s : Finset ι) : ∀ j, |mix s j| ≤ 2 := by
intro j; dsimp only [mix]; split_ifs; exact hu j; exact hv j
have hs (s : Finset ι) : |F (mix s)-F v| ≤ ∑ j ∈ s, C j*|u j-v j| := by
induction s using Finset.induction_on with
| empty => simp [mix]
| @insert j s hj ih =>
have he : mix (insert j s) = Function.update (mix s) j (u j) := by
ext k; by_cases hk : k=j <;> simp [mix,hk]
have he' : Function.update (mix s) j (v j) = mix s := by
apply Function.update_eq_self_iff.mpr
simp [mix,hj]
have hb := hF (mix s) (hm s) j (u j) (v j) (hu j) (hv j)
rw [he'] at hb
rw [he,Finset.sum_insert hj]
exact (abs_sub_le (F (Function.update (mix s) j (u j))) (F (mix s)) (F v)).trans
(add_le_add hb ih)
simpa [mix] using hs Finset.univ
theorem enrichedMeanPressure_perturbation_lipschitz {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
(hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
{u v : Fin N → ℝ} (hu : ∀ j, |u j| ≤ 2) (hv : ∀ j, |v j| ≤ 2)
(ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) :
|enrichedMeanPressure P r n b h u ν φ-enrichedMeanPressure P r n b h v ν φ| ≤
∑ j : Fin N, (4*(perturbationAmplitude N j)^2/N)*|u j-v j| :=
cube_coordinate_sum_bound (fun w => enrichedMeanPressure P r n b h w ν φ)
(fun (j : Fin N) => 4*(perturbationAmplitude N j)^2/N) (fun w hw j _ _ hx hy =>
enriched_coordinate_lipschitz hN n b hb hh h0 w hw j hx hy ν P hm hK hφ r) hu hv
end IsingPerceptron
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
namespace IsingPerceptron
lemma poissonMean_lipschitz {a : ℕ → ℝ} {K : ℝ} (hK : 0 ≤ K)
(ha : ∀ n, |a (n+1)-a n| ≤ K) {r s : ℝ} (hr : 0 ≤ r) (hs : 0 ≤ s) :
|poissonMean a r-poissonMean a s| ≤ K*|r-s| := by
have hd := fun t (_ : t ∈ Ici (0:ℝ)) => (poisson_count_derivative hK ha t).hasDerivWithinAt (s := Ici 0)
have hb (t : ℝ) (ht : t ∈ Ici (0:ℝ)) :
‖poissonMean (fun n => a (n+1)-a n) t‖ ≤ K := by
rw [Real.norm_eq_abs]
exact poissonMean_derivative_bound hK ha (⟨t,ht⟩ : ℝ≥0)
simpa only [Real.norm_eq_abs] using
(convex_Ici (0:ℝ)).norm_image_sub_le_of_norm_hasDerivWithin_le hd hb (show s ∈ Ici 0 from hs) (show r ∈ Ici 0 from hr)
theorem enrichedMeanPressure_time_lipschitz {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
(hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (r s : ℝ≥0) :
|enrichedMeanPressure P r n b h u ν φ-enrichedMeanPressure P s n b h u ν φ| ≤
(K/N)*|(r:ℝ)-s| := by
rw [enrichedMeanPressure_eq_poissonMean hN n b hb hh h0 u hu ν P hm hK hφ,
enrichedMeanPressure_eq_poissonMean hN n b hb hh h0 u hu ν P hm hK hφ]
exact poissonMean_lipschitz (div_nonneg hK (Nat.cast_nonneg N))
(enrichedFixed_mean_step_bound hN n b hb hh h0 u hu ν P hm hK hφ) r.coe_nonneg s.coe_nonneg
end IsingPerceptron
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
namespace IsingPerceptron
abbrev ContactParameter (n N : ℕ) := ℝ≥0 × (Fin (n+1) → ℝ) × (Fin N → ℝ)
def contactRegion (n N : ℕ) (rmax : ℝ≥0) (H : ℝ) : Set (ContactParameter n N) :=
Icc (0, (fun _ => 0), (fun _ => 1)) (rmax, (fun _ => H), (fun _ => 2)) ∩
{p | (∑ j, p.2.1 j) ≤ H}
