openAI-math-dataset / lean /OAI /Probability /LogConcave /TensorGraphs /PrimaryPositionTensor.lean
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import Mathlib
import OAI.Probability.LogConcave.TensorGraphs.HessianIncidentEquiv
import OAI.Probability.LogConcave.TensorGraphs.HessianIncidenceTensor
import OAI.Probability.LogConcave.JetEstimates.JetMapPositions
import OAI.Probability.LogConcave.JetEstimates.Reindex
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
open GraphSchedule TensorEnergy
open scoped Classical
variable {n d : ℕ} {S : State (Fin (n+1))}
noncomputable def primaryPositionTensor
(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 : PrimaryTraceSlot hS β q i ⊕ (Unit ⊕ Fin (S.derivatives i).length) → Fin d) : ℝ :=
JetCalculus.jet (fun k => b (a (Sum.inr (Sum.inr k))))
(List.finRange (S.derivatives i).length)
(F (fun t => a (Sum.inl t)) (a (Sum.inr (Sum.inl ())))) x
lemma primaryIncidenceTensor_positions
(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) :
primaryIncidenceTensor hS β q b i F x a=
primaryPositionTensor hS β q b i F x (a ∘ primarySlotEquiv hS β q i) := by
unfold primaryIncidenceTensor primaryPositionTensor
rw [JetCalculus.jet_finRange]
congr 2
funext k
have hk : (S.derivatives i).get k∈S.derivatives i := List.get_mem _ _
have hd : destination hS ((S.derivatives i).get k)=Sum.inl i :=
(destination_iff_mem hS _ (Sum.inl i)).mpr hk
simp only [dite_eq_left hd]
rfl
lemma primaryIncidenceTensor_allSplit
(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)
(M : ℝ) (hM : AllSplitBound (primaryPositionTensor hS β q b i F x) M) :
AllSplitBound (primaryIncidenceTensor hS β q b i F x) M := by
have he : primaryIncidenceTensor hS β q b i F x=
fun a => primaryPositionTensor hS β q b i F x (a ∘ primarySlotEquiv hS β q i) :=
funext (primaryIncidenceTensor_positions hS β q b i F x)
rw [he]
exact hM.reindex (primarySlotEquiv hS β q i)
end LogConcaveSampling.AdjointRemoval
namespace LogConcaveSampling.AdjointRemoval
open GraphSchedule TensorEnergy
open scoped Classical
variable {n d : ℕ} {S : State (Fin (n+1))}
def hessianPositionList {P : Type*} (h : Hessian P) : List P :=
h.first::h.second::h.extra
noncomputable def hessianPositionTensor
(H : Point d → ℝ) (b : Fin d → Point d) (h : Hessian (Fin (n+1))) (x : Point d)
(a : Fin (h.first::h.second::h.extra).length → Fin d) : ℝ :=
JetCalculus.jet (fun k : Fin h.extra.length => b (a ⟨k.val+2,by simp only [List.length_cons]; omega⟩))
(List.finRange h.extra.length)
(directional (b (a ⟨0,by simp⟩)) (directional (b (a ⟨1,by simp⟩)) H)) x
lemma hessianIncidence_direction
(hS : S∈expand (Fintype.card (Fin (n+1))) initial)
(β : Fin n → ℕ) (q : ℕ) (b : Fin d → Point d) (h : S.hessians)
(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)
(k : Fin (hessianPositionList (h : Hessian (Fin (n+1)))).length) :
(if ht : destination hS ((hessianPositionList (h : Hessian (Fin (n+1)))).get k)=Sum.inr h then
