openAI-math-dataset / lean /OAI /Probability /LogConcave /TensorGraphs /HessianIncidenceTensor.lean
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import Mathlib
import OAI.Probability.LogConcave.TensorGraphs.IncidentMatrix
import OAI.Probability.LogConcave.JetEstimates.JetCongrList
namespace OAI
section
section
noncomputable section
open MeasureTheory Filter
open scoped ENNReal NNReal Topology
section UpperProof
open MeasureTheory ProbabilityTheory Filter
open scoped ENNReal NNReal RealInnerProductSpace Topology
open Function MeasureTheory Set Filter
open scoped Topology NNReal
namespace LogConcaveSampling.AdjointRemoval
variable {d : ℕ} {P : Type*}
lemma hessian_congr_on_tokens (H : Point d → ℝ) (b c : P → Point d) (h : Hessian P)
(he : ∀i∈h.tokens,b i=c i) : hessian H b h=hessian H c h := by
have hf : b h.first=c h.first := he _ (by simp [Hessian.tokens])
have hs : b h.second=c h.second := he _ (by simp [Hessian.tokens])
unfold hessian
rw [hf,hs]
apply JetCalculus.jet_congr_on_list
intro i hi
exact he i (by simp [Hessian.tokens,hi])
end LogConcaveSampling.AdjointRemoval
namespace LogConcaveSampling.AdjointRemoval
open GraphSchedule
open scoped Classical
variable {n d : ℕ} {S : State (Fin (n+1))}
noncomputable def hessianIncidenceTensor
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (H : Point d → ℝ) (b : Fin d → Point d)
(h : S.hessians) (x : Point d)
(a : {t : Edge (U:=InternalEdge β) q //
IncidentAt (edgeSource (S:=S) β) (edgeTarget hS β)
(Sum.inl 0) (Sum.inl (Fin.last n)) (Sum.inr h) q t} → Fin d) : ℝ :=
hessian H (fun i => if hi : destination hS i=Sum.inr h then
b (a ⟨Sum.inl (Sum.inr i),Or.inr hi⟩) else 0) h x
lemma hessianIncidenceTensor_global
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (H : Point d → ℝ) (b : Fin d → Point d)
(h : S.hessians) (x : Point d) (c : InternalEdge β ⊕ Fin q → Fin d) :
hessianIncidenceTensor hS β q H b h x (fun t => duplicate c t.val)=
hessian H (fun i => b (c (Sum.inl (Sum.inr i)))) h x := by
unfold hessianIncidenceTensor
refine congrFun (hessian_congr_on_tokens (P:=Fin (n+1)) H _ _
(h : Hessian (Fin (n+1))) ?_) x
intro i hi
have hd : destination hS i=Sum.inr h :=
(destination_iff_mem hS i (Sum.inr h)).mpr hi
simp only [dite_eq_left hd]
rfl
end LogConcaveSampling.AdjointRemoval
namespace LogConcaveSampling.AdjointRemoval
open GraphSchedule
open scoped Classical
variable {n d : ℕ} {S : State (Fin (n+1))}
abbrev TraceEdge (β : Fin n → ℕ) (q : ℕ) :=
((k : Fin n) × Fin (β k)) ⊕ (Fin q ⊕ Fin q)
def traceEmbed (β : Fin n → ℕ) (q : ℕ) : TraceEdge β q → Edge (U:=InternalEdge β) q
| Sum.inl e => Sum.inl (Sum.inl e)
| Sum.inr e => Sum.inr e
abbrev PrimaryTraceSlot
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (i : Fin (n+1)) :=
{t : TraceEdge β q //
IncidentAt (edgeSource (S:=S) β) (edgeTarget hS β)
(Sum.inl 0) (Sum.inl (Fin.last n)) (Sum.inl i) q (traceEmbed β q t)}
noncomputable def primaryIncidenceTensor
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (b : Fin d → Point d) (i : Fin (n+1))
(F : (PrimaryTraceSlot hS β q i → Fin d) → Fin d → Point d → ℝ) (x : Point d)
(a : {t : Edge (U:=InternalEdge β) q //
IncidentAt (edgeSource (S:=S) β) (edgeTarget hS β)
(Sum.inl 0) (Sum.inl (Fin.last n)) (Sum.inl i) q t} → Fin d) : ℝ :=