lemma contactRegion_nonneg {n N : ℕ} {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N}
(hp : p ∈ contactRegion n N rmax H) :
0 ≤ p.1 ∧ p.1 ≤ rmax ∧ (∀ j, 0 ≤ p.2.1 j) ∧ (∑ j, p.2.1 j) ≤ H ∧
∀ j, p.2.2 j ∈ Icc (1:ℝ) 2 := by
exact ⟨hp.1.1.1,hp.1.2.1,hp.1.1.2.1,hp.2,fun j => ⟨hp.1.1.2.2 j,hp.1.2.2.2 j⟩⟩
lemma contactRegion_mem {n N : ℕ} {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N}
(hr : p.1 ≤ rmax) (ha : ∀ j, 0 ≤ p.2.1 j) (hcap : (∑ j, p.2.1 j) ≤ H)
(hu : ∀ j, p.2.2 j ∈ Icc (1:ℝ) 2) : p ∈ contactRegion n N rmax H := by
refine ⟨⟨⟨bot_le,ha,fun j => (hu j).1⟩,hr,?_,fun j => (hu j).2⟩,hcap⟩
intro j
exact (Finset.single_le_sum (fun k _ => ha k) (Finset.mem_univ j)).trans hcap
lemma isCompact_contactRegion (n N : ℕ) (rmax : ℝ≥0) (H : ℝ) :
IsCompact (contactRegion n N rmax H) :=
isCompact_Icc.inter_right (isClosed_le (by fun_prop) continuous_const)
lemma contactRegion_nonempty (n N : ℕ) (rmax : ℝ≥0) {H : ℝ} (hH : 0 ≤ H) :
(contactRegion n N rmax H).Nonempty := by
refine ⟨(0,fun _ => 0,fun _ => (3:ℝ)/2),contactRegion_mem bot_le (fun _ => le_rfl) ?_ ?_⟩
· simpa using hH
· intro j; norm_num
lemma enrichedMeanPressure_parameters_continuousOn {N : ℕ} (hN : 0 < N)
(n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b)
(ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) {s : Set (ContactParameter n N)}
(hs : ∀ p ∈ s, (∀ j, 0 ≤ p.2.1 j) ∧ ∀ j, |p.2.2 j| ≤ 2) :
ContinuousOn (fun p => enrichedMeanPressure P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ) s := by
let F := fun p : ContactParameter n N =>
enrichedMeanPressure P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ
have hbnd (p q : s) : |F p-F q| ≤
(K/N)*|(p.val.1:ℝ)-q.val.1| + (∑ j, |p.val.2.1 j-q.val.2.1 j|)/2 +
∑ j : Fin N, (4*(perturbationAmplitude N j)^2/N)*|p.val.2.2 j-q.val.2.2 j| := by
have hp := hs p p.property
have hq := hs q q.property
have hr := enrichedMeanPressure_time_lipschitz hN n b hb (monotone_finiteFieldPath hp.1)
(finiteFieldPath_nonneg hp.1 0) p.val.2.2 hp.2 ν P hm hK hφ p.val.1 q.val.1
have ha := enrichedMeanPressure_field_lipschitz hN n b hb hp.1 hq.1 p.val.2.2 hp.2 ν P hm hK hφ q.val.1
have hu := enrichedMeanPressure_perturbation_lipschitz hN n b hb (monotone_finiteFieldPath hq.1)
(finiteFieldPath_nonneg hq.1 0) hp.2 hq.2 ν P hm hK hφ q.val.1
have ht1 := abs_sub_le (F p)
(enrichedMeanPressure P q.val.1 n b (finiteFieldPath p.val.2.1) p.val.2.2 ν φ)
(enrichedMeanPressure P q.val.1 n b (finiteFieldPath q.val.2.1) p.val.2.2 ν φ)
have ht2 := abs_sub_le (F p)
(enrichedMeanPressure P q.val.1 n b (finiteFieldPath q.val.2.1) p.val.2.2 ν φ) (F q)
dsimp only [F] at *
linarith
rw [continuousOn_iff_continuous_domRestrict]
apply continuous_iff_continuousAt.mpr
intro q
apply tendsto_iff_norm_sub_tendsto_zero.mpr
let E := fun p : s =>
(K/N)*|(p.val.1:ℝ)-q.val.1| + (∑ j, |p.val.2.1 j-q.val.2.1 j|)/2 +
∑ j : Fin N, (4*(perturbationAmplitude N j)^2/N)*|p.val.2.2 j-q.val.2.2 j|
have hE : Continuous E := by fun_prop
have hEq : E q = 0 := by simp [E]
apply squeeze_zero' (Eventually.of_forall (fun _ => norm_nonneg _))
