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| import OAI.Combinatorics.EditApproximation.Geometry.Regret | |
| import OAI.Combinatorics.EditApproximation.Definitions | |
| namespace OAI | |
| /-! | |
| # Finite numerical optimizer for edit-distance refinement | |
| These are the explicit fixed-step recurrence and rational mixture | |
| calculations from Section 9 of *An Almost-Linear Approximation Scheme | |
| for Edit Distance* (September 24, 2026). The recurrence is an internal | |
| analytic obligation of the manuscript, not an assumed published theorem. | |
| -/ | |
| namespace EditApproximation | |
| open Finset | |
| /-- The conditional-gradient step size in the finite entropy optimizer. -/ | |
| noncomputable def frankWolfeStep (j : ℕ) : ℝ := 2 / ((j : ℝ) + 2) | |
| theorem frankWolfeStep_nonnegative (j : ℕ) : 0 ≤ frankWolfeStep j := by | |
| unfold frankWolfeStep | |
| positivity | |
| theorem frankWolfeStep_le_one (j : ℕ) : frankWolfeStep j ≤ 1 := by | |
| unfold frankWolfeStep | |
| apply (div_le_one₀ (by positivity)).mpr | |
| have := Nat.cast_nonneg (α := ℝ) j | |
| linarith | |
| /-- The scalar induction step giving the optimizer's `8/(σ(j+1))` | |
| error term. -/ | |
| theorem frank_wolfe_scalar_step (σ error x : ℝ) (hσ : 0 < σ) (hx : 0 ≤ x) : | |
| (1 - 2 / (x + 3)) * (2 * error + 8 / (σ * (x + 2))) + | |
| 2 * error * (2 / (x + 3)) + 2 * (2 / (x + 3)) ^ 2 / σ ≤ | |
| 2 * error + 8 / (σ * (x + 3)) := by | |
| have h2 : 0 < x + 2 := by linarith | |
| have h3 : 0 < x + 3 := by linarith | |
| have hid : | |
| (2 * error + 8 / (σ * (x + 3))) - | |
| ((1 - 2 / (x + 3)) * (2 * error + 8 / (σ * (x + 2))) + | |
| 2 * error * (2 / (x + 3)) + 2 * (2 / (x + 3)) ^ 2 / σ) = | |
| 8 / (σ * (x + 2) * (x + 3) ^ 2) := by | |
| field_simp [hσ.ne', h2.ne', h3.ne'] | |
| ring | |
| have hnonneg : 0 ≤ 8 / (σ * (x + 2) * (x + 3) ^ 2) := by positivity | |
| linarith | |
| /-- The first update removes dependence on the initial objective gap. | |
| The conclusion corresponds to manuscript indices `j ≥ 1`. -/ | |
| theorem frank_wolfe_gap_bound (σ error : ℝ) (gap : ℕ → ℝ) | |
| (hσ : 0 < σ) | |
| (hrecurrence : ∀ j, | |
| gap (j + 1) ≤ (1 - frankWolfeStep j) * gap j + | |
| 2 * error * frankWolfeStep j + 2 * (frankWolfeStep j) ^ 2 / σ) : | |
| ∀ j : ℕ, gap (j + 1) ≤ 2 * error + 8 / (σ * ((j : ℝ) + 2)) := by | |
| intro j | |
| induction j with | |
| | zero => | |
| have hfirst : gap 1 ≤ 2 * error + 2 / σ := by | |
| simpa [frankWolfeStep] using hrecurrence 0 | |
| have hratio : 8 / (σ * (0 + 2)) = 4 / σ := by ring | |
| rw [Nat.cast_zero, hratio] | |
| have hnonneg : 0 ≤ 2 / σ := by positivity | |
| have hratio' : 4 / σ = 2 * (2 / σ) := by ring | |
| rw [hratio'] | |
| norm_num only [Nat.zero_add] | |
| linarith | |
| | succ j ih => | |
| have hstep : frankWolfeStep (j + 1) = 2 / ((j : ℝ) + 3) := by | |
| norm_num [frankWolfeStep, Nat.cast_add, add_assoc] | |
| have hcoef : 0 ≤ 1 - frankWolfeStep (j + 1) := | |
| sub_nonneg.mpr (frankWolfeStep_le_one _) | |
| have hmono := mul_le_mul_of_nonneg_left ih hcoef | |
| have hrec := hrecurrence (j + 1) | |
| rw [hstep] at hmono hrec | |
| have hscalar := frank_wolfe_scalar_step σ error (j : ℝ) hσ (Nat.cast_nonneg _) | |
| have hbound : gap (j + 1 + 1) ≤ 2 * error + 8 / (σ * ((j : ℝ) + 3)) := by | |
| linarith | |
| convert hbound using 1 | |
| norm_num [Nat.cast_add, add_assoc] | |
| /-- Exact rational weight of the vertex selected at step `j`, after | |
| `K` steps. -/ | |
| def optimizerMixtureWeight (K j : ℕ) : ℚ := | |
| 2 * ((j : ℚ) + 1) / ((K : ℚ) * ((K : ℚ) + 1)) | |
| theorem sum_optimizer_numerators (K : ℕ) : | |
| (∑ j ∈ range K, 2 * ((j : ℚ) + 1)) = (K : ℚ) * ((K : ℚ) + 1) := by | |
| induction K with | |
| | zero => simp | |
| | succ K ih => | |
| rw [sum_range_succ, ih] | |
| push_cast | |
| ring | |
| theorem optimizerMixtureWeight_positive (K j : ℕ) (hK : 0 < K) : | |
| 0 < optimizerMixtureWeight K j := by | |
| unfold optimizerMixtureWeight | |
| have hK' : 0 < (K : ℚ) := Nat.cast_pos.mpr hK | |
| positivity | |
| theorem sum_optimizerMixtureWeight (K : ℕ) (hK : 0 < K) : | |
| (∑ j ∈ range K, optimizerMixtureWeight K j) = 1 := by | |
| unfold optimizerMixtureWeight | |
| rw [← sum_div, sum_optimizer_numerators] | |
| apply div_self | |
| have hK' : 0 < (K : ℚ) := Nat.cast_pos.mpr hK | |
| positivity | |
| theorem optimizerMixtureWeight_update_old (K j : ℕ) (hK : 0 < K) : | |
| (1 - 2 / ((K : ℚ) + 2)) * optimizerMixtureWeight K j = | |
| optimizerMixtureWeight (K + 1) j := by | |
| have hK' : 0 < (K : ℚ) := Nat.cast_pos.mpr hK | |
| unfold optimizerMixtureWeight | |
| push_cast | |
| field_simp | |
| ring | |
| theorem optimizerMixtureWeight_update_new (K : ℕ) : | |
| 2 / ((K : ℚ) + 2) = optimizerMixtureWeight (K + 1) K := by | |
| unfold optimizerMixtureWeight | |
| push_cast | |
| field_simp | |
| ring | |
| /-- Exact rational conditional-gradient iterates. -/ | |
| def rationalOptimizerIterate {ι : Type*} (initial : ι → ℚ) (selected : ℕ → ι → ℚ) : | |
| ℕ → ι → ℚ | |
| | 0 => initial | |
| | j + 1 => fun i => | |
| (1 - 2 / ((j : ℚ) + 2)) * rationalOptimizerIterate initial selected j i + | |
| (2 / ((j : ℚ) + 2)) * selected j i | |
| /-- After the first update, the initial vertex has weight zero. The | |
| remaining iterates are exactly the explicit rational triangular mixture | |
| used by the fair-bit sampler in Section 9. -/ | |
| theorem rationalOptimizerIterate_eq_mixture {ι : Type*} | |
| (initial : ι → ℚ) (selected : ℕ → ι → ℚ) (K : ℕ) (i : ι) : | |
| rationalOptimizerIterate initial selected (K + 1) i = | |
| ∑ j ∈ range (K + 1), optimizerMixtureWeight (K + 1) j * selected j i := by | |
| induction K with | |
| | zero => norm_num [rationalOptimizerIterate, optimizerMixtureWeight] | |
| | succ K ih => | |
| rw [rationalOptimizerIterate] | |
| dsimp only | |
| rw [ih, mul_sum] | |
| conv_rhs => rw [sum_range_succ] | |
| congr 1 | |
| · apply sum_congr rfl | |
| intro j hj | |
| rw [← mul_assoc, optimizerMixtureWeight_update_old (K + 1) j (by omega)] | |
| · rw [optimizerMixtureWeight_update_new] | |
| /-- Cumulative integer mass for the triangular exact sampler. -/ | |
| theorem optimizerTriangularMass_succ (K : ℕ) : | |
| optimizerTriangularMass (K + 1) = optimizerTriangularMass K + (K + 1) := by | |
| unfold optimizerTriangularMass | |
| rw [sum_range_succ] | |
| theorem optimizerTriangularMass_twice (K : ℕ) : | |
| 2 * optimizerTriangularMass K = K * (K + 1) := by | |
| induction K with | |
| | zero => simp [optimizerTriangularMass] | |
| | succ K ih => | |
| rw [optimizerTriangularMass_succ] | |
| nlinarith | |
| /-- The integers assigned to selection index `j` form a block of | |
| exactly `j+1` points. -/ | |
| theorem optimizerSampler_block_card (j : ℕ) : | |
| (Icc (optimizerTriangularMass j + 1) (optimizerTriangularMass (j + 1))).card = j + 1 := by | |
| rw [Nat.card_Icc, optimizerTriangularMass_succ] | |
| omega | |
| /-- Counting the fair uniform integer sampler gives exactly the stored | |
| mixture weights, including repeated selected vertices. -/ | |
| theorem optimizerSampler_block_weight (K j : ℕ) (hK : 0 < K) : | |
| ((j + 1 : ℕ) : ℚ) / optimizerTriangularMass K = optimizerMixtureWeight K j := by | |
| have hK' : 0 < (K : ℚ) := Nat.cast_pos.mpr hK | |
| have hmass : 2 * (optimizerTriangularMass K : ℚ) = (K : ℚ) * ((K : ℚ) + 1) := by | |
| exact_mod_cast optimizerTriangularMass_twice K | |
| have hmasspos : 0 < (optimizerTriangularMass K : ℚ) := by nlinarith | |
| unfold optimizerMixtureWeight | |
| push_cast | |
| field_simp | |
| nlinarith | |
| /-- The increase of `-x log x` after adding a positive smoothing | |
| parameter is bounded by that parameter's own entropy. -/ | |
| theorem entropy_smoothing_upper (x σ : ℝ) (hx : 0 ≤ x) (hσ : 0 < σ) : | |
| Real.negMulLog (x + σ) - Real.negMulLog x ≤ Real.negMulLog σ := by | |
| by_cases hxzero : x = 0 | |
| · simp [hxzero] | |
| · have hxpos : 0 < x := lt_of_le_of_ne hx (Ne.symm hxzero) | |
| have hlogσ : 0 ≤ Real.log (x + σ) - Real.log σ := | |
| sub_nonneg.mpr (Real.log_le_log hσ (by linarith)) | |
| have hlogx : 0 ≤ Real.log (x + σ) - Real.log x := | |
| sub_nonneg.mpr (Real.log_le_log hxpos (by linarith)) | |
