openAI-math-dataset / lean /OAI /Probability /IsingPerceptron /VarianceOfConditionalCenterBound.lean
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| import Mathlib | |
| import OAI.Probability.IsingPerceptron.MemLpOfAbsBound | |
| namespace OAI | |
| /-! Variance Of Conditional Center Bound. -/ | |
| noncomputable section | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped BigOperators Topology ENNReal NNReal BoundedContinuousFunction | |
| namespace IsingPerceptron | |
| theorem variance_of_conditional_center_bound {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] | |
| (μ : Measure A) (ν : Measure B) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] | |
| {F : A × B → ℝ} {X : A → ℝ} (hF : Measurable F) (hX : MemLp X 2 μ) | |
| (hi : ∀ a, Integrable (fun b => (F (a,b)-X a)^2) ν) | |
| (hc : ∀ a, ∫ b, F (a,b) ∂ν = X a) {C : A → ℝ} (hC : Integrable C μ) | |
| (hb : ∀ a, (∫ b, (F (a,b)-X a)^2 ∂ν) ≤ C a) : | |
| MemLp F 2 (μ.prod ν) ∧ Var[F; μ.prod ν] ≤ (∫ a, C a ∂μ)+Var[X; μ] := by | |
| let D : A × B → ℝ := fun p => F p-X p.1 | |
| have hd : AEStronglyMeasurable D (μ.prod ν) := | |
| hF.aestronglyMeasurable.sub (hX.aestronglyMeasurable.comp_measurePreserving | |
| (measurePreserving_fst (μ := μ) (ν := ν))) | |
| have hdi : Integrable (fun p => (D p)^2) (μ.prod ν) := by | |
| apply (integrable_prod_iff (hd.pow 2)).mpr | |
| refine ⟨ae_of_all _ hi, ?_⟩ | |
| have hnorm : (fun a => ∫ b, ‖(D (a,b))^2‖ ∂ν) = | |
| fun a => ∫ b, (D (a,b))^2 ∂ν := by | |
| ext a | |
| apply integral_congr_ae | |
| apply ae_of_all | |
| intro b | |
| exact Real.norm_of_nonneg (sq_nonneg _) | |
| change Integrable (fun a => ∫ b, ‖(D (a,b))^2‖ ∂ν) μ | |
| rw [hnorm] | |
| apply hC.mono' (hd.pow 2).integral_prod_right' | |
| apply ae_of_all | |
| intro a | |
| change ‖∫ b, (D (a,b))^2 ∂ν‖ ≤ C a | |
| rw [Real.norm_of_nonneg (integral_nonneg (fun b => sq_nonneg (D (a,b))))] | |
| exact hb a | |
| have hDLp : MemLp D 2 (μ.prod ν) := (memLp_two_iff_integrable_sq hd).mpr hdi | |
| have hfLp : MemLp F 2 (μ.prod ν) := by | |
| convert hDLp.add (hX.comp_measurePreserving (measurePreserving_fst (μ := μ) (ν := ν))) using 1 | |
| ext p | |
| simp [D] | |
| refine ⟨hfLp, ?_⟩ | |
| have hsecLp (a : A) : MemLp (fun b => F (a,b)) 2 ν := by | |
| have hdm : Measurable (fun b => F (a,b)-X a) := | |
| (hF.comp (measurable_const.prodMk measurable_id)).sub measurable_const | |
| have hL := (memLp_two_iff_integrable_sq hdm.aestronglyMeasurable).mpr (hi a) | |
| convert hL.add (memLp_const (X a)) using 1 | |
| ext b | |
| simp | |
| have hsec (a : A) : (∫ b, F (a,b)^2 ∂ν) ≤ C a+(X a)^2 := by | |
| have hv := hb a | |
| have he := variance_eq_integral (hsecLp a).aemeasurable | |
| rw [hc a] at he | |
| rw [← he, variance_eq_sub (hsecLp a)] at hv | |
| simp only [Pi.pow_apply,hc a] at hv | |
| linarith | |
| have hh := integral_mono hfLp.integrable_sq.integral_prod_left | |
| (hC.add hX.integrable_sq) hsec | |
| simp only [Pi.add_apply] at hh | |
| rw [integral_add hC hX.integrable_sq] at hh | |
| rw [variance_eq_sub hfLp,variance_eq_sub hX] | |
| simp only [Pi.pow_apply] | |
| rw [integral_prod _ hfLp.integrable_sq, | |
| integral_prod _ (hfLp.integrable (by norm_num))] | |
| simp_rw [hc] | |
| linarith | |
| theorem poisson_count_variance {Ω : Type*} [MeasurableSpace Ω] (Q : Measure Ω) | |
| [IsProbabilityMeasure Q] (r : ℝ≥0) {F : ℕ × Ω → ℝ} (hF : Measurable F) | |
| (hL : ∀ m, MemLp (fun ω => F (m,ω)) 2 Q) {C D K : ℝ} (hK : 0 ≤ K) | |
| (hv : ∀ m, Var[(fun ω => F (m,ω)); Q] ≤ C+D*m) | |
| (hs : ∀ m, |(∫ ω, F (m+1,ω) ∂Q)-(∫ ω, F (m,ω) ∂Q)| ≤ K) : | |
| MemLp F 2 ((poissonMeasure r).prod Q) ∧ | |
| Var[F; (poissonMeasure r).prod Q] ≤ C+D*r+K^2*r := by | |
| let X := fun m => ∫ ω, F (m,ω) ∂Q | |
| have hx : MemLp X 2 (poissonMeasure r) := nat_step_memLp (poisson_cast_memLp r) hs | |
| have hc : Integrable (fun m : ℕ => C+D*m) (poissonMeasure r) := | |
| (integrable_const C).add (((poisson_cast_memLp r).integrable (by norm_num)).const_mul D) | |
| have hh := variance_of_conditional_center_bound (poissonMeasure r) Q hF hx | |
| (fun m => ((hL m).sub (memLp_const (X m))).integrable_sq) (fun _ => rfl) hc | |
| (fun m => by | |
| rw [← variance_eq_integral (hL m).aemeasurable] | |
| exact hv m) | |
| refine ⟨hh.1, ?_⟩ | |
| have hhx := variance_of_distance_bound (poissonMeasure r) hx (poisson_cast_memLp r) hK | |
| (nat_abs_step_bound hs) | |
| rw [poisson_cast_variance] at hhx | |
