File size: 7,868 Bytes
a2ee19a
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
import Mathlib
import OAI.Probability.Perceptron.Variational.BlockFocus

namespace OAI

noncomputable section
namespace SphericalPerceptronFreeEnergy
open MeasureTheory ProbabilityTheory Set Filter
open scoped Classical ENNReal NNReal BigOperators Topology

lemma indexedDepthLaw_block_mass (k : ℕ) (z : Fin k → ℝ)
    (r : ℕ) (A : FiniteBlock (Fin (k+1)) r) :
    (indexedDepthLaw k z : Measure (FiniteOverlap (Fin (k+1)))) {R | finiteBlock r R = A} =
      ∫⁻ b, indexedBlockSample k A b ∂indexedCascadeBaseLaw k z := by
  have hE : MeasurableSet {R : FiniteOverlap (Fin (k+1)) | finiteBlock r R = A} :=
    measurableSet_eq_fun (finiteBlock_measurable r) measurable_const
  rw [← lintegral_indicator_one hE]
  simp only [Set.indicator_apply, Pi.one_apply, Set.mem_ofPred_eq]
  rw [indexedDepthLaw_lintegral_prefix k z r (fun B => if B = A then 1 else 0)]
  apply lintegral_congr
  intro b
  rw [indexedBlockSample_eq_measure,← lintegral_indicator_one ((Set.to_countable _).measurableSet)]
  simp only [Set.indicator_apply, Pi.one_apply, Set.mem_ofPred_eq]

lemma indexedDepthLaw_focused_mass (k : ℕ) (z : Fin k → ℝ) (r d : ℕ)
    (A : FiniteBlock (Fin (k+1)) r) (i : Fin r) :
    (indexedDepthLaw k z : Measure (FiniteOverlap (Fin (k+1))))
      {R | finiteBlock r R = A ∧ d ≤ (R i r).val} =
        ∫⁻ b, indexedBlockFocused k d A i b ∂indexedCascadeBaseLaw k z := by
  let E : Set (FiniteOverlap (Fin (k+1))) := {R | finiteBlock r R = A ∧ d ≤ (R i r).val}
  have hE : MeasurableSet E := by
    exact (measurableSet_eq_fun (finiteBlock_measurable r) measurable_const).inter
      ((Set.to_countable {l : Fin (k+1) | d ≤ l.val}).measurableSet.preimage (by fun_prop))
  change (indexedDepthLaw k z : Measure (FiniteOverlap (Fin (k+1)))) E = _
  rw [← lintegral_indicator_one hE]
  rw [indexedDepthLaw_lintegral k z (E.indicator 1) (measurable_const.indicator hE)]
  apply lintegral_congr
  intro b
  let S : Set ((Fin r → IndexedLeaf k) × IndexedLeaf k) :=
    {p | (fun a c => indexedCommonDepth k (p.1 a) (p.1 c)) = A ∧
      d ≤ (indexedCommonDepth k (p.1 i) p.2).val}
  have hh := (infiniteReplica_prefix_fresh_preserving (indexedLeafProbability k b) r).lintegral_comp
    (f := S.indicator (fun _ => (1 : ℝ≥0∞)))
    (measurable_const.indicator ((Set.to_countable S).measurableSet))
  calc
    _ = ∫⁻ xs, S.indicator 1 ((fun j : Fin r => xs j.val),xs r)
        ∂Measure.infinitePi (fun _ : ℕ => indexedLeafProbability k b) := rfl
    _ = ∫⁻ p, S.indicator 1 p
        ∂(Measure.pi (fun _ : Fin r => indexedLeafProbability k b)).prod (indexedLeafProbability k b) := hh
    _ = _ := by
      rw [lintegral_indicator_one ((Set.to_countable S).measurableSet),indexedBlockFocused_eq_measure]

theorem indexedDepthLaw_focused_formula (k : ℕ) (z : Fin k → ℝ)
    (hz : StrictMono z) (hz0 : ∀ i, 0 < z i) (hz1 : ∀ i, z i < 1)
    (r d : ℕ) (hd : d ≤ k) (A : FiniteBlock (Fin (k+1)) r) (i : Fin r) :
    (indexedDepthLaw k z : Measure (FiniteOverlap (Fin (k+1))))
      {R | finiteBlock r R = A ∧ d ≤ (R i r).val} =
      (indexedDepthLaw k z : Measure (FiniteOverlap (Fin (k+1)))) {R | finiteBlock r R = A} *
        ENNReal.ofReal (((∑ j, if d ≤ (A i j).val then (1:ℝ) else 0) -
          (if h : d = 0 then 0 else z ⟨d-1,by omega⟩)) / r) := by
  rw [indexedDepthLaw_focused_mass,indexedDepthLaw_block_mass,
    indexedBlockFocused_integral k z hz hz0 hz1 d hd A i,Fintype.card_fin]

lemma indexedDepthLaw_one_block_ae (k : ℕ) (z : Fin k → ℝ) :
    ∀ᵐ R ∂(indexedDepthLaw k z : Measure (FiniteOverlap (Fin (k+1)))),
      finiteBlock 1 R = fun _ _ => Fin.last k := by
  filter_upwards [indexedDepthLaw_geometry k z] with R hR
  funext i j
  have hi : i = 0 := Subsingleton.elim _ _
  have hj : j = 0 := Subsingleton.elim _ _
  simpa only [hi,hj,finiteBlock,Fin.val_zero] using hR.2.1 0

