import Mathlib import OAI.LinearAlgebra.MatrixFields.Certificates.CertificatesReplay import OAI.LinearAlgebra.MatrixFields.Parameters.ParametersWeights namespace OAI namespace MatrixAllFields open scoped BigOperators Topology Polynomial section noncomputable section namespace MatrixMultiplication.Foundation open scoped BigOperators def entropyTerm (p : ℝ) : ℝ := -p * Real.log p def finiteEntropy {A : Type*} [Fintype A] (p : A → ℝ) : ℝ := ∑ a, entropyTerm (p a) theorem finiteEntropy_equiv {A B : Type*} [Fintype A] [Fintype B] (e : A ≃ B) (p : B → ℝ) : finiteEntropy (fun a => p (e a)) = finiteEntropy p := e.sum_comp (fun b => entropyTerm (p b)) @[simp] theorem entropyTerm_zero : entropyTerm 0 = 0 := by simp [entropyTerm] theorem entropyTerm_mul (p q : ℝ) : entropyTerm (p * q) = q * entropyTerm p + p * entropyTerm q := by by_cases hp : p = 0 · simp [hp] by_cases hq : q = 0 · simp [hq] rw [entropyTerm, Real.log_mul hp hq] unfold entropyTerm ring theorem finiteEntropy_chain {A B : Type*} [Fintype A] [Fintype B] (p : A → ℝ) (q : A → B → ℝ) (hq : ∀ a, ∑ b, q a b = 1) : finiteEntropy (fun ab : A × B => p ab.1 * q ab.1 ab.2) = finiteEntropy p + ∑ a, p a * finiteEntropy (q a) := by simp only [finiteEntropy, Fintype.sum_prod_type, entropyTerm_mul, Finset.sum_add_distrib, ← Finset.sum_mul, ← Finset.mul_sum, hq, one_mul] structure FiniteLaw (A : Type*) [Fintype A] where mass : A → ℝ nonneg : ∀ a, 0 ≤ mass a total : ∑ a, mass a = 1 namespace FiniteLaw variable {A B : Type*} [Fintype A] [Fintype B] def map (p : FiniteLaw A) (f : A → B) : FiniteLaw B := by classical exact { mass := fun b => ∑ a, if f a = b then p.mass a else 0 nonneg := fun b => Finset.sum_nonneg fun a _ => by split_ifs · exact p.nonneg a · exact le_rfl total := by rw [Finset.sum_comm] simpa using p.total } @[simp] theorem map_mass [DecidableEq B] (p : FiniteLaw A) (f : A → B) (b : B) : (p.map f).mass b = ∑ a, if f a = b then p.mass a else 0 := by classical dsimp only [map] apply Finset.sum_congr rfl intro a _ by_cases h : f a = b <;> simp only [h, ite_true, ite_false] theorem map_mass_apply (p : FiniteLaw A) (f : A → B) (hf : Function.Injective f) (a : A) : (p.map f).mass (f a) = p.mass a := by classical simp [map_mass, hf.eq_iff] theorem map_entropy_of_injective (p : FiniteLaw A) (f : A → B) (hf : Function.Injective f) : finiteEntropy (p.map f).mass = finiteEntropy p.mass := by classical have hterm (b : B) : entropyTerm ((p.map f).mass b) = ∑ a, if f a = b then entropyTerm (p.mass a) else 0 := by by_cases hb : ∃ a, f a = b · obtain ⟨a, rfl⟩ := hb rw [map_mass_apply p f hf] simp [hf.eq_iff] · simp [map_mass, not_exists.mp hb] unfold finiteEntropy simp_rw [hterm] rw [Finset.sum_comm] simp def joint (p : FiniteLaw A) (q : A → FiniteLaw B) : FiniteLaw (A × B) where mass ab := p.mass ab.1 * (q ab.1).mass ab.2 nonneg ab := mul_nonneg (p.nonneg ab.1) ((q ab.1).nonneg ab.2) total := by simp [Fintype.sum_prod_type, ← Finset.mul_sum, (q _).total, p.total] theorem joint_entropy (p : FiniteLaw A) (q : A → FiniteLaw B) : finiteEntropy (p.joint q).mass = finiteEntropy p.mass + ∑ a, p.mass a * finiteEntropy (q a).mass := finiteEntropy_chain p.mass (fun a => (q a).mass) (fun a => (q a).total) theorem mass_le_map_mass (p : FiniteLaw A) (f : A → B) (a : A) : p.mass a ≤ (p.map f).mass (f a) := by classical rw [map_mass] have h := Finset.single_le_sum (s := (Finset.univ : Finset A)) (f := fun a' => if f a' = f a then p.mass a' else 0) (fun a' _ => by split_ifs · exact p.nonneg a' · exact le_rfl) (Finset.mem_univ a) simpa using h def conditional (p : FiniteLaw A) (f : A → B) (b : B) : FiniteLaw A := by classical exact if hzero : (p.map f).mass b = 0 then p else { mass := fun a => (if f a = b then p.mass a else 0) / (p.map f).mass b nonneg := fun a => div_nonneg (by split_ifs; exact