| have hmean : (∫ m : ℕ, C+D*m ∂poissonMeasure r) = C+D*r := by | |
| rw [integral_add (integrable_const C) | |
| (((poisson_cast_memLp r).integrable (by norm_num)).const_mul D), | |
| integral_const,probReal_univ,one_smul,integral_const_mul,poisson_cast_mean] | |
| rw [hmean] at hh | |
| linarith [hh.2] | |
| lemma infinite_prefix_preserving {A : Type*} [MeasurableSpace A] (P : Measure A) | |
| [IsProbabilityMeasure P] (M : ℕ) : | |
| MeasurePreserving (fun y : ℕ → A => fun i : Fin M => y i) | |
| (Measure.infinitePi (fun _ : ℕ => P)) (Measure.pi (fun _ : Fin M => P)) := by | |
| refine ⟨Measurable.of_eval (fun index => measurable_pi_apply (index : ℕ)), ?_⟩ | |
| rw [Measure.map_infinitePi_infinitePi_of_inj Fin.val_injective,Measure.infinitePi_eq_pi] | |
| abbrev InfiniteRootData (m : ℕ) (A : Type*) := (Fin m → ℝ) × (ℕ → A) | |
| def rootPrefix {m : ℕ} {A : Type*} (M : ℕ) (p : InfiniteRootData m A) : | |
| (Fin m → ℝ) × (Fin M → A) := (p.1,fun i => p.2 i) | |
| lemma rootPrefix_preserving {m : ℕ} {A : Type*} [MeasurableSpace A] (P : Measure A) | |
| [IsProbabilityMeasure P] (M : ℕ) : | |
| MeasurePreserving (rootPrefix (m := m) (A := A) M) | |
| ((Measure.pi (fun _ : Fin m => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P))) | |
| ((Measure.pi (fun _ : Fin m => gaussianReal 0 1)).prod (Measure.pi (fun _ : Fin M => P))) := | |
| (MeasurePreserving.id _).prod (infinite_prefix_preserving P M) | |
| lemma patternBase_prefix_succ {I A : Type*} [Fintype I] (φ : A → I → ℝ) | |
| (y : ℕ → A) (M : ℕ) : | |
| patternBase φ (fun i : Fin (M+1) => y i) = patternBase φ (fun i : Fin M => y i)+φ (y M) := by | |
| ext x | |
| simp only [patternBase,Fin.sum_univ_castSucc,Fin.val_castSucc,Fin.val_last,Pi.add_apply] | |
| lemma rootEnergy_prefix_step {I A : Type*} [Fintype I] [MeasurableSpace I] | |
| [MeasurableSingletonClass I] (n : ℕ) (b : ℕ → ℝ) | |
| (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] | |
| (hμ : ∀ i < n, ExponentialNormMoments (μ i : Measure (I → ℝ))) (hb : ∀ i < n, 0 < b i) | |
| {m : ℕ} (a : I → Fin m → ℝ) {φ : A → I → ℝ} {K : ℝ} (hK : 0 ≤ K) | |
| (hφ : ∀ y x, |φ y x| ≤ K) (p : InfiniteRootData m A) (M : ℕ) : | |
| |rootEnergy n b μ ν (patternBase φ (fun i : Fin (M+1) => p.2 i)) a p.1- | |
| rootEnergy n b μ ν (patternBase φ (fun i : Fin M => p.2 i)) a p.1| ≤ K := by | |
| apply (rootEnergy_base_lipschitz n b μ ν hμ hb _ _ a p.1).trans | |
| rw [patternBase_prefix_succ,add_sub_cancel_left] | |
| exact (pi_norm_le_iff_of_nonneg hK).mpr (fun x => by simpa only [Real.norm_eq_abs] using hφ (p.2 M) x) | |
| lemma integral_difference_bound {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) | |
| [IsProbabilityMeasure P] {X Y : Ω → ℝ} (hX : Integrable X P) (hY : Integrable Y P) | |
| {K : ℝ} (h : ∀ ω, |X ω-Y ω| ≤ K) : |(∫ ω, X ω ∂P)-(∫ ω, Y ω ∂P)| ≤ K := by | |
| rw [← integral_sub hX hY,← Real.norm_eq_abs] | |
| simpa only [probReal_univ,mul_one] using norm_integral_le_of_norm_le_const (μ := P) (f := fun ω => X ω-Y ω) (C := K) | |
| (ae_of_all _ (fun ω => by simpa only [Real.norm_eq_abs] using h ω)) | |
| lemma cascadeEnergyLog_total_mean {Ω : Type*} {I : Type} [MeasurableSpace Ω] [Fintype I] | |
| [MeasurableSpace I] [MeasurableSingletonClass I] (P : Measure Ω) [IsProbabilityMeasure P] | |
| (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) | |
| (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] | |
| (hμ : ∀ i < n, ExponentialNormMoments (μ i : Measure (I → ℝ))) | |
| {H : Ω → I → ℝ} (hH : Measurable H) (hL : MemLp (fun ω => energyRecursion n b μ ν (H ω)) 2 P) : | |
| (∫ p : Ω × NoiseTree (I → ℝ) n, cascadeEnergyLog n b μ ν (H p.1) p.2 | |
| ∂P.prod (noiseCascadeLaw (I → ℝ) n b μ : Measure (NoiseTree (I → ℝ) n))) = | |
| ∫ ω, energyRecursion n b μ ν (H ω) ∂P := by | |
| have hi := (cascadeEnergyLog_variance P n b hb μ ν hμ hH hL).1.integrable (by norm_num) | |
| rw [integral_prod _ hi] | |
| apply integral_congr_ae | |
| exact ae_of_all _ (fun ω => (cascadeEnergyLog_conditional n b hb μ ν hμ (H ω)).2.1) | |
| variable {I A : Type*} [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] | |
| variable [MeasurableSpace A] | |
| def infinitePatternRoot (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure (I → ℝ)) | |
| (ν : Measure I) {m : ℕ} (a : I → Fin m → ℝ) (φ : A → I → ℝ) | |
| (p : ℕ × InfiniteRootData m A) : ℝ := | |
| rootEnergy n b μ ν (patternBase φ (fun i : Fin p.1 => p.2.2 i)) a p.2.1 | |
