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import Mathlib
import OAI.LinearAlgebra.MatrixFields.Certificates.CertificatesReplay
import OAI.LinearAlgebra.MatrixFields.Parameters.ParametersWeights
namespace OAI
namespace MatrixAllFields
open scoped BigOperators Topology Polynomial
section
noncomputable section
namespace MatrixMultiplication.Foundation
open scoped BigOperators
def entropyTerm (p : ℝ) : ℝ := -p * Real.log p
def finiteEntropy {A : Type*} [Fintype A] (p : A → ℝ) : ℝ := ∑ a, entropyTerm (p a)
theorem finiteEntropy_equiv {A B : Type*} [Fintype A] [Fintype B]
(e : A ≃ B) (p : B → ℝ) : finiteEntropy (fun a => p (e a)) = finiteEntropy p :=
e.sum_comp (fun b => entropyTerm (p b))
@[simp] theorem entropyTerm_zero : entropyTerm 0 = 0 := by simp [entropyTerm]
theorem entropyTerm_mul (p q : ℝ) :
entropyTerm (p * q) = q * entropyTerm p + p * entropyTerm q := by
by_cases hp : p = 0
· simp [hp]
by_cases hq : q = 0
· simp [hq]
rw [entropyTerm, Real.log_mul hp hq]
unfold entropyTerm
ring
theorem finiteEntropy_chain {A B : Type*} [Fintype A] [Fintype B]
(p : A → ℝ) (q : A → B → ℝ) (hq : ∀ a, ∑ b, q a b = 1) :
finiteEntropy (fun ab : A × B => p ab.1 * q ab.1 ab.2) =
finiteEntropy p + ∑ a, p a * finiteEntropy (q a) := by
simp only [finiteEntropy, Fintype.sum_prod_type, entropyTerm_mul,
Finset.sum_add_distrib, ← Finset.sum_mul, ← Finset.mul_sum, hq, one_mul]
structure FiniteLaw (A : Type*) [Fintype A] where
mass : A → ℝ
nonneg : ∀ a, 0 ≤ mass a
total : ∑ a, mass a = 1
namespace FiniteLaw
variable {A B : Type*} [Fintype A] [Fintype B]
def map (p : FiniteLaw A) (f : A → B) : FiniteLaw B := by
classical
exact
{ mass := fun b => ∑ a, if f a = b then p.mass a else 0
nonneg := fun b => Finset.sum_nonneg fun a _ => by
split_ifs
· exact p.nonneg a
· exact le_rfl
total := by
rw [Finset.sum_comm]
simpa using p.total }
@[simp] theorem map_mass [DecidableEq B] (p : FiniteLaw A) (f : A → B) (b : B) :
(p.map f).mass b = ∑ a, if f a = b then p.mass a else 0 := by
classical
dsimp only [map]
apply Finset.sum_congr rfl
intro a _
by_cases h : f a = b <;> simp only [h, ite_true, ite_false]
theorem map_mass_apply (p : FiniteLaw A) (f : A → B)
(hf : Function.Injective f) (a : A) : (p.map f).mass (f a) = p.mass a := by
classical
simp [map_mass, hf.eq_iff]
theorem map_entropy_of_injective (p : FiniteLaw A) (f : A → B)
(hf : Function.Injective f) : finiteEntropy (p.map f).mass = finiteEntropy p.mass := by
classical
have hterm (b : B) : entropyTerm ((p.map f).mass b) =
∑ a, if f a = b then entropyTerm (p.mass a) else 0 := by
by_cases hb : ∃ a, f a = b
· obtain ⟨a, rfl⟩ := hb
rw [map_mass_apply p f hf]
simp [hf.eq_iff]
· simp [map_mass, not_exists.mp hb]
unfold finiteEntropy
simp_rw [hterm]
rw [Finset.sum_comm]
simp
def joint (p : FiniteLaw A) (q : A → FiniteLaw B) : FiniteLaw (A × B) where
mass ab := p.mass ab.1 * (q ab.1).mass ab.2
nonneg ab := mul_nonneg (p.nonneg ab.1) ((q ab.1).nonneg ab.2)
total := by simp [Fintype.sum_prod_type, ← Finset.mul_sum, (q _).total, p.total]
theorem joint_entropy (p : FiniteLaw A) (q : A → FiniteLaw B) :
finiteEntropy (p.joint q).mass =
finiteEntropy p.mass + ∑ a, p.mass a * finiteEntropy (q a).mass :=
finiteEntropy_chain p.mass (fun a => (q a).mass) (fun a => (q a).total)
theorem mass_le_map_mass (p : FiniteLaw A) (f : A → B) (a : A) :
p.mass a ≤ (p.map f).mass (f a) := by
classical
rw [map_mass]
have h := Finset.single_le_sum
(s := (Finset.univ : Finset A))
(f := fun a' => if f a' = f a then p.mass a' else 0)
(fun a' _ => by
split_ifs
· exact p.nonneg a'
· exact le_rfl)
(Finset.mem_univ a)
simpa using h
def conditional (p : FiniteLaw A) (f : A → B) (b : B) : FiniteLaw A := by
classical
exact if hzero : (p.map f).mass b = 0 then p else
{ mass := fun a => (if f a = b then p.mass a else 0) / (p.map f).mass b
