openAI-math-dataset / lean /OAI /Probability /Perceptron /Variational /EnrichedUniformBounds.lean
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import Mathlib
import OAI.Probability.Perceptron.Variational.IndexedDiagonalField
namespace OAI
noncomputable section
namespace SphericalPerceptronFreeEnergy
open MeasureTheory ProbabilityTheory Filter Set
open scoped Topology NNReal ENNReal BigOperators
lemma diagonalMark_norm_le {I : Type} [Fintype I] (c : I → ℝ) {C : ℝ}
(hC : 0 ≤ C) (hc : ∀ i, |c i| ≤ C) : ‖diagonalMark c‖ ≤ C := by
apply ContinuousLinearMap.opNorm_le_bound _ hC
intro x
have hs : ‖diagonalMark c x‖^2 ≤ (C*‖x‖)^2 := by
rw [mul_pow,EuclideanSpace.norm_sq_eq,EuclideanSpace.norm_sq_eq,Finset.mul_sum]
apply Finset.sum_le_sum
intro i _
simp only [Real.norm_eq_abs,sq_abs,diagonalMark_apply,mul_pow]
exact mul_le_mul_of_nonneg_right (by
simpa only [sq_abs] using pow_le_pow_left₀ (abs_nonneg (c i)) (hc i) 2) (sq_nonneg (x i))
nlinarith [norm_nonneg (diagonalMark c x),mul_nonneg hC (norm_nonneg x)]
lemma enrichedRootMap_norm_le {N k : ℕ} (p d : Fin N → ℕ) (h : Fin (k+1) → ℝ)
{H : ℝ} (hH : 0 ≤ H) (hh : h 0 ≤ H) :
‖enrichedRootMap p d h‖ ≤ Real.sqrt (2*H+1) := by
apply diagonalMark_norm_le _ (Real.sqrt_nonneg _)
intro i
rw [abs_of_nonneg (Real.sqrt_nonneg _)]
apply Real.sqrt_le_sqrt
cases i with
| inl i => dsimp [enrichedCoordinateLevel]; linarith
| inr i =>
simp only [enrichedCoordinateLevel,Fin.val_zero,Nat.cast_zero,zero_div]
by_cases hd : d i.1=0
· rw [hd,pow_zero]; linarith
· rw [zero_pow hd]; positivity
lemma perturbationScale_le_one (N : ℕ) (hN : 1 ≤ N) : perturbationScale N ≤ 1 :=
Real.rpow_le_one_of_one_le_of_nonpos (by exact_mod_cast hN) (by norm_num)
lemma perturbationWeight_eq (j : ℕ) : (2:ℝ)^(-((j+1:ℕ):ℤ))=(1/2:ℝ)^(j+1) := by
simp only [zpow_neg,zpow_natCast,one_div,inv_pow]
lemma half_power_sum_le_one (N : ℕ) : (∑ j : Fin N, (1/2:ℝ)^(j.val+1)) ≤ 1 := by
rw [Fin.sum_univ_eq_sum_range (fun j => (1/2:ℝ)^(j+1)) N]
simp_rw [pow_succ]
rw [← Finset.sum_mul]
nlinarith [sum_geometric_two_le N]
lemma perturbationAmplitude_square_le (N : ℕ) (hN : 1 ≤ N) (u : Fin N → ℝ)
(hu : ∀ j, u j ∈ Icc 1 2) (j : Fin N) :
perturbationAmplitude N u j^2 ≤ 4*(N:ℝ)*(1/2:ℝ)^(j.val+1) := by
let w : ℝ := (1/2:ℝ)^(j.val+1)
have hw0 : 0 ≤ w := pow_nonneg (by norm_num) _
have hw1 : w ≤ 1 := pow_le_one₀ (by norm_num) (by norm_num)
have he0 : 0 ≤ perturbationScale N := Real.rpow_nonneg (Nat.cast_nonneg N) _
have he1 := perturbationScale_le_one N hN
have he2 : perturbationScale N^2 ≤ 1 := by nlinarith
have hu2 : (u j)^2 ≤ 4 := by have h1 := (hu j).1; have h2 := (hu j).2; nlinarith
have hw2 : w^2 ≤ w := by nlinarith
unfold perturbationAmplitude
rw [perturbationWeight_eq]
change (Real.sqrt (N:ℝ)*perturbationScale N*w*u j)^2 ≤ _
simp only [mul_pow,Real.sq_sqrt (Nat.cast_nonneg N)]
calc
_ ≤ (N:ℝ)*1*w^2*4 := by
apply mul_le_mul _ hu2 (sq_nonneg _) (by positivity)
exact mul_le_mul_of_nonneg_right (mul_le_mul_of_nonneg_left he2 (Nat.cast_nonneg N)) (sq_nonneg w)
_ ≤ 4*(N:ℝ)*w := by nlinarith [mul_le_mul_of_nonneg_left hw2 (show 0 ≤ (N:ℝ) by positivity)]