(Eventually.of_forall (fun p => by simpa only [Real.norm_eq_abs, F, Set.domRestrict_apply] using hbnd p q))
simpa only [hEq] using (hE.continuousAt (x := q)).tendsto
def enrichedContactObjective {N : ℕ} {A : Type*} [MeasurableSpace A]
(P : Measure A) (n : ℕ) (b : ℕ → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ)
(c : Fin (n+1) → ℝ) (S v : ℝ) (p : ContactParameter n N) : ℝ :=
-enrichedMeanPressure P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ -
(∑ i, c i*finiteFieldPath p.2.1 i)/2 + S + ((p.1:ℝ)/N)*v +
∑ j : Fin N, perturbationWeight j * (p.2.2 j-3/2)^2
lemma continuous_enrichedContactPenalty {N n : ℕ} (c : Fin (n+1) → ℝ) (S v : ℝ) :
Continuous (fun p : ContactParameter n N => -(∑ i, c i*finiteFieldPath p.2.1 i)/2 +
S + ((p.1:ℝ)/N)*v + ∑ j : Fin N, perturbationWeight j*(p.2.2 j-3/2)^2) := by
have hf (i : Fin (n+1)) : Continuous (fun p : ContactParameter n N => finiteFieldPath p.2.1 i) := by
unfold finiteFieldPath
apply continuous_finsetSum
intro j _
split_ifs <;> fun_prop
exact (((((continuous_finsetSum _ (fun i _ => continuous_const.mul (hf i))).neg).div_const 2).add
continuous_const).add ((by fun_prop : Continuous (fun p : ContactParameter n N => (p.1:ℝ)/N)).mul continuous_const)).add
(continuous_finsetSum _ (fun j _ => by fun_prop))
theorem enrichedContactObjective_exists_minimum {N : ℕ} (hN : 0 < N)
(n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b)
(ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (rmax : ℝ≥0) {H : ℝ} (hH : 0 ≤ H)
(c : Fin (n+1) → ℝ) (S v : ℝ) :
∃ p ∈ contactRegion n N rmax H,
IsMinOn (enrichedContactObjective P n b ν φ c S v) (contactRegion n N rmax H) p := by
apply (isCompact_contactRegion n N rmax H).exists_isMinOn (contactRegion_nonempty n N rmax hH)
have hc := enrichedMeanPressure_parameters_continuousOn hN n b hb ν P hm hK hφ
(s := contactRegion n N rmax H) (fun p hp => by
have h := contactRegion_nonneg hp
exact ⟨h.2.2.1,fun j => abs_le.mpr ⟨by linarith [(h.2.2.2.2 j).1],(h.2.2.2.2 j).2⟩⟩)
have he := hc.neg.add (continuous_enrichedContactPenalty c S v).continuousOn
convert he using 1
ext p
simp only [enrichedContactObjective,sub_eq_add_neg,Pi.add_apply,Pi.neg_apply]
ring
end IsingPerceptron
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
namespace IsingPerceptron
lemma right_derivative_nonneg_of_min {F : ℝ → ℝ} {D : ℝ}
(hD : HasDerivWithinAt F D (Ici 0) 0)
(hmin : ∀ᶠ a in 𝓝[>] (0:ℝ), F 0 ≤ F a) : 0 ≤ D := by
have ht := (hasDerivWithinAt_iff_tendsto_slope' (show (0:ℝ) ∉ Ioi 0 by simp)).mp
(hD.mono Ioi_subset_Ici_self)
apply ge_of_tendsto ht
filter_upwards [hmin,self_mem_nhdsWithin] with a ha ha'
simpa only [slope_def_field,sub_zero] using div_nonneg (sub_nonneg.mpr ha) ha'.le
def enrichedFieldObjective {N : ℕ} {A : Type*} [MeasurableSpace A]
(P : Measure A) (r : ℝ≥0) (n : ℕ) (b : ℕ → ℝ)
(u : Fin N → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ)
(c : Fin (n+1) → ℝ) (h : ℕ → ℝ) : ℝ :=
-enrichedMeanPressure P r n b h u ν φ - (∑ i, c i*h i)/2
theorem enriched_field_minimum_cone {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
(hb : CascadeExponents n b) {h l : ℕ → ℝ}