| have hprodσ := mul_nonneg hσ.le hlogσ | |
| have hprodx := mul_nonneg hx hlogx | |
| simp only [Real.negMulLog] | |
| nlinarith | |
| /-- The negative change in the smoothed entropy coordinate is linear | |
| in the smoothing parameter on the relevant interval `[0,2]`. -/ | |
| theorem entropy_smoothing_lower (x σ : ℝ) (hx : 0 ≤ x) (hσ : 0 < σ) | |
| (hupper : x + σ ≤ 2) : | |
| Real.negMulLog x - Real.negMulLog (x + σ) ≤ 2 * σ := by | |
| have hxs : 0 < x + σ := by linarith | |
| have hlog : Real.log (x + σ) ≤ 1 := by | |
| exact (Real.log_le_log hxs hupper).trans (by | |
| have := Real.log_le_sub_one_of_pos (show (0 : ℝ) < 2 by norm_num) | |
| linarith) | |
| have hσlog := mul_le_mul_of_nonneg_left hlog hσ.le | |
| by_cases hxzero : x = 0 | |
| · rw [hxzero, zero_add] at hσlog | |
| simp only [hxzero, Real.negMulLog, zero_add, neg_zero, zero_mul, zero_sub] | |
| nlinarith | |
| · have hxpos : 0 < x := lt_of_le_of_ne hx (Ne.symm hxzero) | |
| have hratio := Real.log_le_sub_one_of_pos (div_pos hxs hxpos) | |
| rw [Real.log_div hxs.ne' hxpos.ne'] at hratio | |
| have hratio' := mul_le_mul_of_nonneg_left hratio hx | |
| have hcancel : x * ((x + σ) / x - 1) = σ := by | |
| field_simp | |
| ring | |
| rw [hcancel] at hratio' | |
| simp only [Real.negMulLog] | |
| nlinarith | |
| theorem negMulLog_le_two_sqrt (σ : ℝ) (hσ : 0 < σ) : | |
| Real.negMulLog σ ≤ 2 * Real.sqrt σ := by | |
| have hroot : 0 < Real.sqrt σ := Real.sqrt_pos.mpr hσ | |
| have hsq : (Real.sqrt σ) ^ 2 = σ := Real.sq_sqrt hσ.le | |
| have hdiv : σ / Real.sqrt σ = Real.sqrt σ := by | |
| apply (div_eq_iff hroot.ne').mpr | |
| nlinarith | |
| have hmul : σ * (Real.sqrt σ)⁻¹ = Real.sqrt σ := by | |
| simpa only [div_eq_mul_inv] using hdiv | |
| have hlog := Real.log_le_sub_one_of_pos (inv_pos.mpr hroot) | |
| rw [Real.log_inv, Real.log_sqrt hσ.le] at hlog | |
| have hscaled := mul_le_mul_of_nonneg_left hlog (show 0 ≤ 2 * σ by positivity) | |
| simp only [Real.negMulLog] | |
| nlinarith | |
| /-- A uniform coordinate modulus for entropy smoothing, valid including | |
| zero coordinates. -/ | |
| theorem entropy_smoothing_coordinate (x σ : ℝ) | |
| (hx : 0 ≤ x) (hx1 : x ≤ 1) (hσ : 0 < σ) (hσ1 : σ ≤ 1) : | |
| |Real.negMulLog (x + σ) - Real.negMulLog x| ≤ 2 * Real.sqrt σ := by | |
| have hupper := (entropy_smoothing_upper x σ hx hσ).trans (negMulLog_le_two_sqrt σ hσ) | |
| have hlower := entropy_smoothing_lower x σ hx hσ (by linarith) | |
| have hσroot : σ ≤ Real.sqrt σ := by | |
| have hsq : (Real.sqrt σ) ^ 2 = σ := Real.sq_sqrt hσ.le | |
| have hroot := Real.sqrt_nonneg σ | |
| have hσsq : σ ^ 2 ≤ σ := by nlinarith | |
| nlinarith | |
| exact abs_le.mpr ⟨by linarith, hupper⟩ | |
| /-- Manuscript Equation `eq:entropy-smoothing`, with a slightly stronger | |
| constant from the coordinate estimate. The linear coefficient vector | |
| cancels, so the bound is independent of its magnitude. -/ | |
| theorem finite_entropy_smoothing_bound {ι : Type*} (coordinates : Finset ι) | |
| (p objective : ι → ℝ) (σ η : ℝ) | |
| (hp : ∀ i ∈ coordinates, 0 ≤ p i) | |
| (hpsum : ∑ i ∈ coordinates, p i = 1) | |
| (hσ : 0 < σ) (hσ1 : σ ≤ 1) : | |
| |((∑ i ∈ coordinates, Real.negMulLog (p i + σ)) + | |
| η * ∑ i ∈ coordinates, objective i * p i) - | |
| entropyValue coordinates η objective p| ≤ 4 * coordinates.card * Real.sqrt σ := by | |
| rw [entropyValue_eq] | |
| have hcancel : | |
| ((∑ i ∈ coordinates, Real.negMulLog (p i + σ)) + | |
| η * ∑ i ∈ coordinates, objective i * p i) - | |
| ((∑ i ∈ coordinates, Real.negMulLog (p i)) + | |
| η * ∑ i ∈ coordinates, objective i * p i) = | |
| ∑ i ∈ coordinates, (Real.negMulLog (p i + σ) - Real.negMulLog (p i)) := by | |
| rw [sum_sub_distrib] | |
| ring | |
| rw [hcancel] | |
| calc | |
| _ ≤ ∑ i ∈ coordinates, |Real.negMulLog (p i + σ) - Real.negMulLog (p i)| := | |
| abs_sum_le_sum_abs _ _ | |
| _ ≤ ∑ i ∈ coordinates, 2 * Real.sqrt σ := sum_le_sum fun i hi => | |
| entropy_smoothing_coordinate (p i) σ (hp i hi) | |
| ((single_le_sum hp hi).trans hpsum.le) hσ hσ1 | |
| _ ≤ 4 * coordinates.card * Real.sqrt σ := by | |
| simp only [sum_const, nsmul_eq_mul] | |
| have hc : 0 ≤ (coordinates.card : ℝ) := Nat.cast_nonneg _ | |
| have hroot := Real.sqrt_nonneg σ | |
| nlinarith | |
| private theorem entropy_quadratic_hasDerivAt (x : ℝ) (hx : 0 < x) : | |
| HasDerivAt (fun z : ℝ => z * Real.log z - z ^ 2 / 2) | |
| (Real.log x + 1 - x) x := by | |
| convert! (Real.hasDerivAt_mul_log hx.ne').sub | |
| (((hasDerivAt_id x).pow 2).div_const 2) using 1 | |
| simp only [id_eq] | |
| ring | |
| /-- Negative entropy minus half the square is convex on the probability | |
| coordinate interval. This is the exact curvature bound used for the | |
| objective-gap estimate in the finite optimizer. -/ | |
| theorem entropy_quadratic_convex : | |
| ConvexOn ℝ (Set.Icc (0 : ℝ) 1) (fun z : ℝ => z * Real.log z - z ^ 2 / 2) := by | |
| apply MonotoneOn.convexOn_of_deriv (convex_Icc (0 : ℝ) 1) | |
| · exact (Real.continuous_mul_log.sub (by fun_prop)).continuousOn | |
| · intro x hx | |
| simp only [interior_Icc, Set.mem_Ioo] at hx | |
| exact (entropy_quadratic_hasDerivAt x hx.1).differentiableAt.differentiableWithinAt | |
| · intro x hx y hy hxy | |
| simp only [interior_Icc, Set.mem_Ioo] at hx hy | |
| rw [(entropy_quadratic_hasDerivAt x hx.1).deriv, | |
| (entropy_quadratic_hasDerivAt y hy.1).deriv] | |
| have hratio := Real.one_sub_inv_le_log_of_pos (div_pos hy.1 hx.1) | |
| have hinv : (y / x)⁻¹ = x / y := by field_simp | |
| rw [hinv, Real.log_div hy.1.ne' hx.1.ne'] at hratio | |
| have hscaled := mul_le_mul_of_nonneg_left hratio hy.1.le | |
| have hcancel : y * (1 - x / y) = y - x := by field_simp [hy.1.ne'] | |
| rw [hcancel] at hscaled | |
| have hlog : 0 ≤ Real.log y - Real.log x := | |
| sub_nonneg.mpr (Real.log_le_log hx.1 hxy) | |
| have hcorrection := mul_nonneg (show 0 ≤ 1 - y by linarith) hlog | |
| nlinarith | |
| /-- The entropy coordinate gap is at least half the squared coordinate | |
| distance, including the competitor value zero by continuity. -/ | |
| theorem entropy_coordinate_strong_gap (x y : ℝ) | |
| (hx : 0 ≤ x) (hx1 : x ≤ 1) (hy : 0 < y) (hy1 : y ≤ 1) : | |
| (x - y) ^ 2 / 2 ≤ | |
| x * Real.log x - y * Real.log y - (Real.log y + 1) * (x - y) := by | |
| have hderiv := entropy_quadratic_hasDerivAt y hy | |
| rcases lt_trichotomy x y with hxy | rfl | hyx | |
| · have hslope := entropy_quadratic_convex.slope_le_of_hasDerivAt | |
| ⟨hx, hx1⟩ ⟨hy.le, hy1⟩ hxy hderiv | |
| rw [slope_def_field] at hslope | |
| have hmul := (div_le_iff₀ (sub_pos.mpr hxy)).mp hslope | |
| nlinarith | |
| · simp | |
| · have hslope := entropy_quadratic_convex.le_slope_of_hasDerivAt | |
| ⟨hy.le, hy1⟩ ⟨hx, hx1⟩ hyx hderiv | |
| rw [slope_def_field] at hslope | |
| have hmul := (le_div_iff₀ (sub_pos.mpr hyx)).mp hslope | |
| nlinarith | |
| /-- Relative entropy dominates half the squared Euclidean distance on | |
| the finite probability simplex. -/ | |
| theorem finite_relative_entropy_sq_gap {ι : Type*} (coordinates : Finset ι) | |
| (p q : ι → ℝ) | |
| (hp : ∀ i ∈ coordinates, 0 < p i) | |
| (hq : ∀ i ∈ coordinates, 0 ≤ q i) | |
| (hpsum : ∑ i ∈ coordinates, p i = 1) | |
| (hqsum : ∑ i ∈ coordinates, q i = 1) : | |
| (∑ i ∈ coordinates, (q i - p i) ^ 2) / 2 ≤ | |
| ∑ i ∈ coordinates, q i * Real.log (q i / p i) := by | |
| have hcoord (i : ι) (hi : i ∈ coordinates) : | |
| (q i - p i) ^ 2 / 2 ≤ q i * Real.log (q i / p i) - q i + p i := by | |
| have hstrong := entropy_coordinate_strong_gap (q i) (p i) (hq i hi) | |
| ((single_le_sum hq hi).trans hqsum.le) (hp i hi) | |
| ((single_le_sum (fun j hj => (hp j hj).le) hi).trans hpsum.le) | |
| by_cases hqzero : q i = 0 | |
| · simp only [hqzero, zero_mul, sub_zero, zero_sub] at hstrong ⊢ | |
| nlinarith | |
| · rw [Real.log_div hqzero (hp i hi).ne'] | |
| nlinarith | |
| have hsum := sum_le_sum hcoord | |
| rw [← sum_div, sum_add_distrib, sum_sub_distrib, hqsum, hpsum] at hsum | |
| linarith | |
| /-- A true entropy-objective gap controls the `ℓ₁` error of a feasible | |
| mixture, with the manuscript's exact factor `sqrt (2d gap)`. -/ | |
| theorem entropy_gap_to_l1 {ι : Type*} (coordinates : Finset ι) | |