nonneg := fun a => div_nonneg
(by split_ifs; exact p.nonneg a; exact le_rfl) ((p.map f).nonneg b)
total := by
rw [← Finset.sum_div, ← map_mass p f b, div_self hzero] }
theorem map_mass_mul_conditional [DecidableEq B]
(p : FiniteLaw A) (f : A → B) (b : B) (a : A) :
(p.map f).mass b * (p.conditional f b).mass a =
if f a = b then p.mass a else 0 := by
classical
by_cases hzero : (p.map f).mass b = 0
· have ha : f a = b → p.mass a = 0 := by
intro hab
have hle := p.mass_le_map_mass f a
rw [hab, hzero] at hle
exact le_antisymm hle (p.nonneg a)
rw [hzero, zero_mul]
by_cases hab : f a = b
· rw [ite_eq_left hab, ha hab]
· rw [ite_eq_right hab]
· simp only [conditional, hzero, ↓reduceDIte]
by_cases hab : f a = b
· simpa only [hab, ite_true] using (mul_div_cancel₀ (p.mass a) hzero)
· simp only [hab, ite_false, zero_div, mul_zero]
theorem entropy_eq_map_add_conditional (p : FiniteLaw A) (f : A → B) :
finiteEntropy p.mass = finiteEntropy (p.map f).mass +
∑ b, (p.map f).mass b * finiteEntropy (p.conditional f b).mass := by
classical
let graph : A → B × A := fun a => (f a, a)
have hinj : Function.Injective graph := fun _ _ h => congrArg Prod.snd h
have hmass : ((p.map f).joint (p.conditional f)).mass = (p.map graph).mass := by
funext ba
rcases ba with ⟨b, a⟩
change (p.map f).mass b * (p.conditional f b).mass a = (p.map graph).mass (b, a)
rw [map_mass_mul_conditional, map_mass, Finset.sum_eq_single a]
· simp only [graph, Prod.mk.injEq, and_true]
· intro x _ hxa
simp only [graph, Prod.mk.injEq, hxa, and_false, ite_false]
· intro ha
exact (ha (Finset.mem_univ a)).elim
calc
finiteEntropy p.mass = finiteEntropy (p.map graph).mass :=
(p.map_entropy_of_injective graph hinj).symm
_ = finiteEntropy ((p.map f).joint (p.conditional f)).mass := by rw [hmass]
_ = _ := (p.map f).joint_entropy (p.conditional f)
end FiniteLaw
end MatrixMultiplication.Foundation
end
end
namespace MatrixMultiplication.CompactCertificate
open AllFieldCertificates AllFieldCertificates.Replay
inductive EntropyDatum where
| zero
| log (input output logarithm : Ball) (witness : LogData)
def EntropyDatum.input : EntropyDatum → Ball
| .zero => .exact 0
| .log p _ _ _ => p
def EntropyDatum.output : EntropyDatum → Ball
| .zero => .exact 0
| .log _ e _ _ => e
def EntropyDatum.check (two : Ball) : EntropyDatum → Bool
| .zero => true
| .log p e l w => checkLog two p l w && contains (Ball.mul (Ball.neg p) l) e
lemma EntropyDatum.sound {two : Ball} (htwo : two.Encloses (Real.log 2))
{c : EntropyDatum} (hc : c.check two = true) {x : ℝ}
(hx : c.input.Encloses x) : c.output.Encloses (Foundation.entropyTerm x) := by
cases c with
| zero =>
have hb := Ball.bounds hx
have h : x = 0 := by
norm_num [EntropyDatum.input, Ball.lower, Ball.upper, Ball.exact] at hb
linarith
simp only [h, Foundation.entropyTerm, neg_zero, zero_mul]
simpa only [EntropyDatum.output, Rat.cast_zero] using Ball.exact_sound 0
| log p e l w =>
simp only [EntropyDatum.check, Bool.and_eq_true] at hc
obtain ⟨hl, he⟩ := hc
exact contains_sound (Ball.mul_sound (Ball.neg_sound hx)
(checkLog_sound htwo hx hl)) he
def entropyLookup (cs : List EntropyDatum) (i : ℕ) : EntropyDatum :=
(cs[i]?).getD .zero
lemma entropyLookup_check {two : Ball} {cs : List EntropyDatum}
(h : cs.all (fun c => c.check two) = true) (i : ℕ) :
(entropyLookup cs i).check two = true := by
induction cs generalizing i with
| nil => simp [entropyLookup, EntropyDatum.check]
| cons c cs ih =>
simp only [List.all_cons, Bool.and_eq_true] at h
cases i with
| zero => simpa [entropyLookup] using h.1
| succ i => simpa [entropyLookup] using ih h.2 i
lemma entropyLookup_sound {two : Ball} (htwo : two.Encloses (Real.log 2))
{cs : List EntropyDatum} (h : cs.all (fun c => c.check two) = true)
(i : ℕ) {x : ℝ} (hx : (entropyLookup cs i).input.Encloses x) :