p.nonneg a; exact le_rfl) ((p.map f).nonneg b) total := by rw [← Finset.sum_div, ← map_mass p f b, div_self hzero] } theorem map_mass_mul_conditional [DecidableEq B] (p : FiniteLaw A) (f : A → B) (b : B) (a : A) : (p.map f).mass b * (p.conditional f b).mass a = if f a = b then p.mass a else 0 := by classical by_cases hzero : (p.map f).mass b = 0 · have ha : f a = b → p.mass a = 0 := by intro hab have hle := p.mass_le_map_mass f a rw [hab, hzero] at hle exact le_antisymm hle (p.nonneg a) rw [hzero, zero_mul] by_cases hab : f a = b · rw [ite_eq_left hab, ha hab] · rw [ite_eq_right hab] · simp only [conditional, hzero, ↓reduceDIte] by_cases hab : f a = b · simpa only [hab, ite_true] using (mul_div_cancel₀ (p.mass a) hzero) · simp only [hab, ite_false, zero_div, mul_zero] theorem entropy_eq_map_add_conditional (p : FiniteLaw A) (f : A → B) : finiteEntropy p.mass = finiteEntropy (p.map f).mass + ∑ b, (p.map f).mass b * finiteEntropy (p.conditional f b).mass := by classical let graph : A → B × A := fun a => (f a, a) have hinj : Function.Injective graph := fun _ _ h => congrArg Prod.snd h have hmass : ((p.map f).joint (p.conditional f)).mass = (p.map graph).mass := by funext ba rcases ba with ⟨b, a⟩ change (p.map f).mass b * (p.conditional f b).mass a = (p.map graph).mass (b, a) rw [map_mass_mul_conditional, map_mass, Finset.sum_eq_single a] · simp only [graph, Prod.mk.injEq, and_true] · intro x _ hxa simp only [graph, Prod.mk.injEq, hxa, and_false, ite_false] · intro ha exact (ha (Finset.mem_univ a)).elim calc finiteEntropy p.mass = finiteEntropy (p.map graph).mass := (p.map_entropy_of_injective graph hinj).symm _ = finiteEntropy ((p.map f).joint (p.conditional f)).mass := by rw [hmass] _ = _ := (p.map f).joint_entropy (p.conditional f) end FiniteLaw end MatrixMultiplication.Foundation end end namespace MatrixMultiplication.CompactCertificate open AllFieldCertificates AllFieldCertificates.Replay inductive EntropyDatum where | zero | log (input output logarithm : Ball) (witness : LogData) def EntropyDatum.input : EntropyDatum → Ball | .zero => .exact 0 | .log p _ _ _ => p def EntropyDatum.output : EntropyDatum → Ball | .zero => .exact 0 | .log _ e _ _ => e def EntropyDatum.check (two : Ball) : EntropyDatum → Bool | .zero => true | .log p e l w => checkLog two p l w && contains (Ball.mul (Ball.neg p) l) e lemma EntropyDatum.sound {two : Ball} (htwo : two.Encloses (Real.log 2)) {c : EntropyDatum} (hc : c.check two = true) {x : ℝ} (hx : c.input.Encloses x) : c.output.Encloses (Foundation.entropyTerm x) := by cases c with | zero => have hb := Ball.bounds hx have h : x = 0 := by norm_num [EntropyDatum.input, Ball.lower, Ball.upper, Ball.exact] at hb linarith simp only [h, Foundation.entropyTerm, neg_zero, zero_mul] simpa only [EntropyDatum.output, Rat.cast_zero] using Ball.exact_sound 0 | log p e l w => simp only [EntropyDatum.check, Bool.and_eq_true] at hc obtain ⟨hl, he⟩ := hc exact contains_sound (Ball.mul_sound (Ball.neg_sound hx) (checkLog_sound htwo hx hl)) he def entropyLookup (cs : List EntropyDatum) (i : ℕ) : EntropyDatum := (cs[i]?).getD .zero lemma entropyLookup_check {two : Ball} {cs : List EntropyDatum} (h : cs.all (fun c => c.check two) = true) (i : ℕ) : (entropyLookup cs i).check two = true := by induction cs generalizing i with | nil => simp [entropyLookup, EntropyDatum.check] | cons c cs ih => simp only [List.all_cons, Bool.and_eq_true] at h cases i with | zero => simpa [entropyLookup] using h.1 | succ i => simpa [entropyLookup] using ih h.2 i lemma entropyLookup_sound {two : Ball} (htwo : two.Encloses (Real.log 2)) {cs : List EntropyDatum} (h : cs.all (fun c => c.check two) = true) (i : ℕ) {x : ℝ} (hx : (entropyLookup cs i).input.Encloses x) : (entropyLookup cs i).output.Encloses (Foundation.entropyTerm