| (Q : Set (ι → ℝ)) (η : ℝ) (objective maximizer mixture : ι → ℝ) | |
| (hconvex : Convex ℝ Q) (hmaxQ : maximizer ∈ Q) (hmixQ : mixture ∈ Q) | |
| (hmax : ∀ i ∈ coordinates, 0 < maximizer i) | |
| (hmix : ∀ i ∈ coordinates, 0 ≤ mixture i) | |
| (hmaxsum : ∑ i ∈ coordinates, maximizer i = 1) | |
| (hmixsum : ∑ i ∈ coordinates, mixture i = 1) | |
| (hmaximize : IsMaxOn (entropyValue coordinates η objective) Q maximizer) : | |
| (∑ i ∈ coordinates, |mixture i - maximizer i|) ≤ | |
| Real.sqrt (2 * coordinates.card * | |
| (entropyValue coordinates η objective maximizer - | |
| entropyValue coordinates η objective mixture)) := by | |
| have hpenalty := entropy_hull_penalty coordinates Q η objective maximizer mixture | |
| hconvex hmaxQ hmixQ hmax hmaxsum hmixsum hmaximize | |
| have hsq := finite_relative_entropy_sq_gap coordinates maximizer mixture hmax hmix hmaxsum hmixsum | |
| have hcs := sum_sq_le_sum_mul_sum_of_sq_le_mul coordinates | |
| (fun _ _ => (show (0 : ℝ) ≤ 1 by norm_num)) | |
| (fun i _ => sq_nonneg (mixture i - maximizer i)) | |
| (fun i _ => (show |mixture i - maximizer i| ^ 2 ≤ 1 * (mixture i - maximizer i) ^ 2 by | |
| rw [one_mul, sq_abs])) | |
| simp only [sum_const, nsmul_eq_mul, mul_one] at hcs | |
| apply Real.le_sqrt_of_sq_le | |
| have hc : 0 ≤ (coordinates.card : ℝ) := Nat.cast_nonneg _ | |
| have hscaled := mul_le_mul_of_nonneg_left (show | |
| (∑ i ∈ coordinates, (mixture i - maximizer i) ^ 2) ≤ | |
| 2 * (entropyValue coordinates η objective maximizer - | |
| entropyValue coordinates η objective mixture) by linarith) hc | |
| nlinarith | |
| /-- Converting a uniform smoothing error and a smoothed objective gap | |
| to a gap for the true entropy objective. -/ | |
| theorem smoothing_gap_transfer (trueBest trueValue smoothBest smoothValue error gap : ℝ) | |
| (hbest : trueBest ≤ smoothBest + error) | |
| (hvalue : smoothValue ≤ trueValue + error) | |
| (hgap : smoothBest - smoothValue ≤ gap) : | |
| trueBest - trueValue ≤ gap + 2 * error := by linarith | |
| theorem optimizer_work_budget_gap (G : ℝ) (hG : 0 < G) : | |
| 8 / ((1 / G ^ 50) * (G ^ 80 + 1)) ≤ 8 / G ^ 30 := by | |
| have hpow : G ^ 80 = G ^ 50 * G ^ 30 := by rw [← pow_add] | |
| have hcancel : (1 / G ^ 50) * G ^ 80 = G ^ 30 := by | |
| rw [hpow] | |
| field_simp | |
| have hdenom : G ^ 30 ≤ (1 / G ^ 50) * (G ^ 80 + 1) := by | |
| rw [← hcancel] | |
| exact mul_le_mul_of_nonneg_left (by linarith) (by positivity) | |
| exact div_le_div_of_nonneg_left (by norm_num) (pow_pos hG _) hdenom | |
| theorem optimizer_smoothing_root (G : ℝ) (hG : 0 < G) : | |
| Real.sqrt (1 / G ^ 50) = 1 / G ^ 25 := by | |
| have hpow : G ^ 50 = (G ^ 25) ^ 2 := by rw [← pow_mul] | |
| rw [hpow, Real.sqrt_div (by positivity), Real.sqrt_one, Real.sqrt_sq_eq_abs, | |
| abs_of_pos (pow_pos hG _)] | |
| /-- The explicit total objective-gap bound after the prescribed | |
| number of fixed-step updates. -/ | |
| theorem optimizer_explicit_gap_budget (G d : ℝ) (hG : 4 ≤ G) (hd : d ≤ G) : | |
| 2 / G ^ 20 + 8 / G ^ 30 + 8 * d / G ^ 25 ≤ 12 / G ^ 20 := by | |
| have hGpos : 0 < G := by linarith | |
| have hG1 : 1 ≤ G := by linarith | |
| have hG10 : 4 ≤ G ^ 10 := hG.trans (by | |
| simpa using pow_le_pow_right₀ hG1 (by norm_num : 1 ≤ 10)) | |
| have hG5 : d ≤ G ^ 5 := hd.trans (by | |
| simpa using pow_le_pow_right₀ hG1 (by norm_num : 1 ≤ 5)) | |
| have hsmall : 8 / G ^ 30 ≤ 2 / G ^ 20 := by | |
| apply (div_le_div_iff₀ (pow_pos hGpos _) (pow_pos hGpos _)).mpr | |
| have hscale := mul_le_mul_of_nonneg_left hG10 (show 0 ≤ 2 * G ^ 20 by positivity) | |
| have hpow : G ^ 30 = G ^ 20 * G ^ 10 := by rw [← pow_add] | |
| rw [hpow] | |
| nlinarith | |
| have hsmooth : 8 * d / G ^ 25 ≤ 8 / G ^ 20 := by | |
| apply (div_le_div_iff₀ (pow_pos hGpos _) (pow_pos hGpos _)).mpr | |
| have hscale := mul_le_mul_of_nonneg_left hG5 (show 0 ≤ 8 * G ^ 20 by positivity) | |
| have hpow : G ^ 25 = G ^ 20 * G ^ 5 := by rw [← pow_add] | |
| rw [hpow] | |
| nlinarith | |
| have hsum : 2 / G ^ 20 + 2 / G ^ 20 + 8 / G ^ 20 = 12 / G ^ 20 := by ring | |
| linarith | |
| /-- The quantitative final `H^(-3)` precision calculation. The squared | |
| distance premise is supplied by the proved entropy/KL curvature bound. -/ | |
| theorem optimizer_final_l1_precision (H G d distance gap : ℝ) | |
| (hH : 4 ≤ H) (hHG : H ≤ G) (hd : 0 ≤ d) (hdG : d ≤ G) | |
| (hsquared : distance ^ 2 ≤ 2 * d * gap) (hgap : gap ≤ 12 / G ^ 20) : | |
| distance ≤ 1 / H ^ 3 := by | |
| have hHpos : 0 < H := by linarith | |
| have hGpos : 0 < G := lt_of_lt_of_le hHpos hHG | |
| have hG4 : 4 ≤ G := hH.trans hHG | |
| have hG1 : 1 ≤ G := by linarith | |
| have hG3 : 64 ≤ G ^ 3 := by | |
| have h := pow_le_pow_left₀ (by norm_num : (0 : ℝ) ≤ 4) hG4 3 | |
| norm_num at h | |
| exact h | |
| have hG13 : 24 ≤ G ^ 13 := by | |
| have hmono := pow_le_pow_right₀ hG1 (by norm_num : 3 ≤ 13) | |
| linarith | |
| have hratio : 24 / G ^ 19 ≤ 1 / G ^ 6 := by | |
| apply (div_le_div_iff₀ (pow_pos hGpos _) (pow_pos hGpos _)).mpr | |
| have hscale := mul_le_mul_of_nonneg_right hG13 (pow_nonneg hGpos.le 6) | |
| have hpow : G ^ 19 = G ^ 13 * G ^ 6 := by rw [← pow_add] | |
| rw [hpow] | |
| nlinarith | |
| have hHratio : 1 / G ^ 6 ≤ 1 / H ^ 6 := | |
| div_le_div_of_nonneg_left zero_le_one (pow_pos hHpos _) | |
| (pow_le_pow_left₀ hHpos.le hHG 6) | |
| have hscale := mul_le_mul_of_nonneg_left hgap (show 0 ≤ 2 * d by positivity) | |
| have hdimension := div_le_div_of_nonneg_right | |
| (mul_le_mul_of_nonneg_left hdG (by norm_num : (0 : ℝ) ≤ 24)) | |
| (pow_nonneg hGpos.le 20) | |
| have hcancel : 24 * G / G ^ 20 = 24 / G ^ 19 := by | |
| have hpow : G ^ 20 = G ^ 19 * G := by rw [← pow_succ] | |
| rw [hpow] | |
| field_simp | |
| have hsquare : distance ^ 2 ≤ 1 / H ^ 6 := by | |
| rw [hcancel] at hdimension | |
| have hcombined := hdimension.trans (hratio.trans hHratio) | |
| have hscaledGap : 2 * d * (12 / G ^ 20) = 24 * d / G ^ 20 := by ring | |
| rw [hscaledGap] at hscale | |
| exact hsquared.trans (hscale.trans hcombined) | |
| have htarget : (1 / H ^ 3) ^ 2 = 1 / H ^ 6 := by | |
| rw [div_pow, one_pow, ← pow_mul] | |
| have hpositive : 0 < 1 / H ^ 3 := by positivity | |
| rw [← htarget] at hsquare | |
| nlinarith | |
| /-- Rational truncated logarithm used for the entropy-gradient | |
| calculation. Its evaluation uses only rational arithmetic. -/ | |
| theorem rationalLogApproximation_cast (r : ℚ) (K : ℕ) : | |
| (rationalLogApproximation r K : ℝ) = | |
| 2 * ∑ k ∈ range K, | |
| ((((r : ℝ) - 1) / ((r : ℝ) + 1)) ^ (2 * k + 1) / (2 * k + 1)) := by | |
| unfold rationalLogApproximation | |
| push_cast | |
| rfl | |
| theorem logarithm_symmetric_parameter_bound (r σ : ℝ) | |
| (hσ : 0 < σ) (hσhalf : σ ≤ 1 / 2) | |
| (hr : σ ≤ r) (hrupper : r ≤ 1 + σ) : | |
| |(r - 1) / (r + 1)| ≤ 1 - σ := by | |
| have hrpos : 0 < r := hσ.trans_le hr | |
| have hrden : 0 < r + 1 := by linarith | |
| apply abs_le.mpr | |
| constructor | |
| · apply (le_div_iff₀ hrden).mpr | |
| have hprod := mul_nonneg hrpos.le (show 0 ≤ 1 - σ by linarith) | |
| nlinarith | |
| · apply (div_le_iff₀ hrden).mpr | |
| have hmul := mul_le_mul_of_nonneg_left hrupper hσ.le | |
| have hσsquare : σ ^ 2 ≤ σ / 2 := by | |
| have h := mul_le_mul_of_nonneg_left hσhalf hσ.le | |
| nlinarith | |
| nlinarith | |
| /-- Explicit logarithm-series remainder for the rational gradient | |
| routine. Mathlib's logarithm remainder is specialized to the bounded | |
| smoothed-coordinate interval. Its bound suffices for the prescribed | |
| polynomial truncation length. -/ | |
| theorem logarithm_series_error (r σ : ℝ) (K : ℕ) | |
| (hσ : 0 < σ) (hσhalf : σ ≤ 1 / 2) | |
| (hr : σ ≤ r) (hrupper : r ≤ 1 + σ) : | |
| |Real.log r - 2 * ∑ k ∈ range K, | |
| (((r - 1) / (r + 1)) ^ (2 * k + 1) / (2 * k + 1))| ≤ | |
| 2 * Real.exp (-2 * K * σ) / σ := by | |
| let b := (r - 1) / (r + 1) | |
| have hrpos : 0 < r := hσ.trans_le hr | |
| have hrden : 0 < r + 1 := by linarith | |
| have hb : |b| ≤ 1 - σ := logarithm_symmetric_parameter_bound r σ hσ hσhalf hr hrupper | |
| have hb1 : |b| < 1 := by linarith | |
| have htransform : (1 + b) / (1 - b) = r := by | |
| dsimp only [b] | |
| field_simp | |
| ring | |
| have hseries := Real.sum_range_sub_log_div_le hb1 K | |