JetCalculus.jet (fun j => if hj : destination hS j=Sum.inl i then
b (a ⟨Sum.inl (Sum.inr j),Or.inr hj⟩) else 0) (S.derivatives i)
(F (fun t => a ⟨traceEmbed β q t.val,t.property⟩)
(a ⟨Sum.inl (Sum.inr i),Or.inl rfl⟩)) x
lemma primaryIncidenceTensor_global
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (b : Fin d → Point d) (i : Fin (n+1))
(F : (PrimaryTraceSlot hS β q i → Fin d) → Fin d → Point d → ℝ)
(x : Point d) (c : InternalEdge β ⊕ Fin q → Fin d) :
primaryIncidenceTensor hS β q b i F x (fun t => duplicate c t.val)=
JetCalculus.jet (fun j => b (c (Sum.inl (Sum.inr j)))) (S.derivatives i)
(F (fun t => duplicate c (traceEmbed β q t.val)) (c (Sum.inl (Sum.inr i)))) x := by
unfold primaryIncidenceTensor
apply congrFun (JetCalculus.jet_congr_on_list _ _ _ _ ?_) x
intro j hj
have hd : destination hS j=Sum.inl i :=
(destination_iff_mem hS j (Sum.inl i)).mpr hj
simp only [dite_eq_left hd]
rfl
end LogConcaveSampling.AdjointRemoval
namespace LogConcaveSampling.AdjointRemoval
open GraphSchedule TensorEnergy MeasureTheory
open scoped BigOperators Classical ENNReal
variable {n d : ℕ} {S : State (Fin (n+1))}
local instance edgeDecEqBT (β : Fin n → ℕ) (q : ℕ) :
DecidableEq (Edge (U:=InternalEdge β) q) := Classical.decEq _
local instance cutDecEqBT (β : Fin n → ℕ) (q : ℕ) :
DecidableEq (InternalEdge β ⊕ Fin q) :=
@instDecidableEqSum _ _ (Classical.decEq _) (Classical.decEq _)
noncomputable def branchIncidenceTensor
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (H : Point d → ℝ) (b : Fin d → Point d)
(F : ∀i,(PrimaryTraceSlot hS β q i → Fin d) → Fin d → Point d → ℝ)
(x : Point d) (v : TargetVertex S) :
({t : Edge (U:=InternalEdge β) q //
IncidentAt (edgeSource (S:=S) β) (edgeTarget hS β)
(Sum.inl 0) (Sum.inl (Fin.last n)) v q t} → Fin d) → ℝ :=
match v with
| Sum.inl i => primaryIncidenceTensor hS β q b i (F i) x
| Sum.inr h => hessianIncidenceTensor hS β q H b h x
lemma branchIncidenceTensor_global
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (H : Point d → ℝ) (b : Fin d → Point d)
(F : ∀i,(PrimaryTraceSlot hS β q i → Fin d) → Fin d → Point d → ℝ)
(x : Point d) (c : InternalEdge β ⊕ Fin q → Fin d) :
(∏v,branchIncidenceTensor hS β q H b F x v (fun t => duplicate c t.val))=
(∏i,JetCalculus.jet (fun j => b (c (Sum.inl (Sum.inr j)))) (S.derivatives i)
(F i (fun t => duplicate c (traceEmbed β q t.val)) (c (Sum.inl (Sum.inr i)))) x)*
(S.hessians.map (fun h => hessian H (fun j => b (c (Sum.inl (Sum.inr j)))) h x)).prod := by
rw [Fintype.prod_sum_type]
simp only [branchIncidenceTensor,primaryIncidenceTensor_global,hessianIncidenceTensor_global]
congr 1
change (Finset.univ.val.map (fun h : S.hessians =>
hessian H (fun j => b (c (Sum.inl (Sum.inr j)))) h x)).prod=_
exact congrArg Multiset.prod (Multiset.map_univ S.hessians
(fun h => hessian H (fun j => b (c (Sum.inl (Sum.inr j)))) h x))
theorem literal_branch_integral_bound
(μ : Measure (Point d))
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (hβ : ∀k,0<β k) (q : ℕ) (hq : 0<q)
(H : Point d → ℝ) (b : Fin d → Point d)
(F : ∀i,(PrimaryTraceSlot hS β q i → Fin d) → Fin d → Point d → ℝ)
(M : TargetVertex S → Point d → ℝ) (hM : ∀v x,0≤M v x)
(hT : ∀v x,AllSplitBound (branchIncidenceTensor hS β q H b F x v) (M v x))