| lemma measurable_infinitePatternRoot (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure (I → ℝ)) | |
| (ν : Measure I) {m : ℕ} (a : I → Fin m → ℝ) {φ : A → I → ℝ} (hm : Measurable φ) : | |
| Measurable (infinitePatternRoot n b μ ν a φ) := by | |
| apply measurable_from_prod_countable_right | |
| intro M | |
| apply (measurable_energyRecursion n b μ ν).comp | |
| apply Measurable.of_eval | |
| intro x | |
| exact (Finset.measurable_sum Finset.univ (fun i (_ : i ∈ (Finset.univ : Finset (Fin M))) => | |
| ((measurable_pi_apply x).comp hm).comp | |
| ((measurable_pi_apply (i : ℕ)).comp measurable_snd))).add | |
| (by fun_prop : Measurable (fun p : InfiniteRootData m A => ∑ j, a x j*p.1 j)) | |
| lemma infinitePatternRoot_fixed_variance (n : ℕ) (b : ℕ → ℝ) | |
| (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] | |
| (hμ : ∀ i < n, ExponentialNormMoments (μ i : Measure (I → ℝ))) (hb : ∀ i < n, 0 < b i) | |
| {m : ℕ} (a : I → Fin m → ℝ) (c : Fin m → ℝ) (hc : ∀ j, 0 ≤ c j) | |
| (ha : ∀ x j, |a x j| ≤ c j) (P : Measure A) [IsProbabilityMeasure P] | |
| {φ : A → I → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) | |
| (M : ℕ) : | |
| let Q := (Measure.pi (fun _ : Fin m => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P)) | |
| MemLp (fun p => infinitePatternRoot n b μ ν a φ (M,p)) 2 Q ∧ | |
| Var[(fun p => infinitePatternRoot n b μ ν a φ (M,p));Q] ≤ (∑ j, (c j)^2)+M*(2*K)^2 := by | |
| have hL := pattern_root_energy_memLp n b μ ν hμ hb a c hc ha P hm hK hφ (M := M) | |
| have hv := pattern_root_energy_variance n b μ ν hμ hb a c hc ha P hm hK hφ (M := M) | |
| have hp := rootPrefix_preserving (m := m) P M | |
| constructor | |
| · simpa only [infinitePatternRoot, Function.comp_def, rootPrefix] using | |
| hL.comp_measurePreserving hp | |
| · simpa only [infinitePatternRoot, Function.comp_def, rootPrefix] using | |
| (hp.variance_fun_comp hL.aemeasurable).le.trans hv | |
| theorem infinitePatternRoot_poisson_variance (n : ℕ) (b : ℕ → ℝ) | |
| (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] | |
| (hμ : ∀ i < n, ExponentialNormMoments (μ i : Measure (I → ℝ))) (hb : ∀ i < n, 0 < b i) | |
| {m : ℕ} (a : I → Fin m → ℝ) (c : Fin m → ℝ) (hc : ∀ j, 0 ≤ c j) | |
| (ha : ∀ x j, |a x j| ≤ c j) (P : Measure A) [IsProbabilityMeasure P] | |
| {φ : A → I → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) | |
| (r : ℝ≥0) : | |
| let Q := (poissonMeasure r).prod ((Measure.pi (fun _ : Fin m => gaussianReal 0 1)).prod | |
| (Measure.infinitePi (fun _ : ℕ => P))) | |
| MemLp (infinitePatternRoot n b μ ν a φ) 2 Q ∧ | |
| Var[infinitePatternRoot n b μ ν a φ;Q] ≤ (∑ j, (c j)^2)+(2*K)^2*r+K^2*r := by | |
| have hh := infinitePatternRoot_fixed_variance n b μ ν hμ hb a c hc ha P hm hK hφ | |
| apply poisson_count_variance _ r (measurable_infinitePatternRoot n b μ ν a hm) | |
| (fun M => (hh M).1) hK | |
| · intro M | |
| simpa only [mul_comm (M : ℝ)] using (hh M).2 | |
| · intro M | |
| apply integral_difference_bound _ ((hh (M+1)).1.integrable (by norm_num)) | |
| ((hh M).1.integrable (by norm_num)) | |
| exact fun p => rootEnergy_prefix_step n b μ ν hμ hb a hK hφ p M | |
| end IsingPerceptron | |
| namespace IsingPerceptron | |
| lemma enriched_poisson_root_variance {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) | |
| (hb : ∀ i < n, 0 < b i) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) | |
| (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) | |
| (ν : Measure (Spin N)) [IsProbabilityMeasure ν] | |
| {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] | |
| {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) | |
| (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) : | |
| let μ := fun i => enrichedIncrementLaw N n h u (i+1) | |
| let Q := (poissonMeasure r).prod ((Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)).prod | |
| (Measure.infinitePi (fun _ : ℕ => P))) | |
| let X := infinitePatternRoot n b μ ν (enrichedCoefficientsFin N n h u 0) φ | |
| MemLp X 2 Q ∧ Var[X;Q] ≤ N*h 0+4*N*(perturbationScale N)^2+5*K^2*r := by | |
| let x₀ : Spin N := fun _ => 0 | |
| let c := fun j => |enrichedCoefficientsFin N n h u 0 x₀ j| | |
| have H := infinitePatternRoot_poisson_variance n b | |
| (fun i => enrichedIncrementLaw N n h u (i+1)) ν | |
| (fun i _ => enrichedIncrementLaw_moments N n h u (i+1)) hb | |
| (enrichedCoefficientsFin N n h u 0) c (fun _ => abs_nonneg _) | |