| rw [htransform] at hseries | |
| have htwice := mul_le_mul_of_nonneg_left hseries (show (0 : ℝ) ≤ 2 by norm_num) | |
| have hleft : | |
| |Real.log r - 2 * ∑ k ∈ range K, b ^ (2 * k + 1) / (2 * k + 1)| = | |
| 2 * |1 / 2 * Real.log r - ∑ k ∈ range K, b ^ (2 * k + 1) / (2 * k + 1)| := by | |
| rw [← abs_of_nonneg (show (0 : ℝ) ≤ 2 by norm_num), ← abs_mul] | |
| congr 1 | |
| ring | |
| rw [← hleft, ← mul_div_assoc] at htwice | |
| have hdenom : σ ≤ 1 - b ^ 2 := by | |
| have hsq := pow_le_pow_left₀ (abs_nonneg b) hb 2 | |
| rw [sq_abs] at hsq | |
| have hσsq : σ ^ 2 ≤ σ := by nlinarith | |
| nlinarith | |
| have hnum : |b| ^ (2 * K + 1) ≤ Real.exp (-2 * K * σ) := by | |
| calc | |
| _ ≤ (1 - σ) ^ (2 * K + 1) := pow_le_pow_left₀ (abs_nonneg b) hb _ | |
| _ ≤ Real.exp (-σ) ^ (2 * K + 1) := pow_le_pow_left₀ | |
| (show 0 ≤ 1 - σ by linarith) (Real.one_sub_le_exp_neg σ) _ | |
| _ = Real.exp ((2 * K + 1 : ℕ) * (-σ)) := (Real.exp_nat_mul (-σ) _).symm | |
| _ ≤ Real.exp (-2 * K * σ) := Real.exp_le_exp.mpr (by push_cast; nlinarith) | |
| calc | |
| _ ≤ 2 * |b| ^ (2 * K + 1) / (1 - b ^ 2) := htwice | |
| _ ≤ 2 * Real.exp (-2 * K * σ) / (1 - b ^ 2) := | |
| div_le_div_of_nonneg_right (mul_le_mul_of_nonneg_left hnum (by norm_num)) | |
| (hσ.le.trans hdenom) | |
| _ ≤ _ := div_le_div_of_nonneg_left (by positivity) hσ hdenom | |
| theorem rationalLogApproximation_error (r : ℚ) (σ : ℝ) (K : ℕ) | |
| (hσ : 0 < σ) (hσhalf : σ ≤ 1 / 2) | |
| (hr : σ ≤ (r : ℝ)) (hrupper : (r : ℝ) ≤ 1 + σ) : | |
| |Real.log (r : ℝ) - (rationalLogApproximation r K : ℝ)| ≤ | |
| 2 * Real.exp (-2 * K * σ) / σ := by | |
| rw [rationalLogApproximation_cast] | |
| exact logarithm_series_error (r : ℝ) σ K hσ hσhalf hr hrupper | |
| theorem logarithm_truncation_exponential_budget (G : ℝ) (hG : 4 ≤ G) : | |
| 2 * Real.exp (-2 * G ^ 10) / (1 / G ^ 50) ≤ 1 / G ^ 20 := by | |
| have hGpos : 0 < G := by linarith | |
| have hG1 : 1 ≤ G := by linarith | |
| have hG5 : 1024 ≤ G ^ 5 := by | |
| have h := pow_le_pow_left₀ (by norm_num : (0 : ℝ) ≤ 4) hG 5 | |
| norm_num at h | |
| exact h | |
| have hG10 : 315 ≤ G ^ 10 := by | |
| have hmono := pow_le_pow_right₀ hG1 (by norm_num : 5 ≤ 10) | |
| linarith | |
| have hpoly : 2 * G ^ 70 ≤ (2 * G ^ 10) ^ 8 / (8 : ℕ).factorial := by | |
| norm_num | |
| apply (le_div_iff₀ (by norm_num : (0 : ℝ) < 40320)).mpr | |
| rw [mul_pow, ← pow_mul] | |
| have hpow : G ^ 80 = G ^ 70 * G ^ 10 := by rw [← pow_add] | |
| norm_num | |
| rw [hpow] | |
| have hscale := mul_le_mul_of_nonneg_left hG10 (show 0 ≤ 256 * G ^ 70 by positivity) | |
| nlinarith | |
| have hexp : 2 * G ^ 70 ≤ Real.exp (2 * G ^ 10) := | |
| hpoly.trans (Real.pow_div_factorial_le_exp (x := 2 * G ^ 10) (n := 8) (by positivity)) | |
| have heq : 2 * Real.exp (-2 * G ^ 10) / (1 / G ^ 50) = | |
| 2 * G ^ 50 / Real.exp (2 * G ^ 10) := by | |
| rw [show -2 * G ^ 10 = -(2 * G ^ 10) by ring, Real.exp_neg] | |
| field_simp [hGpos.ne'] | |
| rw [heq] | |
| apply (div_le_div_iff₀ (Real.exp_pos _) (pow_pos hGpos _)).mpr | |
| have hpow : G ^ 50 * G ^ 20 = G ^ 70 := by rw [← pow_add] | |
| nlinarith | |
| /-- The prescribed rational logarithm computation has the required | |
| absolute gradient precision `G^(-20)` after `G^60` rational terms. -/ | |
| theorem rationalLogApproximation_prescribed_precision (r : ℚ) (G : ℕ) | |
| (hG : 4 ≤ G) | |
| (hr : 1 / (G : ℝ) ^ 50 ≤ (r : ℝ)) | |
| (hrupper : (r : ℝ) ≤ 1 + 1 / (G : ℝ) ^ 50) : | |
| |Real.log (r : ℝ) - (rationalLogApproximation r (G ^ 60) : ℝ)| ≤ | |
| 1 / (G : ℝ) ^ 20 := by | |
| have hG4 : (4 : ℝ) ≤ G := by exact_mod_cast hG | |
| have hGpos : (0 : ℝ) < G := by linarith | |
| have hG1 : (1 : ℝ) ≤ G := by linarith | |
| have hG50 : (2 : ℝ) ≤ (G : ℝ) ^ 50 := by | |
| have hmono := pow_le_pow_right₀ hG1 (by norm_num : 1 ≤ 50) | |
| norm_num only [pow_one] at hmono | |
| linarith | |
| have hσpos : 0 < 1 / (G : ℝ) ^ 50 := by positivity | |
| have hσhalf : 1 / (G : ℝ) ^ 50 ≤ 1 / 2 := by | |
| exact div_le_div_of_nonneg_left zero_le_one (by norm_num) hG50 | |
| have herror := rationalLogApproximation_error r (1 / (G : ℝ) ^ 50) (G ^ 60) | |
| hσpos hσhalf hr hrupper | |
| have hprod : ((G ^ 60 : ℕ) : ℝ) * (1 / (G : ℝ) ^ 50) = (G : ℝ) ^ 10 := by | |
| push_cast | |
| have hpow : (G : ℝ) ^ 60 = (G : ℝ) ^ 10 * (G : ℝ) ^ 50 := by rw [← pow_add] | |
| rw [hpow] | |
| field_simp | |
| have hexponent : -2 * ((G ^ 60 : ℕ) : ℝ) * (1 / (G : ℝ) ^ 50) = | |
| -2 * (G : ℝ) ^ 10 := by nlinarith [hprod] | |
| rw [hexponent] at herror | |
| exact herror.trans (logarithm_truncation_exponential_budget (G : ℝ) hG4) | |
| theorem finite_gradient_error {ι : Type*} (coordinates : Finset ι) | |
| (gradient approximateGradient p : ι → ℝ) (error : ℝ) | |
| (hp : ∀ i ∈ coordinates, 0 ≤ p i) | |
| (hpsum : ∑ i ∈ coordinates, p i = 1) | |
| (herror : ∀ i ∈ coordinates, |approximateGradient i - gradient i| ≤ error) : | |
| |∑ i ∈ coordinates, (approximateGradient i - gradient i) * p i| ≤ error := by | |
| calc | |
| _ ≤ ∑ i ∈ coordinates, |(approximateGradient i - gradient i) * p i| := | |
| abs_sum_le_sum_abs _ _ | |
| _ ≤ ∑ i ∈ coordinates, error * p i := by | |
| apply sum_le_sum | |
| intro i hi | |
| rw [abs_mul, abs_of_nonneg (hp i hi)] | |
| exact mul_le_mul_of_nonneg_right (herror i hi) (hp i hi) | |
| _ = error := by rw [← mul_sum, hpsum, mul_one] | |
| /-- Enumerating the vertices with an approximate gradient loses at | |
| most `2e₀` in the true linearization, even against an arbitrary feasible | |
| mixture. -/ | |
| theorem approximate_gradient_linearization_loss {ι : Type*} (coordinates : Finset ι) | |
| (gradient approximateGradient selected competitor : ι → ℝ) (error : ℝ) | |
| (hselected : ∀ i ∈ coordinates, 0 ≤ selected i) | |
| (hcompetitor : ∀ i ∈ coordinates, 0 ≤ competitor i) | |
| (hselectedSum : ∑ i ∈ coordinates, selected i = 1) | |
| (hcompetitorSum : ∑ i ∈ coordinates, competitor i = 1) | |
| (herror : ∀ i ∈ coordinates, |approximateGradient i - gradient i| ≤ error) | |
| (hchoose : (∑ i ∈ coordinates, approximateGradient i * competitor i) ≤ | |
| ∑ i ∈ coordinates, approximateGradient i * selected i) : | |
| (∑ i ∈ coordinates, gradient i * competitor i) - | |
| (∑ i ∈ coordinates, gradient i * selected i) ≤ 2 * error := by | |
| have hsel := finite_gradient_error coordinates gradient approximateGradient selected | |
| error hselected hselectedSum herror | |
| have hcomp := finite_gradient_error coordinates gradient approximateGradient competitor | |
| error hcompetitor hcompetitorSum herror | |
| simp only [sub_mul, sum_sub_distrib] at hsel hcomp | |
| have hselBounds := abs_le.mp hsel | |
| have hcompBounds := abs_le.mp hcomp | |
| linarith | |
| noncomputable def smoothedEntropyValue {ι : Type*} (coordinates : Finset ι) | |
| (σ : ℝ) (linear p : ι → ℝ) : ℝ := | |
| ∑ i ∈ coordinates, (Real.negMulLog (p i + σ) + linear i * p i) | |
| noncomputable def smoothedEntropyGradient {ι : Type*} | |
| (σ : ℝ) (linear p : ι → ℝ) (i : ι) : ℝ := | |
| -Real.log (p i + σ) - 1 + linear i | |
| /-- Tangent upper bound for a single smoothed entropy coordinate. -/ | |
| theorem smoothed_entropy_coordinate_upper (x y σ linear : ℝ) | |
| (hx : 0 ≤ x) (hy : 0 ≤ y) (hσ : 0 < σ) : | |
| (Real.negMulLog (y + σ) + linear * y) - | |
| (Real.negMulLog (x + σ) + linear * x) ≤ | |
| (-Real.log (x + σ) - 1 + linear) * (y - x) := by | |
| have hxs : 0 < x + σ := by linarith | |
| have hys : 0 < y + σ := by linarith | |
| have hlog := Real.log_le_sub_one_of_pos (div_pos hxs hys) | |
| rw [Real.log_div hxs.ne' hys.ne'] at hlog | |
| have hscaled := mul_le_mul_of_nonneg_left hlog hys.le | |
| have hcancel : (y + σ) * ((x + σ) / (y + σ) - 1) = x - y := by | |
| field_simp | |
| ring | |
| rw [hcancel] at hscaled | |
| simp only [Real.negMulLog] | |
| nlinarith | |
| /-- A scalar smoothness bound obtained directly from `log u ≤ u-1`. | |
| The coefficient `1/σ` combines with the sharper simplex diameter below | |
| to give the manuscript's exact `2 ξ²/σ` remainder. -/ | |
| theorem smoothed_entropy_coordinate_lower (x y σ linear : ℝ) | |
| (hx : 0 ≤ x) (hy : 0 ≤ y) (hσ : 0 < σ) : | |
| (-Real.log (x + σ) - 1 + linear) * (y - x) - (y - x) ^ 2 / σ ≤ | |
