import Mathlib import OAI.GroupTheory.SimpleAmenable.RandomFields.AffineNoiseEnergy namespace OAI section section open scoped symmDiff namespace SimpleAmenable open scoped commutatorElement open scoped commutatorElement section MatrixDensityCalculus open Classical Matrix noncomputable def determinantMultilinear {ι : Type*} [Fintype ι] : ContinuousMultilinearMap ℝ (fun _ : ι => ι → ℝ) ℝ where toMultilinearMap := Matrix.detRowAlternating.toMultilinearMap cont := continuous_id.matrix_det theorem determinantMultilinear_apply {ι : Type*} [Fintype ι] (A : Matrix ι ι ℝ) : determinantMultilinear A=A.det := rfl theorem matrix_hasDerivAt_det {ι : Type*} [Fintype ι] {A : ℝ → Matrix ι ι ℝ} {A' : Matrix ι ι ℝ} {t : ℝ} (hA : HasDerivAt A A' t) (hunit : IsUnit (A t).det) : HasDerivAt (fun s => (A s).det) ((A t).det*Matrix.trace (A'*(A t)⁻¹)) t := by let M := A t let L := A'*M⁻¹ have hmul : L*M=A' := by rw [mul_assoc,Matrix.nonsing_inv_mul _ hunit,mul_one] have hrow (i : ι) : A' i=∑j,L i j • M j := by ext k rw [← hmul] simp only [Matrix.mul_apply,Finset.sum_apply,Pi.smul_apply,smul_eq_mul] have hd := (determinantMultilinear.hasFDerivAt (A t)).comp_hasDerivAt t hA have he : determinantMultilinear.linearDeriv (A t) A'=M.det*Matrix.trace L := by have hlin : determinantMultilinear.linearDeriv (A t) A'= ∑i,determinantMultilinear (Function.update (A t) i (A' i)) := by convert! ContinuousMultilinearMap.linearDeriv_apply determinantMultilinear (fun i j => A t i j) (fun i j => A' i j) using 1 rw [hlin] calc _ = ∑i,(M.updateRow i (∑j,L i j • M j)).det := by apply Finset.sum_congr rfl intro i _ rw [hrow i] rfl _ = ∑i,L i i*M.det := by apply Finset.sum_congr rfl intro i _ rw [Matrix.det_updateRow_sum,smul_eq_mul] _ = M.det*Matrix.trace L := by simp only [Matrix.trace,Matrix.diag,Finset.mul_sum,mul_comm] rw [he] at hd convert! hd using 1 end MatrixDensityCalculus section AffineNoiseIdentity open Classical Matrix noncomputable def noiseGradientCoordinate {ι : Type*} [Fintype ι] (f : ℝ → ℝ) (i : ι) (x : ι → ℝ) : ℝ := deriv f (x i)*∏j∈Finset.univ.erase i,f (x j) theorem singletonNoise_eq {ι : Type*} [Fintype ι] (f : ℝ → ℝ) (q : NoiseFactor) (i : ι) (x : ι → ℝ) : singletonNoise f q i x=noiseFactor f q (x i)*∏j∈Finset.univ.erase i,f (x j) := by unfold singletonNoise centeredNoiseTensor noiseTensor rw [← Finset.mul_prod_erase Finset.univ (fun j => (if j∈({i} : Finset ι) then (fun _ => noiseFactor f q) j else f) (x j)) (Finset.mem_univ i)] simp only [Finset.mem_singleton] congr 1 apply Finset.prod_congr rfl intro j hj rw [ite_eq_right (Finset.mem_erase.mp hj).1] theorem singletonNoise_score {ι : Type*} [Fintype ι] (f : ℝ → ℝ) (i : ι) (x : ι → ℝ) : singletonNoise f .score i x=noiseGradientCoordinate f i x := by rw [singletonNoise_eq] rfl theorem singletonNoise_diagonal {ι : Type*} [Fintype ι] (f : ℝ → ℝ) (i : ι) (x : ι → ℝ) : singletonNoise f .diagonal i x= x i*noiseGradientCoordinate f i x+noiseTensor (fun _ : ι => f) x/2 := by rw [singletonNoise_eq] unfold noiseFactor noiseGradientCoordinate noiseTensor rw [← Finset.mul_prod_erase Finset.univ (fun j => f (x j)) (Finset.mem_univ i)] ring theorem pairNoise_gradient {ι : Type*} [Fintype ι] (f : ℝ → ℝ) (p : NoisePair ι) (x : ι → ℝ) : pairNoise f p x=x p.val.2*noiseGradientCoordinate f p.val.1 x := by rw [← singletonNoise_score] unfold pairNoise singletonNoise centeredNoiseTensor noiseTensor rw [← Finset.mul_prod_erase Finset.univ _ (Finset.mem_univ p.val.2), ← Finset.mul_prod_erase Finset.univ (fun i => (if i∈({p.val.1} : Finset ι) then (fun _ => noiseFactor f .score) i