lemma enrichedFeatureBound_sq_le (N : ℕ) (hN : 1 ≤ N) (u : Fin N → ℝ)
(hu : ∀ j, u j ∈ Icc 1 2) : (enrichedFeatureBound N u:ℝ)^2 ≤ 5*(N:ℝ) := by
change (Real.sqrt ((N:ℝ)+∑ j, perturbationAmplitude N u j^2))^2 ≤ _
rw [Real.sq_sqrt (by positivity)]
have hs : (∑ j : Fin N, perturbationAmplitude N u j^2) ≤ 4*(N:ℝ) := by
calc
_ ≤ ∑ j : Fin N, 4*(N:ℝ)*(1/2:ℝ)^(j.val+1) :=
Finset.sum_le_sum fun j _ => perturbationAmplitude_square_le N hN u hu j
_ = 4*(N:ℝ)*(∑ j : Fin N, (1/2:ℝ)^(j.val+1)) := (Finset.mul_sum _ _ _).symm
_ ≤ 4*(N:ℝ)*1 := mul_le_mul_of_nonneg_left (half_power_sum_le_one N) (by positivity)
_ = _ := mul_one _
linarith
lemma finite_profile_telescope {k : ℕ} (q : Fin (k+1) → ℝ) :
q 0 + ∑ i : Fin k, (q i.succ-q i.castSucc) = q (Fin.last k) := by
rw [Finset.sum_sub_distrib]
have h1 := Fin.sum_univ_succ q
have h2 := Fin.sum_univ_castSucc q
linarith
def profileGaussianRoot {I : Type} {k : ℕ} (q : Fin (k+1) → I → ℝ) (i : I) : ℝ :=
Real.sqrt (q 0 i)
def profileGaussianStep {I : Type} {k : ℕ} (q : Fin (k+1) → I → ℝ)
(j : ℕ) (i : I) : ℝ :=
if hj : j<k then Real.sqrt (q ⟨k-j,by omega⟩ i-q ⟨k-j-1,by omega⟩ i) else 0
lemma profileGaussian_coefficient {I : Type} {k : ℕ} (q : Fin (k+1) → I → ℝ) :
hierarchyRowCoefficients k (profileGaussianRoot q) (profileGaussianStep q) =
Fin.cases (fun i => Real.sqrt (q 0 i))
(fun l i => Real.sqrt (q l.succ i-q l.castSucc i)) := by
funext l i
induction l using Fin.cases with
| zero => rfl
| succ l =>
simp only [hierarchyRowCoefficients,Fin.cases_succ,profileGaussianStep,
dite_eq_left (show k-1-l.val<k by omega)]
congr 2 <;> congr 1 <;> apply Fin.ext <;> simp only [Fin.val_succ,Fin.val_castSucc] <;> omega
lemma profileGaussian_coefficient_squares {I : Type} {k : ℕ} (q : Fin (k+1) → I → ℝ)
(h0 : ∀ i, 0 ≤ q 0 i) (hq : ∀ i, Monotone (fun l => q l i)) (i : I) :
(∑ l : Fin (k+1), hierarchyRowCoefficients k (profileGaussianRoot q) (profileGaussianStep q) l i^2) =
q (Fin.last k) i := by
rw [profileGaussian_coefficient,Fin.sum_univ_succ]
simp only [Fin.cases_zero,Fin.cases_succ,Real.sq_sqrt (h0 i)]
have he (j : Fin k) : (Real.sqrt (q j.succ i-q j.castSucc i))^2 = q j.succ i-q j.castSucc i :=
Real.sq_sqrt (sub_nonneg.mpr (hq i (by simp [Fin.le_iff_val_le_val])))
simp_rw [he]
exact finite_profile_telescope (fun l => q l i)
lemma enrichedCoordinateLevel_nonneg {N k : ℕ} (p d : Fin N → ℕ)
{h : Fin (k+1) → ℝ} (hh : ∀ l, 0 ≤ h l) (l : Fin (k+1)) (i : EnrichedIndex N N p) :
0 ≤ enrichedCoordinateLevel p d h l i := by
cases i with
| inl i => exact mul_nonneg (by norm_num) (hh l)
| inr i => exact pow_nonneg (div_nonneg (Nat.cast_nonneg _) (Nat.cast_nonneg _)) _
lemma enrichedCoordinateLevel_monotone {N k : ℕ} (p d : Fin N → ℕ)
{h : Fin (k+1) → ℝ} (hh : Monotone h) (i : EnrichedIndex N N p) :
Monotone (fun l => enrichedCoordinateLevel p d h l i) := by
intro a b hab
cases i with
| inl i => exact mul_le_mul_of_nonneg_left (hh hab) (by norm_num)
| inr i =>
apply pow_le_pow_left₀ (div_nonneg (Nat.cast_nonneg _) (Nat.cast_nonneg _))
exact div_le_div_of_nonneg_right (by exact_mod_cast hab) (Nat.cast_nonneg _)