| (Real.negMulLog (y + σ) + linear * y) - | |
| (Real.negMulLog (x + σ) + linear * x) := by | |
| have hxs : 0 < x + σ := by linarith | |
| have hys : 0 < y + σ := by linarith | |
| have hlog := Real.log_le_sub_one_of_pos (div_pos hys hxs) | |
| rw [Real.log_div hys.ne' hxs.ne'] at hlog | |
| have hscaled := mul_le_mul_of_nonneg_left hlog hys.le | |
| have hcancel : (y + σ) * ((y + σ) / (x + σ) - 1) - y + x = | |
| (y - x) ^ 2 / (x + σ) := by | |
| field_simp | |
| ring | |
| have hratio : (y - x) ^ 2 / (x + σ) ≤ (y - x) ^ 2 / σ := | |
| div_le_div_of_nonneg_left (sq_nonneg _) hσ (by linarith) | |
| have hbound : (y + σ) * (Real.log (y + σ) - Real.log (x + σ)) - y + x ≤ | |
| (y - x) ^ 2 / (x + σ) := by linarith | |
| have hbound' := hbound.trans hratio | |
| simp only [Real.negMulLog] | |
| nlinarith | |
| theorem probability_vectors_sq_distance_le_two {ι : Type*} (coordinates : Finset ι) | |
| (p q : ι → ℝ) | |
| (hp : ∀ i ∈ coordinates, 0 ≤ p i) | |
| (hq : ∀ i ∈ coordinates, 0 ≤ q i) | |
| (hpsum : ∑ i ∈ coordinates, p i = 1) | |
| (hqsum : ∑ i ∈ coordinates, q i = 1) : | |
| ∑ i ∈ coordinates, (q i - p i) ^ 2 ≤ 2 := by | |
| have hcoord (i : ι) (hi : i ∈ coordinates) : (q i - p i) ^ 2 ≤ q i + p i := by | |
| have hp1 := (single_le_sum hp hi).trans hpsum.le | |
| have hq1 := (single_le_sum hq hi).trans hqsum.le | |
| have hpprod := mul_nonneg (hp i hi) (sub_nonneg.mpr hp1) | |
| have hqprod := mul_nonneg (hq i hi) (sub_nonneg.mpr hq1) | |
| have hpq := mul_nonneg (hp i hi) (hq i hi) | |
| nlinarith | |
| calc | |
| _ ≤ ∑ i ∈ coordinates, (q i + p i) := sum_le_sum hcoord | |
| _ = 2 := by rw [sum_add_distrib, hqsum, hpsum]; norm_num | |
| theorem smoothed_entropy_tangent_upper {ι : Type*} (coordinates : Finset ι) | |
| (σ : ℝ) (linear p q : ι → ℝ) | |
| (hp : ∀ i ∈ coordinates, 0 ≤ p i) | |
| (hq : ∀ i ∈ coordinates, 0 ≤ q i) (hσ : 0 < σ) : | |
| smoothedEntropyValue coordinates σ linear q - smoothedEntropyValue coordinates σ linear p ≤ | |
| ∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * (q i - p i) := by | |
| rw [smoothedEntropyValue, smoothedEntropyValue, ← sum_sub_distrib] | |
| exact sum_le_sum fun i hi => smoothed_entropy_coordinate_upper (p i) (q i) σ | |
| (linear i) (hp i hi) (hq i hi) hσ | |
| theorem smoothed_entropy_mixture_lower {ι : Type*} (coordinates : Finset ι) | |
| (σ ξ : ℝ) (linear p selected : ι → ℝ) | |
| (hp : ∀ i ∈ coordinates, 0 ≤ p i) | |
| (hselected : ∀ i ∈ coordinates, 0 ≤ selected i) | |
| (hpsum : ∑ i ∈ coordinates, p i = 1) | |
| (hselectedSum : ∑ i ∈ coordinates, selected i = 1) | |
| (hσ : 0 < σ) (hξ : 0 ≤ ξ) (hξ1 : ξ ≤ 1) : | |
| ξ * (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * (selected i - p i)) - | |
| 2 * ξ ^ 2 / σ ≤ | |
| smoothedEntropyValue coordinates σ linear | |
| (fun i => (1 - ξ) * p i + ξ * selected i) - smoothedEntropyValue coordinates σ linear p := by | |
| let updated : ι → ℝ := fun i => (1 - ξ) * p i + ξ * selected i | |
| have hupdated (i : ι) (hi : i ∈ coordinates) : 0 ≤ updated i := | |
| add_nonneg (mul_nonneg (sub_nonneg.mpr hξ1) (hp i hi)) | |
| (mul_nonneg hξ (hselected i hi)) | |
| have hcoordinate (i : ι) (hi : i ∈ coordinates) := | |
| smoothed_entropy_coordinate_lower (p i) (updated i) σ (linear i) (hp i hi) (hupdated i hi) hσ | |
| have hsum := sum_le_sum hcoordinate | |
| have hterm (i : ι) : updated i - p i = ξ * (selected i - p i) := by | |
| dsimp only [updated] | |
| ring | |
| simp only [smoothedEntropyGradient] at hsum ⊢ | |
| simp_rw [hterm, mul_pow, div_eq_mul_inv] at hsum | |
| rw [sum_sub_distrib] at hsum | |
| have hlinear : | |
| (∑ i ∈ coordinates, (-Real.log (p i + σ) - 1 + linear i) * (ξ * (selected i - p i))) = | |
| ξ * ∑ i ∈ coordinates, (-Real.log (p i + σ) - 1 + linear i) * (selected i - p i) := by | |
| rw [mul_sum] | |
| apply sum_congr rfl | |
| intro i hi | |
| ring | |
| have hquadratic : (∑ i ∈ coordinates, ξ ^ 2 * (selected i - p i) ^ 2 * σ⁻¹) = | |
| (ξ ^ 2 / σ) * ∑ i ∈ coordinates, (selected i - p i) ^ 2 := by | |
| rw [mul_sum] | |
| apply sum_congr rfl | |
| intro i hi | |
| ring | |
| rw [hlinear, hquadratic, sum_sub_distrib] at hsum | |
| have hdiameter := probability_vectors_sq_distance_le_two coordinates p selected hp hselected hpsum hselectedSum | |
| have hscale := mul_le_mul_of_nonneg_left hdiameter (show 0 ≤ ξ ^ 2 / σ by positivity) | |
| change _ ≤ smoothedEntropyValue coordinates σ linear updated - | |
| smoothedEntropyValue coordinates σ linear p at hsum | |
| change _ ≤ smoothedEntropyValue coordinates σ linear updated - | |
| smoothedEntropyValue coordinates σ linear p | |
| have htwo : ξ ^ 2 / σ * 2 = 2 * ξ ^ 2 / σ := by ring | |
| rw [htwo] at hscale | |
| linarith | |
| /-- The manuscript's fixed-step optimizer recurrence follows from the | |
| actual smoothed entropy objective and approximate gradient selection. -/ | |
| theorem smoothed_frank_wolfe_recurrence {ι : Type*} (coordinates : Finset ι) | |
| (σ ξ error : ℝ) (linear p selected best approximateGradient : ι → ℝ) | |
| (hp : ∀ i ∈ coordinates, 0 ≤ p i) | |
| (hselected : ∀ i ∈ coordinates, 0 ≤ selected i) | |
| (hbest : ∀ i ∈ coordinates, 0 ≤ best i) | |
| (hpsum : ∑ i ∈ coordinates, p i = 1) | |
| (hselectedSum : ∑ i ∈ coordinates, selected i = 1) | |
| (hbestSum : ∑ i ∈ coordinates, best i = 1) | |
| (hσ : 0 < σ) (hξ : 0 ≤ ξ) (hξ1 : ξ ≤ 1) | |
| (hgradient : ∀ i ∈ coordinates, | |
| |approximateGradient i - smoothedEntropyGradient σ linear p i| ≤ error) | |
| (hchoose : (∑ i ∈ coordinates, approximateGradient i * best i) ≤ | |
| ∑ i ∈ coordinates, approximateGradient i * selected i) : | |
| smoothedEntropyValue coordinates σ linear best - | |
| smoothedEntropyValue coordinates σ linear (fun i => (1 - ξ) * p i + ξ * selected i) ≤ | |
| (1 - ξ) * (smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear p) + | |
| 2 * error * ξ + 2 * ξ ^ 2 / σ := by | |
| have htangent := smoothed_entropy_tangent_upper coordinates σ linear p best hp hbest hσ | |
| have hlinear := approximate_gradient_linearization_loss coordinates | |
| (smoothedEntropyGradient σ linear p) approximateGradient selected best error | |
| hselected hbest hselectedSum hbestSum hgradient hchoose | |
| have hlower := smoothed_entropy_mixture_lower coordinates σ ξ linear p selected | |
| hp hselected hpsum hselectedSum hσ hξ hξ1 | |
| have hsumBest : (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * (best i - p i)) = | |
| (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * best i) - | |
| ∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * p i := by | |
| simp only [mul_sub, sum_sub_distrib] | |
| have hsumSelected : (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * (selected i - p i)) = | |
| (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * selected i) - | |
| ∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * p i := by | |
| simp only [mul_sub, sum_sub_distrib] | |
| rw [hsumBest] at htangent | |
| rw [hsumSelected] at hlower | |
| have hgain : smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear p - | |
| 2 * error ≤ (∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * selected i) - | |
| ∑ i ∈ coordinates, smoothedEntropyGradient σ linear p i * p i := by linarith | |
| have hscale := mul_le_mul_of_nonneg_left hgain hξ | |
| nlinarith | |
| /-- Casting the exact rational update gives precisely the analytic step. -/ | |
| theorem rationalOptimizerIterate_cast_step {ι : Type*} | |
| (initial : ι → ℚ) (selected : ℕ → ι → ℚ) (j : ℕ) : | |
| (fun i => (rationalOptimizerIterate initial selected (j + 1) i : ℝ)) = | |
| (fun i => (1 - frankWolfeStep j) * (rationalOptimizerIterate initial selected j i : ℝ) + | |
| frankWolfeStep j * (selected j i : ℝ)) := by | |
| funext i | |
| simp [rationalOptimizerIterate, frankWolfeStep] | |
| /-- All exact rational iterates are probability vectors. -/ | |
| theorem rationalOptimizerIterate_probability {ι : Type*} (coordinates : Finset ι) | |
| (initial : ι → ℚ) (selected : ℕ → ι → ℚ) | |
| (hinitial : ∀ i ∈ coordinates, (0 : ℝ) ≤ initial i) | |
| (hinitialSum : ∑ i ∈ coordinates, (initial i : ℝ) = 1) | |
| (hselected : ∀ j i, i ∈ coordinates → (0 : ℝ) ≤ selected j i) | |
| (hselectedSum : ∀ j, ∑ i ∈ coordinates, (selected j i : ℝ) = 1) : | |