| (fun x j => (enrichedLevelCoefficient_abs n h u 0 x x₀ _).le) P hm hK hφ r | |
| have hc : (∑ j, (c j)^2) ≤ N*h 0+4*N*(perturbationScale N)^2 := by | |
| have he := (Fintype.equivFin (EnrichedBlock N)).symm.sum_comp | |
| (fun j => |enrichedLevelCoefficient n h u 0 x₀ j|^2) | |
| change (∑ j, |enrichedLevelCoefficient n h u 0 x₀ ((Fintype.equivFin _).symm j)|^2) ≤ _ | |
| rw [he] | |
| exact enrichedRoot_envelope_sq hN n hh h0 u hu x₀ | |
| refine ⟨H.1, ?_⟩ | |
| linarith [H.2] | |
| abbrev EnrichedPoissonRoot (N : ℕ) (A : Type*) := ℕ × InfiniteRootData (EnrichedRootSize N) A | |
| def enrichedPoissonBase {N : ℕ} {A : Type*} (n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) | |
| (φ : A → Spin N → ℝ) (p : EnrichedPoissonRoot N A) : Spin N → ℝ := | |
| enrichedBaseEnergy n h u φ (rootPrefix p.1 p.2) | |
| lemma measurable_enrichedPoissonBase {N : ℕ} {A : Type*} [MeasurableSpace A] | |
| (n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) {φ : A → Spin N → ℝ} (hm : Measurable φ) : | |
| Measurable (enrichedPoissonBase n h u φ) := by | |
| apply measurable_from_prod_countable_right | |
| intro M | |
| exact (measurable_enrichedBaseEnergy n h u hm).comp | |
| (measurable_fst.prodMk (Measurable.of_eval (fun index : Fin M => | |
| (measurable_pi_apply (index : ℕ)).comp measurable_snd))) | |
| def enrichedPoissonLog {N : ℕ} {A : Type*} (n : ℕ) (b h : ℕ → ℝ) (u : Fin N → ℝ) | |
| (ν : Measure (Spin N)) (φ : A → Spin N → ℝ) | |
| (p : EnrichedPoissonRoot N A × NoiseTree (Spin N → ℝ) n) : ℝ := | |
| cascadeEnergyLog n b (fun i => enrichedIncrementLaw N n h u (i+1)) ν | |
| (enrichedPoissonBase n h u φ p.1) p.2 - N*h n/2 | |
| lemma enriched_poisson_unshifted {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) | |
| (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) | |
| (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) | |
| (ν : Measure (Spin N)) [IsProbabilityMeasure ν] | |
| {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] | |
| {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) | |
| (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) : | |
| let μ := fun i => enrichedIncrementLaw N n h u (i+1) | |
| let Q := ((poissonMeasure r).prod ((Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)).prod | |
| (Measure.infinitePi (fun _ : ℕ => P)))).prod | |
| (noiseCascadeLaw (Spin N → ℝ) n b μ : Measure (NoiseTree (Spin N → ℝ) n)) | |
| let X := fun p : EnrichedPoissonRoot N A × NoiseTree (Spin N → ℝ) n => | |
| cascadeEnergyLog n b μ ν (enrichedPoissonBase n h u φ p.1) p.2 | |
| MemLp X 2 Q ∧ Var[X;Q] ≤ | |
| 4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) | |
| +N*h 0+4*N*(perturbationScale N)^2+5*K^2*r := by | |
| have hr := enriched_poisson_root_variance hN n b (fun i hi => (hb.1 i hi).1) hh h0 u hu ν P hm hK hφ r | |
| have hv := cascadeEnergyLog_variance _ n b hb | |
| (fun i => enrichedIncrementLaw N n h u (i+1)) ν | |
| (fun i _ => enrichedIncrementLaw_moments N n h u (i+1)) | |
| (measurable_enrichedPoissonBase n h u hm) hr.1 | |
| refine ⟨hv.1, ?_⟩ | |
| have hrv : Var[(fun p => energyRecursion n b (fun i => enrichedIncrementLaw N n h u (i+1)) ν | |
| (enrichedPoissonBase n h u φ p)); _] ≤ N*h 0+4*N*(perturbationScale N)^2+5*K^2*r := hr.2 | |
| linarith [hv.2,hrv] | |
| theorem enriched_poisson_variance {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) | |
| (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) | |
| (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) | |
| (ν : Measure (Spin N)) [IsProbabilityMeasure ν] | |
| {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] | |
| {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) | |
| (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) : | |
| let μ := fun i => enrichedIncrementLaw N n h u (i+1) | |
| let Q := ((poissonMeasure r).prod ((Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)).prod | |
| (Measure.infinitePi (fun _ : ℕ => P)))).prod | |
| (noiseCascadeLaw (Spin N → ℝ) n b μ : Measure (NoiseTree (Spin N → ℝ) n)) | |
| MemLp (enrichedPoissonLog n b h u ν φ) 2 Q ∧ Var[enrichedPoissonLog n b h u ν φ;Q] ≤ | |
| 4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) | |
| +N*h 0+4*N*(perturbationScale N)^2+5*K^2*r := by | |
| exact memLp_variance_shift _ | |
| (enriched_poisson_unshifted hN n b hb hh h0 u hu ν P hm hK hφ r) (N*h n/2) | |
| lemma perturbationScale_le_one {N : ℕ} (hN : 0 < N) : perturbationScale N ≤ 1 := by | |