b (a ⟨Sum.inl (Sum.inr ((hessianPositionList (h : Hessian (Fin (n+1)))).get k)),Or.inr ht⟩) else 0)=
b (a (hessianSlotEquiv hS β q h k)) := by
have hk : (hessianPositionList (h : Hessian (Fin (n+1)))).get k∈ports S (Sum.inr h) := List.get_mem _ _
have hd := (destination_iff_mem hS _ (Sum.inr h)).mpr hk
simp only [dite_eq_left hd]
rfl
lemma hessianIncidenceTensor_positions
(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) :
hessianIncidenceTensor hS β q H b h x a=
hessianPositionTensor H b (h : Hessian (Fin (n+1))) x (a ∘ hessianSlotEquiv hS β q h) := by
have hf := hessianIncidence_direction hS β q b h a ⟨0,by simp [hessianPositionList]⟩
have hs := hessianIncidence_direction hS β q b h a ⟨1,by simp [hessianPositionList]⟩
simp only [hessianPositionList,List.get_eq_getElem,List.getElem_cons_zero,List.getElem_cons_succ] at hf hs
unfold hessianIncidenceTensor hessianPositionTensor hessian
rw [JetCalculus.jet_finRange]
refine congrFun (congrArg₂
(fun (v : Fin (h : Hessian (Fin (n+1))).extra.length → Point d) (f : Point d → ℝ) =>
JetCalculus.jet v (List.finRange (h : Hessian (Fin (n+1))).extra.length) f) ?_ ?_) x
· funext k
have he := hessianIncidence_direction hS β q b h a ⟨k.val+2,by simp only [hessianPositionList,List.length_cons]; omega⟩
simp only [hessianPositionList,List.get_eq_getElem,List.getElem_cons_succ] at he
convert he using 1 <;> rfl
· convert congrArg₂ directional hf (congrArg (fun v => directional v H) hs) using 1 <;> rfl
lemma hessianIncidenceTensor_allSplit
(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) (M : ℝ)
(hM : AllSplitBound (hessianPositionTensor H b (h : Hessian (Fin (n+1))) x) M) :
AllSplitBound (hessianIncidenceTensor hS β q H b h x) M := by
have he : hessianIncidenceTensor hS β q H b h x=
fun a => hessianPositionTensor H b (h : Hessian (Fin (n+1))) x (a ∘ hessianSlotEquiv hS β q h) :=
funext (hessianIncidenceTensor_positions hS β q H b h x)
rw [he]
exact hM.reindex (hessianSlotEquiv hS β q h)
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 edgeDecEqPB (β : Fin n → ℕ) (q : ℕ) :
DecidableEq (Edge (U:=InternalEdge β) q) := Classical.decEq _
local instance cutDecEqPB (β : Fin n → ℕ) (q : ℕ) :
DecidableEq (InternalEdge β ⊕ Fin q) :=
@instDecidableEqSum _ _ (Classical.decEq _) (Classical.decEq _)
theorem positional_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)
(Mp : Fin (n+1) → Point d → ℝ) (Mh : S.hessians → Point d → ℝ)
(hMp0 : ∀i x,0≤Mp i x) (hMh0 : ∀h x,0≤Mh h x)
(hTp : ∀i x,AllSplitBound (primaryPositionTensor hS β q b i (F i) x) (Mp i x))
(hTh : ∀(h : S.hessians) x,AllSplitBound
(hessianPositionTensor H b (h : Hessian (Fin (n+1))) x) (Mh h x))
(B : Fin (n+1) → ℝ≥0∞) (C : S.hessians → ℝ≥0∞)
(hMp : ∀i,AEMeasurable (fun x => ENNReal.ofReal (Mp i x)) μ)
(hp : ∀i,(∫⁻x,ENNReal.ofReal (Mp i x)^(n+1) ∂μ)≤B i^(n+1))
(hh : ∀h x,ENNReal.ofReal (Mh 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
apply literal_branch_integral_bound μ hS β hβ q hq H b F (Sum.elim Mp Mh)