(entropyLookup cs i).output.Encloses (Foundation.entropyTerm x) :=
EntropyDatum.sound htwo (entropyLookup_check h i) hx
end MatrixMultiplication.CompactCertificate
end MatrixAllFields
namespace MatrixAllFields
open scoped BigOperators Topology Polynomial
section
namespace MatrixMultiplication.AllFieldParameters
open MatrixMultiplication.Foundation
open scoped BigOperators
noncomputable section
def homogeneousEntropy {A : Type*} [Fintype A] (p : A → ℝ) : ℝ :=
(∑ a, p a) * Real.log (∑ a, p a) + finiteEntropy p
theorem homogeneousEntropy_normalized {A : Type*} [Fintype A]
(p : A → ℝ) (hp : ∑ a, p a = 1) :
homogeneousEntropy p = finiteEntropy p := by
simp [homogeneousEntropy, hp]
theorem entropyTerm_divide (x m : ℝ) :
entropyTerm (x / m) = entropyTerm x / m + (x / m) * Real.log m := by
by_cases hx : x = 0
· simp [hx]
by_cases hm : m = 0
· simp [hm]
rw [entropyTerm, Real.log_div hx hm]
unfold entropyTerm
ring
theorem homogeneousEntropy_eq_mass_mul {A : Type*} [Fintype A]
(p : A → ℝ) (hm : ∑ a, p a ≠ 0) :
homogeneousEntropy p =
(∑ a, p a) * finiteEntropy (fun a => p a / ∑ b, p b) := by
simp only [finiteEntropy, entropyTerm_divide, Finset.sum_add_distrib,
← Finset.sum_div, ← Finset.sum_mul]
unfold homogeneousEntropy finiteEntropy
rw [div_self hm]
field_simp
ring
theorem homogeneousEntropy_zero {A : Type*} [Fintype A] :
homogeneousEntropy (fun _ : A => 0) = 0 := by
simp [homogeneousEntropy, finiteEntropy]
theorem homogeneousEntropy_expansion {A : Type*} [Fintype A] (p : A → ℝ) :
homogeneousEntropy p =
(∑ a, p a) * Real.log (∑ a, p a) - ∑ a, p a * Real.log (p a) := by
simp only [homogeneousEntropy, finiteEntropy, entropyTerm, neg_mul,
Finset.sum_neg_distrib, sub_eq_add_neg]
end
end MatrixMultiplication.AllFieldParameters
end
end MatrixAllFields
namespace MatrixAllFields
open scoped BigOperators Topology Polynomial
section
noncomputable section
open scoped Topology
open Filter
namespace MatrixMultiplication.Foundation
theorem entropyTerm_eq_negMulLog (p : ℝ) : entropyTerm p = Real.negMulLog p := rfl
@[simp] theorem entropyTerm_one : entropyTerm 1 = 0 := by simp [entropyTerm]
theorem mul_entropyTerm_inv (x : ℝ) : x * entropyTerm x⁻¹ = Real.log x := by
by_cases hx : x = 0
· simp [hx]
· simp only [entropyTerm, Real.log_inv]
calc
_ = (x * x⁻¹) * Real.log x := by ring
_ = Real.log x := by rw [mul_inv_cancel₀ hx, one_mul]
theorem finiteEntropy_uniform {A : Type*} [Fintype A] :
finiteEntropy (fun _a : A => (Fintype.card A : ℝ)⁻¹) =
Real.log (Fintype.card A) := by
simp only [finiteEntropy, Finset.sum_const, Finset.card_univ, nsmul_eq_mul]
exact mul_entropyTerm_inv (Fintype.card A)
theorem finiteEntropy_deterministic {A : Type*} [Fintype A] [DecidableEq A]
(a : A) : finiteEntropy (fun b => if b = a then 1 else 0) = 0 := by
apply Finset.sum_eq_zero
intro b hb
change entropyTerm (if b = a then 1 else 0) = 0
split_ifs <;> simp
@[fun_prop] theorem continuous_entropyTerm : Continuous entropyTerm :=
Real.continuous_negMulLog
theorem entropyTerm_nonneg {p : ℝ} (hp₀ : 0 ≤ p) (hp₁ : p ≤ 1) :
0 ≤ entropyTerm p :=
Real.negMulLog_nonneg hp₀ hp₁
theorem concaveOn_entropyTerm : ConcaveOn ℝ (Set.Ici 0) entropyTerm :=
Real.concaveOn_negMulLog
@[fun_prop] theorem continuous_finiteEntropy {A : Type*} [Fintype A] :
Continuous (finiteEntropy : (A → ℝ) → ℝ) := by
unfold finiteEntropy
exact continuous_finsetSum _ fun a _ => continuous_entropyTerm.comp (continuous_apply a)
theorem tendsto_entropyTerm {I : Type*} {l : Filter I} {p : I → ℝ} {q : ℝ}
(h : Tendsto p l (𝓝 q)) :
Tendsto (fun i => entropyTerm (p i)) l (𝓝 (entropyTerm q)) :=
continuous_entropyTerm.continuousAt.tendsto.comp h
theorem tendsto_entropyTerm_zero {I : Type*} {l : Filter I} {p : I → ℝ}
(h : Tendsto p l (𝓝 0)) :
Tendsto (fun i => entropyTerm (p i)) l (𝓝 0) := by
simpa only [entropyTerm_zero] using tendsto_entropyTerm h
