import Mathlib namespace OAI section open Finset namespace SmoothObstruction /-- Shannon entropy in bits; the value at mass zero is zero. -/ noncomputable def entropyTerm (p : ℝ) : ℝ := -(p * Real.log p) / Real.log 2 namespace FiniteEntropy variable {α β γ : Type*} noncomputable def natEntropy [Fintype α] (p : α → ℝ) : ℝ := ∑ a, Real.negMulLog (p a) noncomputable def bits [Fintype α] (p : α → ℝ) : ℝ := ∑ a, entropyTerm (p a) lemma bits_eq [Fintype α] (p : α → ℝ) : bits p = natEntropy p / Real.log 2 := by unfold bits natEntropy entropyTerm rw [sum_div] simp only [Real.negMulLog_def, neg_mul] /-- The pointwise log-sum bound, including the zero convention. -/ lemma negMulLog_le_cross {p q : ℝ} (hp : 0 ≤ p) (hq : 0 < q) : Real.negMulLog p ≤ -p * Real.log q + q - p := by rcases eq_or_lt_of_le hp with hp | hp · subst p simp only [Real.negMulLog_zero, neg_zero, zero_mul, zero_add, sub_zero] exact hq.le · have h := Real.log_le_sub_one_of_pos (div_pos hq hp) rw [Real.log_div hq.ne' hp.ne'] at h have h' := mul_le_mul_of_nonneg_left h hp.le simp only [mul_sub, mul_one, mul_div_cancel₀ _ hp.ne'] at h' simp only [Real.negMulLog_def] nlinarith /-- Entropy of a nonnegative vector of total mass `θ` on a finite set. -/ lemma sum_negMulLog_le_mass (s : Finset α) (p : α → ℝ) (hp : ∀ i ∈ s, 0 ≤ p i) : ∑ i ∈ s, Real.negMulLog (p i) ≤ Real.negMulLog (∑ i ∈ s, p i) + (∑ i ∈ s, p i) * Real.log s.card := by classical let θ := ∑ i ∈ s, p i have hθ : 0 ≤ θ := sum_nonneg hp by_cases hzero : θ = 0 · have hz (i : α) (hi : i ∈ s) : p i = 0 := (sum_eq_zero_iff_of_nonneg hp).mp hzero i hi simp [show ∑ i ∈ s, p i = 0 from hzero, sum_congr rfl (fun i hi => congrArg Real.negMulLog (hz i hi))] · have hθpos : 0 < θ := lt_of_le_of_ne hθ (Ne.symm hzero) have hs : s.Nonempty := by by_contra h have hempty := not_nonempty_iff_eq_empty.mp h simp [θ, hempty] at hzero have hc : (0 : ℝ) < s.card := Nat.cast_pos.mpr hs.card_pos have hq : 0 < θ / s.card := div_pos hθpos hc calc _ ≤ ∑ i ∈ s, (-p i * Real.log (θ / s.card) + θ / s.card - p i) := sum_le_sum (fun i hi => negMulLog_le_cross (hp i hi) hq) _ = -θ * Real.log (θ / s.card) := by simp only [sum_sub_distrib, sum_add_distrib, sum_const, nsmul_eq_mul] rw [← sum_mul, sum_neg_distrib] change -θ * Real.log (θ / s.card) + s.card * (θ / s.card) - θ = _ rw [mul_div_cancel₀ _ hc.ne'] ring _ = _ := by rw [Real.log_div hθpos.ne' hc.ne'] simp only [Real.negMulLog_def] change -θ * (Real.log θ - Real.log s.card) = -θ * Real.log θ + θ * Real.log s.card ring lemma entropy_nonneg [Fintype α] {p : α → ℝ} (hp : ∀ a, 0 ≤ p a) (hpsum : ∑ a, p a = 1) : 0 ≤ natEntropy p := by apply sum_nonneg intro a _ apply Real.negMulLog_nonneg (hp a) calc p a ≤ ∑ a, p a := single_le_sum (fun a _ => hp a) (mem_univ a) _ = 1 := hpsum lemma entropy_le_log_card [Fintype α] {p : α → ℝ} (hp : ∀ a, 0 ≤ p a) (hpsum : ∑ a, p a = 1) : natEntropy p ≤ Real.log (Fintype.card α) := by simpa [natEntropy, hpsum] using sum_negMulLog_le_mass univ p (fun a _ => hp a) /-- Concavity of finite entropy, without any independence assumptions. -/ lemma entropy_mixture [Fintype α] [Fintype β] (w : α → ℝ) (p : α → β → ℝ) (hw : ∀ a, 0 ≤ w a) (hsum : ∑ a, w a = 1) (hp : ∀ a b, 0 ≤ p a b) : ∑ a, w a * natEntropy (p a) ≤ natEntropy (fun b => ∑ a, w a * p a b) := by simp only [natEntropy, mul_sum] rw [sum_comm] apply sum_le_sum intro b _ simpa only [smul_eq_mul] using Real.concaveOn_negMulLog.le_map_sum (t := univ) (w := w) (p := fun a => p a b) (fun a _ => hw a) hsum (fun a _ => hp a b) /-- Exact entropy chain rule for a finite mixture with the component label retained. -/ lemma entropy_joint [Fintype α] [Fintype β] (w : α → ℝ) (p : α → β → ℝ) (hsum : ∀ a, ∑ b, p a b = 1) : natEntropy (fun ab : α × β => w ab.1 * p ab.1 ab.2) = natEntropy w + ∑ a, w a * natEntropy (p a) := by simp only [natEntropy, Fintype.sum_prod_type, Real.negMulLog_mul, sum_add_distrib] simp_rw [← sum_mul, hsum, one_mul, ← mul_sum] lemma negMulLog_le_log_two {x : ℝ} (hx : 0 ≤ x) (hx' : x ≤ 1) : Real.negMulLog x ≤ Real.log 2 := by have h := entropy_le_log_card (p := fun b : Bool => if b then x else 1 - x) (by intro b; cases b <;> simp <;> linarith) (by simp) simp only [natEntropy, Fintype.sum_bool, Bool.false_eq_true, ↓reduceIte, Fintype.card_bool, Nat.cast_ofNat] at h have hn := Real.negMulLog_nonneg (sub_nonneg.mpr hx') (by linarith : 1 - x ≤ 1) linarith /-- The high-atom mass of a finite law at threshold exp(-a log L). -/ noncomputable def heavyMass [Fintype α] (a : ℝ) (p : α → ℝ) : ℝ := ∑ i, if Real.exp (-a * Real.log (Fintype.card α)) < p i then p i else 0 lemma heavyMass_nonneg [Fintype α] (a : ℝ) {p : α → ℝ} (hp : ∀ i, 0 ≤ p i) : 0 ≤ heavyMass a p := by apply sum_nonneg intro i _ split_ifs · exact hp i · exact le_rfl lemma heavyMass_le_one [Fintype α] (a : ℝ) {p : α → ℝ} (hp : ∀ i, 0 ≤ p i) (hsum : ∑ i, p i = 1) : heavyMass a p ≤ 1 := by calc _ ≤ ∑ i, p i := sum_le_sum (by intro i _; split_ifs <;> simp_all) _ = 1 := hsum /-- The source heavy--light entropy estimate, with its literal one-bit cost. -/ theorem entropy_le_heavy [Fintype α] [Nonempty α] {p : α → ℝ} (hp : ∀ i, 0 ≤ p i) (hsum : ∑ i, p i = 1) (a : ℝ) : natEntropy p ≤ Real.log 2 + (1 - (1 - a) * heavyMass a p) * Real.log (Fintype.card α) := by classical let H : Finset α := univ.filter (fun i => Real.exp (-a * Real.log (Fintype.card α)) < p i) let L : Finset α := univ \ H let θ := heavyMass a p have hθ : θ = ∑ i ∈ H, p i := by simp [θ, heavyMass, H, sum_filter] have hθ₀ : 0 ≤ θ := heavyMass_nonneg a hp have hθ₁ : θ ≤ 1 := heavyMass_le_one a hp hsum have hLH : Disjoint L H := sdiff_disjoint have hLU : L ∪ H = univ := sdiff_union_of_subset (subset_univ H) have hsumL : ∑ i ∈ L, p i = 1 - θ := by have h := sum_union hLH (f := p) rw [hLU, hsum, ← hθ] at h linarith have hheavy : ∑ i ∈ H, Real.negMulLog (p i) ≤ a * θ * Real.log (Fintype.card α) := by calc _ ≤ ∑ i ∈ H, a * p i * Real.log (Fintype.card α) := by apply sum_le_sum intro i hi have hi' := (mem_filter.mp hi).2 have hip : 0 < p i := (Real.exp_pos _).trans hi' have hlog : -a * Real.log (Fintype.card α) ≤ Real.log (p i) := by rw [← Real.log_exp (-a * Real.log (Fintype.card α))] exact Real.log_le_log (Real.exp_pos _) hi'.le have hh := mul_le_mul_of_nonneg_left hlog (hp i) rw [Real.negMulLog_def] nlinarith _ = _ := by rw [← sum_mul, ← mul_sum, ← hθ] have hlight : ∑ i ∈ L, Real.negMulLog (p i) ≤ Real.log 2 + (1 - θ) * Real.log (Fintype.card α) := by have hbase := sum_negMulLog_le_mass L p (fun i _ => hp i) rw [hsumL] at hbase have hc : Real.log L.card ≤ Real.log (Fintype.card α) := by by_cases he : L = ∅ · simp only [he, card_empty, Nat.cast_zero, Real.log_zero] exact Real.log_nonneg (by exact_mod_cast Fintype.card_pos_iff.mpr ‹Nonempty α›) · apply Real.log_le_log (Nat.cast_pos.mpr (card_pos.mpr (nonempty_iff_ne_empty.mpr he))) exact_mod_cast card_le_card (subset_univ L) calc _ ≤ _ := hbase _ ≤ _ := add_le_add (negMulLog_le_log_two (by linarith) (by linarith)) (mul_le_mul_of_nonneg_left hc (by linarith)) have hsplit := sum_union hLH (f := fun i => Real.negMulLog (p i)) rw [hLU] at hsplit have hfinal := add_le_add hlight hheavy rw [← hsplit] at hfinal dsimp [natEntropy] dsimp [θ] at hfinal nlinarith end FiniteEntropy end SmoothObstruction namespace SmoothObstruction.FiniteEntropy open Finset variable {α β γ : Type*} [Fintype α] [Fintype β] [Fintype γ] noncomputable def leftMass (p : α × β → ℝ) (a : α) : ℝ := ∑ b, p (a,b) noncomputable def rightMass (p : α × β → ℝ) (b : β) : ℝ := ∑ a, p (a,b) omit [Fintype α] in lemma leftMass_nonneg {p : α × β → ℝ} (hp : ∀ x, 0 ≤ p x) (a : α) : 0 ≤ leftMass p a := sum_nonneg (fun _ _ => hp _) omit [Fintype β] in lemma rightMass_nonneg {p : α × β → ℝ} (hp : ∀ x, 0 ≤ p x) (b : β) : 0 ≤ rightMass p b := sum_nonneg (fun _ _ => hp _) omit [Fintype α] in lemma le_leftMass {p : α × β → ℝ} (hp : ∀ x, 0 ≤ p x) (a : α) (b : β) : p (a,b) ≤ leftMass p a := single_le_sum (fun _ _ => hp _) (mem_univ b) omit [Fintype β] in lemma le_rightMass {p : α × β → ℝ} (hp : ∀ x, 0 ≤ p x) (a : α) (b : β) : p (a,b) ≤ rightMass p b := single_le_sum (fun a _ => hp (a,b)) (mem_univ a) lemma sum_leftMass (p : α × β → ℝ) : ∑ a, leftMass p a = ∑ x, p x := by simp only [leftMass, Fintype.sum_prod_type] lemma sum_rightMass (p : α × β → ℝ) : ∑ b, rightMass p b = ∑ x, p x := by simp only [rightMass, Fintype.sum_prod_type] exact sum_comm /-- Finite joint entropy subadditivity, including zero marginal