(fun v => Sum.recOn v hMp0 hMh0) _ B C hMp hp hh hC
intro v x
cases v with
| inl i => exact primaryIncidenceTensor_allSplit hS β q b i (F i) x (Mp i x) (hTp i x)
| inr h => exact hessianIncidenceTensor_allSplit hS β q H b h x (Mh h x) (hTh h x)
end LogConcaveSampling.AdjointRemoval
namespace LogConcaveSampling.AdjointRemoval
open scoped BigOperators ENNReal
variable {P : Type*} [Fintype P] [DecidableEq P]
omit [Fintype P] in
lemma hessian_sum_toType {S : State P} (f : Hessian P → ℕ) :
(∑h : S.hessians,f h)=(S.hessians.map f).sum := by
change (Finset.univ.val.map (fun h : S.hessians => f h)).sum=_
exact congrArg Multiset.sum (Multiset.map_univ S.hessians f)
theorem terminal_product_budget {S : State P}
(hS : S∈expand (Fintype.card P) initial) (j k : ℕ)
(A R : ℝ≥0∞) (hA : 1≤A) (hR : 1≤R) :
(∏i : P,A^(j+(S.derivatives i).length+1)*R^(k+j+(S.derivatives i).length))*
(∏h : S.hessians,A^((h : Hessian P).extra.length+1)*R^((h : Hessian P).extra.length))≤
A^(2*(Fintype.card P)*(j+1))*R^((Fintype.card P)*(k+j+1)) := by
have hb := terminal_moment_budgets hS j k
have hpa : (∑i : P,(j+(S.derivatives i).length+1))=
(Fintype.card P)*(j+1)+∑i : P,(S.derivatives i).length := by
simp only [show ∀i : P,j+(S.derivatives i).length+1=j+1+(S.derivatives i).length from
fun i => by omega]
simp only [Finset.sum_add_distrib,Finset.sum_const,Finset.card_univ,smul_eq_mul]
ring
have hpr : (∑i : P,(k+j+(S.derivatives i).length))=
(Fintype.card P)*(k+j)+∑i : P,(S.derivatives i).length := by
simp only [Finset.sum_add_distrib,Finset.sum_const,Finset.card_univ,smul_eq_mul]
ring
rw [Finset.prod_mul_distrib,Finset.prod_mul_distrib]
simp only [Finset.prod_pow_eq_pow_sum,hpa,hpr]
rw [hessian_sum_toType (S:=S) (fun h => h.extra.length+1),
hessian_sum_toType (S:=S) (fun h => h.extra.length)]
calc
_ = A^((Fintype.card P)*(j+1)+(∑i,(S.derivatives i).length)+
(S.hessians.map (fun h => h.extra.length+1)).sum)*
R^((Fintype.card P)*(k+j)+(∑i,(S.derivatives i).length)+
(S.hessians.map (fun h => h.extra.length)).sum) := by
simp only [pow_add]
ring
_ ≤ _ := mul_le_mul' (pow_le_pow_right₀ hA hb.2.2.2.2)
(pow_le_pow_right₀ hR hb.2.2.2.1)
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 edgeDecEqQB (β : Fin n → ℕ) (q : ℕ) :
DecidableEq (Edge (U:=InternalEdge β) q) := Classical.decEq _
local instance cutDecEqQB (β : Fin n → ℕ) (q : ℕ) :
DecidableEq (InternalEdge β ⊕ Fin q) :=
@instDecidableEqSum _ _ (Classical.decEq _) (Classical.decEq _)
theorem quantitative_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)
(Mp : Fin (n+1) → Point d → ℝ) (Mh : S.hessians → Point d → ℝ)
(hMp0 : ∀i x,0≤Mp i x) (hMh0 : ∀h x,0≤Mh h x)
(hTp : ∀i x,AllSplitBound (primaryPositionTensor hS β q b i (F i) x) (Mp i x))
(hTh : ∀(h : S.hessians) x,AllSplitBound
(hessianPositionTensor H b (h : Hessian (Fin (n+1))) x) (Mh h x))
(j k : ℕ) (A R : ℝ≥0∞) (hA : 1≤A) (hR : 1≤R) (hAf : A≠⊤) (hRf : R≠⊤)
(hMp : ∀i,AEMeasurable (fun x => ENNReal.ofReal (Mp i x)) μ)
(hp : ∀i,(∫⁻x,ENNReal.ofReal (Mp i x)^(n+1) ∂μ)≤
