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import Mathlib
import OAI.Probability.IsingPerceptron.ActualQuenched
namespace OAI
/-! Deviation Rate. -/
noncomputable section
namespace IsingPerceptron.Main
open MeasureTheory ProbabilityTheory Real Filter Set
open scoped BigOperators Topology Interval
def sourceDeviationRate (α C : ℝ) (j N : ℕ) : ℝ :=
((7/2)+4*sqrt (25/12+4*α*C^2)/(1/2)^(j+1)+20*(1/2)^(j+1))*(N:ℝ)^(-(1:ℝ)/8)
lemma sourceDeviationRate_tendsto (α C : ℝ) (j : ℕ) :
Tendsto (sourceDeviationRate α C j) atTop (𝓝 0) := by
have h : Tendsto (fun N : ℕ => (N:ℝ)^(-(1:ℝ)/8)) atTop (𝓝 0) := by
convert (tendsto_rpow_neg_atTop (by norm_num : (0:ℝ)<1/8)).comp tendsto_natCast_atTop_atTop using 1
funext n
simp only [Function.comp_apply]
congr 1
ring
unfold sourceDeviationRate
simpa only [mul_zero] using h.const_mul
((7/2)+4*sqrt (25/12+4*α*C^2)/(1/2)^(j+1)+20*(1/2)^(j+1))
lemma source_eta_eventually : ∀ᶠN : ℕ in atTop,(N:ℝ)^(-(1:ℝ)/8) ≤ 1/2 := by
have h : Tendsto (fun N : ℕ => (N:ℝ)^(-(1:ℝ)/8)) atTop (𝓝 0) := by
convert (tendsto_rpow_neg_atTop (by norm_num : (0:ℝ)<1/8)).comp tendsto_natCast_atTop_atTop using 1
funext n
simp only [Function.comp_apply]
congr 1
ring
exact h.eventually_le_const (by norm_num)
lemma scale_rate_identity {N : ℕ} (hN : 0<N) :
sqrt (N:ℝ)/((N:ℝ)^(-(1:ℝ)/8)*(perturbationScale N)^2)=(N:ℝ)^(-(1:ℝ)/8) := by
have hn : (0:ℝ)<N := by exact_mod_cast hN
unfold perturbationScale
rw [sqrt_eq_rpow,← rpow_natCast,← rpow_mul hn.le,← rpow_add hn,← rpow_sub hn]
norm_num
lemma source_scale_inverse {N : ℕ} (hN : 0<N) :
(perturbationScale N)⁻¹ ≤ (N:ℝ)^(-(1:ℝ)/8) := by
have hn : (1:ℝ) ≤ N := by exact_mod_cast hN
unfold perturbationScale
rw [← rpow_neg (Nat.cast_nonneg N)]
exact rpow_le_rpow_of_exponent_le hn (by norm_num)
theorem source_rawTensor_deviation_rate {M N : ℕ} (hN : 0<N) {α C : ℝ} (hα : 0 ≤ α)
(hM : (M:ℝ) ≤ α*N) {f : ℝ → ℝ} (hf : Measurable f) (hC : ∀z,|f z| ≤ C)
(v : ℕ → ℝ) (hv : ∀j : Fin N,v (j.val+1)∈Icc (1/2:ℝ) (5/2))
(j : Fin N) (hη : (N:ℝ)^(-(1:ℝ)/8) ≤ 1/2) :
(∫u in (1:ℝ)..2,∫p,rawTensorDeviation (M:=M) hN f (perturbationScale N) v j u p
∂perturbedDisorderLaw M N)/(perturbationScale N) ≤ sourceDeviationRate α C j.val N := by
have hn : (0:ℝ)<N := by exact_mod_cast hN
have hs : 0<perturbationScale N := rpow_pos_of_pos hn _
have he : 0<(N:ℝ)^(-(1:ℝ)/8) := rpow_pos_of_pos hn _
have hd : (0:ℝ)<(1/2)^(j.val+1) := by positivity
have h := rawTensor_deviation_integral (M:=M) hN hf hC (perturbationScale N) hs v hv j he hη
have hV : (25/12)*(perturbationScale N)^2+4*M*C^2 ≤ (25/12+4*α*C^2)*N := by
have hrow := mul_le_mul_of_nonneg_right hM (sq_nonneg C)
nlinarith [perturbationScale_sq_le hN]
have hK : (0:ℝ) ≤ 25/12+4*α*C^2 := by positivity
have hsqrt : sqrt ((25/12)*(perturbationScale N)^2+4*M*C^2) ≤ sqrt (25/12+4*α*C^2)*sqrt N := by
simpa only [sqrt_mul hK] using sqrt_le_sqrt hV
apply h.trans
have hfirst : (7/2)/(perturbationScale N) ≤ (7/2)*(N:ℝ)^(-(1:ℝ)/8) := by
simpa only [div_eq_mul_inv] using mul_le_mul_of_nonneg_left (source_scale_inverse hN) (by norm_num : (0:ℝ) ≤ 7/2)
have hsecond : 4*sqrt ((25/12)*(perturbationScale N)^2+4*M*C^2)/
((N:ℝ)^(-(1:ℝ)/8)*(perturbationScale N)^2*(1/2)^(j.val+1)) ≤
(4*sqrt (25/12+4*α*C^2)/(1/2)^(j.val+1))*(N:ℝ)^(-(1:ℝ)/8) := by
calc _ ≤ (4*(sqrt (25/12+4*α*C^2)*sqrt N))/