else f) (x i)) (Finset.mem_univ p.val.2)] simp only [Finset.mem_insert,Finset.mem_singleton,or_true,ite_true, ite_eq_right (Ne.symm p.property),noiseFactor] have hp : (∏i∈Finset.univ.erase p.val.2, (if i∈({p.val.1,p.val.2} : Finset ι) then (fun i => noiseFactor f (if i=p.val.1 then .score else .position)) i else f) (x i))= ∏i∈Finset.univ.erase p.val.2,(if i=p.val.1 then deriv f else f) (x i) := by apply Finset.prod_congr rfl intro i hi have hne := (Finset.mem_erase.mp hi).1 by_cases he : i=p.val.1 · simp [he,noiseFactor] · simp [he,hne] simp only [Finset.mem_insert,Finset.mem_singleton,noiseFactor] at hp rw [hp] ring theorem affineNoiseGenerator_eq {ι : Type*} [Fintype ι] (f : ℝ → ℝ) (L : Matrix ι ι ℝ) (v x : ι → ℝ) : affineNoiseGenerator f L v x= (∑i,((L*ᵥx) i+v i)*noiseGradientCoordinate f i x)+ Matrix.trace L*noiseTensor (fun _ : ι => f) x/2 := by have hsplit : (∑i,L i i*x i*noiseGradientCoordinate f i x)+ (∑p : NoisePair ι,L p.val.1 p.val.2*x p.val.2*noiseGradientCoordinate f p.val.1 x)= ∑i,∑j,L i j*x j*noiseGradientCoordinate f i x := by have ho : (∑p : NoisePair ι,L p.val.1 p.val.2*x p.val.2*noiseGradientCoordinate f p.val.1 x)= ∑i,∑j,if i≠j then L i j*x j*noiseGradientCoordinate f i x else 0 := by change (∑p : {p : ι×ι // p.1≠p.2},L p.val.1 p.val.2*x p.val.2*noiseGradientCoordinate f p.val.1 x)=_ rw [← Finset.sum_subtype (Finset.univ.filter (fun p : ι×ι => p.1≠p.2)) (by simp) (fun p : ι×ι => L p.1 p.2*x p.2*noiseGradientCoordinate f p.1 x),Finset.sum_filter, Fintype.sum_prod_type] rw [ho,← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro i _ calc _ = (∑j,if i=j then L i j*x j*noiseGradientCoordinate f i x else 0)+ (∑j,if i≠j then L i j*x j*noiseGradientCoordinate f i x else 0) := by simp _ = _ := by rw [← Finset.sum_add_distrib] apply Finset.sum_congr rfl intro j _ split_ifs <;> simp_all simp_rw [affineNoiseGenerator,singletonNoise_diagonal,singletonNoise_score,pairNoise_gradient] simp only [mul_add,Finset.sum_add_distrib] have ht : (∑i,L i i*(noiseTensor (fun _ : ι => f) x/2))= Matrix.trace L*noiseTensor (fun _ : ι => f) x/2 := by rw [← Finset.sum_mul] simp only [Matrix.trace,Matrix.diag] ring rw [ht] have hh : (∑p : NoisePair ι,L p.val.1 p.val.2*(x p.val.2*noiseGradientCoordinate f p.val.1 x))= ∑p : NoisePair ι,L p.val.1 p.val.2*x p.val.2*noiseGradientCoordinate f p.val.1 x := by simp only [mul_assoc] rw [hh] simp only [← mul_assoc] at hsplit ⊢ rw [show (∑i,L i i*x i*noiseGradientCoordinate f i x)+ Matrix.trace L*noiseTensor (fun _ : ι => f) x/2+ (∑i,v i*noiseGradientCoordinate f i x)+ (∑p : NoisePair ι,L p.val.1 p.val.2*x p.val.2*noiseGradientCoordinate f p.val.1 x)= ((∑i,L i i*x i*noiseGradientCoordinate f i x)+ (∑p : NoisePair ι,L p.val.1 p.val.2*x p.val.2*noiseGradientCoordinate f p.val.1 x))+ (∑i,v i*noiseGradientCoordinate f i x)+Matrix.trace L*noiseTensor (fun _ : ι => f) x/2 by ring, hsplit] simp only [Matrix.mulVec,dotProduct,Finset.sum_mul,add_mul,Finset.sum_add_distrib] theorem noiseTensor_hasDerivAt {ι : Type*} [Fintype ι] {f : ℝ → ℝ} (hf : Differentiable ℝ f) {x : ℝ → ι → ℝ} {x' : ι → ℝ} {t : ℝ} (hx : HasDerivAt x x' t) : HasDerivAt (fun s => noiseTensor (fun _ : ι => f) (x s)) (∑i,x' i*noiseGradientCoordinate f i (x t)) t := by have h (i : ι) := ((hf (x t i)).hasDerivAt).comp t ((hasDerivAt_pi.mp hx) i) convert! HasDerivAt.fun_finsetProd (fun i (_ : i∈Finset.univ) => h i) using 1 apply Finset.sum_congr rfl intro i _ simp only [noiseGradientCoordinate,smul_eq_mul,Function.comp_apply] ring end AffineNoiseIdentity end SimpleAmenable end end end OAI