| ∀ j, (∀ i ∈ coordinates, (0 : ℝ) ≤ rationalOptimizerIterate initial selected j i) ∧ | |
| (∑ i ∈ coordinates, (rationalOptimizerIterate initial selected j i : ℝ)) = 1 := by | |
| intro j | |
| induction j with | |
| | zero => exact ⟨hinitial, hinitialSum⟩ | |
| | succ j ih => | |
| have hstep := congr_fun (rationalOptimizerIterate_cast_step initial selected j) | |
| constructor | |
| · intro i hi | |
| rw [hstep i] | |
| exact add_nonneg | |
| (mul_nonneg (sub_nonneg.mpr (frankWolfeStep_le_one j)) (ih.1 i hi)) | |
| (mul_nonneg (frankWolfeStep_nonnegative j) (hselected j i hi)) | |
| · simp_rw [hstep] | |
| rw [sum_add_distrib, ← mul_sum, ← mul_sum, ih.2, hselectedSum] | |
| ring | |
| /-- Convex feasibility is preserved by the actual rational iterates. -/ | |
| theorem rationalOptimizerIterate_mem {ι : Type*} | |
| (Q : Set (ι → ℝ)) (initial : ι → ℚ) (selected : ℕ → ι → ℚ) | |
| (hconvex : Convex ℝ Q) (hinitial : (fun i => (initial i : ℝ)) ∈ Q) | |
| (hselected : ∀ j, (fun i => (selected j i : ℝ)) ∈ Q) : | |
| ∀ j, (fun i => (rationalOptimizerIterate initial selected j i : ℝ)) ∈ Q := by | |
| intro j | |
| induction j with | |
| | zero => exact hinitial | |
| | succ j ih => | |
| rw [rationalOptimizerIterate_cast_step] | |
| exact hconvex ih (hselected j) (sub_nonneg.mpr (frankWolfeStep_le_one j)) | |
| (frankWolfeStep_nonnegative j) (by ring) | |
| /-- Objective convergence of the exact rational implementation follows | |
| from the proved smoothness and rational approximate-gradient choices. -/ | |
| theorem rational_optimizer_smoothed_gap_bound {ι : Type*} (coordinates : Finset ι) | |
| (σ error : ℝ) (linear best : ι → ℝ) (initial : ι → ℚ) | |
| (selected : ℕ → ι → ℚ) (approximateGradient : ℕ → ι → ℝ) | |
| (hinitial : ∀ i ∈ coordinates, (0 : ℝ) ≤ initial i) | |
| (hinitialSum : ∑ i ∈ coordinates, (initial i : ℝ) = 1) | |
| (hselected : ∀ j i, i ∈ coordinates → (0 : ℝ) ≤ selected j i) | |
| (hselectedSum : ∀ j, ∑ i ∈ coordinates, (selected j i : ℝ) = 1) | |
| (hbest : ∀ i ∈ coordinates, 0 ≤ best i) | |
| (hbestSum : ∑ i ∈ coordinates, best i = 1) (hσ : 0 < σ) | |
| (hgradient : ∀ j i, i ∈ coordinates → | |
| |approximateGradient j i - smoothedEntropyGradient σ linear | |
| (fun i => (rationalOptimizerIterate initial selected j i : ℝ)) i| ≤ error) | |
| (hchoose : ∀ j, (∑ i ∈ coordinates, approximateGradient j i * best i) ≤ | |
| ∑ i ∈ coordinates, approximateGradient j i * (selected j i : ℝ)) : | |
| ∀ j, smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear | |
| (fun i => (rationalOptimizerIterate initial selected (j + 1) i : ℝ)) ≤ | |
| 2 * error + 8 / (σ * ((j : ℝ) + 2)) := by | |
| have hprobability := rationalOptimizerIterate_probability coordinates initial selected | |
| hinitial hinitialSum hselected hselectedSum | |
| apply frank_wolfe_gap_bound σ error | |
| (fun j => smoothedEntropyValue coordinates σ linear best - smoothedEntropyValue coordinates σ linear | |
| (fun i => (rationalOptimizerIterate initial selected j i : ℝ))) hσ | |
| intro j | |
| rw [rationalOptimizerIterate_cast_step] | |
| exact smoothed_frank_wolfe_recurrence coordinates σ (frankWolfeStep j) error linear | |
| (fun i => (rationalOptimizerIterate initial selected j i : ℝ)) | |
| (fun i => (selected j i : ℝ)) best (approximateGradient j) | |
| (hprobability j).1 (hselected j) hbest (hprobability j).2 (hselectedSum j) hbestSum hσ | |
| (frankWolfeStep_nonnegative j) (frankWolfeStep_le_one j) (hgradient j) (hchoose j) | |
| /-- The actual rational gradient routine, including exact linear terms. -/ | |
| theorem rationalSmoothedGradient_precision {ι : Type*} (coordinates : Finset ι) | |
| (G : ℕ) (linear p : ι → ℚ) (hG : 4 ≤ G) | |
| (hp : ∀ i ∈ coordinates, (0 : ℝ) ≤ p i) | |
| (hpsum : ∑ i ∈ coordinates, (p i : ℝ) = 1) : | |
| ∀ i ∈ coordinates, | |
| |(rationalSmoothedGradient G linear p i : ℝ) - | |
| smoothedEntropyGradient (1 / (G : ℝ) ^ 50) | |
| (fun i => (linear i : ℝ)) (fun i => (p i : ℝ)) i| ≤ 1 / (G : ℝ) ^ 20 := by | |
| intro i hi | |
| have hinput : (1 / (G : ℝ) ^ 50) ≤ (p i + 1 / (G : ℚ) ^ 50 : ℚ) := by | |
| push_cast | |
| linarith [hp i hi] | |
| have hupper : ((p i + 1 / (G : ℚ) ^ 50 : ℚ) : ℝ) ≤ 1 + 1 / (G : ℝ) ^ 50 := by | |
| push_cast | |
| linarith [(single_le_sum hp hi).trans hpsum.le] | |
| have hlog := rationalLogApproximation_prescribed_precision | |
| (p i + 1 / (G : ℚ) ^ 50) G hG hinput hupper | |
| convert hlog using 1 | |
| congr 1 | |
| simp only [rationalSmoothedGradient, smoothedEntropyGradient] | |
| push_cast | |
| ring | |
| /-- The prescribed number of exact rational updates reaches the true | |
| entropy-objective precision, with no assumed analytic recurrence. -/ | |
| theorem rational_optimizer_true_gap_precision {ι : Type*} (coordinates : Finset ι) | |
| (G : ℕ) (linear initial : ι → ℚ) (selected : ℕ → ι → ℚ) (best : ι → ℝ) | |
| (hG : 4 ≤ G) (hdG : coordinates.card ≤ G) | |
| (hinitial : ∀ i ∈ coordinates, (0 : ℝ) ≤ initial i) | |
| (hinitialSum : ∑ i ∈ coordinates, (initial i : ℝ) = 1) | |
| (hselected : ∀ j i, i ∈ coordinates → (0 : ℝ) ≤ selected j i) | |
| (hselectedSum : ∀ j, ∑ i ∈ coordinates, (selected j i : ℝ) = 1) | |
| (hbest : ∀ i ∈ coordinates, 0 ≤ best i) | |
| (hbestSum : ∑ i ∈ coordinates, best i = 1) | |
| (hchoose : ∀ j, | |
| (∑ i ∈ coordinates, (rationalSmoothedGradient G linear | |
| (rationalOptimizerIterate initial selected j) i : ℝ) * best i) ≤ | |
| ∑ i ∈ coordinates, (rationalSmoothedGradient G linear | |
| (rationalOptimizerIterate initial selected j) i : ℝ) * (selected j i : ℝ)) : | |
| entropyValue coordinates 1 (fun i => (linear i : ℝ)) best - | |
| entropyValue coordinates 1 (fun i => (linear i : ℝ)) | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) ≤ | |
| 12 / (G : ℝ) ^ 20 := by | |
| let σ : ℝ := 1 / (G : ℝ) ^ 50 | |
| have hG4 : (4 : ℝ) ≤ G := by exact_mod_cast hG | |
| have hGpos : (0 : ℝ) < G := by linarith | |
| have hσ : 0 < σ := by dsimp [σ]; positivity | |
| have hσ1 : σ ≤ 1 := by | |
| dsimp [σ] | |
| apply (div_le_one₀ (pow_pos hGpos _)).mpr | |
| exact one_le_pow₀ (by linarith : (1 : ℝ) ≤ G) | |
| have hprobability := rationalOptimizerIterate_probability coordinates initial selected | |
| hinitial hinitialSum hselected hselectedSum | |
| have hgradient j := rationalSmoothedGradient_precision coordinates G linear | |
| (rationalOptimizerIterate initial selected j) hG (hprobability j).1 (hprobability j).2 | |
| have hgap := rational_optimizer_smoothed_gap_bound coordinates σ (1 / (G : ℝ) ^ 20) | |
| (fun i => (linear i : ℝ)) best initial selected | |
| (fun j i => (rationalSmoothedGradient G linear (rationalOptimizerIterate initial selected j) i : ℝ)) | |
| hinitial hinitialSum hselected hselectedSum hbest hbestSum hσ hgradient hchoose (G ^ 80 - 1) | |
| have hK : 1 ≤ G ^ 80 := by | |
| have hGnat : 0 < G := by omega | |
| exact Nat.one_le_iff_ne_zero.mpr (pow_ne_zero 80 (Nat.ne_of_gt hGnat)) | |
| rw [Nat.sub_add_cancel hK] at hgap | |
| have hindex : ((G ^ 80 - 1 : ℕ) : ℝ) + 2 = (G : ℝ) ^ 80 + 1 := by | |
| rw [Nat.cast_sub hK, Nat.cast_one, Nat.cast_pow] | |
| ring | |
| rw [hindex] at hgap | |
| have hbudget := optimizer_work_budget_gap (G : ℝ) hGpos | |
| have hsmoothed : smoothedEntropyValue coordinates σ (fun i => (linear i : ℝ)) best - | |
| smoothedEntropyValue coordinates σ (fun i => (linear i : ℝ)) | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) ≤ | |
| 2 / (G : ℝ) ^ 20 + 8 / (G : ℝ) ^ 30 := by | |
| dsimp only [σ] at hgap ⊢ | |
| have htwo : (2 : ℝ) * (1 / (G : ℝ) ^ 20) = 2 / (G : ℝ) ^ 20 := by ring | |
| rw [htwo] at hgap | |
| linarith | |
| have hbestSmoothing := finite_entropy_smoothing_bound coordinates best | |
| (fun i => (linear i : ℝ)) σ 1 hbest hbestSum hσ hσ1 | |
| have hvalueSmoothing := finite_entropy_smoothing_bound coordinates | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) | |
| (fun i => (linear i : ℝ)) σ 1 (hprobability _).1 (hprobability _).2 hσ hσ1 | |
| have hbestSmooth : |smoothedEntropyValue coordinates σ (fun i => (linear i : ℝ)) best - | |
| entropyValue coordinates 1 (fun i => (linear i : ℝ)) best| ≤ | |
| 4 * coordinates.card * Real.sqrt σ := by | |