theorem tendsto_finiteEntropy_of_tendsto {I A : Type*} [Fintype A]
{l : Filter I} {p : I → A → ℝ} {q : A → ℝ}
(h : ∀ a, Tendsto (fun i => p i a) l (𝓝 (q a))) :
Tendsto (fun i => finiteEntropy (p i)) l (𝓝 (finiteEntropy q)) :=
continuous_finiteEntropy.continuousAt.tendsto.comp (tendsto_pi_nhds.mpr h)
theorem finiteEntropy_nonneg {A : Type*} [Fintype A] (p : A → ℝ)
(hp₀ : ∀ a, 0 ≤ p a) (hp₁ : ∀ a, p a ≤ 1) : 0 ≤ finiteEntropy p := by
exact Finset.sum_nonneg fun a _ => entropyTerm_nonneg (hp₀ a) (hp₁ a)
theorem finiteEntropy_mix_le {A : Type*} [Fintype A] (p q : A → ℝ)
(hp : ∀ i, 0 ≤ p i) (hq : ∀ i, 0 ≤ q i)
{a b : ℝ} (ha : 0 ≤ a) (hb : 0 ≤ b) (hab : a + b = 1) :
a * finiteEntropy p + b * finiteEntropy q ≤
finiteEntropy (fun i => a * p i + b * q i) := by
calc
a * finiteEntropy p + b * finiteEntropy q =
∑ i, (a * entropyTerm (p i) + b * entropyTerm (q i)) := by
simp only [finiteEntropy, Finset.sum_add_distrib, ← Finset.mul_sum]
_ ≤ finiteEntropy (fun i => a * p i + b * q i) := by
apply Finset.sum_le_sum
intro i hi
exact concaveOn_entropyTerm.2 (hp i) (hq i) ha hb hab
theorem finiteEntropy_le_log_card {A : Type*} [Fintype A] (p : A → ℝ)
(hp : ∀ a, 0 ≤ p a) (htotal : ∑ a, p a = 1) :
finiteEntropy p ≤ Real.log (Fintype.card A) := by
classical
have hcard : 0 < Fintype.card A := by
by_contra h
have : IsEmpty A := Fintype.card_eq_zero_iff.mp (Nat.eq_zero_of_not_pos h)
simp at htotal
have hn : (0 : ℝ) < Fintype.card A := Nat.cast_pos.mpr hcard
have hw : ∑ _a : A, (Fintype.card A : ℝ)⁻¹ = 1 := by
simp [Finset.sum_const, nsmul_eq_mul, hn.ne']
have hJ := concaveOn_entropyTerm.le_map_sum
(t := (Finset.univ : Finset A))
(w := fun _a : A => (Fintype.card A : ℝ)⁻¹) (p := p)
(fun _a _ha => (inv_pos.mpr hn).le) hw (fun a _ha => hp a)
have hJ' : (Fintype.card A : ℝ)⁻¹ * finiteEntropy p ≤
entropyTerm (Fintype.card A : ℝ)⁻¹ := by
simpa only [smul_eq_mul, ← Finset.mul_sum, htotal, mul_one, finiteEntropy] using hJ
calc
finiteEntropy p = (Fintype.card A : ℝ) *
((Fintype.card A : ℝ)⁻¹ * finiteEntropy p) := by
rw [← mul_assoc, mul_inv_cancel₀ hn.ne', one_mul]
_ ≤ (Fintype.card A : ℝ) * entropyTerm (Fintype.card A : ℝ)⁻¹ :=
mul_le_mul_of_nonneg_left hJ' hn.le
_ = Real.log (Fintype.card A) := mul_entropyTerm_inv (Fintype.card A)
namespace FiniteLaw
variable {A : Type*} [Fintype A]
def uniform (A : Type*) [Fintype A] [Nonempty A] : FiniteLaw A where
mass _a := (Fintype.card A : ℝ)⁻¹
nonneg _a := inv_nonneg.mpr (Nat.cast_nonneg _)
total := by
have hn : (Fintype.card A : ℝ) ≠ 0 :=
(Nat.cast_pos.mpr (Fintype.card_pos : 0 < Fintype.card A)).ne'
simp [Finset.sum_const, nsmul_eq_mul, hn]
@[simp] theorem uniform_mass [Nonempty A] (a : A) :
(uniform A).mass a = (Fintype.card A : ℝ)⁻¹ := rfl
@[simp] theorem uniform_entropy [Nonempty A] :
finiteEntropy (uniform A).mass = Real.log (Fintype.card A) :=
finiteEntropy_uniform
def pure (a : A) : FiniteLaw A := by
classical
exact
{ mass := fun b => if b = a then 1 else 0
nonneg := fun b => by split_ifs <;> norm_num
total := by simp }
@[simp] theorem pure_entropy (a : A) : finiteEntropy (pure a).mass = 0 := by
classical
exact finiteEntropy_deterministic a
theorem mass_le_one (p : FiniteLaw A) (a : A) : p.mass a ≤ 1 := by
calc
p.mass a ≤ ∑ b, p.mass b :=
Finset.single_le_sum (fun b _hb => p.nonneg b) (Finset.mem_univ a)
_ = 1 := p.total
theorem entropy_nonneg (p : FiniteLaw A) : 0 ≤ finiteEntropy p.mass :=
finiteEntropy_nonneg p.mass p.nonneg p.mass_le_one
theorem entropy_le_log_card (p : FiniteLaw A) :
finiteEntropy p.mass ≤ Real.log (Fintype.card A) :=
finiteEntropy_le_log_card p.mass p.nonneg p.total
theorem map_entropy_le {B : Type*} [Fintype B] (p : FiniteLaw A) (f : A → B) :
finiteEntropy (p.map f).mass ≤ finiteEntropy p.mass := by
calc
finiteEntropy (p.map f).mass ≤ finiteEntropy (p.map f).mass +
∑ b, (p.map f).mass b * finiteEntropy (p.conditional f b).mass :=
le_add_of_nonneg_right (Finset.sum_nonneg fun b _ =>
mul_nonneg ((p.map f).nonneg b) ((p.conditional f b).entropy_nonneg))
_ = finiteEntropy p.mass := (p.entropy_eq_map_add_conditional f).symm
theorem entropy_tendsto {I : Type*} {l : Filter I}
{p : I → FiniteLaw A} {q : FiniteLaw A}
(h : ∀ a, Tendsto (fun i => (p i).mass a) l (𝓝 (q.mass a))) :
Tendsto (fun i => finiteEntropy (p i).mass) l (𝓝 (finiteEntropy q.mass)) :=
tendsto_finiteEntropy_of_tendsto h
end FiniteLaw
end MatrixMultiplication.Foundation
end
end
end MatrixAllFields
namespace MatrixAllFields
open scoped BigOperators Topology Polynomial
section
namespace MatrixMultiplication.Foundation
open scoped BigOperators
universe u v
noncomputable section
namespace FiniteLaw
theorem map_mass_mul_conditional_map {A B C : Type*}
[Fintype A] [Fintype B] [Fintype C]
(p : FiniteLaw A) (f : A → B) (g : A → C) (b : B) (c : C) :
(p.map f).mass b * ((p.conditional f b).map g).mass c =
(p.map (fun a => (f a, g a))).mass (b, c) := by
classical
rw [map_mass (p.conditional f b) g c, Finset.mul_sum,
map_mass p (fun a => (f a, g a)) (b, c)]
apply Finset.sum_congr rfl
intro a _
by_cases hgc : g a = c
· rw [ite_eq_left hgc, map_mass_mul_conditional]
simp only [Prod.mk.injEq, hgc, and_true]
· rw [ite_eq_right hgc, mul_zero]
have hpair : (f a, g a) ≠ (b, c) :=
fun he => hgc (congrArg Prod.snd he)
rw [ite_eq_right hpair]
end FiniteLaw
def LabelRecord (Label : ℕ → Type u) : ℕ → Type u
| 0 => PUnit
| n + 1 => LabelRecord Label n × Label n
instance labelRecordFintype (Label : ℕ → Type u) [∀ n, Fintype (Label n)] :
(n : ℕ) → Fintype (LabelRecord Label n)
| 0 => by
change Fintype PUnit
infer_instance
| n + 1 => by
letI := labelRecordFintype Label n
change Fintype (LabelRecord Label n × Label n)
infer_instance
def labelRecordOf {A : Type v} {Label : ℕ → Type u}
(labels : ∀ n, A → Label n) : (n : ℕ) → A → LabelRecord Label n
| 0, _ => PUnit.unit
| n + 1, a => (labelRecordOf labels n a, labels n a)
structure FiniteLabelHierarchy (Label : ℕ → Type u) [∀ n, Fintype (Label n)]
(depth : ℕ) where
conditional : ∀ n, n < depth → LabelRecord Label n → FiniteLaw (Label n)
namespace FiniteLabelHierarchy
variable {Label : ℕ → Type u} [∀ n, Fintype (Label n)] {depth : ℕ}
def prefixLaw (h : FiniteLabelHierarchy Label depth) :
(n : ℕ) → n ≤ depth → FiniteLaw (LabelRecord Label n)
| 0, _ =>
{ mass := fun _ => 1
nonneg := fun _ => zero_le_one
total := by
change (∑ _ : PUnit, (1 : ℝ)) = 1
simp }
| n + 1, hn =>
(h.prefixLaw n (Nat.le_of_succ_le hn)).joint
(h.conditional n (Nat.lt_of_succ_le hn))
@[simp] theorem prefixLaw_zero_mass (h : FiniteLabelHierarchy Label depth)
(hn : 0 ≤ depth) (r : LabelRecord Label 0) :
(h.prefixLaw 0 hn).mass r = 1 := rfl
@[simp] theorem prefixLaw_succ (h : FiniteLabelHierarchy Label depth)
(n : ℕ) (hn : n + 1 ≤ depth) :
h.prefixLaw (n + 1) hn =
(h.prefixLaw n (Nat.le_of_succ_le hn)).joint
(h.conditional n (Nat.lt_of_succ_le hn)) := rfl
@[simp] theorem prefixLaw_succ_mass (h : FiniteLabelHierarchy Label depth)
(n : ℕ) (hn : n + 1 ≤ depth) (r : LabelRecord Label n) (s : Label n) :
(h.prefixLaw (n + 1) hn).mass (r, s) =
(h.prefixLaw n (Nat.le_of_succ_le hn)).mass r *
(h.conditional n (Nat.lt_of_succ_le hn) r).mass s := rfl
def refinementEntropy (h : FiniteLabelHierarchy Label depth) (n : ℕ) : ℝ :=
if hn : n < depth then
∑ r, (h.prefixLaw n (Nat.le_of_lt hn)).mass r *
finiteEntropy (h.conditional n hn r).mass
else 0
theorem refinementEntropy_eq (h : FiniteLabelHierarchy Label depth)
(n : ℕ) (hn : n < depth) :
h.refinementEntropy n =
∑ r, (h.prefixLaw n (Nat.le_of_lt hn)).mass r *
finiteEntropy (h.conditional n hn r).mass := by
simp only [refinementEntropy, dite_eq_left hn]
@[simp] theorem refinementEntropy_eq_zero_of_le