((N:ℝ)^(-(1:ℝ)/8)*(perturbationScale N)^2*(1/2)^(j.val+1)) :=
div_le_div_of_nonneg_right (mul_le_mul_of_nonneg_left hsqrt (by norm_num)) (by positivity)
_ = (4*sqrt (25/12+4*α*C^2)/(1/2)^(j.val+1))*
(sqrt N/((N:ℝ)^(-(1:ℝ)/8)*(perturbationScale N)^2)) := by ring
_ = _ := by rw [scale_rate_identity hN]
unfold sourceDeviationRate
nlinarith
lemma parameter_resampling_preserving {X : Type*} [MeasurableSpace X]
(μ : Measure X) [IsProbabilityMeasure μ] (j : ℕ) :
MeasurePreserving (fun p : (ℕ → X) × X => Function.update p.1 j p.2)
((Measure.infinitePi (fun _ : ℕ => μ)).prod μ) (Measure.infinitePi (fun _ : ℕ => μ)) := by
classical
have hm : Measurable (fun p : (ℕ → X) × X => Function.update p.1 j p.2) := by fun_prop
refine ⟨hm,Measure.eq_infinitePi _ ?_⟩
intro s t ht
rw [Measure.map_apply hm (MeasurableSet.pi s.countable_toSet (fun i _ => ht i))]
by_cases hj : j∈s
· have he : (fun p : (ℕ → X) × X => Function.update p.1 j p.2)⁻¹' (Set.pi s t)=
(Set.pi (s.erase j) t) ×ˢ (t j) := by
ext p
simp only [Set.mem_preimage,Set.mem_pi,Finset.mem_coe,Set.mem_prod,Finset.mem_erase]
constructor
· intro h
refine ⟨?_,?_⟩
· intro i hi
simpa only [Function.update_of_ne hi.1] using h i hi.2
· simpa only [Function.update_self] using h j hj
· rintro ⟨h,hu⟩ i hi
by_cases hij : i=j
· subst i
simpa only [Function.update_self] using hu
· simpa only [Function.update_of_ne hij] using h i ⟨hij,hi⟩
rw [he,Measure.prod_prod,Measure.infinitePi_pi _ (fun i _ => ht i)]
exact Finset.prod_erase_mul s (fun i => μ (t i)) hj
· have he : (fun p : (ℕ → X) × X => Function.update p.1 j p.2)⁻¹' (Set.pi s t)=
(Set.pi s t) ×ˢ Set.univ := by
ext p
simp only [Set.mem_preimage,Set.mem_pi,Finset.mem_coe,Set.mem_prod,Set.mem_univ,and_true]
congr! 2 with i
rename_i hi
rw [Function.update_of_ne (by intro he; exact hj (he ▸ hi))]
rw [he,Measure.prod_prod,Measure.infinitePi_pi _ (fun i _ => ht i),measure_univ,mul_one]
def parameterCoordinateLaw : Measure ℝ := volume.restrict (Ioc 1 2)
instance parameterCoordinateLaw_probability : IsProbabilityMeasure parameterCoordinateLaw := by
constructor
norm_num [parameterCoordinateLaw]
def sourceParameterLaw : Measure (ℕ → ℝ) := Measure.infinitePi (fun _ => parameterCoordinateLaw)
instance sourceParameterLaw_probability : IsProbabilityMeasure sourceParameterLaw := by
unfold sourceParameterLaw
infer_instance
lemma parameterCoordinateLaw_mem : ∀ᵐu ∂parameterCoordinateLaw,u∈Icc (1:ℝ) 2 := by
exact (ae_restrict_mem measurableSet_Ioc).mono (fun u hu => ⟨hu.1.le,hu.2⟩)
lemma sourceParameterLaw_mem : ∀ᵐv ∂sourceParameterLaw,∀j,v j∈Icc (1:ℝ) 2 := by
rw [ae_all_iff]
intro j
exact (measurePreserving_eval_infinitePi (fun _ : ℕ => parameterCoordinateLaw) j).quasiMeasurePreserving.ae parameterCoordinateLaw_mem
lemma integral_parameterCoordinateLaw (F : ℝ → ℝ) :
(∫u,F u ∂parameterCoordinateLaw)=∫u in (1:ℝ)..2,F u := by
rw [intervalIntegral.integral_of_le (by norm_num : (1:ℝ)≤2)]
rfl
instance perturbedDisorderLaw_probability (M N : ℕ) : IsProbabilityMeasure (perturbedDisorderLaw M N) := by
unfold perturbedDisorderLaw
infer_instance
def tensorMeanAt {M N : ℕ} (hN : 0<N) (f : ℝ → ℝ) (s : ℝ) (j : Fin N)
(v : ℕ → ℝ) (p : PerturbedDisorder M N) : ℝ :=
rawTensorMean hN f s v j (v (j.val+1)) p
def tensorDeviationAt {M N : ℕ} (hN : 0<N) (f : ℝ → ℝ) (s : ℝ) (j : Fin N)
(v : ℕ → ℝ) (p : PerturbedDisorder M N) : ℝ :=