(hh : Monotone h) (h0 : 0 ≤ h 0) (hl : Monotone l) (l0 : 0 ≤ l 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) (c : Fin (n+1) → ℝ)
{H : ℝ} (hcap : h n < H)
(hmin : ∀ g : ℕ → ℝ, Monotone g → 0 ≤ g 0 → g n ≤ H →
enrichedFieldObjective P r n b u ν φ c h ≤ enrichedFieldObjective P r n b u ν φ c g) :
(∑ i, c i*l i) ≤ enrichedReplicaAverage P r n b h u ν φ
(fun σ : Fin 2 → Spin N × LabeledLeaf n =>
spinOverlap (σ 1).1 (σ 0).1*l (labeledCommonDepth n (σ 1).2 (σ 0).2)) := by
let R := enrichedReplicaAverage P r n b h u ν φ
(fun σ : Fin 2 → Spin N × LabeledLeaf n =>
spinOverlap (σ 1).1 (σ 0).1*l (labeledCommonDepth n (σ 1).2 (σ 0).2))
have hd := enrichedMeanPressure_field_derivative hN n b hb hh h0 hl l0 u hu ν P hm hK hφ r
have hs : HasDerivAt (fun a : ℝ => ∑ i : Fin (n+1), c i*(h i+a*l i))
(∑ i : Fin (n+1), c i*l i) 0 := by
simpa only [one_mul, id_eq] using HasDerivAt.fun_sum
(fun (i : Fin (n+1)) (_ : i ∈ Finset.univ) =>
(((hasDerivAt_id (0:ℝ)).mul_const (l i)).const_add (h i)).const_mul (c i))
have hD : HasDerivWithinAt (fun a => enrichedFieldObjective P r n b u ν φ c (fun i => h i+a*l i))
(R/2-(∑ i, c i*l i)/2) (Ici 0) 0 := hd.sub (hs.div_const 2).hasDerivWithinAt
have hfeas : ∀ᶠ a in 𝓝[>] (0:ℝ), h n+a*l n < H := by
have hc : ContinuousAt (fun a : ℝ => h n+a*l n) 0 := by fun_prop
exact (hc.eventually (gt_mem_nhds (by simpa using hcap))).filter_mono nhdsWithin_le_nhds
have hnon := right_derivative_nonneg_of_min hD (by
filter_upwards [hfeas,self_mem_nhdsWithin] with a ha ha'
have hg : Monotone (fun i => h i+a*l i) := hh.add (hl.const_mul ha'.le)
simpa only [zero_mul,add_zero] using hmin (fun i => h i+a*l i) hg
(add_nonneg h0 (mul_nonneg ha'.le l0)) ha.le)
change (∑ i, c i*l i) ≤ R
linarith
end IsingPerceptron
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
namespace IsingPerceptron
lemma finiteFieldPath_const_mul {n : ℕ} (a : Fin (n+1) → ℝ) (t : ℝ) :
finiteFieldPath (fun i => t*a i) = fun i => t*finiteFieldPath a i := by
ext i
simp only [finiteFieldPath,Finset.mul_sum]
apply Finset.sum_congr rfl
intro j _
split_ifs <;> simp
lemma enriched_contact_perturbation_minimum {N n : ℕ} {A : Type*} [MeasurableSpace A]
(P : Measure A) (b : ℕ → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ)
(c : Fin (n+1) → ℝ) (S v : ℝ) {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N}
(hp : p∈contactRegion n N rmax H)
(hmin : IsMinOn (enrichedContactObjective P n b ν φ c S v) (contactRegion n N rmax H) p)
(u : Fin N → ℝ) (hu : ∀ j, u j∈Icc (1:ℝ) 2) :
enrichedPerturbationObjective P p.1 n b (finiteFieldPath p.2.1) ν φ p.2.2 ≤
enrichedPerturbationObjective P p.1 n b (finiteFieldPath p.2.1) ν φ u := by
have hp' := contactRegion_nonneg hp
have hq : (p.1,p.2.1,u) ∈ contactRegion n N rmax H :=
contactRegion_mem hp'.2.1 hp'.2.2.1 hp'.2.2.2.1 hu
have H := hmin hq
simp only [Set.mem_ofPred_eq, enrichedContactObjective,enrichedPerturbationObjective] at H ⊢
linarith
lemma enriched_contact_time_minimum {N n : ℕ} {A : Type*} [MeasurableSpace A]
(P : Measure A) (b : ℕ → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ)
