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| import Mathlib | |
| import OAI.Computability.VertexCover.Analysis.OwnGradientUnsupported | |
| namespace OAI | |
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| namespace VertexCover.Average | |
| open MeasureTheory | |
| theorem finite_abs_le {α : Type*} [Fintype α] (g : α → ℝ) | |
| {B : ℝ} (hB : 0 ≤ B) (hg : ∀ a, |g a| ≤ B) : | |
| |(∑ a, g a) / Fintype.card α| ≤ B := by | |
| classical | |
| by_cases he : IsEmpty α | |
| · let := he | |
| simpa using hB | |
| · have : Nonempty α := not_isEmpty_iff.mp he | |
| have hc : (0 : ℝ) < Fintype.card α := Nat.cast_pos.mpr Fintype.card_pos | |
| rw [abs_div, abs_of_nonneg hc.le] | |
| apply (div_le_iff₀ hc).mpr | |
| calc | |
| |∑ a, g a| ≤ ∑ a, |g a| := Finset.abs_sum_le_sum_abs _ _ | |
| _ ≤ ∑ _a : α, B := Finset.sum_le_sum (fun a _ => hg a) | |
| _ = B * Fintype.card α := by simp [mul_comm] | |
| theorem integral_lipschitz {α E : Type*} [MeasurableSpace α] [PseudoMetricSpace E] | |
| (μ : Measure α) [IsProbabilityMeasure μ] {C : NNReal} (F : E → α → ℝ) | |
| (hi : ∀ x, Integrable (F x) μ) (hF : ∀ a, LipschitzWith C (fun x => F x a)) : | |
| LipschitzWith C (fun x => ∫ a, F x a ∂μ) := by | |
| apply LipschitzWith.of_dist_le_mul | |
| intro x y | |
| rw [Real.dist_eq, ← integral_sub (hi x) (hi y)] | |
| have h := norm_integral_le_of_norm_le_const (μ := μ) | |
| (f := fun a => F x a - F y a) (C := (C : ℝ) * dist x y) | |
| (Filter.Eventually.of_forall (fun a => by | |
| simpa only [dist_eq_norm] using (hF a).dist_le_mul x y)) | |
| simpa only [Real.dist_eq, Real.norm_eq_abs, probReal_univ, mul_one] using h | |
| end VertexCover.Average | |
| namespace VertexCover.LabelCover | |
| open MeasureTheory | |
| theorem ownMean_lipschitz (Φ : LabelCover) {d : ℕ} (J : Finset (Fin d)) | |
| (frozen : Φ.Seeds d) (c0 : Φ.Coordinate d → ℝ) | |
| (A : Finset (Φ.Coordinate d → ℝ)) (hA : A.Nonempty) | |
| (j : J) (i : Φ.Query d) : | |
| LipschitzWith 1 (Φ.ownMean J frozen c0 A hA j i) := by | |
| classical | |
| have hI : ∀ hidden : Φ.ownFiber J frozen j i, | |
| LipschitzWith 1 (fun s => ∫ other, | |
| Φ.batchFunction (Φ.spliceSeeds J frozen hidden) J c0 A hA | |
| (Function.update other j s) ∂Φ.batchLaw J) := by | |
| intro hidden | |
| apply VertexCover.Average.integral_lipschitz | |
| · intro s | |
| exact VertexCover.Cube.integrable_continuous_block | |
| ((Φ.batchFunction_continuous _ J c0 A hA).comp | |
| (continuous_id.update j continuous_const)) | |
| · intro other | |
| exact Φ.batchFunction_own_lipschitz _ J c0 A hA other j | |
| apply LipschitzWith.of_dist_le_mul | |
| intro s t | |
| simp only [NNReal.coe_one, one_mul, Real.dist_eq, ownMean, VertexCover.finiteMean, | |
| ← sub_div, ← Finset.sum_sub_distrib] | |
| apply VertexCover.Average.finite_abs_le (hB := dist_nonneg) | |
| intro hidden | |
| simpa only [Real.dist_eq, NNReal.coe_one, one_mul] using (hI hidden).dist_le_mul s t | |
| theorem ownGradient_measurable (Φ : LabelCover) {d : ℕ} (J : Finset (Fin d)) | |
| (frozen : Φ.Seeds d) (c0 : Φ.Coordinate d → ℝ) | |
| (A : Finset (Φ.Coordinate d → ℝ)) (hA : A.Nonempty) | |
| (j : J) (i : Φ.Query d) (k : Fin (Φ.WeightDimension d)) : | |
| Measurable (fun s => Φ.ownGradient J frozen c0 A hA j i s k) := by | |
| classical | |
| have hI : ∀ hidden : Φ.ownFiber J frozen j i, | |
| StronglyMeasurable (fun s => ∫ other, | |
| Φ.canonicalGradient (Φ.spliceSeeds J frozen hidden) J c0 A hA | |
| (Function.update other j s) j k ∂Φ.batchLaw J) := by | |
| intro hidden | |
| apply StronglyMeasurable.integral_prod_right | |
| apply Measurable.stronglyMeasurable | |
| exact (measurable_pi_apply k).comp ((measurable_pi_apply j).comp | |
| ((Φ.canonicalGradient_measurable _ J c0 A hA).comp | |
| (continuous_snd.update j continuous_fst).measurable)) | |
| unfold ownGradient VertexCover.finiteMean | |
| exact (Finset.measurable_sum _ (fun hidden _ => (hI hidden).measurable)).div_const _ | |
| end VertexCover.LabelCover | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
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| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end | |
| end OAI | |