rawTensorDeviation hN f s v j (v (j.val+1)) p
lemma tensorMeanAt_measurable {M N : ℕ} (hN : 0<N) {f : ℝ → ℝ} (hf : Measurable f)
(s : ℝ) (j : Fin N) :
Measurable (fun p : (ℕ → ℝ) × PerturbedDisorder M N => tensorMeanAt hN f s j p.1 p.2) := by
unfold tensorMeanAt rawTensorMean
simp only [Function.update_eq_self]
unfold fullTensorEnergy fullTensorCoefficient tensorAmplitude patternEnergy rowEvaluation
selectedTensorObservable tensorPerturbation gaussianLinear
apply finiteGibbs_measurable <;> intro x <;> fun_prop
lemma tensorDeviationAt_measurable {M N : ℕ} (hN : 0<N) {f : ℝ → ℝ} (hf : Measurable f)
(s : ℝ) (j : Fin N) :
Measurable (fun p : (ℕ → ℝ) × PerturbedDisorder M N => tensorDeviationAt hN f s j p.1 p.2) := by
have hm : Measurable (fun v => ∫q,tensorMeanAt (M:=M) hN f s j v q ∂perturbedDisorderLaw M N) :=
(tensorMeanAt_measurable hN hf s j).stronglyMeasurable.integral_prod_right.measurable
unfold tensorDeviationAt rawTensorDeviation
change Measurable (fun p : (ℕ → ℝ) × PerturbedDisorder M N =>
finiteGibbs (fun x => patternEnergy f p.2.2 x+
fullTensorEnergy hN s (Function.update p.1 (j.val+1) (p.1 (j.val+1))) p.2.1 x)
(fun x => |selectedTensorObservable hN j p.2.1 x-
∫q,tensorMeanAt hN f s j p.1 q ∂perturbedDisorderLaw M N|))
simp only [Function.update_eq_self]
apply finiteGibbs_measurable
· intro x
unfold patternEnergy rowEvaluation fullTensorEnergy fullTensorCoefficient tensorAmplitude
fun_prop
· intro x
apply Measurable.abs
apply Measurable.sub _ (hm.comp measurable_fst)
unfold selectedTensorObservable tensorPerturbation gaussianLinear
fun_prop
def tensorMajorant {N : ℕ} (hN : 0<N) (j : Fin N)
(g : Fin (Fintype.card (FullTensorIndex N)) → ℝ) : ℝ :=
∑x : Spins N,|selectedTensorObservable hN j g x|
lemma tensorMajorant_memLp {N : ℕ} (hN : 0<N) (j : Fin N) :
MemLp (tensorMajorant hN j) 2 (Measure.pi (fun _ => gaussianReal 0 1)) := by
apply memLp_finsetSum
intro x _
apply MemLp.abs
unfold selectedTensorObservable tensorPerturbation gaussianLinear
apply memLp_finsetSum
intro i _
exact ((memLp_id_gaussianReal (μ:=0) (v:=1) 2).comp_measurePreserving
(measurePreserving_eval (fun _ : Fin (Fintype.card (FullTensorIndex N)) => gaussianReal 0 1)
((fullTensorEnumeration N).symm ⟨j,i⟩))).mul_const _
lemma tensorMeanAt_bound {M N : ℕ} (hN : 0<N) (f : ℝ → ℝ) (s : ℝ) (j : Fin N)
(v : ℕ → ℝ) (p : PerturbedDisorder M N) :
|tensorMeanAt hN f s j v p| ≤ tensorMajorant hN j p.1 :=
finiteGibbs_abs _ _ (finiteFunction_bound _)
lemma tensorMeanAt_integrable {M N : ℕ} (hN : 0<N) {f : ℝ → ℝ} (hf : Measurable f)
(s : ℝ) (j : Fin N) (v : ℕ → ℝ) :
Integrable (tensorMeanAt hN f s j v) (perturbedDisorderLaw M N) := by
apply (((tensorMajorant_memLp hN j).comp_measurePreserving measurePreserving_fst).integrable
(by norm_num)).mono'
(((tensorMeanAt_measurable hN hf s j).comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable)
exact ae_of_all _ fun p => tensorMeanAt_bound hN f s j v p
lemma tensorDeviationAt_bound {M N : ℕ} (hN : 0<N) {f : ℝ → ℝ} (hf : Measurable f)
(s : ℝ) (j : Fin N) (v : ℕ → ℝ) (p : PerturbedDisorder M N) :
|tensorDeviationAt hN f s j v p| ≤ tensorMajorant hN j p.1+
∫q : PerturbedDisorder M N,tensorMajorant hN j q.1 ∂perturbedDisorderLaw M N := by
apply finiteGibbs_abs
intro x
rw [abs_abs]
apply (abs_sub _ _).trans
