| import Mathlib |
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| namespace OAI |
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| namespace MatrixAllFields |
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| open scoped BigOperators Topology Polynomial |
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| namespace MatrixMultiplication.PermutationMatching |
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| open scoped BigOperators |
| open Classical |
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| noncomputable section |
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| variable {Ω Γ : Type*} [Fintype Ω] [Fintype Γ] |
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| def average (f : Ω → ℝ) : ℝ := (∑ ω, f ω) / Fintype.card Ω |
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| theorem average_congr {f g : Ω → ℝ} (h : ∀ ω, f ω = g ω) : |
| average f = average g := by |
| unfold average |
| congr 1 |
| exact Finset.sum_congr rfl (fun ω _ => h ω) |
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| @[simp] theorem average_const [Nonempty Ω] (c : ℝ) : |
| average (fun _ : Ω => c) = c := by |
| have hcard : (Fintype.card Ω : ℝ) ≠ 0 := by |
| exact_mod_cast Fintype.card_ne_zero |
| simp [average, hcard] |
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| @[simp] theorem average_zero : average (fun _ : Ω => (0 : ℝ)) = 0 := by |
| simp [average] |
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| theorem average_add (f g : Ω → ℝ) : |
| average (fun ω => f ω + g ω) = average f + average g := by |
| simp [average, Finset.sum_add_distrib, add_div] |
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| theorem average_sub (f g : Ω → ℝ) : |
| average (fun ω => f ω - g ω) = average f - average g := by |
| simp [average, Finset.sum_sub_distrib, sub_div] |
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| theorem average_mul_const (f : Ω → ℝ) (c : ℝ) : |
| average (fun ω => f ω * c) = average f * c := by |
| simp only [average, ← Finset.sum_mul] |
| ring |
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| theorem average_const_mul (c : ℝ) (f : Ω → ℝ) : |
| average (fun ω => c * f ω) = c * average f := by |
| simp only [average, ← Finset.mul_sum] |
| ring |
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| theorem average_finset_sum {I : Type*} (s : Finset I) (f : I → Ω → ℝ) : |
| average (fun ω => ∑ i ∈ s, f i ω) = ∑ i ∈ s, average (f i) := by |
| unfold average |
| rw [Finset.sum_comm] |
| simp only [div_eq_mul_inv, Finset.sum_mul] |
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| theorem average_sum {I : Type*} (s : Finset I) (f : Ω → I → ℝ) : |
| average (fun ω => ∑ i ∈ s, f ω i) = ∑ i ∈ s, average (fun ω => f ω i) := |
| average_finset_sum s (fun i ω => f ω i) |
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| theorem average_nonneg {f : Ω → ℝ} (h : ∀ ω, 0 ≤ f ω) : 0 ≤ average f := by |
| exact div_nonneg (Finset.sum_nonneg (fun ω _ => h ω)) (Nat.cast_nonneg _) |
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| theorem average_mono {f g : Ω → ℝ} (h : ∀ ω, f ω ≤ g ω) : |
| average f ≤ average g := by |
| exact div_le_div_of_nonneg_right (Finset.sum_le_sum (fun ω _ => h ω)) |
| (Nat.cast_nonneg _) |
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| theorem average_indicator_eq (P : Ω → Prop) [DecidablePred P] : |
| average (fun ω => if P ω then (1 : ℝ) else 0) = |
| ((Finset.univ.filter P).card : ℝ) / (Fintype.card Ω : ℝ) := by |
| simp [average] |
