import Mathlib.Analysis.SpecialFunctions.BinaryEntropy import Mathlib.Analysis.SpecialFunctions.Log.Base import Mathlib.Analysis.SpecialFunctions.Pow.Real import Mathlib.Tactic import OAI.Probability.TraceReconstruction.Binomial namespace OAI /-! # Binary entropy estimates used by the subset-sum algorithm The paper measures entropy in bits, whereas Mathlib's `Real.binEntropy` uses natural logarithms. Normalization gives the elementary estimates in the paper's preliminary section. -/ namespace LowSpaceSubsetSum /-- Binary entropy measured in bits. -/ noncomputable def binaryEntropy (p : ℝ) : ℝ := Real.binEntropy p / Real.log 2 private theorem log_two_pos : 0 < Real.log 2 := Real.log_pos (by norm_num) theorem binaryEntropy_eq_logb (p : ℝ) : binaryEntropy p = p * Real.logb 2 p⁻¹ + (1 - p) * Real.logb 2 (1 - p)⁻¹ := by unfold binaryEntropy Real.binEntropy Real.logb ring @[simp] theorem binaryEntropy_zero : binaryEntropy 0 = 0 := by simp [binaryEntropy] @[simp] theorem binaryEntropy_one : binaryEntropy 1 = 0 := by simp [binaryEntropy] @[simp] theorem binaryEntropy_half : binaryEntropy (1 / 2) = 1 := by simpa only [one_div] using (show binaryEntropy (2⁻¹) = 1 by simp [binaryEntropy, ne_of_gt log_two_pos]) @[simp] theorem binaryEntropy_one_sub (p : ℝ) : binaryEntropy (1 - p) = binaryEntropy p := by simp [binaryEntropy] theorem binaryEntropy_nonneg {p : ℝ} (hp0 : 0 ≤ p) (hp1 : p ≤ 1) : 0 ≤ binaryEntropy p := div_nonneg (Real.binEntropy_nonneg hp0 hp1) log_two_pos.le theorem binaryEntropy_le_one (p : ℝ) : binaryEntropy p ≤ 1 := by exact (div_le_one log_two_pos).mpr Real.binEntropy_le_log_two theorem binaryEntropy_concaveOn : ConcaveOn ℝ (Set.Icc 0 1) binaryEntropy := by convert Real.strictConcave_binEntropy.concaveOn.smul (inv_nonneg.mpr log_two_pos.le) using 1 ext p simp only [binaryEntropy, smul_eq_mul, div_eq_mul_inv, mul_comm] theorem binaryEntropy_strictMonoOn : StrictMonoOn binaryEntropy (Set.Icc 0 (1 / 2)) := by intro x hx y hy hxy exact (div_lt_div_iff_of_pos_right log_two_pos).mpr (Real.binEntropy_strictMonoOn (by simpa only [one_div] using hx) (by simpa only [one_div] using hy) hxy) theorem binaryEntropy_monoOn : MonotoneOn binaryEntropy (Set.Icc 0 (1 / 2)) := binaryEntropy_strictMonoOn.monotoneOn private theorem logb_two_self : Real.logb 2 2 = 1 := Real.logb_self_eq_one (by norm_num) private theorem logb_two_four : Real.logb 2 4 = 2 := by have h := Real.logb_pow 2 2 2 norm_num [logb_two_self] at h ⊢ exact h theorem binaryEntropy_quarter : binaryEntropy (1 / 4) = 2 - (3 / 4) * Real.logb 2 3 := by rw [binaryEntropy_eq_logb] norm_num only [show (1 - (1 / 4 : ℝ)) = 3 / 4 by norm_num, show (1 / 4 : ℝ)⁻¹ = 4 by norm_num, show (3 / 4 : ℝ)⁻¹ = 4 / 3 by norm_num] rw [Real.logb_div (by norm_num) (by norm_num), logb_two_four] ring theorem binaryEntropy_third : binaryEntropy (1 / 