x) := EntropyDatum.sound htwo (entropyLookup_check h i) hx end MatrixMultiplication.CompactCertificate end MatrixAllFields namespace MatrixAllFields open scoped BigOperators Topology Polynomial section namespace MatrixMultiplication.AllFieldParameters open MatrixMultiplication.Foundation open scoped BigOperators noncomputable section def homogeneousEntropy {A : Type*} [Fintype A] (p : A → ℝ) : ℝ := (∑ a, p a) * Real.log (∑ a, p a) + finiteEntropy p theorem homogeneousEntropy_normalized {A : Type*} [Fintype A] (p : A → ℝ) (hp : ∑ a, p a = 1) : homogeneousEntropy p = finiteEntropy p := by simp [homogeneousEntropy, hp] theorem entropyTerm_divide (x m : ℝ) : entropyTerm (x / m) = entropyTerm x / m + (x / m) * Real.log m := by by_cases hx : x = 0 · simp [hx] by_cases hm : m = 0 · simp [hm] rw [entropyTerm, Real.log_div hx hm] unfold entropyTerm ring theorem homogeneousEntropy_eq_mass_mul {A : Type*} [Fintype A] (p : A → ℝ) (hm : ∑ a, p a ≠ 0) : homogeneousEntropy p = (∑ a, p a) * finiteEntropy (fun a => p a / ∑ b, p b) := by simp only [finiteEntropy, entropyTerm_divide, Finset.sum_add_distrib, ← Finset.sum_div, ← Finset.sum_mul] unfold homogeneousEntropy finiteEntropy rw [div_self hm] field_simp ring theorem homogeneousEntropy_zero {A : Type*} [Fintype A] : homogeneousEntropy (fun _ : A => 0) = 0 := by simp [homogeneousEntropy, finiteEntropy] theorem homogeneousEntropy_expansion {A : Type*} [Fintype A] (p : A → ℝ) : homogeneousEntropy p = (∑ a, p a) * Real.log (∑ a, p a) - ∑ a, p a * Real.log (p a) := by simp only [homogeneousEntropy, finiteEntropy, entropyTerm, neg_mul, Finset.sum_neg_distrib, sub_eq_add_neg] end end MatrixMultiplication.AllFieldParameters end end MatrixAllFields namespace MatrixAllFields open scoped BigOperators Topology Polynomial section noncomputable section open scoped Topology open Filter namespace MatrixMultiplication.Foundation theorem entropyTerm_eq_negMulLog (p : ℝ) : entropyTerm p = Real.negMulLog p := rfl @[simp] theorem entropyTerm_one : entropyTerm 1 = 0 := by simp [entropyTerm] theorem mul_entropyTerm_inv (x : ℝ) : x * entropyTerm x⁻¹ = Real.log x := by by_cases hx : x = 0 · simp [hx] · simp only [entropyTerm, Real.log_inv] calc _ = (x * x⁻¹) * Real.log x := by ring _ = Real.log x := by rw [mul_inv_cancel₀ hx, one_mul] theorem finiteEntropy_uniform {A : Type*} [Fintype A] : finiteEntropy (fun _a : A => (Fintype.card A : ℝ)⁻¹) = Real.log (Fintype.card A) := by simp only [finiteEntropy, Finset.sum_const, Finset.card_univ, nsmul_eq_mul] exact mul_entropyTerm_inv (Fintype.card A) theorem finiteEntropy_deterministic {A : Type*} [Fintype A] [DecidableEq A] (a : A) : finiteEntropy (fun b => if b = a then 1 else 0) = 0 := by apply Finset.sum_eq_zero intro b hb change entropyTerm (if b = a then 1 else 0) = 0 split_ifs <;> simp @[fun_prop] theorem continuous_entropyTerm : Continuous entropyTerm := Real.continuous_negMulLog theorem entropyTerm_nonneg {p : ℝ} (hp₀ : 0 ≤ p) (hp₁ : p ≤ 1) : 0 ≤ entropyTerm p := Real.negMulLog_nonneg hp₀ hp₁ theorem concaveOn_entropyTerm : ConcaveOn ℝ (Set.Ici 0) entropyTerm := Real.concaveOn_negMulLog @[fun_prop] theorem continuous_finiteEntropy {A : Type*} [Fintype A] : Continuous (finiteEntropy : (A → ℝ) → ℝ) := by unfold finiteEntropy exact continuous_finsetSum _ fun a _ => continuous_entropyTerm.comp (continuous_apply a) theorem tendsto_entropyTerm {I : Type*} {l : Filter I} {p : I → ℝ} {q : ℝ} (h : Tendsto p l (𝓝 q)) : Tendsto (fun i => entropyTerm (p i)) l (𝓝 (entropyTerm q)) := continuous_entropyTerm.continuousAt.tendsto.comp h theorem tendsto_entropyTerm_zero {I : Type*} {l : Filter I} {p : I → ℝ} (h : Tendsto p l (𝓝 0)) : Tendsto (fun i => entropyTerm (p i)) l (𝓝 0) := by simpa only [entropyTerm_zero] using tendsto_entropyTerm h theorem tendsto_finiteEntropy_of_tendsto {I A : Type*} [Fintype A] {l : Filter I} {p : I → A → ℝ} {q : A → ℝ} (h : ∀ a, Tendsto (fun i => p i a) l (𝓝 (q a))) : Tendsto (fun i => finiteEntropy (p i)) l (𝓝 (finiteEntropy q)) := continuous_finiteEntropy.continuousAt.tendsto.comp (tendsto_pi_nhds.mpr h) theorem finiteEntropy_nonneg {A : Type*} [Fintype A] (p : A → ℝ) (hp₀ : ∀ a, 0 ≤ p a) (hp₁ : ∀ a, p a ≤ 1) : 0 ≤ finiteEntropy p := by exact Finset.sum_nonneg fun a _ => entropyTerm_nonneg (hp₀ a) (hp₁ a) theorem finiteEntropy_mix_le {A : Type*} [Fintype A] (p q : A → ℝ) (hp : ∀ i, 0 ≤ p i) (hq : ∀ i, 0 ≤ q i) {a b : ℝ} (ha : 0 ≤ a) (hb : 0 ≤ b) (hab : a + b = 1) : a * finiteEntropy p + b * finiteEntropy q ≤ finiteEntropy (fun i => a * p i + b * q i) := by calc a * finiteEntropy p + b * finiteEntropy q = ∑ i, (a * entropyTerm (p i) + b * entropyTerm (q i)) := by simp only [finiteEntropy, Finset.sum_add_distrib, ← Finset.mul_sum] _ ≤ finiteEntropy (fun i => a * p i + b * q i) := by apply Finset.sum_le_sum intro i hi exact concaveOn_entropyTerm.2 (hp i) (hq i) ha hb hab theorem finiteEntropy_le_log_card {A : Type*} [Fintype A] (p : A → ℝ) (hp : ∀ a, 0 ≤ p a) (htotal : ∑ a, p a = 1) : finiteEntropy p ≤ Real.log (Fintype.card A) := by classical have hcard : 0 < Fintype.card A := by by_contra h have : IsEmpty A := Fintype.card_eq_zero_iff.mp (Nat.eq_zero_of_not_pos h) simp at htotal have hn : (0 : ℝ) < Fintype.card A := Nat.cast_pos.mpr hcard have hw : ∑ _a : A, (Fintype.card A : ℝ)⁻¹ = 1 := by simp [Finset.sum_const, nsmul_eq_mul, hn.ne'] have hJ := concaveOn_entropyTerm.le_map_sum (t := (Finset.univ : Finset A)) (w := fun _a : A => (Fintype.card A : ℝ)⁻¹) (p := p) (fun _a _ha => (inv_pos.mpr hn).le) hw (fun a _ha => hp a) have hJ' : (Fintype.card A : ℝ)⁻¹ * finiteEntropy p ≤ entropyTerm (Fintype.card A : ℝ)⁻¹ := by simpa only [smul_eq_mul, ← Finset.mul_sum, htotal, mul_one, finiteEntropy] using hJ calc finiteEntropy p = (Fintype.card A : ℝ) * ((Fintype.card A : ℝ)⁻¹ * finiteEntropy p) := by rw [← mul_assoc, mul_inv_cancel₀ hn.ne', one_mul] _ ≤ (Fintype.card A : ℝ) * entropyTerm (Fintype.card A : ℝ)⁻¹ := mul_le_mul_of_nonneg_left hJ' hn.le _ = Real.log (Fintype.card A) := mul_entropyTerm_inv (Fintype.card A) namespace FiniteLaw variable {A : Type*} [Fintype A] def uniform (A : Type*) [Fintype A] [Nonempty A] : FiniteLaw A where mass _a := (Fintype.card A : ℝ)⁻¹ nonneg _a := inv_nonneg.mpr (Nat.cast_nonneg _) total := by have hn : (Fintype.card A : ℝ) ≠ 0 := (Nat.cast_pos.mpr (Fintype.card_pos : 0 < Fintype.card A)).ne' simp [Finset.sum_const, nsmul_eq_mul, hn] @[simp] theorem uniform_mass [Nonempty A] (a : A) : (uniform A).mass a = (Fintype.card A : ℝ)⁻¹ := rfl @[simp] theorem uniform_entropy [Nonempty A] : finiteEntropy (uniform A).mass = Real.log (Fintype.card A) := finiteEntropy_uniform def pure (a : A) : FiniteLaw A := by classical exact { mass := fun b => if b = a then 1 else 0 nonneg := fun b => by split_ifs <;> norm_num total := by simp } @[simp] theorem pure_entropy (a : A) : finiteEntropy (pure a).mass = 0 := by classical exact finiteEntropy_deterministic a theorem mass_le_one (p : FiniteLaw A) (a : A) : p.mass a ≤ 1 := by calc p.mass a ≤ ∑ b, p.mass b := Finset.single_le_sum (fun b _hb => p.nonneg b) (Finset.mem_univ a) _ = 1 := p.total theorem entropy_nonneg (p : FiniteLaw A) : 0 ≤ finiteEntropy p.mass := finiteEntropy_nonneg p.mass p.nonneg p.mass_le_one theorem entropy_le_log_card (p : FiniteLaw A) : finiteEntropy p.mass ≤ Real.log (Fintype.card A) := finiteEntropy_le_log_card p.mass p.nonneg p.total theorem map_entropy_le {B : Type*} [Fintype B] (p : FiniteLaw A) (f : A → B) : finiteEntropy (p.map f).mass ≤ finiteEntropy p.mass := by calc finiteEntropy (p.map f).mass ≤ finiteEntropy (p.map f).mass + ∑ b, (p.map f).mass b * finiteEntropy (p.conditional f b).mass := le_add_of_nonneg_right (Finset.sum_nonneg fun b _ => mul_nonneg ((p.map f).nonneg b) ((p.conditional f b).entropy_nonneg)) _ = finiteEntropy p.mass := (p.entropy_eq_map_add_conditional f).symm theorem entropy_tendsto {I : Type*} {l : Filter I} {p : I → FiniteLaw A} {q : FiniteLaw A} (h : ∀ a, Tendsto (fun i => (p i).mass a) l (𝓝 (q.mass a))) : Tendsto (fun i => finiteEntropy (p i).mass) l (𝓝 (finiteEntropy q.mass)) := tendsto_finiteEntropy_of_tendsto h end FiniteLaw end MatrixMultiplication.Foundation end end end MatrixAllFields namespace MatrixAllFields open scoped BigOperators Topology Polynomial section namespace MatrixMultiplication.Foundation open scoped BigOperators universe u v noncomputable section namespace FiniteLaw theorem map_mass_mul_conditional_map {A B C : Type*} [Fintype A] [Fintype B] [Fintype C] (p : FiniteLaw A) (f : A → B) (g : A → C) (b : B) (c : C) : (p.map f).mass b * ((p.conditional f b).map g).mass c = (p.map (fun a => (f a, g a))).mass (b, c) := by classical rw [map_mass (p.conditional f b) g c, Finset.mul_sum, map_mass p (fun a => (f a, g a)) (b, c)] apply Finset.sum_congr rfl intro a _ by_cases hgc : g a = c · rw [ite_eq_left hgc, map_mass_mul_conditional] simp only [Prod.mk.injEq, hgc, and_true] · rw [ite_eq_right hgc, mul_zero] have hpair : (f a, g a) ≠ (b, c) := fun he => hgc (congrArg Prod.snd he) rw [ite_eq_right hpair] end FiniteLaw def LabelRecord (Label : ℕ → Type u) : ℕ → Type u | 0 => PUnit | n + 1 => LabelRecord Label n × Label n instance labelRecordFintype (Label : ℕ → Type u) [∀ n, Fintype (Label n)] : (n : ℕ) → Fintype (LabelRecord Label n) | 0 => by change Fintype PUnit infer_instance | n + 1 => by letI := labelRecordFintype Label n change Fintype (LabelRecord Label n × Label n) infer_instance def labelRecordOf {A : Type v} {Label : ℕ → Type u} (labels : ∀ n, A → Label n) : (n : ℕ) → A → LabelRecord Label n | 0, _ => PUnit.unit | n + 1, a => (labelRecordOf labels n a, labels n a) structure FiniteLabelHierarchy (Label : ℕ → Type u) [∀ n, Fintype (Label n)] (depth : ℕ) where conditional : ∀ n, n < depth → LabelRecord Label n → FiniteLaw (Label n) namespace FiniteLabelHierarchy variable {Label : ℕ → Type u} [∀ n, Fintype (Label n)] {depth : ℕ} def prefixLaw (h : FiniteLabelHierarchy Label depth) : (n : ℕ) → n ≤ depth → FiniteLaw (LabelRecord Label n) | 0, _ => { mass := fun _ => 1 nonneg := fun _ => zero_le_one total := by change (∑ _ : PUnit, (1 : ℝ)) = 1 simp } | n + 1, hn => (h.prefixLaw n (Nat.le_of_succ_le hn)).joint (h.conditional n (Nat.lt_of_succ_le hn)) @[simp] theorem prefixLaw_zero_mass (h : FiniteLabelHierarchy Label depth) (hn : 0 ≤ depth) (r : LabelRecord Label 0) : (h.prefixLaw 0 hn).mass r = 1 := rfl @[simp] theorem prefixLaw_succ (h : FiniteLabelHierarchy Label depth) (n : ℕ) (hn : n + 1 ≤ depth) : h.prefixLaw (n + 1) hn = (h.prefixLaw n (Nat.le_of_succ_le hn)).joint (h.conditional n (Nat.lt_of_succ_le hn)) := rfl @[simp] theorem prefixLaw_succ_mass (h : FiniteLabelHierarchy Label depth) (n : ℕ) (hn : n + 1 ≤ depth) (r : LabelRecord Label n) (s : Label n) : (h.prefixLaw (n + 1) hn).mass (r, s) = (h.prefixLaw n (Nat.le_of_succ_le hn)).mass r * (h.conditional n (Nat.lt_of_succ_le hn) r).mass s := rfl def refinementEntropy (h : FiniteLabelHierarchy Label depth) (n : ℕ) : ℝ := if hn : n < depth then ∑ r, (h.prefixLaw n (Nat.le_of_lt hn)).mass r * finiteEntropy (h.conditional n hn r).mass else 0 theorem refinementEntropy_eq (h : FiniteLabelHierarchy Label depth) (n : ℕ) (hn : n < depth) : h.refinementEntropy n = ∑ r, (h.prefixLaw n (Nat.le_of_lt hn)).mass r * finiteEntropy (h.conditional n hn r).mass := by simp only [refinementEntropy, dite_eq_left hn] @[simp] theorem refinementEntropy_eq_zero_of_le (h : FiniteLabelHierarchy Label depth) {n : ℕ} (hn : depth ≤ n) : h.refinementEntropy n = 0 := by simp only [refinementEntropy, dite_eq_right (Nat.not_lt.mpr hn)] theorem zero_prefix_contribution (h : FiniteLabelHierarchy Label depth) (n : ℕ) (hn : n < depth) (r : LabelRecord Label n) (hr : (h.prefixLaw n (Nat.le_of_lt hn)).mass r = 0) : (h.prefixLaw n (Nat.le_of_lt hn)).mass r * finiteEntropy (h.conditional n hn r).mass = 0 := by rw [hr, zero_mul] theorem prefixLaw_entropy_succ (h : FiniteLabelHierarchy Label depth) (n : ℕ) (hn : n + 1 ≤ depth) : finiteEntropy (h.prefixLaw (n + 1) hn).mass = finiteEntropy (h.prefixLaw n (Nat.le_of_succ_le hn)).mass + h.refinementEntropy n := by change finiteEntropy ((h.prefixLaw n (Nat.le_of_succ_le hn)).joint (h.conditional n (Nat.lt_of_succ_le hn))).mass = _ rw [FiniteLaw.joint_entropy] rw [refinementEntropy_eq h n (Nat.lt_of_succ_le hn)] theorem prefixLaw_entropy (h : FiniteLabelHierarchy Label depth) (n : ℕ) (hn : n ≤ depth) : finiteEntropy (h.prefixLaw n hn).mass = ∑ j ∈ Finset.range n, h.refinementEntropy j := by induction n with | zero => simp [prefixLaw, finiteEntropy, entropyTerm, LabelRecord] | succ n ih => rw [prefixLaw_entropy_succ h n hn, ih (Nat.le_of_succ_le hn), Finset.sum_range_succ] def recordLaw (h : FiniteLabelHierarchy Label depth) : FiniteLaw (LabelRecord Label depth) := h.prefixLaw depth le_rfl theorem recordLaw_entropy (h : FiniteLabelHierarchy Label depth) : finiteEntropy h.recordLaw.mass = ∑ j ∈ Finset.range depth, h.refinementEntropy j := h.prefixLaw_entropy depth le_rfl theorem refinementEntropy_sum_of_injective_record {A : Type v} [Fintype A] (h : FiniteLabelHierarchy Label depth) (p : FiniteLaw A) (record : A → LabelRecord Label depth) (hinjective : Function.Injective record) (hmass : h.recordLaw.mass = (p.map record).mass) : (∑ j ∈ Finset.range depth, h.refinementEntropy j) = finiteEntropy p.mass := by calc (∑ j ∈ Finset.range depth, h.refinementEntropy j) = finiteEntropy h.recordLaw.mass := h.recordLaw_entropy.symm _ = finiteEntropy (p.map record).mass := congrArg finiteEntropy hmass _ = finiteEntropy p.mass := p.map_entropy_of_injective record hinjective def ofLawLabels {A : Type v} [Fintype A] (p : FiniteLaw A) (labels : ∀ n, A → Label n) (depth : ℕ) : FiniteLabelHierarchy Label depth where conditional n _ r := (p.conditional (labelRecordOf labels n) r).map (labels n) theorem ofLawLabels_prefixLaw_mass {A : Type v} [Fintype A] (p : FiniteLaw A) (labels : ∀ n, A → Label n) (depth n : ℕ) (hn : n ≤ depth) : ((ofLawLabels p labels depth).prefixLaw n hn).mass = (p.map (labelRecordOf labels n)).mass := by classical induction n with | zero => funext r cases r change 1 = (p.map (fun _ : A => (PUnit.unit : PUnit))).mass PUnit.unit simp [FiniteLaw.map_mass, p.total] | succ n ih => funext rs rcases rs with ⟨r, s⟩ rw [prefixLaw_succ_mass] change ((ofLawLabels p labels depth).prefixLaw n (Nat.le_of_succ_le hn)).mass r * ((p.conditional (labelRecordOf labels n) r).map (labels n)).mass s = (p.map (labelRecordOf labels (n + 1))).mass (r, s) rw [ih (Nat.le_of_succ_le hn)] exact p.map_mass_mul_conditional_map (labelRecordOf labels n) (labels n) r s theorem ofLawLabels_refinementEntropy_eq {A : Type v} [Fintype A] (p : FiniteLaw A) (labels : ∀ n, A → Label n) (depth n : ℕ) (hn : n < depth) : (ofLawLabels p labels depth).refinementEntropy n = ∑ r : LabelRecord Label n, (p.map (labelRecordOf labels n)).mass r * finiteEntropy ((p.conditional (labelRecordOf labels n) r).map (labels n)).mass := by rw [refinementEntropy_eq _ n hn, ofLawLabels_prefixLaw_mass p labels depth n (Nat.le_of_lt hn)] rfl theorem ofLawLabels_refinementEntropy_sum {A : Type v} [Fintype A] (p : FiniteLaw A) (labels : ∀ n, A → Label n) (depth : ℕ) (hinjective : Function.Injective (labelRecordOf labels depth)) : (∑ j ∈ Finset.range