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| theorem average_equiv (e : Ω ≃ Γ) (f : Γ → ℝ) : |
| average (fun ω => f (e ω)) = average f := by |
| unfold average |
| rw [Fintype.card_congr e, e.sum_comp] |
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| theorem average_prod (f : Ω → ℝ) (g : Γ → ℝ) : |
| average (fun p : Ω × Γ => f p.1 * g p.2) = average f * average g := by |
| simp only [average, Fintype.sum_prod_type, Fintype.card_prod, Nat.cast_mul, |
| ← Finset.mul_sum, ← Finset.sum_mul] |
| exact mul_div_mul_comm _ _ _ _ |
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| theorem average_prod_average (f : Ω × Γ → ℝ) : |
| average f = average (fun ω => average (fun γ => f (ω, γ))) := by |
| simp only [average, Fintype.sum_prod_type, Fintype.card_prod, Nat.cast_mul, |
| div_eq_mul_inv, ← Finset.sum_mul, mul_inv_rev] |
| ring |
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| @[simp] theorem average_prod_fst [Nonempty Γ] (f : Ω → ℝ) : |
| average (fun p : Ω × Γ => f p.1) = average f := by |
| simpa using average_prod f (fun _ : Γ => (1 : ℝ)) |
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| @[simp] theorem average_prod_snd [Nonempty Ω] (g : Γ → ℝ) : |
| average (fun p : Ω × Γ => g p.2) = average g := by |
| simpa using average_prod (fun _ : Ω => (1 : ℝ)) g |
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| theorem average_centered_sq [Nonempty Ω] (f : Ω → ℝ) : |
| average (fun ω => (f ω - average f) ^ 2) = |
| average (fun ω => f ω ^ 2) - (average f) ^ 2 := by |
| calc |
| average (fun ω => (f ω - average f) ^ 2) = |
| average (fun ω => f ω ^ 2 - (2 * average f) * f ω + (average f) ^ 2) := by |
| apply average_congr |
| intro ω |
| ring |
| _ = _ := by rw [average_add, average_sub, average_const_mul, average_const]; ring |
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| section Coordinates |
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| variable {I : Type*} [Fintype I] [DecidableEq I] {X : I → Type*} |
| [∀ i, Fintype (X i)] [∀ i, Nonempty (X i)] |
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| theorem average_pi_eval (i : I) (f : X i → ℝ) : |
| average (fun ω : ∀ i, X i => f (ω i)) = average f := by |
| classical |
| change average (fun ω => (fun p : X i × (∀ j : {j // j ≠ i}, X j) => f p.1) |
| ((Equiv.piSplitAt i X) ω)) = average f |
| rw [average_equiv (Equiv.piSplitAt i X) |
| (fun p : X i × (∀ j : {j |
| |
| theorem average_pi_restrict (D : Finset I) (f : (∀ i : {i // i ∈ D}, X i) → ℝ) : |
| average (fun ω : ∀ i, X i => f (fun i => ω i)) = average f := by |
| classical |
| change average (fun ω => |
| (fun p : (∀ i : {i // i ∈ D}, X i) × (∀ i : {i // i ∉ D}, X i) => f p.1) |
| ((Equiv.piEquivPiSubtypeProd (fun i => i ∈ D) X) ω)) = average f |
| rw [average_equiv (Equiv.piEquivPiSubtypeProd (fun i => i ∈ D) X) |
| (fun p : (∀ i : {i |
| average_prod_fst] |
| |
| theorem average_prod_pi_restrict (D : Finset I) |
| (f : ((∀ i : {i // i ∈ D}, X i) × (∀ i : {i // i ∈ D}, X i)) → ℝ) : |
| average (fun p : (∀ i, X i) × (∀ i, X i) => |
| f ((fun i => p.1 i), (fun i => p.2 i))) = average f := by |
| classical |
| rw [average_prod_average] |
| calc |
| _ = average (fun x : ∀ i, X i => |
| average (fun y : ∀ i : {i |
| apply average_congr |
| intro x |
| exact average_pi_restrict D (fun y => f ((fun i => x i), y)) |
| _ = average (fun x : ∀ i : {i |
| average_pi_restrict D (fun x => average (fun y => f (x, y))) |
| _ = average f := (average_prod_average f).symm |