3) = Real.logb 2 3 - 2 / 3 := by rw [binaryEntropy_eq_logb] norm_num only [show (1 - (1 / 3 : ℝ)) = 2 / 3 by norm_num, show (1 / 3 : ℝ)⁻¹ = 3 by norm_num, show (2 / 3 : ℝ)⁻¹ = 3 / 2 by norm_num] rw [Real.logb_div (by norm_num) (by norm_num), logb_two_self] ring theorem binaryEntropy_quarter_complement : (3 / 4) * binaryEntropy (1 / 3) - 1 / 2 = 1 - binaryEntropy (1 / 4) := by rw [binaryEntropy_third, binaryEntropy_quarter] ring theorem binaryEntropy_sixth : binaryEntropy (1 / 6) = (1 / 6) * Real.logb 2 6 + (5 / 6) * Real.logb 2 (6 / 5) := by rw [binaryEntropy_eq_logb] norm_num /-- The integer power comparison certifying the paper's decimal entropy bound. -/ theorem binaryEntropy_quarter_lt : binaryEntropy (1 / 4) < 4057 / 5000 := by have h := Real.logb_lt_logb (b := (2 : ℝ)) (by norm_num : (1 : ℝ) < 2) (by positivity : 0 < (2 : ℝ) ^ 84) (by norm_num : (2 : ℝ) ^ 84 < 3 ^ 53) rw [Real.logb_pow, Real.logb_pow, logb_two_self] at h norm_num at h rw [binaryEntropy_quarter] linarith theorem binaryEntropy_third_lt : binaryEntropy (1 / 3) < 14 / 15 := by have h := Real.logb_lt_logb (b := (2 : ℝ)) (by norm_num : (1 : ℝ) < 2) (by positivity : 0 < (3 : ℝ) ^ 5) (by norm_num : (3 : ℝ) ^ 5 < 2 ^ 8) rw [Real.logb_pow, Real.logb_pow, logb_two_self] at h norm_num at h rw [binaryEntropy_third] linarith theorem binaryEntropy_sixth_gt : 5 / 8 < binaryEntropy (1 / 6) := by have h6 := Real.logb_lt_logb (b := (2 : ℝ)) (by norm_num : (1 : ℝ) < 2) (by positivity : 0 < (2 : ℝ) ^ 5) (by norm_num : (2 : ℝ) ^ 5 < 6 ^ 2) have h65 := Real.logb_lt_logb (b := (2 : ℝ)) (by norm_num : (1 : ℝ) < 2) (by norm_num : 0 < (2 : ℝ)) (by norm_num : (2 : ℝ) < (6 / 5) ^ 4) rw [Real.logb_pow, Real.logb_pow, logb_two_self] at h6 rw [Real.logb_pow, logb_two_self] at h65 norm_num at h6 h65 rw [binaryEntropy_sixth] linarith /-- The paired entropy budget in the representation tree is maximized when the two cardinality densities coincide. -/ theorem binaryEntropy_pair_le_quarter {p : ℝ} (hp0 : 0 ≤ p) (hp1 : p ≤ 1 / 2) : (binaryEntropy p + binaryEntropy (1 / 2 - p)) / 2 ≤ binaryEntropy (1 / 4) := by have h := binaryEntropy_concaveOn.2 (show p ∈ Set.Icc 0 1 from ⟨hp0, by linarith⟩) (show 1 / 2 - p ∈ Set.Icc 0 1 from ⟨by linarith, by linarith⟩) (show (0 : ℝ) ≤ 1 / 2 by norm_num) (show (0 : ℝ) ≤ 1 / 2 by norm_num) (show (1 / 2 : ℝ) + 1 / 2 = 1 by norm_num) norm_num only [smul_eq_mul] at h convert h using 1 <;> congr 1 <;> ring /-- The two child entropy values differ by less than the paper's `3/8` margin throughout the allowed density interval. -/ theorem binaryEntropy_abs_sub_lt {p q : ℝ} (hp : p ∈ Set.Icc (1 / 6) (1 / 3)) (hq : q ∈ Set.Icc (1 / 6) (1 / 3)) : |binaryEntropy p - binaryEntropy q| < 3 / 8 := by have hp_lower := binaryEntropy_monoOn (show (1 / 6 : ℝ) ∈ Set.Icc 0 (1 / 2) by norm_num) (show p ∈ Set.Icc 0 (1 / 2) from ⟨by