depth, (ofLawLabels p labels depth).refinementEntropy j) = finiteEntropy p.mass := by apply (ofLawLabels p labels depth).refinementEntropy_sum_of_injective_record p (labelRecordOf labels depth) hinjective exact ofLawLabels_prefixLaw_mass p labels depth depth le_rfl theorem entropy_eq_sum_conditional_labels {A : Type v} [Fintype A] (p : FiniteLaw A) (labels : ∀ n, A → Label n) (depth : ℕ) (hinjective : Function.Injective (labelRecordOf labels depth)) : finiteEntropy p.mass = ∑ j ∈ Finset.range depth, ∑ r : LabelRecord Label j, (p.map (labelRecordOf labels j)).mass r * finiteEntropy ((p.conditional (labelRecordOf labels j) r).map (labels j)).mass := by rw [← ofLawLabels_refinementEntropy_sum p labels depth hinjective] apply Finset.sum_congr rfl intro j hj exact ofLawLabels_refinementEntropy_eq p labels depth j (Finset.mem_range.mp hj) end FiniteLabelHierarchy end end MatrixMultiplication.Foundation end end MatrixAllFields namespace MatrixAllFields open scoped BigOperators Topology Polynomial section noncomputable section open scoped BigOperators open MatrixMultiplication.Foundation namespace MatrixMultiplication.JointEntropyMax theorem entropy_nonneg {A : Type*} [Fintype A] (p : FiniteLaw A) : 0 ≤ finiteEntropy p.mass := FiniteLaw.entropy_nonneg p theorem map_entropy_le {A B : Type*} [Fintype A] [Fintype B] (p : FiniteLaw A) (f : A → B) : finiteEntropy (p.map f).mass ≤ finiteEntropy p.mass := FiniteLaw.map_entropy_le p f theorem entropy_sub_map_nonneg {A B : Type*} [Fintype A] [Fintype B] (p : FiniteLaw A) (f : A → B) : 0 ≤ finiteEntropy p.mass - finiteEntropy (p.map f).mass := sub_nonneg.mpr (map_entropy_le p f) theorem entropyTerm_le_crossEntropyTerm {p q : ℝ} (hp : 0 < p) (hq : 0 ≤ q) : entropyTerm q ≤ -q * Real.log p + p - q := by by_cases hzero : q = 0 · simpa [hzero] using hp.le have hqpos : 0 < q := lt_of_le_of_ne hq (Ne.symm hzero) have hlog := Real.log_le_sub_one_of_pos (div_pos hp hqpos) rw [Real.log_div hp.ne' hqpos.ne'] at hlog have hmul := mul_le_mul_of_nonneg_left hlog hq have hcancel : q * (p / q - 1) = p - q := by field_simp rw [hcancel] at hmul unfold entropyTerm linarith theorem entropy_le_crossEntropy {A : Type*} [Fintype A] (p q : FiniteLaw A) (hp : ∀ a, 0 < p.mass a) : finiteEntropy q.mass ≤ ∑ a, -q.mass a * Real.log (p.mass a) := by calc finiteEntropy q.mass ≤ ∑ a, (-q.mass a * Real.log (p.mass a) + p.mass a - q.mass a) := Finset.sum_le_sum fun a _ => entropyTerm_le_crossEntropyTerm (hp a) (q.nonneg a) _ = ∑ a, -q.mass a * Real.log (p.mass a) := by rw [Finset.sum_sub_distrib, Finset.sum_add_distrib, p.total, q.total] ring theorem sum_mass_mul_coordinate {A B : Type*} [Fintype A] [Fintype B] (p : FiniteLaw A) (f : A → B) (v : B → ℝ) : (∑ a, p.mass a * v (f a)) = ∑ b, (p.map f).mass b * v b := by classical simp_rw [FiniteLaw.map_mass, Finset.sum_mul, ite_mul, zero_mul] rw [Finset.sum_comm] simp theorem sum_mass_mul_coordinate_eq {A B : Type*} [Fintype A] [Fintype B] (p q : FiniteLaw A) (f : A → B) (v : B → ℝ) (hmarginal : (q.map f).mass = (p.map f).mass) : (∑ a, q.mass a * v (f a)) = ∑ a, p.mass a * v (f a) := by rw [sum_mass_mul_coordinate q f v, sum_mass_mul_coordinate p f v, hmarginal] theorem entropy_le_of_three_marginals {A X Y Z : Type*} [Fintype A] [Fintype X] [Fintype Y] [Fintype Z] (p q : FiniteLaw A) (fX : A → X) (fY : A → Y) (fZ : A → Z) (u : X → ℝ) (v : Y → ℝ) (w : Z → ℝ) (c : ℝ) (hp : ∀ a, 0 < p.mass a) (hlog : ∀ a, Real.log (p.mass a) = u (fX a) + v (fY a) + w (fZ a) - c) (hX : (q.map fX).mass = (p.map fX).mass) (hY : (q.map fY).mass = (p.map fY).mass) (hZ : (q.map fZ).mass = (p.map fZ).mass) : finiteEntropy q.mass ≤ finiteEntropy p.mass := by have hx := sum_mass_mul_coordinate_eq p q fX u hX have hy := sum_mass_mul_coordinate_eq p q fY v hY have hz := sum_mass_mul_coordinate_eq p q fZ w hZ have hexpand (r : FiniteLaw A) : (∑ a, r.mass a * (u (fX a) + v (fY a) + w (fZ a) - c)) = (∑ a, r.mass a * u (fX a)) + (∑ a, r.mass a * v (fY a)) + (∑ a, r.mass a * w (fZ a)) - c := by simp_rw [mul_sub, mul_add] rw [Finset.sum_sub_distrib, Finset.sum_add_distrib, Finset.sum_add_distrib, ← Finset.sum_mul, r.total, one_mul] have hexpect : (∑ a, q.mass a * Real.log (p.mass a)) = ∑ a, p.mass a * Real.log (p.mass a) := by simp_rw [hlog] rw [hexpand q, hexpand p, hx, hy, hz] calc finiteEntropy q.mass ≤ ∑ a, -q.mass a * Real.log (p.mass a) := entropy_le_crossEntropy p q hp _ = -(∑ a, q.mass a * Real.log (p.mass a)) := by simp only [neg_mul, Finset.sum_neg_distrib] _ = -(∑ a, p.mass a * Real.log (p.mass a)) := by rw [hexpect] _ = finiteEntropy p.mass := by simp only [finiteEntropy, entropyTerm, neg_mul, Finset.sum_neg_distrib] def normalizedPositiveLaw {A : Type*} [Fintype A] [Nonempty A] (weight : A → ℝ) (hweight : ∀ a, 0 < weight a) : FiniteLaw A where mass a := weight a / ∑ b, weight b nonneg a := div_nonneg (hweight a).le (Finset.sum_nonneg fun b _ => (hweight b).le) total := by have htotal : 0 < ∑ b, weight b := Finset.sum_pos (fun b _ => hweight b) Finset.univ_nonempty rw [← Finset.sum_div, div_self htotal.ne'] theorem normalizedPositiveLaw_mass_pos {A : Type*} [Fintype A] [Nonempty A] (weight : A → ℝ) (hweight : ∀ a, 0 < weight a) (a : A) : 0 < (normalizedPositiveLaw weight hweight).mass a := by exact div_pos (hweight a) (Finset.sum_pos (fun b _ => hweight b) Finset.univ_nonempty) theorem entropy_le_normalized_product {A X Y Z : Type*} [Fintype A] [Nonempty A] [Fintype X] [Fintype Y] [Fintype Z] (fX : A → X) (fY : A → Y) (fZ : A → Z) (wx : X → ℝ) (wy : Y → ℝ) (wz : Z → ℝ) (hx : ∀ x, 0 < wx x) (hy : ∀ y, 0 < wy y) (hz : ∀ z, 0 < wz z) (q : FiniteLaw A) (hX : (q.map fX).mass = ((normalizedPositiveLaw (fun a => wx (fX a) * wy (fY a) * wz (fZ a)) (fun _ => mul_pos (mul_pos (hx _) (hy _)) (hz _))).map fX).mass) (hY : (q.map fY).mass = ((normalizedPositiveLaw (fun a => wx (fX a) * wy (fY a) * wz (fZ a)) (fun _ => mul_pos (mul_pos (hx _) (hy _)) (hz _))).map fY).mass) (hZ : (q.map fZ).mass = ((normalizedPositiveLaw (fun a => wx (fX a) * wy (fY a) * wz (fZ a)) (fun _ => mul_pos (mul_pos (hx _) (hy _)) (hz _))).map fZ).mass) : finiteEntropy q.mass ≤ finiteEntropy (normalizedPositiveLaw (fun a => wx (fX a) * wy (fY a) * wz (fZ a)) (fun _ => mul_pos (mul_pos (hx _) (hy _)) (hz _))).mass := by let weight : A → ℝ := fun a => wx (fX a) * wy (fY a) * wz (fZ a) have hweight : ∀ a, 0 < weight a := fun a => mul_pos (mul_pos (hx _) (hy _)) (hz _) let p := normalizedPositiveLaw weight hweight have htotal : 0 < ∑ a, weight a := Finset.sum_pos (fun a _ => hweight a) Finset.univ_nonempty apply entropy_le_of_three_marginals p q fX fY fZ (fun x => Real.log (wx x)) (fun y => Real.log (wy y)) (fun z => Real.log (wz z)) (Real.log (∑ a, weight a)) (normalizedPositiveLaw_mass_pos weight hweight) · intro a change Real.log (weight a / ∑ b, weight b) = _ rw [Real.log_div (hweight a).ne' htotal.ne'] dsimp only [weight] rw [Real.log_mul (mul_pos (hx _) (hy _)).ne' (hz _).ne', Real.log_mul (hx _).ne' (hy _).ne'] · exact hX · exact hY · exact hZ end MatrixMultiplication.JointEntropyMax end end end MatrixAllFields namespace MatrixAllFields open scoped BigOperators Topology Polynomial section noncomputable section namespace MatrixMultiplication.AllFieldZeroLeafRates open MatrixMultiplication.Foundation AllFieldParameters open scoped BigOperators def fourRate (t : Shape) : ℝ := finiteEntropy (fun s : PairSlot => (zeroPairLaw t s.1 s.2 : ℝ)) + ∑ s : PairSlot, (zeroPairLaw t s.1 s.2 : ℝ) * Real.log (AllFieldParameters.multiplicity s.1 * AllFieldParameters.multiplicity s.2 : ℕ) end MatrixMultiplication.AllFieldZeroLeafRates end end end MatrixAllFields end OAI