| apply Real.rpow_le_one_of_one_le_of_nonpos | |
| · exact_mod_cast hN | |
| · norm_num | |
| lemma perturbationScale_nonneg (N : ℕ) : 0 ≤ perturbationScale N := | |
| Real.rpow_nonneg (Nat.cast_nonneg _) _ | |
| lemma field_cap_arithmetic {N : ℕ} (hN : 0 < N) {C H h₀ e K r α : ℝ} | |
| (hC : 0 ≤ C) (he : 0 ≤ e) (he1 : e ≤ 1) (hh : h₀ ≤ H) | |
| (hr : r ≤ α*N) : | |
| (C+N*h₀+4*N*e^2+5*K^2*r) / (N:ℝ)^2 ≤ (C+H+4+5*K^2*α)/N := by | |
| have hn : (0:ℝ) < N := by exact_mod_cast hN | |
| have hn1 : (1:ℝ) ≤ N := by exact_mod_cast hN | |
| have hc : C ≤ N*C := by nlinarith | |
| have hh' := mul_le_mul_of_nonneg_left hh hn.le | |
| have he' : 4*N*e^2 ≤ 4*N := by | |
| have : e^2 ≤ 1 := by nlinarith | |
| nlinarith | |
| have hr' := mul_le_mul_of_nonneg_left hr (show 0 ≤ 5*K^2 by positivity) | |
| apply (div_le_iff₀ (sq_pos_of_pos hn)).2 | |
| have hid : (C+H+4+5*K^2*α)/N*(N:ℝ)^2 = (C+H+4+5*K^2*α)*N := by | |
| field_simp | |
| rw [hid] | |
| nlinarith | |
| lemma l1_center_le_sqrt_variance {Ω : Type*} [MeasurableSpace Ω] | |
| {P : Measure Ω} [IsProbabilityMeasure P] {X : Ω → ℝ} (hX : MemLp X 2 P) : | |
| (∫ ω, |X ω-∫ t, X t ∂P| ∂P) ≤ Real.sqrt (Var[X;P]) := by | |
| have hL := (hX.sub (memLp_const (∫ t, X t ∂P))).norm | |
| have hv := variance_nonneg (fun ω => |X ω-∫ t, X t ∂P|) P | |
| rw [variance_eq_sub (by simpa only [Real.norm_eq_abs, Pi.sub_apply] using hL)] at hv | |
| have he : (∫ ω, |X ω-∫ t, X t ∂P|^2 ∂P) = Var[X;P] := by | |
| rw [variance_eq_integral hX.aemeasurable] | |
| simp only [sq_abs] | |
| simp only [Pi.pow_apply] at hv | |
| rw [he] at hv | |
| exact (Real.le_sqrt (integral_nonneg (fun _ => abs_nonneg _)) (variance_nonneg X P)).2 | |
| (by linarith) | |
| theorem enriched_field_cap_variance {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) | |
| (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) | |
| {H : ℝ} (hH : h n ≤ H) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) | |
| (ν : Measure (Spin N)) [IsProbabilityMeasure ν] | |
| {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] | |
| {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) | |
| (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) {α : ℝ} (hr : (r:ℝ) ≤ α*N) : | |
| let μ := fun i => enrichedIncrementLaw N n h u (i+1) | |
| let Q := ((poissonMeasure r).prod ((Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)).prod | |
| (Measure.infinitePi (fun _ : ℕ => P)))).prod | |
| (noiseCascadeLaw (Spin N → ℝ) n b μ : Measure (NoiseTree (Spin N → ℝ) n)) | |
| let C := 4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) | |
| let X := fun p => enrichedPoissonLog n b h u ν φ p / N | |
| MemLp X 2 Q ∧ Var[X;Q] ≤ (C+H+4+5*K^2*α)/N := by | |
| have hv := enriched_poisson_variance hN n b hb hh h0 u hu ν P hm hK hφ r | |
| refine ⟨by simpa only [div_eq_mul_inv] using hv.1.mul_const ((N:ℝ)⁻¹), ?_⟩ | |
| simp only [div_eq_mul_inv, variance_mul_const] | |
| have hh' : h 0 ≤ H := (hh (Nat.zero_le n)).trans hH | |
| have hc : 0 ≤ 4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) := by | |
| positivity | |
| have ha := field_cap_arithmetic hN hc (perturbationScale_nonneg N) | |
| (perturbationScale_le_one hN) hh' hr (K := K) | |
| have ha' : (4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) | |
| +N*h 0+4*N*(perturbationScale N)^2+5*K^2*r)*(N:ℝ)⁻¹^2 ≤ | |
| (4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) | |
| +H+4+5*K^2*α)*(N:ℝ)⁻¹ := by | |
| simpa only [div_eq_mul_inv, inv_pow] using ha | |
| exact (mul_le_mul_of_nonneg_right hv.2 (sq_nonneg _)).trans ha' | |
| end IsingPerceptron | |
| open MeasureTheory ProbabilityTheory Filter Set | |
| open scoped BigOperators Topology ENNReal NNReal | |
| namespace IsingPerceptron | |
| variable {I : Type} [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] | |
| variable {A S : Type} [MeasurableSpace A] [MeasurableSpace S] [Nonempty A] | |
| lemma labeled_terminal_integral (n : ℕ) (ω : LabeledTree n) (z : MarkForest A n) | |
| (hgood : GoodNoiseTree A n (labeledNoiseJoin A n (ω,z))) | |
| (ht : 0 < noiseTreeTotal A n (labeledNoiseJoin A n (ω,z)) ∧ | |
| noiseTreeTotal A n (labeledNoiseJoin A n (ω,z)) < ∞) | |
| {X : ℕ → S → ℝ} {u : ℕ → S × A → S} | |
| (hX : ∀ i, Measurable (X i)) (hu : ∀ i, Measurable (u i)) (s : S) : | |
| (∫ γ, Real.exp (noiseLeafTerminal n X u s (labeledNoiseLeaf A n (ω,z) γ)) | |
| ∂labeledLeafLaw n ω) = | |