(h : FiniteLabelHierarchy Label depth) {n : ℕ} (hn : depth ≤ n) :
h.refinementEntropy n = 0 := by
simp only [refinementEntropy, dite_eq_right (Nat.not_lt.mpr hn)]
theorem zero_prefix_contribution (h : FiniteLabelHierarchy Label depth)
(n : ℕ) (hn : n < depth) (r : LabelRecord Label n)
(hr : (h.prefixLaw n (Nat.le_of_lt hn)).mass r = 0) :
(h.prefixLaw n (Nat.le_of_lt hn)).mass r *
finiteEntropy (h.conditional n hn r).mass = 0 := by
rw [hr, zero_mul]
theorem prefixLaw_entropy_succ (h : FiniteLabelHierarchy Label depth)
(n : ℕ) (hn : n + 1 ≤ depth) :
finiteEntropy (h.prefixLaw (n + 1) hn).mass =
finiteEntropy (h.prefixLaw n (Nat.le_of_succ_le hn)).mass +
h.refinementEntropy n := by
change finiteEntropy ((h.prefixLaw n (Nat.le_of_succ_le hn)).joint
(h.conditional n (Nat.lt_of_succ_le hn))).mass = _
rw [FiniteLaw.joint_entropy]
rw [refinementEntropy_eq h n (Nat.lt_of_succ_le hn)]
theorem prefixLaw_entropy (h : FiniteLabelHierarchy Label depth)
(n : ℕ) (hn : n ≤ depth) :
finiteEntropy (h.prefixLaw n hn).mass =
∑ j ∈ Finset.range n, h.refinementEntropy j := by
induction n with
| zero =>
simp [prefixLaw, finiteEntropy, entropyTerm, LabelRecord]
| succ n ih =>
rw [prefixLaw_entropy_succ h n hn,
ih (Nat.le_of_succ_le hn), Finset.sum_range_succ]
def recordLaw (h : FiniteLabelHierarchy Label depth) :
FiniteLaw (LabelRecord Label depth) := h.prefixLaw depth le_rfl
theorem recordLaw_entropy (h : FiniteLabelHierarchy Label depth) :
finiteEntropy h.recordLaw.mass =
∑ j ∈ Finset.range depth, h.refinementEntropy j :=
h.prefixLaw_entropy depth le_rfl
theorem refinementEntropy_sum_of_injective_record
{A : Type v} [Fintype A] (h : FiniteLabelHierarchy Label depth)
(p : FiniteLaw A) (record : A → LabelRecord Label depth)
(hinjective : Function.Injective record)
(hmass : h.recordLaw.mass = (p.map record).mass) :
(∑ j ∈ Finset.range depth, h.refinementEntropy j) = finiteEntropy p.mass := by
calc
(∑ j ∈ Finset.range depth, h.refinementEntropy j) =
finiteEntropy h.recordLaw.mass := h.recordLaw_entropy.symm
_ = finiteEntropy (p.map record).mass := congrArg finiteEntropy hmass
_ = finiteEntropy p.mass := p.map_entropy_of_injective record hinjective
def ofLawLabels {A : Type v} [Fintype A] (p : FiniteLaw A)
(labels : ∀ n, A → Label n) (depth : ℕ) : FiniteLabelHierarchy Label depth where
conditional n _ r := (p.conditional (labelRecordOf labels n) r).map (labels n)
theorem ofLawLabels_prefixLaw_mass {A : Type v} [Fintype A]
(p : FiniteLaw A) (labels : ∀ n, A → Label n)
(depth n : ℕ) (hn : n ≤ depth) :
((ofLawLabels p labels depth).prefixLaw n hn).mass =
(p.map (labelRecordOf labels n)).mass := by
classical
induction n with
| zero =>
funext r
cases r
change 1 = (p.map (fun _ : A => (PUnit.unit : PUnit))).mass PUnit.unit
simp [FiniteLaw.map_mass, p.total]
| succ n ih =>
funext rs
rcases rs with ⟨r, s⟩
rw [prefixLaw_succ_mass]
change ((ofLawLabels p labels depth).prefixLaw n
(Nat.le_of_succ_le hn)).mass r *
((p.conditional (labelRecordOf labels n) r).map (labels n)).mass s =
(p.map (labelRecordOf labels (n + 1))).mass (r, s)
rw [ih (Nat.le_of_succ_le hn)]
exact p.map_mass_mul_conditional_map
(labelRecordOf labels n) (labels n) r s
theorem ofLawLabels_refinementEntropy_eq {A : Type v} [Fintype A]
(p : FiniteLaw A) (labels : ∀ n, A → Label n)
(depth n : ℕ) (hn : n < depth) :
(ofLawLabels p labels depth).refinementEntropy n =
∑ r : LabelRecord Label n, (p.map (labelRecordOf labels n)).mass r *
finiteEntropy ((p.conditional (labelRecordOf labels n) r).map (labels n)).mass := by
rw [refinementEntropy_eq _ n hn,
ofLawLabels_prefixLaw_mass p labels depth n (Nat.le_of_lt hn)]
rfl
theorem ofLawLabels_refinementEntropy_sum {A : Type v} [Fintype A]
(p : FiniteLaw A) (labels : ∀ n, A → Label n) (depth : ℕ)
(hinjective : Function.Injective (labelRecordOf labels depth)) :
(∑ j ∈ Finset.range depth,