apply add_le_add (finiteFunction_bound _ x)
calc
_ ≤ ∫q,|tensorMeanAt hN f s j v q| ∂perturbedDisorderLaw M N := by
simpa only [Real.norm_eq_abs,tensorMeanAt] using norm_integral_le_integral_norm (tensorMeanAt hN f s j v)
_ ≤ _ := integral_mono (tensorMeanAt_integrable hN hf s j v).abs
(((tensorMajorant_memLp hN j).comp_measurePreserving measurePreserving_fst).integrable (by norm_num))
(tensorMeanAt_bound hN f s j v)
lemma tensorDeviationAt_integrable {M N : ℕ} (hN : 0<N) {f : ℝ → ℝ} (hf : Measurable f)
(s : ℝ) (j : Fin N) (v : ℕ → ℝ) :
Integrable (tensorDeviationAt hN f s j v) (perturbedDisorderLaw M N) := by
apply ((((tensorMajorant_memLp hN j).comp_measurePreserving measurePreserving_fst).integrable
(by norm_num)).add (integrable_const _)).mono'
(((tensorDeviationAt_measurable hN hf s j).comp (measurable_const.prodMk measurable_id)).aestronglyMeasurable)
exact ae_of_all _ fun p => by simpa only [Real.norm_eq_abs,Pi.add_apply,Function.comp_apply,id_eq] using tensorDeviationAt_bound hN hf s j v p
def meanTensorDeviation {M N : ℕ} (hN : 0<N) (f : ℝ → ℝ) (s : ℝ) (j : Fin N)
(v : ℕ → ℝ) : ℝ := ∫p,tensorDeviationAt hN f s j v p ∂perturbedDisorderLaw M N
lemma meanTensorDeviation_measurable {M N : ℕ} (hN : 0<N) {f : ℝ → ℝ} (hf : Measurable f)
(s : ℝ) (j : Fin N) : Measurable (meanTensorDeviation (M:=M) hN f s j) :=
(tensorDeviationAt_measurable hN hf s j).stronglyMeasurable.integral_prod_right.measurable
lemma meanTensorDeviation_nonneg {M N : ℕ} (hN : 0<N) (f : ℝ → ℝ) (s : ℝ) (j : Fin N)
(v : ℕ → ℝ) : 0 ≤ meanTensorDeviation (M:=M) hN f s j v := by
apply integral_nonneg
intro p
apply finiteGibbs_nonneg
intro x
exact abs_nonneg _
lemma meanTensorDeviation_bound {M N : ℕ} (hN : 0<N) {f : ℝ → ℝ} (hf : Measurable f)
(s : ℝ) (j : Fin N) (v : ℕ → ℝ) :
|meanTensorDeviation (M:=M) hN f s j v| ≤
2*∫q : PerturbedDisorder M N,tensorMajorant hN j q.1 ∂perturbedDisorderLaw M N := by
have hi : Integrable (fun q : PerturbedDisorder M N => tensorMajorant hN j q.1) (perturbedDisorderLaw M N) := ((tensorMajorant_memLp hN j).comp_measurePreserving measurePreserving_fst).integrable
(by norm_num : (1:ENNReal)≤2)
calc
_ ≤ ∫p,|tensorDeviationAt hN f s j v p| ∂perturbedDisorderLaw M N := by
simpa only [Real.norm_eq_abs,meanTensorDeviation] using norm_integral_le_integral_norm (tensorDeviationAt hN f s j v)
_ ≤ ∫p,tensorMajorant hN j p.1+(∫q : PerturbedDisorder M N,tensorMajorant hN j q.1
∂perturbedDisorderLaw M N) ∂perturbedDisorderLaw M N :=
integral_mono (tensorDeviationAt_integrable hN hf s j v).abs (hi.add (integrable_const _))
(tensorDeviationAt_bound hN hf s j v)
_ = _ := by rw [integral_add hi (integrable_const _)]; simp only [integral_const,probReal_univ,one_smul]; ring
lemma meanTensorDeviation_integrable {M N : ℕ} (hN : 0<N) {f : ℝ → ℝ} (hf : Measurable f)
(s : ℝ) (j : Fin N) :
Integrable (meanTensorDeviation (M:=M) hN f s j) sourceParameterLaw :=
(bounded_memLp sourceParameterLaw (meanTensorDeviation_measurable hN hf s j)
(meanTensorDeviation_bound hN hf s j)).integrable (by norm_num)
lemma integral_resample_parameter {F : (ℕ → ℝ) → ℝ}
(hF : Integrable F sourceParameterLaw) (j : ℕ) :
(∫v,∫u,F (Function.update v j u) ∂parameterCoordinateLaw ∂sourceParameterLaw)=
∫v,F v ∂sourceParameterLaw := by
have hp := parameter_resampling_preserving parameterCoordinateLaw j