lemma enrichedCoordinateLevel_le {N k : ℕ} (p d : Fin N → ℕ)
{h : Fin (k+1) → ℝ} {H : ℝ} (hH : 0 ≤ H) (hh : ∀ l, h l ≤ H)
(l : Fin (k+1)) (i : EnrichedIndex N N p) :
enrichedCoordinateLevel p d h l i ≤ 2*H+1 := by
cases i with
| inl i => dsimp [enrichedCoordinateLevel]; linarith [hh l]
| inr i =>
have ht : ((l.val:ℝ)/(k+1:ℕ)) ≤ 1 := by
apply (div_le_one (by positivity)).mpr
exact_mod_cast l.isLt.le
have ht0 : 0 ≤ ((l.val:ℝ)/(k+1:ℕ)) := by positivity
exact (pow_le_one₀ ht0 ht).trans (by linarith)
lemma enrichedIncrementMap_profile {N k : ℕ} (p d : Fin N → ℕ) (h : Fin (k+1) → ℝ) (j : ℕ) :
enrichedIncrementMap p d h j = diagonalMark (profileGaussianStep (enrichedCoordinateLevel p d h) j) := by
by_cases hj : j<k
· rw [enrichedIncrementMap,dite_eq_left hj]
congr 1
funext i
simp only [profileGaussianStep,dite_eq_left hj]
· apply ContinuousLinearMap.ext
intro x
ext i
simp [enrichedIncrementMap,profileGaussianStep,hj,diagonalMark_apply]
def sourceGaussianRow {N k : ℕ} (p d : Fin N → ℕ) (h : Fin (k+1) → ℝ) (u : Fin N → ℝ) :
ℕ → NormalizedSpin N × IndexedLeaf k → ℝ :=
indexedGaussianRow k (hierarchyRowCoefficients k
(profileGaussianRoot (enrichedCoordinateLevel p d h))
(profileGaussianStep (enrichedCoordinateLevel p d h))) (sourceEnrichedFeature N p u)
lemma sourceGaussianRow_measurable {N k : ℕ} (p d : Fin N → ℕ) (h : Fin (k+1) → ℝ)
(u : Fin N → ℝ) (i : ℕ) : Measurable (sourceGaussianRow p d h u i) :=
indexedGaussianRow_measurable _ _ (enrichedFeature_continuous _ _ _ _ _).measurable i
lemma sourceGaussianRow_square_bound {N k : ℕ} (p d : Fin N → ℕ) (h : Fin (k+1) → ℝ)
(u : Fin N → ℝ) (hh0 : ∀ l, 0 ≤ h l) (hh : Monotone h) {H : ℝ}
(hH : 0 ≤ H) (hhH : ∀ l, h l ≤ H) (x : NormalizedSpin N × IndexedLeaf k) :
(∑ i : Fin (indexedGaussianRowLength (I := EnrichedIndex N N p) k x),
sourceGaussianRow p d h u i.val x^2) ≤ (2*H+1)*(enrichedFeatureBound N u:ℝ)^2 := by
apply indexedGaussianRow_norm_le
· intro i
rw [profileGaussian_coefficient_squares _ (enrichedCoordinateLevel_nonneg p d hh0 0)
(enrichedCoordinateLevel_monotone p d hh)]
exact enrichedCoordinateLevel_le p d hH hhH _ i
· positivity
· intro y
have he := congrArg (fun t : ℝ => t^2) (sourceEnrichedFeature_norm N p u y)
simpa only [EuclideanSpace.norm_sq_eq,Real.norm_eq_abs,sq_abs] using he.le
lemma sourceGaussianRow_identity {N k : ℕ} (p d : Fin N → ℕ) (h : Fin (k+1) → ℝ)
(u : Fin N → ℝ) (g : ℕ → ℝ) (x : NormalizedSpin N × IndexedLeaf k) :
countableGaussianField (sourceGaussianRow p d h u)
(indexedGaussianRowLength (I := EnrichedIndex N N p) k) g x =
inner ℝ (sourceEnrichedFeature N p u x.1)
(indexedLeafState (gaussianLinearMarkStep (enrichedIncrementMap p d h)) k
((fun _ => enrichedRootMap p d h (indexedGaussianDisorder k (EnrichedIndex N N p) g).1),
(indexedGaussianDisorder k (EnrichedIndex N N p) g).2) x.2 0) := by
unfold sourceGaussianRow
rw [indexedGaussianRow_diagonal_identity]
have he : enrichedIncrementMap p d h = fun j => diagonalMark
(profileGaussianStep (enrichedCoordinateLevel p d h) j) :=
funext (enrichedIncrementMap_profile p d h)
rw [he]
rfl
end SphericalPerceptronFreeEnergy
end
end OAI