masses. This is the unconditional entropy input for block-rate existence. -/ theorem entropy_subadd {p : α × β → ℝ} (hp : ∀ x, 0 ≤ p x) (hs : ∑ x, p x = 1) : natEntropy p ≤ natEntropy (leftMass p) + natEntropy (rightMass p) := by have hpoint (a : α) (b : β) : Real.negMulLog (p (a,b)) ≤ -p (a,b) * Real.log (leftMass p a) - p (a,b) * Real.log (rightMass p b) + leftMass p a * rightMass p b - p (a,b) := by rcases eq_or_lt_of_le (hp (a,b)) with he | he · rw [← he] simp only [Real.negMulLog_zero, neg_zero, zero_mul, sub_zero, zero_add] exact mul_nonneg (leftMass_nonneg hp a) (rightMass_nonneg hp b) · have ha := he.trans_le (le_leftMass hp a b) have hb := he.trans_le (le_rightMass hp a b) have h := negMulLog_le_cross (hp (a,b)) (mul_pos ha hb) rw [Real.log_mul ha.ne' hb.ne'] at h nlinarith have hA : (∑ a, ∑ b, -p (a,b) * Real.log (leftMass p a)) = natEntropy (leftMass p) := by simp only [← sum_mul, sum_neg_distrib, leftMass, natEntropy, Real.negMulLog_def] have hB : (∑ a, ∑ b, -p (a,b) * Real.log (rightMass p b)) = natEntropy (rightMass p) := by rw [sum_comm] simp only [← sum_mul, sum_neg_distrib, rightMass, natEntropy, Real.negMulLog_def] have hAB : (∑ a, ∑ b, leftMass p a * rightMass p b) = 1 := by simp only [← mul_sum, sum_rightMass, sum_leftMass, hs, mul_one] calc _ ≤ ∑ a, ∑ b, (-p (a,b) * Real.log (leftMass p a) - p (a,b) * Real.log (rightMass p b) + leftMass p a * rightMass p b - p (a,b)) := by simp only [natEntropy, Fintype.sum_prod_type] exact sum_le_sum (fun a _ => sum_le_sum (fun b _ => hpoint a b)) _ = _ := by simp only [sub_eq_add_neg, neg_mul, sum_add_distrib, sum_neg_distrib] at hA hB ⊢ have hpSum : (∑ a, ∑ b, p (a,b)) = 1 := by simpa only [Fintype.sum_prod_type] using hs rw [hA, hB, hAB, hpSum] ring /-- Pushing a finite entropy vector through a deterministic map cannot increase entropy. There is no measurability or independence assumption. -/ noncomputable def pushMass (p : α → ℝ) (f : α → β) (b : β) : ℝ := by classical exact ∑ a, if f a = b then p a else 0 omit [Fintype β] in lemma pushMass_nonneg {p : α → ℝ} (hp : ∀ a, 0 ≤ p a) (f : α → β) (b : β) : 0 ≤ pushMass p f b := by classical unfold pushMass apply sum_nonneg intro a _ split_ifs · exact hp a · exact le_rfl lemma sum_pushMass (p : α → ℝ) (f : α → β) : ∑ b, pushMass p f b = ∑ a, p a := by classical simp only [pushMass] rw [sum_comm] simp lemma entropy_push_le {p : α → ℝ} (hp : ∀ a, 0 ≤ p a) (f : α → β) : natEntropy (pushMass p f) ≤ natEntropy p := by classical have hupper (a : α) : p a ≤ pushMass p f (f a) := by have h := single_le_sum (s := univ) (a := a) (f := fun x => if f x = f a then p x else 0) (by intro x _; split_ifs; exact hp x; exact le_rfl) (mem_univ a) simpa [pushMass] using h have hpoint (a : α) : -p a * Real.log (pushMass p f (f a)) ≤ Real.negMulLog (p a) := by