(c : Fin (n+1) → ℝ) (S v : ℝ) {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N}
(hp : p∈contactRegion n N rmax H)
(hmin : IsMinOn (enrichedContactObjective P n b ν φ c S v) (contactRegion n N rmax H) p)
(r : ℝ≥0) (hr : r≤rmax) :
-enrichedMeanPressure P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ+((p.1:ℝ)/N)*v ≤
-enrichedMeanPressure P r n b (finiteFieldPath p.2.1) p.2.2 ν φ+((r:ℝ)/N)*v := by
have hp' := contactRegion_nonneg hp
have hq : (r,p.2.1,p.2.2) ∈ contactRegion n N rmax H :=
contactRegion_mem hr hp'.2.2.1 hp'.2.2.2.1 hp'.2.2.2.2
have H := hmin hq
simp only [Set.mem_ofPred_eq, enrichedContactObjective] at H
linarith
theorem enriched_contact_cone {N : ℕ} (hN : 0<N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b)
(ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A]
(P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ)
{K : ℝ} (hK : 0≤K) (hφ : ∀ y x, |φ y x|≤K)
(c : Fin (n+1) → ℝ) (S v : ℝ) {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N}
(hp : p∈contactRegion n N rmax H)
(hmin : IsMinOn (enrichedContactObjective P n b ν φ c S v) (contactRegion n N rmax H) p)
(hcap : (∑ i, p.2.1 i)<H) (d : Fin (n+1) → ℝ) (hd : ∀ i, 0≤d i) :
(∑ i, c i*finiteFieldPath d i) ≤ enrichedReplicaAverage P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ
(fun σ : Fin 2 → Spin N × LabeledLeaf n =>
spinOverlap (σ 1).1 (σ 0).1*finiteFieldPath d (labeledCommonDepth n (σ 1).2 (σ 0).2)) := by
have hp' := contactRegion_nonneg hp
have hu : ∀ j, |p.2.2 j|≤2 := fun j => abs_le.mpr ⟨by linarith [(hp'.2.2.2.2 j).1],(hp'.2.2.2.2 j).2⟩
let h := finiteFieldPath p.2.1
let l := finiteFieldPath d
let R := enrichedReplicaAverage P p.1 n b h p.2.2 ν φ
(fun σ : Fin 2 → Spin N × LabeledLeaf n => spinOverlap (σ 1).1 (σ 0).1*l (labeledCommonDepth n (σ 1).2 (σ 0).2))
have hder := enrichedMeanPressure_field_derivative hN n b hb
(monotone_finiteFieldPath hp'.2.2.1) (finiteFieldPath_nonneg hp'.2.2.1 0)
(monotone_finiteFieldPath hd) (finiteFieldPath_nonneg hd 0) p.2.2 hu ν P hm hK hφ p.1
have hs : HasDerivAt (fun t : ℝ => ∑ i : Fin (n+1), c i*(h i+t*l i)) (∑ i, c i*l i) 0 := by
simpa only [one_mul,id_eq] using HasDerivAt.fun_sum (fun (i : Fin (n+1)) (_ : i∈Finset.univ) =>
(((hasDerivAt_id (0:ℝ)).mul_const (l i)).const_add (h i)).const_mul (c i))
have hD : HasDerivWithinAt (fun t => enrichedFieldObjective P p.1 n b p.2.2 ν φ c (fun i => h i+t*l i))
(R/2-(∑ i, c i*l i)/2) (Ici 0) 0 := hder.sub (hs.div_const 2).hasDerivWithinAt
have hfeas : ∀ᶠ t in 𝓝[>] (0:ℝ), (∑ i, p.2.1 i)+t*(∑ i, d i)<H := by
have hc : ContinuousAt (fun t : ℝ => (∑ i, p.2.1 i)+t*(∑ i, d i)) 0 := by fun_prop
exact (hc.eventually (gt_mem_nhds (by simpa using hcap))).filter_mono nhdsWithin_le_nhds
have hnon := right_derivative_nonneg_of_min hD (by
filter_upwards [hfeas,self_mem_nhdsWithin] with t ht ht'
have hnew : (p.1,(fun i => p.2.1 i+t*d i),p.2.2)∈contactRegion n N rmax H :=
contactRegion_mem hp'.2.1 (fun i => add_nonneg (hp'.2.2.1 i) (mul_nonneg ht'.le (hd i)))
(by simpa only [Finset.sum_add_distrib,Finset.mul_sum] using ht.le) hp'.2.2.2.2