lemma indexedDepthLaw_pair_tail (k : ℕ) (z : Fin k → ℝ)
    (hz : StrictMono z) (hz0 : ∀ i, 0 < z i) (hz1 : ∀ i, z i < 1)
    (d : ℕ) (hd : d ≤ k) :
    (indexedDepthLaw k z : Measure (FiniteOverlap (Fin (k+1)))) {R | d ≤ (R 0 1).val} =
      ENNReal.ofReal (1 - (if h : d = 0 then 0 else z ⟨d-1,by omega⟩)) := by
  let μ := (indexedDepthLaw k z : Measure (FiniteOverlap (Fin (k+1))))
  let A : FiniteBlock (Fin (k+1)) 1 := fun _ _ => Fin.last k
  have hB : μ {R | finiteBlock 1 R = A} = 1 := by
    rw [← measure_univ (μ := μ)]
    apply measure_congr
    filter_upwards [indexedDepthLaw_one_block_ae k z] with R hR
    change (finiteBlock 1 R = A) = True
    exact propext ⟨fun _ => trivial, fun _ => hR⟩
  have hC : μ {R | finiteBlock 1 R = A ∧ d ≤ (R (0:Fin 1) 1).val} =
      μ {R | d ≤ (R 0 1).val} := by
    apply measure_congr
    filter_upwards [indexedDepthLaw_one_block_ae k z] with R hR
    change (finiteBlock 1 R = A ∧ d ≤ (R 0 1).val) = (d ≤ (R 0 1).val)
    exact propext ⟨fun h => h.2, fun h => ⟨hR,h⟩⟩
  have h := indexedDepthLaw_focused_formula k z hz hz0 hz1 1 d hd A 0
  change μ _ = μ _ * _ at h
  rw [hB,hC] at h
  simpa only [A,Fintype.sum_unique,Fin.val_last,ite_eq_left hd,Nat.cast_one,div_one,one_mul] using h

lemma measureReal_fin_atom_from_tails {Ω : Type*} [MeasurableSpace Ω]
    (μ : Measure Ω) [IsFiniteMeasure μ] (k : ℕ)
    (f : Ω → Fin (k+1)) (hf : Measurable f) (E : Set Ω) (hE : MeasurableSet E)
    (c : Fin (k+1)) :
    μ.real {x | x ∈ E ∧ f x = c} =
      μ.real {x | x ∈ E ∧ c.val ≤ (f x).val} -
        μ.real {x | x ∈ E ∧ c.val+1 ≤ (f x).val} := by
  have hs : MeasurableSet {x | x ∈ E ∧ c.val+1 ≤ (f x).val} :=
    hE.inter ((Set.to_countable {l : Fin (k+1) | c.val+1 ≤ l.val}).measurableSet.preimage hf)
  have he : {x | x ∈ E ∧ f x = c} =
      {x | x ∈ E ∧ c.val ≤ (f x).val} \ {x | x ∈ E ∧ c.val+1 ≤ (f x).val} := by
    apply Set.ext
    intro x
    change (x ∈ E ∧ f x = c) ↔
      (x ∈ E ∧ c.val ≤ (f x).val) ∧ ¬ (x ∈ E ∧ c.val+1 ≤ (f x).val)
    constructor
    · rintro ⟨hx,hxc⟩
      simp only [hxc,le_refl,and_true,Nat.not_succ_le_self,and_false,not_false_eq_true]
      exact hx
    · intro hx
      have hn : ¬ c.val+1 ≤ (f x).val := fun h => hx.2 ⟨hx.1.1,h⟩
      have hl := hx.1.2
      exact ⟨hx.1.1,Fin.ext (by omega)⟩
  rw [he,measureReal_sdiff (by intro x hx; exact ⟨hx.1, Nat.le_trans (Nat.le_succ _) hx.2⟩) hs]

theorem finiteGG_of_depth_thresholds (k : ℕ)
    (μ : Measure (FiniteOverlap (Fin (k+1)))) [IsProbabilityMeasure μ]
    (hh : ∀ r, 1 ≤ r → ∀ (i : Fin r) (A : FiniteBlock (Fin (k+1)) r)
      (d : ℕ), d ≤ k+1 →
      μ.real {R | finiteBlock r R = A ∧ d ≤ (R i r).val} =
        μ.real {R | finiteBlock r R = A} * μ.real {R | d ≤ (R 0 1).val} / r +
          (∑ j ∈ Finset.univ.erase i,
            μ.real {R | finiteBlock r R = A ∧ d ≤ (R i j).val}) / r) : FiniteGG μ := by
  classical
  intro r hr i A c
  have hE : MeasurableSet {R : FiniteOverlap (Fin (k+1)) | finiteBlock r R = A} :=
    measurableSet_eq_fun (finiteBlock_measurable r) measurable_const
  have hm (i j : ℕ) : Measurable (fun R : FiniteOverlap (Fin (k+1)) => R i j) := by fun_prop
  have hAtom (a b : ℕ) : μ.real {R | finiteBlock r R = A ∧ R a b = c} =
      μ.real {R | finiteBlock r R = A ∧ c.val ≤ (R a b).val} -
        μ.real {R | finiteBlock r R = A ∧ c.val+1 ≤ (R a b).val} :=
    measureReal_fin_atom_from_tails μ k (fun R => R a b)
      (hm a b) {R | finiteBlock r R = A} hE c
  have hPair := measureReal_fin_atom_from_tails μ k (fun R => R 0 1)
    (hm 0 1) univ MeasurableSet.univ c
  simp only [Set.mem_univ,true_and] at hPair
  simp_rw [hAtom]
  rw [hPair,hh r hr i A c.val (by omega),hh r hr i A (c.val+1) (by omega),
    Finset.sum_sub_distrib]
  ring

end SphericalPerceptronFreeEnergy
end

end OAI