rcases eq_or_lt_of_le (hp a) with ha | ha · rw [← ha]; simp · have hm := Real.log_le_log ha (hupper a) simpa only [Real.negMulLog_def] using mul_le_mul_of_nonpos_left hm (by linarith : -p a ≤ 0) have heq : natEntropy (pushMass p f) = ∑ a, -p a * Real.log (pushMass p f (f a)) := by unfold natEntropy simp only [Real.negMulLog_def] calc _ = ∑ b, ∑ a, -(if f a = b then p a else 0) * Real.log (pushMass p f b) := by apply sum_congr rfl intro b _ rw [← sum_mul, sum_neg_distrib] rfl _ = _ := by rw [sum_comm] apply sum_congr rfl intro a _ simp [ite_mul] rw [heq] exact sum_le_sum (fun a _ => hpoint a) end SmoothObstruction.FiniteEntropy namespace SmoothObstruction.FiniteEntropy open Finset variable {α : Type*} [Fintype α] /-- Entropy of a symbol emitted only on an event of total mass δ. The marker cost is exactly one natural-log bit; zeros are included. -/ lemma entropy_option {p : Option α → ℝ} (hp : ∀ a, 0 ≤ p a) (hs : ∑ a, p a = 1) : natEntropy p ≤ Real.log 2 + (∑ a, p (some a)) * Real.log (Fintype.card α) := by let δ := ∑ a, p (some a) have hδ : 0 ≤ δ := sum_nonneg (fun a _ => hp (some a)) have htotal : p none + δ = 1 := by simpa only [Fintype.sum_option] using hs have hbin := entropy_le_log_card (p := fun b : Bool => if b then δ else p none) (by intro b; cases b; exact hp none; exact hδ) (by simpa [add_comm] using htotal) simp only [natEntropy, Fintype.sum_bool, Bool.false_eq_true, ↓reduceIte, Fintype.card_bool, Nat.cast_ofNat] at hbin have htail := sum_negMulLog_le_mass (univ : Finset α) (fun a => p (some a)) (fun a _ => hp (some a)) simp only [card_univ] at htail change _ ≤ Real.negMulLog δ + δ * _ at htail unfold natEntropy rw [Fintype.sum_option] nlinarith end SmoothObstruction.FiniteEntropy end section namespace SmoothObstruction.FiniteEntropy open Finset variable {α : Type*} [Fintype α] lemma entropy_lower_mass {p : α → ℝ} (hp : ∀ a, 0 ≤ p a) : Real.negMulLog (∑ a, p a) ≤ natEntropy p := by have hh := entropy_push_le hp (fun _ : α => ()) simpa [natEntropy,pushMass] using hh lemma entropy_add_le {p q : α → ℝ} (hp : ∀ a, 0 ≤ p a) (hq : ∀ a, 0 ≤ q a) : natEntropy (fun a => p a+q a) ≤ natEntropy p+natEntropy q := by let joint : Bool × α → ℝ := fun ba => if ba.1 then q ba.2 else p ba.2 have h := entropy_push_le (p:=joint) (by intro ba; dsimp [joint]; split <;> [exact hq _; exact hp _]) Prod.snd have hpush : pushMass joint Prod.snd = fun a => p a+q a := by classical funext a simp [pushMass,joint,Fintype.sum_prod_type,add_comm] rw [hpush] at h simpa [joint,natEntropy,Fintype.sum_prod_type,Fintype.sum_bool,add_comm] using h /-- Removing part of a probability law can increase unnormalized entropy only by the entropy term of the retained mass. -/ lemma entropy_common_le {p m : α → ℝ} (_hp : ∀ a, 0 ≤ p a) (hs : ∑ a, p a=1) (hm : ∀ a, 0 ≤ m a) (hmle : ∀ a, m a ≤ p a) : natEntropy m ≤ natEntropy p + Real.negMulLog (∑ a,m a) := by let r := fun a => p a-m a have hr : ∀ a, 0 ≤ r a := fun a => sub_nonneg.mpr (hmle a) let joint : Bool × α → ℝ := fun ba => if ba.1 then r ba.2 else m ba.2 have hj : ∀ ba, 0≤joint ba := by intro ba; dsimp [joint]; split <;> [exact hr _; exact hm _] have hjs : ∑ ba, joint ba=1 := by simp only [joint,Fintype.sum_prod_type,Fintype.sum_bool,Bool.false_eq_true,↓reduceIte] simp only [r,sum_sub_distrib,hs] ring have hh := entropy_subadd hj hjs have hrm : rightMass joint = p := by funext a simp [rightMass,joint,r] have hleft : natEntropy (leftMass joint) = Real.negMulLog (∑ a,m a)+Real.negMulLog (∑ a,r a) := by simp [natEntropy,leftMass,joint,add_comm] have hjh : natEntropy joint=natEntropy m+natEntropy r := by simp [natEntropy,joint,Fintype.sum_prod_type,add_comm] rw [hrm,hleft,hjh] at hh have hlo := entropy_lower_mass hr linarith /-- Shannon's continuity estimate from a literal total-variation distance. No coupling or chain-rule inequality is assumed. Natural logs here; division by log 2 gives precisely the manuscript's one-bit cost. -/ theorem entropy_tv {p q : α → ℝ} (hp : ∀ a,0≤p a) (hq : ∀ a,0≤q a) (hps : ∑ a,p a=1) (hqs : ∑ a,q a=1) : natEntropy q ≤ natEntropy p+Real.log 2+ ((1/2:ℝ)*∑ a,|p a-q a|)*Real.log (Fintype.card α) := by let m := fun a => min (p a) (q a) let r := fun a => q a-m a have hm : ∀ a,0 ≤ m a := fun a => le_min (hp a) (hq a) have hr : ∀ a,0 ≤ r a := fun a => sub_nonneg.mpr (min_le_right _ _) have hc := entropy_common_le hp hps hm (fun a => min_le_left _ _) have ha := entropy_add_le hm hr have hmr : (fun a => m a+r a)=q := by funext a; dsimp [r]; ring rw [hmr] at ha have hb := sum_negMulLog_le_mass univ r (fun a _ => hr a) simp only [card_univ] at hb change natEntropy r ≤ Real.negMulLog (∑ a,r a)+(∑ a,r a)*Real.log (Fintype.card α) at hb have ht : (∑ a,m a)+(∑ a,r a)=1 := by rw [←sum_add_distrib] simpa only [hmr] using hqs have hbin := entropy_le_log_card (p:=fun b : Bool => if b then ∑ a,m a else ∑ a,r a) (by intro b; cases b; exact sum_nonneg (fun a _=>hr a); exact sum_nonneg (fun a _=>hm a)) (by simpa only [Fintype.sum_bool,Bool.false_eq_true,↓reduceIte] using ht) simp only [natEntropy,Fintype.sum_bool,Bool.false_eq_true,↓reduceIte,Fintype.card_bool,Nat.cast_ofNat] at hbin have hδ : (∑ a,r a)=((1/2:ℝ)*∑ a,|p a-q a|) := by have hpoint (a : α) : |p a-q a| = p a+q a-2*m a := by dsimp [m] rcases le_total (p a) (q a) with h|h · rw [min_eq_left h,abs_of_nonpos (sub_nonpos.mpr h)]; ring · rw [min_eq_right h,abs_of_nonneg (sub_nonneg.mpr h)]; ring simp_rw [hpoint] simp only [sum_sub_distrib,sum_add_distrib,←mul_sum,hps,hqs] simp only [r,sum_sub_distrib,hqs] ring rw [hδ] at hb rw [hδ] at hbin linarith end SmoothObstruction.FiniteEntropy end end OAI