(A^(j+(S.derivatives i).length+1)*R^(k+j+(S.derivatives i).length))^(n+1))
(hh : ∀(h : S.hessians) x,ENNReal.ofReal (Mh h x)≤
A^((h : Hessian (Fin (n+1))).extra.length+1)*R^((h : Hessian (Fin (n+1))).extra.length)) :
(∫⁻x,ENNReal.ofReal |∑c : InternalEdge β ⊕ Fin q → Fin d,
(∏i,JetCalculus.jet (fun a => b (c (Sum.inl (Sum.inr a)))) (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 a => b (c (Sum.inl (Sum.inr a)))) h x)).prod| ∂μ)≤
(d:ℝ≥0∞)^q*(A^(2*(n+1)*(j+1))*R^((n+1)*(k+j+1))) := by
have hC (h : S.hessians) :
A^((h : Hessian (Fin (n+1))).extra.length+1)*R^((h : Hessian (Fin (n+1))).extra.length)≠⊤ := by
finiteness
have hb := positional_branch_integral_bound μ hS β hβ q hq H b F Mp Mh hMp0 hMh0 hTp hTh
(fun i => A^(j+(S.derivatives i).length+1)*R^(k+j+(S.derivatives i).length))
(fun h => A^((h : Hessian (Fin (n+1))).extra.length+1)*R^((h : Hessian (Fin (n+1))).extra.length))
hMp hp hh hC
apply hb.trans
apply mul_le_mul' le_rfl
simpa only [Fintype.card_fin] using terminal_product_budget hS j k A R hA hR
end LogConcaveSampling.AdjointRemoval
namespace LogConcaveSampling.AdjointRemoval
open MeasureTheory
open scoped ENNReal
variable {Ω α P : Type*} [MeasurableSpace Ω] [Fintype P] [DecidableEq P]
omit [Fintype P] [DecidableEq P] in
lemma lintegral_abs_list_sum_bound (μ : Measure Ω) (L : List α)
(f : α → Ω → ℝ) (B : ℝ≥0∞)
(hm : ∀a∈L,AEMeasurable (f a) μ)
(hb : ∀a∈L,(∫⁻x,ENNReal.ofReal |f a x| ∂μ)≤B) :
(∫⁻x,ENNReal.ofReal |(L.map (fun a => f a x)).sum| ∂μ)≤(L.length:ℝ≥0∞)*B := by
induction L with
| nil => simp
| cons a L ih =>
have hm' : ∀b∈L,AEMeasurable (f b) μ := fun b h => hm b (List.mem_cons_of_mem a h)
have hb' : ∀b∈L,(∫⁻x,ENNReal.ofReal |f b x| ∂μ)≤B := fun b h => hb b (List.mem_cons_of_mem a h)
simp only [List.map_cons,List.sum_cons,List.length_cons]
calc
_ ≤ ∫⁻x,ENNReal.ofReal |f a x|+ENNReal.ofReal |(L.map (fun a => f a x)).sum| ∂μ := by
apply lintegral_mono
intro x
dsimp only
rw [←ENNReal.ofReal_add (abs_nonneg _) (abs_nonneg _)]
exact ENNReal.ofReal_le_ofReal (abs_add_le _ _)
_ = (∫⁻x,ENNReal.ofReal |f a x| ∂μ)+(∫⁻x,ENNReal.ofReal |(L.map (fun a => f a x)).sum| ∂μ) :=
lintegral_add_left' ((hm a (List.mem_cons_self)).abs.ennreal_ofReal) _
_ ≤ B+(L.length:ℝ≥0∞)*B := add_le_add (hb a List.mem_cons_self) (ih hm' hb')
_ = ((L.length+1:ℕ):ℝ≥0∞)*B := by simp only [Nat.cast_add,Nat.cast_one,add_mul,one_mul]; rw [add_comm]
theorem removal_sum_bound (μ : Measure Ω) (f : State P → Ω → ℝ) (B : ℝ≥0∞)
(hm : ∀S∈expand (Fintype.card P) initial,AEMeasurable (f S) μ)
(hb : ∀S∈expand (Fintype.card P) initial,(∫⁻x,ENNReal.ofReal |f S x| ∂μ)≤B) :
(∫⁻x,ENNReal.ofReal |((expand (Fintype.card P) initial).map (fun S => f S x)).sum| ∂μ)≤
((3*Fintype.card P+1:ℕ):ℝ≥0∞)^(Fintype.card P)*B := by
apply (lintegral_abs_list_sum_bound μ _ f B hm hb).trans
apply mul_le_mul' _ le_rfl
exact_mod_cast (full_expansion_bookkeeping (P:=P)).1
end LogConcaveSampling.AdjointRemoval
end UpperProof
end
end
end
end OAI