(ofLawLabels p labels depth).refinementEntropy j) = finiteEntropy p.mass := by
apply (ofLawLabels p labels depth).refinementEntropy_sum_of_injective_record
p (labelRecordOf labels depth) hinjective
exact ofLawLabels_prefixLaw_mass p labels depth depth le_rfl
theorem entropy_eq_sum_conditional_labels {A : Type v} [Fintype A]
(p : FiniteLaw A) (labels : ∀ n, A → Label n) (depth : ℕ)
(hinjective : Function.Injective (labelRecordOf labels depth)) :
finiteEntropy p.mass =
∑ j ∈ Finset.range depth, ∑ r : LabelRecord Label j,
(p.map (labelRecordOf labels j)).mass r *
finiteEntropy ((p.conditional (labelRecordOf labels j) r).map (labels j)).mass := by
rw [← ofLawLabels_refinementEntropy_sum p labels depth hinjective]
apply Finset.sum_congr rfl
intro j hj
exact ofLawLabels_refinementEntropy_eq p labels depth j (Finset.mem_range.mp hj)
end FiniteLabelHierarchy
end
end MatrixMultiplication.Foundation
end
end MatrixAllFields
namespace MatrixAllFields
open scoped BigOperators Topology Polynomial
section
noncomputable section
open scoped BigOperators
open MatrixMultiplication.Foundation
namespace MatrixMultiplication.JointEntropyMax
theorem entropy_nonneg {A : Type*} [Fintype A] (p : FiniteLaw A) :
0 ≤ finiteEntropy p.mass :=
FiniteLaw.entropy_nonneg p
theorem map_entropy_le {A B : Type*} [Fintype A] [Fintype B]
(p : FiniteLaw A) (f : A → B) :
finiteEntropy (p.map f).mass ≤ finiteEntropy p.mass :=
FiniteLaw.map_entropy_le p f
theorem entropy_sub_map_nonneg {A B : Type*} [Fintype A] [Fintype B]
(p : FiniteLaw A) (f : A → B) :
0 ≤ finiteEntropy p.mass - finiteEntropy (p.map f).mass :=
sub_nonneg.mpr (map_entropy_le p f)
theorem entropyTerm_le_crossEntropyTerm {p q : ℝ} (hp : 0 < p) (hq : 0 ≤ q) :
entropyTerm q ≤ -q * Real.log p + p - q := by
by_cases hzero : q = 0
· simpa [hzero] using hp.le
have hqpos : 0 < q := lt_of_le_of_ne hq (Ne.symm hzero)
have hlog := Real.log_le_sub_one_of_pos (div_pos hp hqpos)
rw [Real.log_div hp.ne' hqpos.ne'] at hlog
have hmul := mul_le_mul_of_nonneg_left hlog hq
have hcancel : q * (p / q - 1) = p - q := by
field_simp
rw [hcancel] at hmul
unfold entropyTerm
linarith
theorem entropy_le_crossEntropy {A : Type*} [Fintype A]
(p q : FiniteLaw A) (hp : ∀ a, 0 < p.mass a) :
finiteEntropy q.mass ≤ ∑ a, -q.mass a * Real.log (p.mass a) := by
calc
finiteEntropy q.mass ≤
∑ a, (-q.mass a * Real.log (p.mass a) + p.mass a - q.mass a) :=
Finset.sum_le_sum fun a _ => entropyTerm_le_crossEntropyTerm (hp a) (q.nonneg a)
_ = ∑ a, -q.mass a * Real.log (p.mass a) := by
rw [Finset.sum_sub_distrib, Finset.sum_add_distrib, p.total, q.total]
ring
theorem sum_mass_mul_coordinate {A B : Type*} [Fintype A] [Fintype B]
(p : FiniteLaw A) (f : A → B) (v : B → ℝ) :
(∑ a, p.mass a * v (f a)) = ∑ b, (p.map f).mass b * v b := by
classical
simp_rw [FiniteLaw.map_mass, Finset.sum_mul, ite_mul, zero_mul]
rw [Finset.sum_comm]
simp
theorem sum_mass_mul_coordinate_eq {A B : Type*} [Fintype A] [Fintype B]
(p q : FiniteLaw A) (f : A → B) (v : B → ℝ)
(hmarginal : (q.map f).mass = (p.map f).mass) :
(∑ a, q.mass a * v (f a)) = ∑ a, p.mass a * v (f a) := by
rw [sum_mass_mul_coordinate q f v, sum_mass_mul_coordinate p f v, hmarginal]
theorem entropy_le_of_three_marginals
{A X Y Z : Type*} [Fintype A] [Fintype X] [Fintype Y] [Fintype Z]
(p q : FiniteLaw A) (fX : A → X) (fY : A → Y) (fZ : A → Z)
(u : X → ℝ) (v : Y → ℝ) (w : Z → ℝ) (c : ℝ)
(hp : ∀ a, 0 < p.mass a)
(hlog : ∀ a, Real.log (p.mass a) = u (fX a) + v (fY a) + w (fZ a) - c)
(hX : (q.map fX).mass = (p.map fX).mass)
(hY : (q.map fY).mass = (p.map fY).mass)
(hZ : (q.map fZ).mass = (p.map fZ).mass) :
finiteEntropy q.mass ≤ finiteEntropy p.mass := by
have hx := sum_mass_mul_coordinate_eq p q fX u hX
have hy := sum_mass_mul_coordinate_eq p q fY v hY
have hz := sum_mass_mul_coordinate_eq p q fZ w hZ