| simpa [smoothedEntropyValue, sum_add_distrib] using hbestSmoothing | |
| have hvalueSmooth : |smoothedEntropyValue coordinates σ (fun i => (linear i : ℝ)) | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) - | |
| entropyValue coordinates 1 (fun i => (linear i : ℝ)) | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ))| ≤ | |
| 4 * coordinates.card * Real.sqrt σ := by | |
| simpa [smoothedEntropyValue, sum_add_distrib] using hvalueSmoothing | |
| have htrue : entropyValue coordinates 1 (fun i => (linear i : ℝ)) best - | |
| entropyValue coordinates 1 (fun i => (linear i : ℝ)) | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) ≤ | |
| 2 / (G : ℝ) ^ 20 + 8 / (G : ℝ) ^ 30 + 8 * coordinates.card * Real.sqrt σ := by | |
| have hb := abs_le.mp hbestSmooth | |
| have hv := abs_le.mp hvalueSmooth | |
| linarith | |
| have hroot : Real.sqrt σ = 1 / (G : ℝ) ^ 25 := optimizer_smoothing_root _ hGpos | |
| rw [hroot] at htrue | |
| have hdimension : (coordinates.card : ℝ) ≤ G := by exact_mod_cast hdG | |
| have hfinal := optimizer_explicit_gap_budget (G : ℝ) coordinates.card hG4 hdimension | |
| have hnorm : (8 : ℝ) * coordinates.card * (1 / (G : ℝ) ^ 25) = | |
| 8 * coordinates.card / (G : ℝ) ^ 25 := by ring | |
| rw [hnorm] at htrue | |
| exact htrue.trans hfinal | |
| /-- The final distance guarantee for the prescribed rational updates. | |
| Only their concrete finite linearization choices remain as input. -/ | |
| theorem rational_optimizer_l1_precision {ι : Type*} (coordinates : Finset ι) | |
| (Q : Set (ι → ℝ)) (H G : ℕ) (linear initial : ι → ℚ) | |
| (selected : ℕ → ι → ℚ) (maximizer : ι → ℝ) | |
| (hH : 4 ≤ H) (hHG : H ≤ G) (hdG : coordinates.card ≤ G) | |
| (hconvex : Convex ℝ Q) (hinitialQ : (fun i => (initial i : ℝ)) ∈ Q) | |
| (hselectedQ : ∀ j, (fun i => (selected j i : ℝ)) ∈ Q) | |
| (hmaxQ : maximizer ∈ Q) | |
| (hinitial : ∀ i ∈ coordinates, (0 : ℝ) ≤ initial i) | |
| (hinitialSum : ∑ i ∈ coordinates, (initial i : ℝ) = 1) | |
| (hselected : ∀ j i, i ∈ coordinates → (0 : ℝ) ≤ selected j i) | |
| (hselectedSum : ∀ j, ∑ i ∈ coordinates, (selected j i : ℝ) = 1) | |
| (hmax : ∀ i ∈ coordinates, 0 < maximizer i) | |
| (hmaxSum : ∑ i ∈ coordinates, maximizer i = 1) | |
| (hmaximize : IsMaxOn (entropyValue coordinates 1 (fun i => (linear i : ℝ))) Q maximizer) | |
| (hchoose : ∀ j, | |
| (∑ i ∈ coordinates, (rationalSmoothedGradient G linear | |
| (rationalOptimizerIterate initial selected j) i : ℝ) * maximizer i) ≤ | |
| ∑ i ∈ coordinates, (rationalSmoothedGradient G linear | |
| (rationalOptimizerIterate initial selected j) i : ℝ) * (selected j i : ℝ)) : | |
| (∑ i ∈ coordinates, | |
| |(rationalOptimizerIterate initial selected (G ^ 80) i : ℝ) - maximizer i|) ≤ | |
| 1 / (H : ℝ) ^ 3 := by | |
| have hG : 4 ≤ G := hH.trans hHG | |
| have hprobability := rationalOptimizerIterate_probability coordinates initial selected | |
| hinitial hinitialSum hselected hselectedSum (G ^ 80) | |
| have hmixture := rationalOptimizerIterate_mem Q initial selected | |
| hconvex hinitialQ hselectedQ (G ^ 80) | |
| have hgap := rational_optimizer_true_gap_precision coordinates G linear initial selected maximizer | |
| hG hdG hinitial hinitialSum hselected hselectedSum (fun i hi => (hmax i hi).le) hmaxSum hchoose | |
| have hdistance := entropy_gap_to_l1 coordinates Q 1 (fun i => (linear i : ℝ)) maximizer | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) hconvex | |
| hmaxQ hmixture hmax hprobability.1 hmaxSum hprobability.2 hmaximize | |
| have hmaxbound := hmaximize hmixture | |
| change entropyValue coordinates 1 (fun i => (linear i : ℝ)) | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ)) ≤ | |
| entropyValue coordinates 1 (fun i => (linear i : ℝ)) maximizer at hmaxbound | |
| have hnonnegative : 0 ≤ 2 * (coordinates.card : ℝ) * | |
| (entropyValue coordinates 1 (fun i => (linear i : ℝ)) maximizer - | |
| entropyValue coordinates 1 (fun i => (linear i : ℝ)) | |
| (fun i => (rationalOptimizerIterate initial selected (G ^ 80) i : ℝ))) := by positivity | |
| have hsquared := pow_le_pow_left₀ (sum_nonneg (fun _ _ => abs_nonneg _)) hdistance 2 | |
| rw [Real.sq_sqrt hnonnegative] at hsquared | |
| apply optimizer_final_l1_precision (H : ℝ) G coordinates.card _ _ | |
| (by exact_mod_cast hH) (by exact_mod_cast hHG) (Nat.cast_nonneg _) | |
| (by exact_mod_cast hdG) hsquared hgap | |
| /-- Maximizing a finite list's linearization also maximizes it on the | |
| real convex hull. -/ | |
| theorem finite_linearization_maximizes_convexHull {ι : Type*} (coordinates : Finset ι) | |
| (vertices : Set (ι → ℝ)) (gradient selected : ι → ℝ) | |
| (hchoose : ∀ p ∈ vertices, | |
| (∑ i ∈ coordinates, gradient i * p i) ≤ ∑ i ∈ coordinates, gradient i * selected i) : | |
| ∀ p ∈ convexHull ℝ vertices, | |
| (∑ i ∈ coordinates, gradient i * p i) ≤ ∑ i ∈ coordinates, gradient i * selected i := by | |
| let bound := ∑ i ∈ coordinates, gradient i * selected i | |
| have hconvex : Convex ℝ {p : ι → ℝ | (∑ i ∈ coordinates, gradient i * p i) ≤ bound} := by | |
| intro p hp q hq a b ha hb hab | |
| change (∑ i ∈ coordinates, gradient i * (a * p i + b * q i)) ≤ bound | |
| have hlinear : (∑ i ∈ coordinates, gradient i * (a * p i + b * q i)) = | |
| a * (∑ i ∈ coordinates, gradient i * p i) + | |
| b * (∑ i ∈ coordinates, gradient i * q i) := by | |
| rw [mul_sum, mul_sum, ← sum_add_distrib] | |
| apply sum_congr rfl | |
| intro i hi | |
| ring | |
| rw [hlinear] | |
| have hp' := mul_le_mul_of_nonneg_left hp ha | |
| have hq' := mul_le_mul_of_nonneg_left hq hb | |
| have hbound : a * bound + b * bound = bound := by rw [← add_mul, hab, one_mul] | |
| linarith | |
| exact convexHull_min hchoose hconvex | |
| /-- Executable finite rational comparisons, with the first listed | |
| maximizer selected in a tie. The fallback only applies to an empty list. -/ | |
| theorem rationalLinearizationMaximizer_spec {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) (gradient : ι → ℚ) (hvertices : vertices ≠ []) : | |
| rationalLinearizationMaximizer coordinates vertices gradient ∈ vertices ∧ | |
| ∀ p ∈ vertices, (∑ i ∈ coordinates, gradient i * p i) ≤ | |
| ∑ i ∈ coordinates, gradient i * rationalLinearizationMaximizer coordinates vertices gradient i := by | |
| unfold rationalLinearizationMaximizer | |
| cases harg : vertices.argmax (fun p => ∑ i ∈ coordinates, gradient i * p i) with | |
| | none => exact False.elim (hvertices (List.argmax_eq_none.mp harg)) | |
| | some selected => | |
| simp only [Option.getD_some] | |
| have hmem : selected ∈ vertices.argmax (fun p => ∑ i ∈ coordinates, gradient i * p i) := by | |
| rw [harg] | |
| simp | |
| exact ⟨List.argmax_mem hmem, fun p hp => List.le_of_mem_argmax | |
| (f := fun p : ι → ℚ => ∑ i ∈ coordinates, gradient i * p i) hp hmem⟩ | |
| /-- The finite rational optimizer: every operation here is rational | |
| arithmetic, finite enumeration, or the prescribed finite logarithm sum. -/ | |
| def finiteOptimizerSelection {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) (linear : ι → ℚ) (G j : ℕ) : ι → ℚ := | |
| rationalLinearizationMaximizer coordinates vertices | |
| (rationalSmoothedGradient G linear (finiteRationalOptimizer coordinates vertices linear G j)) | |
| theorem finiteRationalOptimizer_eq_iterate {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) (linear : ι → ℚ) (G j : ℕ) : | |
| finiteRationalOptimizer coordinates vertices linear G j = | |
| rationalOptimizerIterate (vertices.headD (fun _ => 0)) | |
| (finiteOptimizerSelection coordinates vertices linear G) j := by | |
| induction j with | |
| | zero => rfl | |
| | succ j ih => | |
| funext i | |
| simp only [finiteRationalOptimizer, rationalOptimizerIterate] | |
| change (1 - 2 / ((j : ℚ) + 2)) * finiteRationalOptimizer coordinates vertices linear G j i + | |
| 2 / ((j : ℚ) + 2) * finiteOptimizerSelection coordinates vertices linear G j i = _ | |
| rw [ih] | |
| def rationalVertexSet {ι : Type*} (vertices : List (ι → ℚ)) : Set (ι → ℝ) := | |
| (fun p : ι → ℚ => fun i => (p i : ℝ)) '' {p | p ∈ vertices} | |
| /-- Every vector in the listed real convex hull is a probability vector. -/ | |
| theorem rationalVertexHull_probability {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) | |