have hi := hp.integrable_comp_of_integrable hF
have hi' : Integrable (Function.uncurry (fun v u => F (Function.update v j u)))
(sourceParameterLaw.prod parameterCoordinateLaw) := hi
rw [integral_integral hi']
have he : Measure.map (fun p : (ℕ → ℝ) × ℝ => Function.update p.1 j p.2)
(sourceParameterLaw.prod parameterCoordinateLaw)=sourceParameterLaw := hp.map_eq
rw [← integral_map hp.measurable.aemeasurable]
· rw [he]
· simpa only [he] using hF.aestronglyMeasurable
lemma meanTensorDeviation_update {M N : ℕ} (hN : 0<N) (f : ℝ → ℝ) (s : ℝ)
(j : Fin N) (v : ℕ → ℝ) (u : ℝ) :
meanTensorDeviation (M:=M) hN f s j (Function.update v (j.val+1) u)=
∫p,rawTensorDeviation hN f s v j u p ∂perturbedDisorderLaw M N := by
simp only [meanTensorDeviation,tensorDeviationAt,rawTensorDeviation,rawTensorMean,
Function.update_self,Function.update_idem]
theorem source_parameter_deviation_rate {M N : ℕ} (hN : 0<N) {α C : ℝ} (hα : 0 ≤ α)
(hM : (M:ℝ) ≤ α*N) {f : ℝ → ℝ} (hf : Measurable f) (hC : ∀z,|f z| ≤ C)
(j : Fin N) (hη : (N:ℝ)^(-(1:ℝ)/8) ≤ 1/2) :
(∫v,meanTensorDeviation (M:=M) hN f (perturbationScale N) j v ∂sourceParameterLaw)/
perturbationScale N ≤ sourceDeviationRate α C j.val N := by
have hn : (0:ℝ)<N := by exact_mod_cast hN
have hs : 0<perturbationScale N := rpow_pos_of_pos hn _
have hi := meanTensorDeviation_integrable (M:=M) hN hf (perturbationScale N) j
have hp := parameter_resampling_preserving parameterCoordinateLaw (j.val+1)
have hir := hp.integrable_comp_of_integrable hi
rw [← integral_resample_parameter hi (j.val+1),← integral_div]
have hi2 : Integrable (fun v =>
(∫u,meanTensorDeviation (M:=M) hN f (perturbationScale N) j (Function.update v (j.val+1) u)
∂parameterCoordinateLaw)/perturbationScale N) sourceParameterLaw :=
hir.integral_prod_left.div_const _
have hbound : (∫v, (sourceDeviationRate α C j.val N : ℝ) ∂sourceParameterLaw)=
sourceDeviationRate α C j.val N := by simp
rw [← hbound]
apply integral_mono_ae hi2 (integrable_const _)
filter_upwards [sourceParameterLaw_mem] with v hv
rw [integral_parameterCoordinateLaw]
simp_rw [meanTensorDeviation_update]
apply source_rawTensor_deviation_rate hN hα hM hf hC v _ j hη
intro k
constructor <;> linarith [(hv (k.val+1)).1,(hv (k.val+1)).2]
def sourceDeviation (α : ℝ) (f : ℝ → ℝ) (j N : ℕ) (v : ℕ → ℝ) : ℝ :=
if h : j<N then
meanTensorDeviation (M:=patternCount α N-2) (Nat.lt_of_le_of_lt (Nat.zero_le j) h)
f (perturbationScale N) ⟨j,h⟩ v/perturbationScale N
else 0
lemma sourceDeviation_measurable (α : ℝ) {f : ℝ → ℝ} (hf : Measurable f) (j N : ℕ) :
Measurable (sourceDeviation α f j N) := by
unfold sourceDeviation
split_ifs with h
· exact (meanTensorDeviation_measurable _ hf _ _).div_const _
· exact measurable_const
lemma sourceDeviation_integrable (α : ℝ) {f : ℝ → ℝ} (hf : Measurable f) (j N : ℕ) :
Integrable (sourceDeviation α f j N) sourceParameterLaw := by
unfold sourceDeviation
split_ifs with h
· exact (meanTensorDeviation_integrable _ hf _ _).div_const _
· exact integrable_const _
lemma sourceDeviation_nonneg (α : ℝ) (f : ℝ → ℝ) (j N : ℕ) (v : ℕ → ℝ) :
0 ≤ sourceDeviation α f j N v := by
unfold sourceDeviation
split_ifs with h
· exact div_nonneg (meanTensorDeviation_nonneg _ _ _ _ _) (rpow_nonneg (Nat.cast_nonneg N) _)
· exact le_rfl
theorem source_integrated_deviation_tendsto (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ}
(hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) (j : ℕ) :
Tendsto (fun N => ∫v,sourceDeviation α f j N v ∂sourceParameterLaw) atTop (𝓝 0) := by
apply squeeze_zero' (Eventually.of_forall (fun N => integral_nonneg (sourceDeviation_nonneg α f j N)))
_ (sourceDeviationRate_tendsto α C j)
filter_upwards [eventually_gt_atTop j,source_eta_eventually] with N hN hη
have hn : (0:ℝ)<N := by exact_mod_cast (Nat.lt_of_le_of_lt (Nat.zero_le j) hN)
have hM : ((patternCount α N-2:ℕ):ℝ) ≤ α*N :=
(Nat.cast_le.mpr (Nat.sub_le _ _)).trans (Nat.floor_le (mul_nonneg hα hn.le))
simp only [sourceDeviation,dite_eq_left hN,integral_div]
exact source_parameter_deviation_rate _ hα hM hf hC ⟨j,hN⟩ hη
end IsingPerceptron.Main
namespace IsingPerceptron.Main
open Filter Set
open scoped BigOperators Topology
open Classical
def slowDiagonal (b : ℕ → ℕ → ℝ) (N : ℕ) : ℕ :=
Nat.findGreatest (fun k => ∀m,N ≤ m →
∑j ∈ Finset.range k,b j m ≤ 1/((k:ℝ)+1)) N
lemma slowDiagonal_le (b : ℕ → ℕ → ℝ) (N : ℕ) : slowDiagonal b N ≤ N :=
Nat.findGreatest_le N
lemma slowDiagonal_mono (b : ℕ → ℕ → ℝ) : Monotone (slowDiagonal b) := by
intro M N hMN
exact Nat.findGreatest_mono (fun k hk m hm => hk m (hMN.trans hm)) hMN
lemma slowDiagonal_bound (b : ℕ → ℕ → ℝ) (N : ℕ) :
∑j ∈ Finset.range (slowDiagonal b N),b j N ≤ 1/((slowDiagonal b N:ℝ)+1) := by
have h0 : ∀m,N ≤ m → ∑j ∈ Finset.range 0,b j m ≤ 1/((0:ℝ)+1) := by simp
have hs : ∀m,N ≤ m →
∑j ∈ Finset.range (slowDiagonal b N),b j m ≤ 1/((slowDiagonal b N:ℝ)+1) :=
Nat.findGreatest_spec (P:=fun k => ∀m,N ≤ m →
∑j ∈ Finset.range k,b j m ≤ 1/((k:ℝ)+1)) (Nat.zero_le N) (by simpa only [Nat.cast_zero] using h0)
exact hs N le_rfl
lemma slowDiagonal_tendsto {b : ℕ → ℕ → ℝ}
(hb : ∀j,Tendsto (b j) atTop (𝓝 0)) :
Tendsto (slowDiagonal b) atTop atTop := by
apply tendsto_atTop.mpr
intro k
have hsum : Tendsto (fun N => ∑j ∈ Finset.range k,b j N) atTop (𝓝 0) := by
simpa using tendsto_finsetSum (Finset.range k) (fun j _ => hb j)
have hp : (0:ℝ)<1/((k:ℝ)+1) := by positivity
obtain ⟨n,hn⟩ := eventually_atTop.mp (hsum.eventually (gt_mem_nhds hp))
filter_upwards [eventually_ge_atTop (max k n)] with N hN
apply Nat.le_findGreatest (le_trans (le_max_left _ _) hN)
intro m hm
exact (hn m ((le_max_right _ _).trans (hN.trans hm))).le
lemma slowDiagonal_sum_tendsto {b : ℕ → ℕ → ℝ}
(hb0 : ∀j N,0 ≤ b j N) (hb : ∀j,Tendsto (b j) atTop (𝓝 0)) :
Tendsto (fun N => ∑j ∈ Finset.range (slowDiagonal b N),b j N) atTop (𝓝 0) := by
apply squeeze_zero (fun N => Finset.sum_nonneg (fun j _ => hb0 j N))
(slowDiagonal_bound b)
exact tendsto_one_div_add_atTop_nhds_zero_nat.comp (slowDiagonal_tendsto hb)
end IsingPerceptron.Main
namespace IsingPerceptron.Main
open MeasureTheory ProbabilityTheory Real Filter Set
open scoped BigOperators Topology
def sourceGoodCutoff (α : ℝ) (f : ℝ → ℝ) : ℕ → ℕ :=
slowDiagonal (fun j N => ∫v,sourceDeviation α f j N v ∂sourceParameterLaw)
def sourceGoodError (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : ℝ :=
∑j ∈ Finset.range (sourceGoodCutoff α f N),
∫v,sourceDeviation α f j N v ∂sourceParameterLaw
def sourceGoodTolerance (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : ℝ :=
sqrt (sourceGoodError α f N)+1/(N:ℝ)
def sourceGoodParameters (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : Set (ℕ → ℝ) :=