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| theorem average_pi_eval_mul (i j : I) (hij : i ≠ j) (f : X i → ℝ) (g : X j → ℝ) : |
| average (fun ω : ∀ i, X i => f (ω i) * g (ω j)) = average f * average g := by |
| classical |
| change average (fun ω => |
| (fun p : X i × (∀ k : {k |
| f p.1 * g (p.2 ⟨j, Ne.symm hij⟩)) ((Equiv.piSplitAt i X) ω)) = _ |
| rw [average_equiv (Equiv.piSplitAt i X) |
| (fun p : X i × (∀ k : {k |
| f p.1 * g (p.2 ⟨j, Ne.symm hij⟩)), |
| average_prod f (fun k : ∀ k : {k // k ≠ i}, X k => g (k ⟨j, Ne.symm hij⟩))] |
| exact congrArg (fun t => average f * t) |
| (average_pi_eval (X := fun k : {k // k ≠ i} => X k) ⟨j, Ne.symm hij⟩ g) |
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| theorem average_pi_sum_centered_sq (f : ∀ i, X i → ℝ) : |
| average (fun ω : ∀ i, X i => (∑ i, (f i (ω i) - average (f i))) ^ 2) = |
| ∑ i, average (fun x => (f i x - average (f i)) ^ 2) := by |
| classical |
| let c : ∀ i, X i → ℝ := fun i x => f i x - average (f i) |
| have hc (i : I) : average (c i) = 0 := by |
| simp [c, average_sub] |
| change average (fun ω : ∀ i, X i => (∑ i, c i (ω i)) ^ 2) = |
| ∑ i, average (fun x => (c i x) ^ 2) |
| calc |
| _ = ∑ i, ∑ j, average (fun ω : ∀ i, X i => c i (ω i) * c j (ω j)) := by |
| simp only [pow_two, Finset.sum_mul, Finset.mul_sum, average_finset_sum] |
| exact Finset.sum_comm |
| _ = _ := by |
| apply Finset.sum_congr rfl |
| intro i hi |
| calc |
| (∑ j, average (fun ω : ∀ i, X i => c i (ω i) * c j (ω j))) = |
| average (fun ω : ∀ i, X i => c i (ω i) * c i (ω i)) := by |
| apply Finset.sum_eq_single i |
| · intro j hj hji |
| rw [average_pi_eval_mul i j (Ne.symm hji), hc, hc, zero_mul] |
| · simp |
| _ = average (fun x => (c i x) ^ 2) := by |
| simp only [pow_two] |
| exact average_pi_eval i (fun x => c i x * c i x) |
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| end Coordinates |
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| theorem deviation_bound (f : Ω → ℝ) (μ δ : ℝ) (hδ : 0 < δ) : |
| average (fun ω => if δ ≤ |f ω - μ| then (1 : ℝ) else 0) * δ ^ 2 ≤ |
| average (fun ω => (f ω - μ) ^ 2) := by |
| rw [← average_mul_const] |
| apply average_mono |
| intro ω |
| split_ifs with h |
| · simp only [one_mul] |
| have hh := (sq_le_sq₀ (le_of_lt hδ) (abs_nonneg (f ω - μ))).2 h |
| simpa only [sq_abs] using hh |
| · simp only [zero_mul] |
| exact sq_nonneg _ |
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| theorem average_indicator_exists_le_sum {I : Type*} [Fintype I] |
| (P : I → Ω → Prop) [∀ i ω, Decidable (P i ω)] : |
| average (fun ω => if ∃ i, P i ω then (1 : ℝ) else 0) ≤ |
| ∑ i, average (fun ω => if P i ω then (1 : ℝ) else 0) := by |
| classical |
| rw [← average_finset_sum] |
| apply average_mono |
| intro ω |
| by_cases h : ∃ i, P i ω |
| · rw [ite_eq_left h] |
| obtain ⟨i, hi⟩ := h |
| calc |
| (1 : ℝ) = (if P i ω then (1 : ℝ) else 0) := by simp [hi] |
| _ ≤ ∑ j, if P j ω then (1 : ℝ) else 0 := |
| Finset.single_le_sum (f := fun j => if P j ω then (1 : ℝ) else 0) |
| (fun j _ => by split_ifs <;> norm_num) (Finset.mem_univ i) |
| · rw [ite_eq_right h] |
| exact Finset.sum_nonneg (fun i _ => by split_ifs <;> norm_num) |
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| end |
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| end MatrixMultiplication.PermutationMatching |
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| end MatrixAllFields |
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| end OAI |
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