| (hvertices : ∀ p ∈ vertices, | |
| (∀ i ∈ coordinates, (0 : ℝ) ≤ p i) ∧ (∑ i ∈ coordinates, (p i : ℝ)) = 1) : | |
| ∀ p ∈ convexHull ℝ (rationalVertexSet vertices), | |
| (∀ i ∈ coordinates, 0 ≤ p i) ∧ (∑ i ∈ coordinates, p i) = 1 := by | |
| have hconvex : Convex ℝ {p : ι → ℝ | | |
| (∀ i ∈ coordinates, 0 ≤ p i) ∧ (∑ i ∈ coordinates, p i) = 1} := by | |
| intro p hp q hq a b ha hb hab | |
| constructor | |
| · intro i hi | |
| exact add_nonneg (mul_nonneg ha (hp.1 i hi)) (mul_nonneg hb (hq.1 i hi)) | |
| · change (∑ i ∈ coordinates, (a * p i + b * q i)) = 1 | |
| rw [sum_add_distrib, ← mul_sum, ← mul_sum, hp.2, hq.2, mul_one, mul_one] | |
| exact hab | |
| apply convexHull_min _ hconvex | |
| rintro _ ⟨p, hp, rfl⟩ | |
| exact hvertices p hp | |
| /-- Concrete finite vertex selection satisfies the required | |
| linearization inequality against every real feasible mixture. -/ | |
| theorem finiteOptimizerSelection_maximizes {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) (linear : ι → ℚ) (G j : ℕ) | |
| (hvertices : vertices ≠ []) : | |
| ∀ best ∈ convexHull ℝ (rationalVertexSet vertices), | |
| (∑ i ∈ coordinates, (rationalSmoothedGradient G linear | |
| (finiteRationalOptimizer coordinates vertices linear G j) i : ℝ) * best i) ≤ | |
| ∑ i ∈ coordinates, (rationalSmoothedGradient G linear | |
| (finiteRationalOptimizer coordinates vertices linear G j) i : ℝ) * | |
| (finiteOptimizerSelection coordinates vertices linear G j i : ℝ) := by | |
| apply finite_linearization_maximizes_convexHull | |
| rintro _ ⟨p, hp, rfl⟩ | |
| have hspec := (rationalLinearizationMaximizer_spec coordinates vertices | |
| (rationalSmoothedGradient G linear (finiteRationalOptimizer coordinates vertices linear G j)) | |
| hvertices).2 p hp | |
| dsimp only [finiteOptimizerSelection] | |
| exact_mod_cast hspec | |
| /-- Accuracy of the executable rational optimizer at every positive | |
| entropy maximizer of its listed action hull. -/ | |
| theorem finiteRationalOptimizer_l1_precision {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) (linear : ι → ℚ) (H : ℕ) (maximizer : ι → ℝ) | |
| (hvertices : vertices ≠ []) (hH : 4 ≤ H) | |
| (hprobability : ∀ p ∈ vertices, | |
| (∀ i ∈ coordinates, (0 : ℝ) ≤ p i) ∧ (∑ i ∈ coordinates, (p i : ℝ)) = 1) | |
| (hmaxQ : maximizer ∈ convexHull ℝ (rationalVertexSet vertices)) | |
| (hmax : ∀ i ∈ coordinates, 0 < maximizer i) | |
| (hmaximize : IsMaxOn (entropyValue coordinates 1 (fun i => (linear i : ℝ))) | |
| (convexHull ℝ (rationalVertexSet vertices)) maximizer) : | |
| (∑ i ∈ coordinates, |(finiteRationalOptimizer coordinates vertices linear | |
| (H + coordinates.card + 2) ((H + coordinates.card + 2) ^ 80) i : ℝ) - maximizer i|) ≤ | |
| 1 / (H : ℝ) ^ 3 := by | |
| let G := H + coordinates.card + 2 | |
| let initial : ι → ℚ := vertices.headD (fun _ => 0) | |
| let selected := finiteOptimizerSelection coordinates vertices linear G | |
| have hinitialMem : initial ∈ vertices := by | |
| cases vertices with | |
| | nil => exact False.elim (hvertices rfl) | |
| | cons p tail => exact List.mem_cons_self | |
| have hselectedMem j : selected j ∈ vertices := | |
| (rationalLinearizationMaximizer_spec coordinates vertices | |
| (rationalSmoothedGradient G linear (finiteRationalOptimizer coordinates vertices linear G j)) | |
| hvertices).1 | |
| have hinitialQ : (fun i => (initial i : ℝ)) ∈ convexHull ℝ (rationalVertexSet vertices) := | |
| subset_convexHull ℝ _ ⟨initial, hinitialMem, rfl⟩ | |
| have hselectedQ j : (fun i => (selected j i : ℝ)) ∈ convexHull ℝ (rationalVertexSet vertices) := | |
| subset_convexHull ℝ _ ⟨selected j, hselectedMem j, rfl⟩ | |
| have hmaxProbability := rationalVertexHull_probability coordinates vertices hprobability maximizer hmaxQ | |
| have hchoose j := finiteOptimizerSelection_maximizes coordinates vertices linear G j | |
| hvertices maximizer hmaxQ | |
| simp_rw [finiteRationalOptimizer_eq_iterate] at hchoose ⊢ | |
| exact rational_optimizer_l1_precision coordinates (convexHull ℝ (rationalVertexSet vertices)) H G | |
| linear initial selected maximizer hH (by dsimp [G]; omega) (by dsimp [G]; omega) | |
| (convex_convexHull ℝ _) hinitialQ hselectedQ hmaxQ | |
| (hprobability initial hinitialMem).1 (hprobability initial hinitialMem).2 | |
| (fun j => (hprobability (selected j) (hselectedMem j)).1) | |
| (fun j => (hprobability (selected j) (hselectedMem j)).2) | |
| hmax hmaxProbability.2 hmaximize hchoose | |
| /-- Averaging the finite action list gives a feasible vector positive | |
| at every covered coordinate, including lists with repeated actions. -/ | |
| theorem rationalVertexHull_positive_witness {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) (hvertices : vertices ≠ []) | |
| (hnonnegative : ∀ p ∈ vertices, ∀ i ∈ coordinates, (0 : ℝ) ≤ p i) | |
| (hcovered : ∀ i ∈ coordinates, ∃ p ∈ vertices, (0 : ℝ) < p i) : | |
| ∃ witness ∈ convexHull ℝ (rationalVertexSet vertices), | |
| ∀ i ∈ coordinates, 0 < witness i := by | |
| classical | |
| let listed := vertices.toFinset | |
| have hlisted : listed.Nonempty := (List.toFinset_nonempty_iff vertices).mpr hvertices | |
| have hcard : 0 < (listed.card : ℝ) := Nat.cast_pos.mpr (card_pos.mpr hlisted) | |
| let weight : ℝ := 1 / listed.card | |
| have hweight : 0 < weight := by dsimp [weight]; positivity | |
| have hweightSum : (∑ _ ∈ listed, weight) = 1 := by | |
| simp only [sum_const, nsmul_eq_mul] | |
| dsimp only [weight] | |
| field_simp | |
| let witness : ι → ℝ := ∑ p ∈ listed, weight • (fun i => (p i : ℝ)) | |
| refine ⟨witness, ?_, ?_⟩ | |
| · exact (convex_convexHull ℝ (rationalVertexSet vertices)).sum_mem | |
| (fun _ _ => hweight.le) hweightSum (fun p hp => | |
| subset_convexHull ℝ _ ⟨p, List.mem_toFinset.mp hp, rfl⟩) | |
| · intro i hi | |
| dsimp only [witness] | |
| simp only [Finset.sum_apply, Pi.smul_apply, smul_eq_mul] | |
| obtain ⟨p, hp, hpi⟩ := hcovered i hi | |
| exact sum_pos' (fun q hq => mul_nonneg hweight.le | |
| (hnonnegative q (List.mem_toFinset.mp hq) i hi)) | |
| ⟨p, List.mem_toFinset.mpr hp, mul_pos hweight hpi⟩ | |
| /-- The finite optimizer accuracy theorem with exactly the manuscript's | |
| probability and coordinate-coverage assumptions. The returned point is | |
| the executable rational construction defined above. -/ | |
| theorem finite_entropy_optimizer {ι : Type*} (coordinates : Finset ι) | |
| (vertices : List (ι → ℚ)) (linear : ι → ℚ) (H : ℕ) | |
| (hvertices : vertices ≠ []) (hH : 4 ≤ H) | |
| (hprobability : ∀ p ∈ vertices, | |
| (∀ i ∈ coordinates, (0 : ℝ) ≤ p i) ∧ (∑ i ∈ coordinates, (p i : ℝ)) = 1) | |
| (hcovered : ∀ i ∈ coordinates, ∃ p ∈ vertices, (0 : ℝ) < p i) : | |
| ∃ maximizer ∈ convexHull ℝ (rationalVertexSet vertices), | |
| IsMaxOn (entropyValue coordinates 1 (fun i => (linear i : ℝ))) | |
| (convexHull ℝ (rationalVertexSet vertices)) maximizer ∧ | |
| (∑ i ∈ coordinates, |(finiteRationalOptimizer coordinates vertices linear | |
| (H + coordinates.card + 2) ((H + coordinates.card + 2) ^ 80) i : ℝ) - maximizer i|) ≤ | |
| 1 / (H : ℝ) ^ 3 := by | |
| classical | |
| have hfinite : ({p : ι → ℚ | p ∈ vertices} : Set (ι → ℚ)).Finite := by | |
| simp | |
| have hcompact := (hfinite.image (fun p : ι → ℚ => fun i => (p i : ℝ))).isCompact_convexHull ℝ | |
| obtain ⟨witness, hwitnessQ, hwitness⟩ := rationalVertexHull_positive_witness coordinates vertices | |
| hvertices (fun p hp => (hprobability p hp).1) hcovered | |
| obtain ⟨maximizer, hmaxQ, hmaximize⟩ := exists_entropy_maximizer coordinates | |
| (convexHull ℝ (rationalVertexSet vertices)) 1 (fun i => (linear i : ℝ)) hcompact ⟨witness, hwitnessQ⟩ | |
| have hmaxProbability := rationalVertexHull_probability coordinates vertices hprobability maximizer hmaxQ | |
| have hmax := entropy_hull_maximizer_positive coordinates (convexHull ℝ (rationalVertexSet vertices)) | |
| 1 (fun i => (linear i : ℝ)) maximizer witness (convex_convexHull ℝ _) hmaxQ hwitnessQ | |
| hmaxProbability.1 hwitness hmaximize | |
| exact ⟨maximizer, hmaxQ, hmaximize, finiteRationalOptimizer_l1_precision coordinates vertices linear H | |
| maximizer hvertices hH hprobability hmaxQ hmax hmaximize⟩ | |
| end EditApproximation | |
| end OAI | |