{v | ∀j,v j∈Icc (1:ℝ) 2} ∩
{v | ∑j ∈ Finset.range (sourceGoodCutoff α f N),sourceDeviation α f j N v ≤
sourceGoodTolerance α f N}
lemma sourceGoodCutoff_le (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : sourceGoodCutoff α f N ≤ N :=
slowDiagonal_le _ _
lemma sourceGoodCutoff_monotone (α : ℝ) (f : ℝ → ℝ) : Monotone (sourceGoodCutoff α f) :=
slowDiagonal_mono _
lemma sourceGoodCutoff_tendsto (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ}
(hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) :
Tendsto (sourceGoodCutoff α f) atTop atTop :=
slowDiagonal_tendsto (source_integrated_deviation_tendsto α hα hf hC)
lemma sourceGoodError_nonneg (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : 0 ≤ sourceGoodError α f N :=
Finset.sum_nonneg (fun j _ => integral_nonneg (sourceDeviation_nonneg α f j N))
lemma sourceGoodError_tendsto (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ}
(hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) :
Tendsto (sourceGoodError α f) atTop (𝓝 0) :=
slowDiagonal_sum_tendsto (fun j N => integral_nonneg (sourceDeviation_nonneg α f j N))
(source_integrated_deviation_tendsto α hα hf hC)
lemma sourceGoodTolerance_pos (α : ℝ) (f : ℝ → ℝ) {N : ℕ} (hN : 0<N) :
0<sourceGoodTolerance α f N := by
have hn : (0:ℝ)<N := by exact_mod_cast hN
exact add_pos_of_nonneg_of_pos (sqrt_nonneg _) (one_div_pos.mpr hn)
lemma sourceGoodTolerance_tendsto (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ}
(hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) :
Tendsto (sourceGoodTolerance α f) atTop (𝓝 0) := by
have he := sourceGoodError_tendsto α hα hf hC
have hs := continuous_sqrt.continuousAt.tendsto.comp he
change Tendsto (fun N => sqrt (sourceGoodError α f N)+1/(N:ℝ)) atTop (𝓝 0)
simpa only [Function.comp_def,sqrt_zero,zero_add] using hs.add
(tendsto_one_div_atTop_nhds_zero_nat (𝕜:=ℝ))
lemma sourceGoodParameters_measurable (α : ℝ) {f : ℝ → ℝ} (hf : Measurable f) (N : ℕ) :
MeasurableSet (sourceGoodParameters α f N) := by
apply MeasurableSet.inter
· have hm : MeasurableSet (⋂j : ℕ,(fun v : ℕ → ℝ => v j)⁻¹' Icc (1:ℝ) 2) :=
MeasurableSet.iInter (fun j => measurableSet_Icc.preimage (measurable_pi_apply j))
convert hm using 1
ext v
simp only [mem_ofPred_eq,mem_iInter,mem_preimage]
· exact measurableSet_le (Finset.measurable_sum _ (fun j _ => sourceDeviation_measurable α hf j N))
measurable_const
lemma sourceGoodParameters_bad_bound (α : ℝ) {f : ℝ → ℝ} (hf : Measurable f)
{N : ℕ} (hN : 0<N) :
sourceParameterLaw.real (sourceGoodParameters α f N)ᶜ ≤
sourceGoodError α f N/sourceGoodTolerance α f N := by
let A := fun v => ∑j ∈ Finset.range (sourceGoodCutoff α f N),sourceDeviation α f j N v
have hA : Integrable A sourceParameterLaw :=
integrable_finsetSum _ (fun j _ => sourceDeviation_integrable α hf j N)
have hA0 : ∀v,0 ≤ A v := fun v =>
Finset.sum_nonneg (fun j _ => sourceDeviation_nonneg α f j N v)
have he : (∫v,A v ∂sourceParameterLaw)=sourceGoodError α f N := by
exact integral_finsetSum _ (fun j _ => sourceDeviation_integrable α hf j N)
have hmark := mul_meas_ge_le_integral_of_nonneg (Eventually.of_forall hA0) hA
(sourceGoodTolerance α f N)
rw [he] at hmark
have hset : sourceParameterLaw (sourceGoodParameters α f N)ᶜ=
sourceParameterLaw {v | sourceGoodTolerance α f N<A v} := by
apply measure_congr