(B : Fin (n+1) → ℝ≥0∞) (C : S.hessians → ℝ≥0∞)
(hMp : ∀i,AEMeasurable (fun x => ENNReal.ofReal (M (Sum.inl i) x)) μ)
(hp : ∀i,(∫⁻x,ENNReal.ofReal (M (Sum.inl i) x)^(n+1) ∂μ)≤B i^(n+1))
(hh : ∀h x,ENNReal.ofReal (M (Sum.inr h) x)≤C h) (hC : ∀h,C h≠⊤) :
(∫⁻x,ENNReal.ofReal |∑c : InternalEdge β ⊕ Fin q → Fin d,
(∏i,JetCalculus.jet (fun j => b (c (Sum.inl (Sum.inr j)))) (S.derivatives i)
(F i (fun t => duplicate c (traceEmbed β q t.val)) (c (Sum.inl (Sum.inr i)))) x)*
(S.hessians.map (fun h => hessian H (fun j => b (c (Sum.inl (Sum.inr j)))) h x)).prod| ∂μ)≤
(d:ℝ≥0∞)^q*((∏i,B i)*(∏h,C h)) := by
have hb := actual_tensor_integral_bound μ hS β hβ q d hq
(branchIncidenceTensor hS β q H b F) M hM hT B C hMp hp hh hC
convert hb using 1
congr 1
funext x
congr 2
apply Finset.sum_congr rfl
intro c _
exact (branchIncidenceTensor_global hS β q H b F x c).symm
end LogConcaveSampling.AdjointRemoval
namespace LogConcaveSampling.AdjointRemoval
open GraphSchedule
open scoped Classical
variable {n : ℕ} {S : State (Fin (n+1))}
noncomputable def primaryIncidentCases
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (i : Fin (n+1)) :
{t : Edge (U:=InternalEdge β) q //
IncidentAt (edgeSource (S:=S) β) (edgeTarget hS β)
(Sum.inl 0) (Sum.inl (Fin.last n)) (Sum.inl i) q t} ≃
PrimaryTraceSlot hS β q i ⊕ (Unit ⊕ {j : Fin (n+1) // destination hS j=Sum.inl i}) where
toFun t := by
rcases t with ⟨(e|j)|e,ht⟩
· exact Sum.inl ⟨Sum.inl e,ht⟩
· by_cases hj : j=i
· exact Sum.inr (Sum.inl ())
· exact Sum.inr (Sum.inr ⟨j,ht.resolve_left (fun h => hj (Sum.inl.inj h))⟩)
· exact Sum.inl ⟨Sum.inr e,ht⟩
invFun t := by
rcases t with t | (u | j)
· exact ⟨traceEmbed β q t.val,t.property⟩
· exact ⟨Sum.inl (Sum.inr i),Or.inl rfl⟩
· exact ⟨Sum.inl (Sum.inr j.val),Or.inr j.property⟩
left_inv t := by
rcases t with ⟨(e|j)|e,ht⟩
· rfl
· dsimp only
split_ifs with hj
· subst j; rfl
· rfl
· rfl
right_inv t := by
rcases t with ⟨e|e,ht⟩ | (u | ⟨j,hj⟩)
· rfl
· rfl
· cases u
dsimp only
simp only [dite_true]
· dsimp only
rw [dite_eq_right (destination_primary_ne hS hj)]
noncomputable def primarySlotEquiv
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (i : Fin (n+1)) :
(PrimaryTraceSlot hS β q i ⊕ (Unit ⊕ Fin (S.derivatives i).length)) ≃
{t : Edge (U:=InternalEdge β) q //
IncidentAt (edgeSource (S:=S) β) (edgeTarget hS β)
(Sum.inl 0) (Sum.inl (Fin.last n)) (Sum.inl i) q t} :=
(Equiv.sumCongr (Equiv.refl _) (Equiv.sumCongr (Equiv.refl _) (derivativeEdgeEquiv hS i))).trans
(primaryIncidentCases hS β q i).symm
lemma primarySlotEquiv_trace
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (i : Fin (n+1)) (t : PrimaryTraceSlot hS β q i) :
(primarySlotEquiv hS β q i (Sum.inl t)).val=traceEmbed β q t.val := rfl
lemma primarySlotEquiv_source
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (i : Fin (n+1)) :
(primarySlotEquiv hS β q i (Sum.inr (Sum.inl ()))).val=Sum.inl (Sum.inr i) := rfl
lemma primarySlotEquiv_derivative
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (i : Fin (n+1)) (k : Fin (S.derivatives i).length) :
(primarySlotEquiv hS β q i (Sum.inr (Sum.inr k))).val=
Sum.inl (Sum.inr ((S.derivatives i).get k)) := rfl
end LogConcaveSampling.AdjointRemoval
end UpperProof
end
end
end
end OAI