linarith [hp.1], by linarith [hp.2]⟩) hp.1 have hq_lower := binaryEntropy_monoOn (show (1 / 6 : ℝ) ∈ Set.Icc 0 (1 / 2) by norm_num) (show q ∈ Set.Icc 0 (1 / 2) from ⟨by linarith [hq.1], by linarith [hq.2]⟩) hq.1 rw [abs_lt] constructor <;> linarith [binaryEntropy_le_one p, binaryEntropy_le_one q, binaryEntropy_sixth_gt] open scoped BigOperators /-- The binomial mass at its integral mean lies between `1/(n+1)` and `1`. -/ theorem binomialMass_mean_bounds (n k : ℕ) {p : ℝ} (hp : p ∈ Set.Ioo 0 1) (hk : k ≤ n) (hmean : (n : ℝ) * p = k) : 1 ≤ ((n : ℝ) + 1) * TraceReconstruction.binomialMass n p k ∧ TraceReconstruction.binomialMass n p k ≤ 1 := by have hnonneg (j : ℕ) := TraceReconstruction.binomialMass_nonneg n j (show p ∈ Set.Icc 0 1 from ⟨hp.1.le, hp.2.le⟩) constructor · have hs := Finset.sum_le_sum (s := Finset.range (n + 1)) (fun j _ => TraceReconstruction.binomialMass_le_mode n k j hp hk hmean) simpa only [TraceReconstruction.sum_binomialMass, Finset.sum_const, Finset.card_range, nsmul_eq_mul, Nat.cast_add, Nat.cast_one] using hs · have hs := Finset.single_le_sum (fun j _ => hnonneg j) (Finset.mem_range.mpr (show k < n + 1 by omega)) simpa only [TraceReconstruction.sum_binomialMass] using hs /-- The inverse of the entropy power is the probability of an individual binary string with `k` successes, when the Bernoulli parameter is `k/n`. -/ theorem binomialMass_eq_choose_div_entropy (n k : ℕ) (hk0 : 0 < k) (hkn : k < n) : TraceReconstruction.binomialMass n ((k : ℝ) / n) k = (n.choose k : ℝ) / (2 : ℝ) ^ ((n : ℝ) * binaryEntropy ((k : ℝ) / n)) := by let p : ℝ := (k : ℝ) / n have hn0 : (0 : ℝ) < n := by exact_mod_cast (lt_trans hk0 hkn) have hp0 : 0 < p := div_pos (by exact_mod_cast hk0) hn0 have hp1 : p < 1 := (div_lt_one hn0).mpr (by exact_mod_cast hkn) have hmean : (n : ℝ) * p = k := by dsimp [p] field_simp [ne_of_gt hn0] have hprod : p ^ k * (1 - p) ^ (n - k) = Real.exp (-(n : ℝ) * Real.binEntropy p) := by conv_lhs => rw [← Real.exp_log (pow_pos hp0 k), ← Real.exp_log (pow_pos (sub_pos.mpr hp1) (n - k))] rw [← Real.exp_add] congr 1 rw [Real.log_pow, Real.log_pow, Real.binEntropy, Real.log_inv, Real.log_inv, Nat.cast_sub hkn.le] linear_combination (Real.log (1 - p) - Real.log p) * hmean have hpower : (2 : ℝ) ^ ((n : ℝ) * binaryEntropy p) = Real.exp ((n : ℝ) * Real.binEntropy p) := by rw [Real.rpow_def_of_pos (by norm_num), binaryEntropy] congr 1 field_simp [ne_of_gt log_two_pos] change TraceReconstruction.binomialMass n p k = _ unfold TraceReconstruction.binomialMass rw [mul_assoc, hprod, hpower, div_eq_mul_inv, ← Real.exp_neg] congr 2 ring /-- Exact entropy bounds for binomial coefficients, including both endpoints. -/ theorem choose_entropy_bounds (n k : ℕ) (hk : k ≤ n) : (2 : ℝ) ^ ((n : ℝ) * binaryEntropy ((k : ℝ) / n)) / ((n : ℝ) + 1) ≤ (n.choose k : ℝ) ∧ (n.choose k : ℝ) ≤ (2 : ℝ) ^ ((n : ℝ) * binaryEntropy ((k : ℝ) / n)) := by have hn1 : (0 : ℝ) < (n : ℝ) + 1 := by positivity by_cases hk0 : k = 0 · subst k simp only [Nat.cast_zero, zero_div, binaryEntropy_zero, mul_zero, Real.rpow_zero, Nat.choose_zero_right, Nat.cast_one, le_refl, and_true] exact (div_le_one hn1).mpr (by linarith [Nat.cast_nonneg (α := ℝ) n]) by_cases hkn : k = n · subst k have hn0 : (n : ℝ) ≠ 0 := by exact_mod_cast hk0 simp only [div_self hn0, binaryEntropy_one, mul_zero, Real.rpow_zero, Nat.choose_self, Nat.cast_one, le_refl, and_true] exact (div_le_one hn1).mpr (by linarith [Nat.cast_nonneg (α := ℝ) n]) have hkn' : k < n := lt_of_le_of_ne hk hkn have hn0 : (0 : ℝ) < n := by exact_mod_cast (lt_trans (Nat.pos_of_ne_zero hk0) hkn') have hp : (k : ℝ) / n ∈ Set.Ioo 0 1 := ⟨div_pos (by exact_mod_cast Nat.pos_of_ne_zero hk0) hn0, (div_lt_one hn0).mpr (by exact_mod_cast hkn')⟩ have hmean : (n : ℝ) * ((k : ℝ) / n) = k := by field_simp [ne_of_gt hn0] obtain ⟨hl, hu⟩ := binomialMass_mean_bounds n k hp hk hmean rw [binomialMass_eq_choose_div_entropy n k (Nat.pos_of_ne_zero hk0) hkn'] at hl hu have hpower : 0 < (2 : ℝ) ^ ((n : ℝ) * binaryEntropy ((k : ℝ) / n)) := Real.rpow_pos_of_pos (by norm_num) _ constructor · rw [← mul_div_assoc] at hl have h := (le_div_iff₀ hpower).mp hl exact (div_le_iff₀ hn1).mpr (by simpa only [one_mul, mul_comm] using h) · exact (div_le_one hpower).mp hu /-- Logarithmic form used in the background allocation formulas. -/ theorem logb_choose_bounds (n k : ℕ) (hk : k ≤ n) : (n : ℝ) * binaryEntropy ((k : ℝ) / n) - Real.logb 2 ((n : ℝ) + 1) ≤ Real.logb 2 (n.choose k) ∧ Real.logb 2 (n.choose k) ≤ (n : ℝ) * binaryEntropy ((k : ℝ) / n) := by obtain ⟨hl, hu⟩ := choose_entropy_bounds n k hk have hn1 : (0 : ℝ) < (n : ℝ) + 1 := by positivity have hpower : 0 < (2 : ℝ) ^ ((n : ℝ) * binaryEntropy ((k : ℝ) / n)) := Real.rpow_pos_of_pos (by norm_num) _ constructor · have h := Real.logb_le_logb_of_le (by norm_num : (1 : ℝ) < 2) (div_pos hpower hn1) hl simpa only [Real.logb_div (ne_of_gt hpower) (ne_of_gt hn1), Real.logb_rpow (by norm_num : (0 : ℝ) < 2) (by norm_num : (2 : ℝ) ≠ 1)] using h · have h := Real.logb_le_logb_of_le (by norm_num : (1 : ℝ) < 2) (show (0 : ℝ) < n.choose k by exact_mod_cast Nat.choose_pos hk) hu simpa only [Real.logb_rpow (by norm_num : (0 : ℝ) < 2) (by norm_num : (2 : ℝ) ≠ 1)] using h /-- Rounding the binomial logarithm costs less than `log₂(n+1)+1` bits. -/ theorem floor_logb_choose_error (n k : ℕ) (hk : k ≤ n) : |((⌊Real.logb 2 (n.choose k)⌋ : ℤ) : ℝ) - (n : ℝ) * binaryEntropy ((k : ℝ) / n)| < Real.logb 2 ((n : ℝ) + 1) + 1 := by obtain ⟨hl, hu⟩ := logb_choose_bounds n k hk have hf := Int.floor_le (Real.logb 2 (n.choose k)) have hfloor := Int.sub_one_lt_floor (Real.logb 2 (n.choose k)) rw [abs_of_nonpos (by linarith)] linarith end LowSpaceSubsetSum end OAI