| ∫ v, Real.exp (noiseLeafTerminal n X u s v) | |
| ∂noiseLeafKernel A n (labeledNoiseJoin A n (ω,z)) := by | |
| rw [← labeledLeafLaw_noiseMap A n ω z hgood ht] | |
| exact (integral_map (measurable_of_countable _).aemeasurable | |
| (((measurable_noiseLeafTerminal n hX hu).comp | |
| (measurable_const.prodMk measurable_id)).exp.aestronglyMeasurable)).symm | |
| lemma cascadeEnergyLog_eq_leaf_integral (n : ℕ) (b : ℕ → ℝ) | |
| (hb : CascadeExponents n b) (μ : ℕ → ProbabilityMeasure (I → ℝ)) | |
| (ν : Measure I) (H : I → ℝ) : | |
| ∀ᵐ T ∂(noiseCascadeLaw (I → ℝ) n b μ : Measure (NoiseTree (I → ℝ) n)), | |
| cascadeEnergyLog n b μ ν H T = | |
| Real.log (∫ v, Real.exp (noiseLeafTerminal n (fun _ => finiteLogIntegral ν) | |
| (fun _ p => p.1 + p.2) H v) ∂noiseLeafKernel (I → ℝ) n T) := by | |
| have hfac := noiseTreeFactor_leafIntegral n b hb μ | |
| (X := fun _ => finiteLogIntegral ν) (u := fun _ p => p.1+p.2) | |
| (fun _ => measurable_finiteLogIntegral ν) (fun _ => measurable_fst.add measurable_snd) H | |
| have htot : ∀ᵐ T ∂(noiseCascadeLaw (I → ℝ) n b μ : Measure (NoiseTree (I → ℝ) n)), | |
| 0 < noiseTreeTotal (I → ℝ) n T ∧ noiseTreeTotal (I → ℝ) n T < ∞ := by | |
| apply ae_of_ae_map (p := fun T : RawTree n => 0 < rawTreeTotal n T ∧ rawTreeTotal n T < ∞) | |
| (measurable_noiseTreeForget (I → ℝ) n).aemeasurable | |
| rw [noiseCascadeLaw_forget] | |
| exact (rawCascade_total_moments n b hb).1 | |
| filter_upwards [hfac,htot] with T hfac ht | |
| simp only [noiseTreeFactor_terminal] at hfac | |
| unfold cascadeEnergyLog | |
| rw [hfac, ENNReal.toReal_mul] | |
| have ht0 : (noiseTreeTotal (I → ℝ) n T).toReal ≠ 0 := | |
| (ENNReal.toReal_pos ht.1.ne' ht.2.ne).ne' | |
| rw [mul_div_cancel_left₀ _ ht0] | |
| congr 1 | |
| exact (integral_eq_lintegral_of_nonneg_ae (ae_of_all _ (fun v => (Real.exp_pos _).le)) | |
| (((measurable_noiseLeafTerminal n (fun _ => measurable_finiteLogIntegral ν) | |
| (fun _ => measurable_fst.add measurable_snd)).comp | |
| (measurable_const.prodMk measurable_id)).exp.aestronglyMeasurable)).symm | |
| def labeledEnergy : (n : ℕ) → MarkForest (I → ℝ) n → LabeledLeaf n → (I → ℝ) → (I → ℝ) | |
| | 0, _, _, H => H | |
| | n+1, z, γ, H => labeledEnergy n (z γ.1.1 γ.1.2).2 γ.2 (H + (z γ.1.1 γ.1.2).1) | |
| omit [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] in | |
| lemma labeledEnergy_terminal (n : ℕ) (ω : LabeledTree n) (z : MarkForest (I → ℝ) n) | |
| (γ : LabeledLeaf n) (F : (I → ℝ) → ℝ) (H : I → ℝ) : | |
| noiseLeafTerminal n (fun _ => F) (fun _ p => p.1 + p.2) H | |
| (labeledNoiseLeaf (I → ℝ) n (ω,z) γ) = F (labeledEnergy n z γ H) := by | |
| induction n generalizing H with | |
| | zero => rfl | |
| | succ n ih => exact ih _ _ _ _ | |
| def labeledSpinReference (n : ℕ) (ν : Measure I) (ω : LabeledTree n) : | |
| Measure (I × LabeledLeaf n) := ν.prod (labeledLeafLaw n ω) | |
| instance labeledSpinReference_probability (n : ℕ) (ν : Measure I) [IsProbabilityMeasure ν] | |
| (ω : LabeledTree n) : IsProbabilityMeasure (labeledSpinReference n ν ω) := by | |
| unfold labeledSpinReference | |
| infer_instance | |
| def labeledEnergyLog (n : ℕ) (ν : Measure I) (H : I → ℝ) | |
| (p : LabeledTree n × MarkForest (I → ℝ) n) : ℝ := | |
| Real.log (∫ s, Real.exp (labeledEnergy n p.2 s.2 H s.1) | |
| ∂labeledSpinReference n ν p.1) | |
| lemma labeledEnergyLog_eq_leaf (n : ℕ) (ν : Measure I) [IsProbabilityMeasure ν] | |
| (H : I → ℝ) (p : LabeledTree n × MarkForest (I → ℝ) n) : | |
| labeledEnergyLog n ν H p = Real.log (∫ γ, | |
| Real.exp (finiteLogIntegral ν (labeledEnergy n p.2 γ H)) ∂labeledLeafLaw n p.1) := by | |
| have hE : Measurable (fun s : I × LabeledLeaf n => Real.exp (labeledEnergy n p.2 s.2 H s.1)) := | |
| measurable_of_countable _ | |
| have hF : Measurable (fun γ : LabeledLeaf n => Real.exp (finiteLogIntegral ν (labeledEnergy n p.2 γ H))) := | |
| measurable_of_countable _ | |
| unfold labeledEnergyLog labeledSpinReference | |
| congr 1 | |
| rw [integral_eq_lintegral_of_nonneg_ae (ae_of_all _ (fun _ => (Real.exp_pos _).le)) hE.aestronglyMeasurable, | |
| integral_eq_lintegral_of_nonneg_ae (ae_of_all _ (fun _ => (Real.exp_pos _).le)) hF.aestronglyMeasurable] | |
| congr 1 | |
| rw [lintegral_prod _ hE.ennreal_ofReal.aemeasurable, | |
| lintegral_lintegral_swap hE.ennreal_ofReal.aemeasurable] | |
| apply lintegral_congr | |
| intro γ | |
| rw [finiteLogIntegral, Real.exp_log (MeasureTheory.integral_exp_pos Integrable.of_finite)] | |