have hexpand (r : FiniteLaw A) :
(∑ a, r.mass a * (u (fX a) + v (fY a) + w (fZ a) - c)) =
(∑ a, r.mass a * u (fX a)) + (∑ a, r.mass a * v (fY a)) +
(∑ a, r.mass a * w (fZ a)) - c := by
simp_rw [mul_sub, mul_add]
rw [Finset.sum_sub_distrib, Finset.sum_add_distrib, Finset.sum_add_distrib,
← Finset.sum_mul, r.total, one_mul]
have hexpect : (∑ a, q.mass a * Real.log (p.mass a)) =
∑ a, p.mass a * Real.log (p.mass a) := by
simp_rw [hlog]
rw [hexpand q, hexpand p, hx, hy, hz]
calc
finiteEntropy q.mass ≤ ∑ a, -q.mass a * Real.log (p.mass a) :=
entropy_le_crossEntropy p q hp
_ = -(∑ a, q.mass a * Real.log (p.mass a)) := by
simp only [neg_mul, Finset.sum_neg_distrib]
_ = -(∑ a, p.mass a * Real.log (p.mass a)) := by rw [hexpect]
_ = finiteEntropy p.mass := by
simp only [finiteEntropy, entropyTerm, neg_mul, Finset.sum_neg_distrib]
def normalizedPositiveLaw {A : Type*} [Fintype A] [Nonempty A]
(weight : A → ℝ) (hweight : ∀ a, 0 < weight a) : FiniteLaw A where
mass a := weight a / ∑ b, weight b
nonneg a := div_nonneg (hweight a).le
(Finset.sum_nonneg fun b _ => (hweight b).le)
total := by
have htotal : 0 < ∑ b, weight b :=
Finset.sum_pos (fun b _ => hweight b) Finset.univ_nonempty
rw [← Finset.sum_div, div_self htotal.ne']
theorem normalizedPositiveLaw_mass_pos {A : Type*} [Fintype A] [Nonempty A]
(weight : A → ℝ) (hweight : ∀ a, 0 < weight a) (a : A) :
0 < (normalizedPositiveLaw weight hweight).mass a := by
exact div_pos (hweight a)
(Finset.sum_pos (fun b _ => hweight b) Finset.univ_nonempty)
theorem entropy_le_normalized_product
{A X Y Z : Type*} [Fintype A] [Nonempty A]
[Fintype X] [Fintype Y] [Fintype Z]
(fX : A → X) (fY : A → Y) (fZ : A → Z)
(wx : X → ℝ) (wy : Y → ℝ) (wz : Z → ℝ)
(hx : ∀ x, 0 < wx x) (hy : ∀ y, 0 < wy y) (hz : ∀ z, 0 < wz z)
(q : FiniteLaw A)
(hX : (q.map fX).mass =
((normalizedPositiveLaw (fun a => wx (fX a) * wy (fY a) * wz (fZ a))
(fun _ => mul_pos (mul_pos (hx _) (hy _)) (hz _))).map fX).mass)
(hY : (q.map fY).mass =
((normalizedPositiveLaw (fun a => wx (fX a) * wy (fY a) * wz (fZ a))
(fun _ => mul_pos (mul_pos (hx _) (hy _)) (hz _))).map fY).mass)
(hZ : (q.map fZ).mass =
((normalizedPositiveLaw (fun a => wx (fX a) * wy (fY a) * wz (fZ a))
(fun _ => mul_pos (mul_pos (hx _) (hy _)) (hz _))).map fZ).mass) :
finiteEntropy q.mass ≤
finiteEntropy (normalizedPositiveLaw
(fun a => wx (fX a) * wy (fY a) * wz (fZ a))
(fun _ => mul_pos (mul_pos (hx _) (hy _)) (hz _))).mass := by
let weight : A → ℝ := fun a => wx (fX a) * wy (fY a) * wz (fZ a)
have hweight : ∀ a, 0 < weight a := fun a => mul_pos (mul_pos (hx _) (hy _)) (hz _)
let p := normalizedPositiveLaw weight hweight
have htotal : 0 < ∑ a, weight a :=
Finset.sum_pos (fun a _ => hweight a) Finset.univ_nonempty
apply entropy_le_of_three_marginals p q fX fY fZ
(fun x => Real.log (wx x)) (fun y => Real.log (wy y))
(fun z => Real.log (wz z)) (Real.log (∑ a, weight a))
(normalizedPositiveLaw_mass_pos weight hweight)
· intro a
change Real.log (weight a / ∑ b, weight b) = _
rw [Real.log_div (hweight a).ne' htotal.ne']
dsimp only [weight]
rw [Real.log_mul (mul_pos (hx _) (hy _)).ne' (hz _).ne',
Real.log_mul (hx _).ne' (hy _).ne']
· exact hX
· exact hY
· exact hZ
end MatrixMultiplication.JointEntropyMax
end
end
end MatrixAllFields
namespace MatrixAllFields
open scoped BigOperators Topology Polynomial
section
noncomputable section
namespace MatrixMultiplication.AllFieldZeroLeafRates
open MatrixMultiplication.Foundation AllFieldParameters
open scoped BigOperators
def fourRate (t : Shape) : ℝ :=
finiteEntropy (fun s : PairSlot => (zeroPairLaw t s.1 s.2 : ℝ)) +
∑ s : PairSlot, (zeroPairLaw t s.1 s.2 : ℝ) *
Real.log (AllFieldParameters.multiplicity s.1 * AllFieldParameters.multiplicity s.2 : ℕ)
end MatrixMultiplication.AllFieldZeroLeafRates
end
end
end MatrixAllFields
end OAI