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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 | |