| exact (ofReal_integral_eq_lintegral_ofReal Integrable.of_finite (ae_of_all _ (fun _ => (Real.exp_pos _).le))).symm | |
| theorem labeledEnergyLog_eq_cascade (n : ℕ) (b : ℕ → ℝ) | |
| (hb : CascadeExponents n b) (μ : ℕ → ProbabilityMeasure (I → ℝ)) | |
| (ν : Measure I) [IsProbabilityMeasure ν] (H : I → ℝ) : | |
| ∀ᵐ p ∂((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (markForestLaw (I → ℝ) n μ)), | |
| labeledEnergyLog n ν H p = | |
| cascadeEnergyLog n b μ ν H (labeledNoiseJoin (I → ℝ) n p) := by | |
| have hgood : ∀ᵐ p ∂((labeledCascadeLaw n b : Measure (LabeledTree n)).prod | |
| (markForestLaw (I → ℝ) n μ)), GoodNoiseTree (I → ℝ) n (labeledNoiseJoin (I → ℝ) n p) := by | |
| apply ae_of_ae_map (measurable_labeledNoiseJoin (I → ℝ) n).aemeasurable | |
| rw [labeledNoiseJoin_law] | |
| exact noiseCascade_good (I → ℝ) n b hb μ | |
| have htot : ∀ᵐ p ∂((labeledCascadeLaw n b : Measure (LabeledTree n)).prod | |
| (markForestLaw (I → ℝ) n μ)), | |
| 0 < noiseTreeTotal (I → ℝ) n (labeledNoiseJoin (I → ℝ) n p) ∧ | |
| noiseTreeTotal (I → ℝ) n (labeledNoiseJoin (I → ℝ) n p) < ∞ := by | |
| apply ae_of_ae_map (p := fun T : NoiseTree (I → ℝ) n => | |
| 0 < noiseTreeTotal (I → ℝ) n T ∧ noiseTreeTotal (I → ℝ) n T < ∞) | |
| (measurable_labeledNoiseJoin (I → ℝ) n).aemeasurable | |
| rw [labeledNoiseJoin_law] | |
| apply ae_of_ae_map (p := fun T : RawTree n => 0 < rawTreeTotal n T ∧ rawTreeTotal n T < ∞) | |
| (measurable_noiseTreeForget (I → ℝ) n).aemeasurable | |
| rw [noiseCascadeLaw_forget] | |
| exact (rawCascade_total_moments n b hb).1 | |
| have he : ∀ᵐ p ∂((labeledCascadeLaw n b : Measure (LabeledTree n)).prod | |
| (markForestLaw (I → ℝ) n μ)), | |
| cascadeEnergyLog n b μ ν H (labeledNoiseJoin (I → ℝ) n p) = | |
| Real.log (∫ v, Real.exp (noiseLeafTerminal n (fun _ => finiteLogIntegral ν) | |
| (fun _ p => p.1+p.2) H v) ∂noiseLeafKernel (I → ℝ) n (labeledNoiseJoin (I → ℝ) n p)) := by | |
| apply ae_of_ae_map (p := fun T : NoiseTree (I → ℝ) n => | |
| cascadeEnergyLog n b μ ν H T = Real.log (∫ v, Real.exp (noiseLeafTerminal n | |
| (fun _ => finiteLogIntegral ν) (fun _ p => p.1+p.2) H v) ∂noiseLeafKernel (I → ℝ) n T)) | |
| (measurable_labeledNoiseJoin (I → ℝ) n).aemeasurable | |
| rw [labeledNoiseJoin_law] | |
| exact cascadeEnergyLog_eq_leaf_integral n b hb μ ν H | |
| filter_upwards [hgood,htot,he] with p hg ht he | |
| rw [he,labeledEnergyLog_eq_leaf] | |
| congr 1 | |
| have hm := labeled_terminal_integral n p.1 p.2 hg ht | |
| (X := fun _ => finiteLogIntegral ν) (u := fun _ p => p.1+p.2) | |
| (fun _ => measurable_finiteLogIntegral ν) (fun _ => measurable_fst.add measurable_snd) H | |
| simpa only [labeledEnergy_terminal] using hm | |
| end IsingPerceptron | |
| namespace IsingPerceptron | |
| def enrichedForestCoordinates (N n : ℕ) : Measure (ForestVertex n → Fin (EnrichedRootSize N) → ℝ) := | |
| Measure.infinitePi (fun _ : ForestVertex n => | |
| Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)) | |
| instance enrichedForestCoordinates_probability (N n : ℕ) : | |
| IsProbabilityMeasure (enrichedForestCoordinates N n) := by | |
| unfold enrichedForestCoordinates | |
| infer_instance | |
| def enrichedForest (N n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) | |
| (g : ForestVertex n → Fin (EnrichedRootSize N) → ℝ) : MarkForest (Spin N → ℝ) n := | |
| markForestOfCoords (Spin N → ℝ) n | |
| (fun v => enrichedIncrement N n h u (forestVertexDepth n v+1) (g v)) | |
| lemma measurable_enrichedForest (N n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) : | |
| Measurable (enrichedForest N n h u) := by | |
| apply (measurable_markForestOfCoords (Spin N → ℝ) n).comp | |
| exact Measurable.of_eval (fun vertex => | |
| (measurable_enrichedIncrement N n h u (forestVertexDepth n vertex+1)).comp (measurable_pi_apply vertex)) | |
| theorem enrichedForest_law (N n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) : | |
| (enrichedForestCoordinates N n).map (enrichedForest N n h u) = | |
| markForestLaw (Spin N → ℝ) n (fun i => enrichedIncrementLaw N n h u (i+1)) := by | |
| change (enrichedForestCoordinates N n).map | |
| ((markForestOfCoords (Spin N → ℝ) n) ∘ | |
| (fun g v => enrichedIncrement N n h u (forestVertexDepth n v+1) (g v))) = _ | |
| have hm : Measurable (fun g : ForestVertex n → Fin (EnrichedRootSize N) → ℝ => | |
| fun v => enrichedIncrement N n h u (forestVertexDepth n v+1) (g v)) := by | |