filter_upwards [sourceParameterLaw_mem] with v hv
apply propext
change (¬((∀j,v j∈Icc (1:ℝ) 2) ∧ A v ≤ sourceGoodTolerance α f N)) ↔
sourceGoodTolerance α f N<A v
simp only [hv,forall_const,true_and,not_le]
have hle : sourceParameterLaw.real (sourceGoodParameters α f N)ᶜ ≤
sourceParameterLaw.real {v | sourceGoodTolerance α f N ≤ A v} := by
rw [measureReal_def,hset]
exact measureReal_mono (show {v | sourceGoodTolerance α f N<A v} ⊆
{v | sourceGoodTolerance α f N ≤ A v} from
fun v hv => (show sourceGoodTolerance α f N<A v from hv).le)
exact (le_div_iff₀ (sourceGoodTolerance_pos α f hN)).mpr
((mul_le_mul_of_nonneg_right hle (sourceGoodTolerance_pos α f hN).le).trans
(by simpa only [mul_comm] using hmark))
lemma sourceGoodParameters_bad_sqrt (α : ℝ) {f : ℝ → ℝ} (hf : Measurable f)
{N : ℕ} (hN : 0<N) :
sourceParameterLaw.real (sourceGoodParameters α f N)ᶜ ≤ sqrt (sourceGoodError α f N) := by
apply (sourceGoodParameters_bad_bound α hf hN).trans
apply (div_le_iff₀ (sourceGoodTolerance_pos α f hN)).mpr
have hs := sq_sqrt (sourceGoodError_nonneg α f N)
have hp : 0 ≤ sqrt (sourceGoodError α f N)*(1/(N:ℝ)) := by positivity
dsimp [sourceGoodTolerance]
nlinarith
lemma sourceGoodParameters_probability (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ}
(hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) :
Tendsto (fun N => sourceParameterLaw.real (sourceGoodParameters α f N)) atTop (𝓝 1) := by
have hb : Tendsto (fun N => sourceParameterLaw.real (sourceGoodParameters α f N)ᶜ)
atTop (𝓝 0) := by
apply squeeze_zero' (Eventually.of_forall (fun N => ENNReal.toReal_nonneg))
· filter_upwards [eventually_gt_atTop 0] with N hN
exact sourceGoodParameters_bad_sqrt α hf hN
· simpa only [Function.comp_def,sqrt_zero] using
continuous_sqrt.continuousAt.tendsto.comp (sourceGoodError_tendsto α hα hf hC)
have he (N : ℕ) : sourceParameterLaw.real (sourceGoodParameters α f N)=
1-sourceParameterLaw.real (sourceGoodParameters α f N)ᶜ := by
rw [measureReal_compl (sourceGoodParameters_measurable α hf N)]
simp
simp_rw [he]
simpa using tendsto_const_nhds.sub hb
lemma sourceGoodParameters_uniform {α : ℝ} {f : ℝ → ℝ} {j N : ℕ}
(hj : j<sourceGoodCutoff α f N) {v : ℕ → ℝ} (hv : v∈sourceGoodParameters α f N) :
sourceDeviation α f j N v ≤ sourceGoodTolerance α f N := by
exact (Finset.single_le_sum (fun k _ => sourceDeviation_nonneg α f k N v)
(Finset.mem_range.mpr hj)).trans hv.2
theorem source_good_parameters (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ}
(hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) :
(Monotone (sourceGoodCutoff α f) ∧ Tendsto (sourceGoodCutoff α f) atTop atTop) ∧
Tendsto (fun N => sourceParameterLaw.real (sourceGoodParameters α f N)) atTop (𝓝 1) ∧
∀v : ℕ → (ℕ → ℝ),(∀ᶠN in atTop,v N∈sourceGoodParameters α f N) →
∀j,Tendsto (fun N => sourceDeviation α f j N (v N)) atTop (𝓝 0) := by
refine ⟨⟨sourceGoodCutoff_monotone α f,sourceGoodCutoff_tendsto α hα hf hC⟩,
sourceGoodParameters_probability α hα hf hC,?_⟩
intro v hv j
apply squeeze_zero' (Eventually.of_forall (fun N => sourceDeviation_nonneg α f j N (v N)))
_ (sourceGoodTolerance_tendsto α hα hf hC)
filter_upwards [hv,(sourceGoodCutoff_tendsto α hα hf hC).eventually (eventually_gt_atTop j)] with N hv hj
exact sourceGoodParameters_uniform hj hv
end IsingPerceptron.Main
end
end OAI