have H := hmin hnew
simp only [Set.mem_ofPred_eq, enrichedContactObjective,finiteFieldPath_add,finiteFieldPath_const_mul] at H
simp only [enrichedFieldObjective,zero_mul,add_zero]
dsimp only [h,l]
linarith)
change (∑ i, c i*l i) ≤ R
linarith
end IsingPerceptron
open MeasureTheory ProbabilityTheory Filter Set
open scoped BigOperators Topology ENNReal NNReal
namespace IsingPerceptron
def depthTail (n j : ℕ) (t : ℝ) : ℝ := if j=0 then 1 else treeTail n (j-1) t
lemma continuous_depthTail (n j : ℕ) : Continuous (depthTail n j) := by
unfold depthTail
split_ifs
· exact continuous_const
· exact continuous_treeTail n (j-1)
lemma depthTail_mem (n j : ℕ) (t : ℝ) : depthTail n j t∈Icc (0:ℝ) 1 := by
unfold depthTail
split_ifs
· exact ⟨zero_le_one,le_rfl⟩
· exact treeTail_mem n (j-1) t
lemma depthTail_level (n j d : ℕ) : depthTail n j ((d:ℝ)/(n+1:ℕ)) = if j ≤ d then 1 else 0 := by
by_cases hj : j=0
· simp [depthTail,hj]
· simp only [depthTail,hj,ite_false,treeTail_level,show j-1<d ↔ j ≤ d by omega]
lemma finiteFieldPath_single {n : ℕ} (j : Fin (n+1)) (i : ℕ) :
finiteFieldPath (Pi.single j (1:ℝ)) i=if j.val ≤ i then 1 else 0 := by
classical
unfold finiteFieldPath
rw [Finset.sum_eq_single j]
· simp
· intro k _ hkj
simp [Pi.single_eq_of_ne hkj]
· simp
lemma enrichedArrayLaw_depthTail {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ)
{h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0)
(u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν]
{A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P]
{φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K)
(hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) (j : Fin (n+1)) :
(∫ x, spinArray x 0 1*depthTail n j (treeArray x 0 1)
∂(enrichedArrayLaw P r n b h u ν hm : Measure JointArray)) =
enrichedReplicaAverage P r n b h u ν φ (fun σ : Fin 2 → Spin N × LabeledLeaf n =>
spinOverlap (σ 1).1 (σ 0).1*finiteFieldPath (Pi.single j (1:ℝ))
(labeledCommonDepth n (σ 1).2 (σ 0).2)) := by
rw [enrichedArrayLaw_integral P r n b h u ν hm
(fun x => spinArray x 0 1*depthTail n j (treeArray x 0 1))
((by unfold spinArray; fun_prop : Continuous (fun x : JointArray => spinArray x 0 1)).mul
((continuous_depthTail n j).comp (by unfold treeArray; fun_prop))).measurable]
let D : (Fin 2 → Spin N × LabeledLeaf n) → ℝ := fun σ =>
spinOverlap (σ 1).1 (σ 0).1*finiteFieldPath (Pi.single j (1:ℝ))
(labeledCommonDepth n (σ 1).2 (σ 0).2)
have hbD (σ) : |D σ| ≤ 1 := by
dsimp only [D]
rw [finiteFieldPath_single]
split_ifs
· simpa using abs_spinOverlap_le hN (σ 1).1 (σ 0).1
· simp
have he := enrichedReplicaLaw_integral hN n b hh h0 u hu ν P hm hK hφ r D hbD
(fun i : Fin 2 => i.val) Fin.val_injective
rw [← he]
apply integral_congr_ae
apply ae_of_all
intro σ
change spinOverlap (σ 0).1 (σ 1).1*depthTail n j (treeOverlap n (σ 0).2 (σ 1).2)=_
rw [treeOverlap,depthTail_level]
simp only [D,finiteFieldPath_single,Fin.val_zero,Fin.val_one]
rw [spinOverlap_symm,labeledCommonDepth_symm]
end IsingPerceptron
end
end OAI
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