| exact Measurable.of_eval (fun vertex => | |
| (measurable_enrichedIncrement N n h u (forestVertexDepth n vertex+1)).comp (measurable_pi_apply vertex)) | |
| rw [← Measure.map_map (measurable_markForestOfCoords (Spin N → ℝ) n) hm] | |
| unfold enrichedForestCoordinates | |
| rw [Measure.infinitePi_map_pi _ (fun v => measurable_enrichedIncrement N n h u (forestVertexDepth n v+1))] | |
| exact markForestOfCoords_law (Spin N → ℝ) n (fun i => enrichedIncrementLaw N n h u (i+1)) | |
| theorem labeledEnrichedCoordinates_law (N n : ℕ) (b h : ℕ → ℝ) (u : Fin N → ℝ) : | |
| ((labeledCascadeLaw n b : Measure (LabeledTree n)).prod | |
| (enrichedForestCoordinates N n)).map | |
| (fun p => labeledNoiseJoin (Spin N → ℝ) n (p.1,enrichedForest N n h u p.2)) = | |
| noiseCascadeLaw (Spin N → ℝ) n b (fun i => enrichedIncrementLaw N n h u (i+1)) := by | |
| have hp := (MeasurePreserving.id (labeledCascadeLaw n b : Measure (LabeledTree n))).prod | |
| (show MeasurePreserving (enrichedForest N n h u) (enrichedForestCoordinates N n) | |
| (markForestLaw (Spin N → ℝ) n (fun i => enrichedIncrementLaw N n h u (i+1))) from | |
| ⟨measurable_enrichedForest N n h u, enrichedForest_law N n h u⟩) | |
| change _ = _ | |
| rw [show (fun p => labeledNoiseJoin (Spin N → ℝ) n (p.1,enrichedForest N n h u p.2)) = | |
| (labeledNoiseJoin (Spin N → ℝ) n) ∘ Prod.map id (enrichedForest N n h u) from rfl, | |
| ← Measure.map_map (measurable_labeledNoiseJoin (Spin N → ℝ) n) hp.measurable, | |
| hp.map_eq, labeledNoiseJoin_law] | |
| variable {I : Type} [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] | |
| omit [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] in | |
| lemma measurable_labeledEnergy (n : ℕ) (γ : LabeledLeaf n) : | |
| Measurable (fun p : MarkForest (I → ℝ) n × (I → ℝ) => labeledEnergy n p.1 γ p.2) := by | |
| induction n with | |
| | zero => exact measurable_snd | |
| | succ n ih => | |
| exact (ih γ.2).comp (show Measurable (fun p : MarkForest (I → ℝ) (n+1) × (I → ℝ) => | |
| ((p.1 γ.1.1 γ.1.2).2,p.2+(p.1 γ.1.1 γ.1.2).1)) from by fun_prop) | |
| lemma measurable_labeledEnergyLog (n : ℕ) (ν : Measure I) [IsProbabilityMeasure ν] : | |
| Measurable (fun p : (I → ℝ) × (LabeledTree n × MarkForest (I → ℝ) n) => | |
| labeledEnergyLog n ν p.1 p.2) := by | |
| let κ : Kernel ((I → ℝ) × (LabeledTree n × MarkForest (I → ℝ) n)) (LabeledLeaf n) := | |
| ⟨fun p => labeledLeafLaw n p.2.1,(measurable_labeledLeafLaw n).comp (by fun_prop)⟩ | |
| have : IsMarkovKernel κ := ⟨fun _ => labeledLeafLaw_probability _ _⟩ | |
| have hm : Measurable (fun p : ((I → ℝ) × (LabeledTree n × MarkForest (I → ℝ) n)) × LabeledLeaf n => | |
| Real.exp (finiteLogIntegral ν (labeledEnergy n p.1.2.2 p.2 p.1.1))) := by | |
| apply measurable_swap_iff.mp | |
| apply measurable_from_prod_countable_right | |
| intro γ | |
| exact ((measurable_finiteLogIntegral ν).comp | |
| ((measurable_labeledEnergy n γ).comp | |
| (show Measurable (fun p : (I → ℝ) × (LabeledTree n × MarkForest (I → ℝ) n) => | |
| (p.2.2,p.1)) from by fun_prop))).exp | |
| simpa only [labeledEnergyLog_eq_leaf, κ, Kernel.coe_mk] using | |
| (hm.stronglyMeasurable.integral_kernel_prod_right' (κ := κ)).measurable.log | |
| theorem labeledEnergyLog_eq_cascade_random {Ω : Type*} [MeasurableSpace Ω] | |
| (P : Measure Ω) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) | |
| (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] | |
| {H : Ω → I → ℝ} (hmH : Measurable H) : | |
| ∀ᵐ p ∂P.prod ((labeledCascadeLaw n b : Measure (LabeledTree n)).prod | |
| (markForestLaw (I → ℝ) n μ)), | |
| labeledEnergyLog n ν (H p.1) p.2 = | |
| cascadeEnergyLog n b μ ν (H p.1) (labeledNoiseJoin (I → ℝ) n p.2) := by | |
| have hbase : Measurable (fun p : Ω × (LabeledTree n × MarkForest (I → ℝ) n) => | |
| (H p.1,p.2)) := (hmH.comp measurable_fst).prodMk measurable_snd | |
| have hjoin : Measurable (fun p : Ω × (LabeledTree n × MarkForest (I → ℝ) n) => | |
| (H p.1,labeledNoiseJoin (I → ℝ) n p.2)) := | |
| (hmH.comp measurable_fst).prodMk ((measurable_labeledNoiseJoin (I → ℝ) n).comp measurable_snd) | |
| have hl := (measurable_labeledEnergyLog n ν).comp hbase | |
| have hr := (measurable_cascadeEnergyLog n b μ ν).comp hjoin | |
| exact (Measure.ae_prod_iff_ae_ae (measurableSet_eq_fun hl hr)).mpr | |
| (ae_of_all _ (fun ω => labeledEnergyLog_eq_cascade n b hb μ ν (H ω))) | |
| end IsingPerceptron | |
| end | |
| end OAI | |