import OAI.LinearAlgebra.MatrixMultiplication.JointExtraction.Population import OAI.LinearAlgebra.MatrixMultiplication.JointExtraction.TypeCounts import OAI.LinearAlgebra.MatrixMultiplication.Entropy.ComplexTypeEntropy import OAI.LinearAlgebra.MatrixMultiplication.Entropy.ComplexSeparationAsymptotics import Mathlib.Analysis.SpecificLimits.Basic namespace OAI /-! Joint tensor extraction, compatibility and entropy estimates. -/ noncomputable section namespace MatrixMultiplication.JointPopulationRates open MatrixMultiplication.Foundation Filter JointPopulation open scoped BigOperators Topology theorem tendsto_log_multinomial_div_of_total_div_zero {A : Type*} [Fintype A] [DecidableEq A] (counts : ℕ → A → ℕ) (hratio : Tendsto (fun n : ℕ => ((∑ a, counts n a : ℕ) : ℝ) / (n : ℝ)) atTop (𝓝 0)) : Tendsto (fun n : ℕ => Real.log (Nat.multinomial Finset.univ (counts n) : ℝ) / (n : ℝ)) atTop (𝓝 0) := by have hupperlim : Tendsto (fun n : ℕ => (((∑ a, counts n a : ℕ) : ℝ) / (n : ℝ)) * Real.log (Fintype.card A : ℝ)) atTop (𝓝 0) := by simpa using hratio.mul_const (Real.log (Fintype.card A : ℝ)) refine squeeze_zero ?_ ?_ hupperlim · intro n apply div_nonneg · apply Real.log_nonneg exact_mod_cast (Nat.succ_le_of_lt (Nat.multinomial_pos Finset.univ (counts n))) · exact Nat.cast_nonneg n · intro n have hcardNat : Nat.multinomial Finset.univ (counts n) ≤ (Fintype.card A) ^ (∑ a, counts n a) := by simpa only [exactWords_card] using exactWords_card_le (counts n) have hcard : (Nat.multinomial Finset.univ (counts n) : ℝ) ≤ (Fintype.card A : ℝ) ^ (∑ a, counts n a) := by exact_mod_cast hcardNat have hlog : Real.log (Nat.multinomial Finset.univ (counts n) : ℝ) ≤ ((∑ a, counts n a : ℕ) : ℝ) * Real.log (Fintype.card A : ℝ) := by simpa only [Real.log_pow] using Real.log_le_log (Nat.cast_pos.mpr (Nat.multinomial_pos Finset.univ (counts n))) hcard calc Real.log (Nat.multinomial Finset.univ (counts n) : ℝ) / (n : ℝ) ≤ (((∑ a, counts n a : ℕ) : ℝ) * Real.log (Fintype.card A : ℝ)) / (n : ℝ) := div_le_div_of_nonneg_right hlog (Nat.cast_nonneg n) _ = (((∑ a, counts n a : ℕ) : ℝ) / (n : ℝ)) * Real.log (Fintype.card A : ℝ) := by ring theorem tendsto_log_multinomial_div_of_mass {A : Type*} [Fintype A] [DecidableEq A] (counts : ℕ → A → ℕ) (mass : ℝ) (p : A → ℝ) (hmass : 0 ≤ mass) (htotal : Tendsto (fun n : ℕ => (∑ a, counts n a : ℕ) / (n : ℝ)) atTop (𝓝 mass)) (hempirical : 0 < mass → ∀ a, Tendsto (fun n : ℕ => (counts n a : ℝ) / (∑ a, counts n a : ℕ)) atTop (𝓝 (p a))) : Tendsto (fun n : ℕ => Real.log (Nat.multinomial Finset.univ (counts n) : ℝ) / (n : ℝ)) atTop (𝓝 (mass * finiteEntropy p)) := by by_cases hzero : mass = 0 · subst mass simpa only [zero_mul] using tendsto_log_multinomial_div_of_total_div_zero counts htotal have hpos : 0 < mass := lt_of_le_of_ne hmass (Ne.symm hzero) have htop : Tendsto (fun n => ∑ a, counts n a) atTop atTop := (tendsto_natCast_atTop_iff (R := ℝ)).mp (Tendsto.num (tendsto_natCast_atTop_atTop (R := ℝ)) hpos htotal) have hlog := tendsto_log_multinomial_of_empirical_tendsto counts p htop (hempirical hpos) apply (htotal.mul hlog).congr' filter_upwards [htop.eventually (eventually_gt_atTop (0 : ℕ))] with n hn have hn' : ((∑ a, counts n a : ℕ) : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr (Nat.ne_of_gt hn) rw [div_mul_div_comm, mul_comm (n : ℝ) ((∑ a, counts n a : ℕ) : ℝ), mul_div_mul_left _ _ hn'] theorem tendsto_total_div_of_coordinate_rates {A : Type*} [Fintype A] (counts : ℕ → A → ℕ) (mass : ℝ) (p : A → ℝ) (hp : ∑ a, p a = 1) (hcounts : ∀ a, Tendsto (fun n : ℕ => (counts n a : ℝ) / (n : ℝ)) atTop (𝓝 (mass * p a))) : Tendsto (fun n : ℕ => (∑ a, counts n a : ℕ) / (n : ℝ)) atTop (𝓝 mass) := by have h := tendsto_finsetSum Finset.univ (fun a _ => hcounts a) simpa only [← Finset.sum_div, ← Nat.cast_sum, ← Finset.mul_sum, hp, mul_one] using h theorem tendsto_empirical_of_coordinate_rates {A : Type*} [Fintype A] (counts : ℕ → A → ℕ) (mass : ℝ) (p : A → ℝ) (hmass : 0 < mass) (hp : ∑ a, p a = 1) (hcounts : ∀ a, Tendsto (fun n : ℕ => (counts n a : ℝ) / (n : ℝ)) atTop (𝓝 (mass * p a))) (a : A) : Tendsto (fun n : ℕ => (counts n a : ℝ) / (∑ a, counts n a : ℕ)) atTop (𝓝 (p a)) := by have htotal := tendsto_total_div_of_coordinate_rates counts mass p hp hcounts have h := (hcounts a).div htotal hmass.ne' rw [mul_div_cancel_left₀ _ hmass.ne'] at h apply h.congr' filter_upwards [eventually_ne_atTop (0 : ℕ)] with n hn exact div_div_div_cancel_right₀ (Nat.cast_ne_zero.mpr hn) _ _ theorem finiteEntropy_scalar {A : Type*} [Fintype A] (p : A → ℝ) (mass : ℝ) (hp : ∑ a, p a = 1) : finiteEntropy (fun a => mass * p a) = entropyTerm mass + mass * finiteEntropy p := by simp only [finiteEntropy, entropyTerm_mul, Finset.sum_add_distrib, ← Finset.sum_mul, ← Finset.mul_sum, hp, one_mul] theorem weighted_empirical_entropy_eq {A : Type*} [Fintype A] (counts : A → ℕ) (scale : ℝ) : ((∑ a, counts a : ℕ) / scale) * finiteEntropy (fun a => (counts a : ℝ) / (∑ a, counts a : ℕ)) = finiteEntropy (fun a => (counts a : ℝ) / scale) - entropyTerm ((∑ a, counts a : ℕ) / scale) := by by_cases hzero : (∑ a, counts a) = 0 · have hc : ∀ a, counts a = 0 := by intro a have hle : counts a ≤ ∑ b, counts b := Finset.single_le_sum (fun b _ => Nat.zero_le (counts b)) (Finset.mem_univ a) rw [hzero] at hle exact Nat.eq_zero_of_le_zero hle simp [hc, finiteEntropy] have hD : ((∑ a, counts a : ℕ) : ℝ) ≠ 0 := Nat.cast_ne_zero.mpr hzero have hsum : (∑ a, (counts a : ℝ) / (∑ a, counts a : ℕ)) = 1 := by rw [← Finset.sum_div, ← Nat.cast_sum, div_self hD] have hfac (a : A) : (counts a : ℝ) / scale = ((∑ a, counts a : ℕ) / scale) * ((counts a : ℝ) / (∑ a, counts a : ℕ)) := by rw [div_mul_div_comm, mul_comm ((∑ a, counts a : ℕ) : ℝ) (counts a : ℝ), mul_div_mul_right _ _ hD] have h := finiteEntropy_scalar (fun a => (counts a : ℝ) / (∑ a, counts a : ℕ)) ((∑ a, counts a : ℕ) / scale) hsum simp_rw [← hfac] at h linarith theorem tendsto_weighted_empirical_entropy_of_coordinate_rates {A : Type*} [Fintype A] (counts : ℕ → A → ℕ) (mass : ℝ) (p : A → ℝ) (hp : ∑ a, p a = 1) (hcounts : ∀ a, Tendsto (fun n : ℕ => (counts n a : ℝ) / (n : ℝ)) atTop (𝓝 (mass * p a))) : Tendsto (fun n : ℕ => ((∑ a, counts n a : ℕ) / (n : ℝ)) * finiteEntropy (fun a => (counts n a : ℝ) / (∑ a, counts n a : ℕ))) atTop (𝓝 (mass * finiteEntropy p)) := by have htotal := tendsto_total_div_of_coordinate_rates counts mass p hp hcounts have h := (tendsto_finiteEntropy_of_tendsto hcounts).sub (tendsto_entropyTerm htotal) rw [finiteEntropy_scalar p mass hp, add_sub_cancel_left] at h simpa only [weighted_empirical_entropy_eq] using h def sideCounts (counts : Shape → ℕ) (s : Fin 3) (a : Fin 17) : ℕ := ∑ u, if shapeSide s u = a then counts u else 0 def sideMass (p : Shape → ℝ) (s : Fin 3) (a : Fin 17) : ℝ := ∑ u, if shapeSide s u = a then p u else 0 theorem sideCounts_total (counts : Shape → ℕ) (s : Fin 3) : (∑ a, sideCounts counts s a) = ∑ u, counts u := by unfold sideCounts rw [Finset.sum_comm] simp theorem sideMass_total (p : Shape → ℝ) (s : Fin 3) : (∑ a, sideMass p s a) = ∑ u, p u := by unfold sideMass rw [Finset.sum_comm] simp theorem tendsto_sideCounts_div_of_coordinate_rates (counts : ℕ → Shape → ℕ) (mass : ℝ) (p : Shape → ℝ) (hcounts : ∀ u, Tendsto (fun n : ℕ => (counts n u : ℝ) / (n : ℝ)) atTop (𝓝 (mass * p u))) (s : Fin 3) (a : Fin 17) : Tendsto (fun n : ℕ => (sideCounts (counts n) s a : ℝ) / (n : ℝ)) atTop (𝓝 (mass * sideMass p s a)) := by have hfun (n : ℕ) : (sideCounts (counts n) s a : ℝ) / (n : ℝ) = ∑ u, if shapeSide s u = a then (counts n u : ℝ) / (n : ℝ) else 0 := by unfold sideCounts rw [Nat.cast_sum, Finset.sum_div] apply Finset.sum_congr rfl intro u _ by_cases h : shapeSide s u = a <;> simp [h] simp_rw [hfun] rw [sideMass, Finset.mul_sum] apply tendsto_finsetSum intro u _ by_cases h : shapeSide s u = a · simpa only [h, ite_true] using hcounts u · simp only [h, ite_false, mul_zero] exact tendsto_const_nhds variable {H : Type*} [Fintype H] [DecidableEq H] omit [Fintype H] [DecidableEq H] in theorem target_side_population (counts : H → Shape → ℕ) (e : Target counts) (h : H) (s : Fin 3) (a : Fin 17) : wordPopulation (sideWord counts s (triple counts e) h) a = sideCounts (counts h) s a := by let w : JointTypeCounts.FixedCoarseWords (counts h) (shapeSide s) (sideWord counts s (triple counts e) h) := ⟨(e h).val, (e h).property, fun _ => rfl⟩ exact ((conditionalWords_nonempty_iff (sideWord counts s (triple counts e) h) (fun b u => if shapeSide s u = b then counts h u else 0)).mp ⟨JointTypeCounts.fixedCoarseWordsEquiv _ _ _ w⟩) a omit [Fintype H] [DecidableEq H] in theorem tendsto_weighted_target_side_entropy (counts : ℕ → H → Shape → ℕ) (e : ∀ n, Target (counts n)) (mass : H → ℝ) (p : H → Shape → ℝ) (hp : ∀ h, ∑ u, p h u = 1) (hcounts : ∀ h u, Tendsto (fun n : ℕ => (counts n h u : ℝ) / (n : ℝ)) atTop (𝓝 (mass h * p h u))) (h : H) (s : Fin 3) : Tendsto (fun n : ℕ => ((∑ u, counts n h u : ℕ) / (n : ℝ)) * finiteEntropy (fun a => (wordPopulation (sideWord (counts n) s (triple (counts n) (e n)) h) a : ℝ) / (∑ u, counts n h u : ℕ))) atTop (𝓝 (mass h * finiteEntropy (sideMass (p h) s))) := by have hside := tendsto_weighted_empirical_entropy_of_coordinate_rates (fun n => sideCounts (counts n h) s) (mass h) (sideMass (p h) s) ((sideMass_total (p h) s).trans (hp h)) (tendsto_sideCounts_div_of_coordinate_rates (fun n => counts n h) (mass h) (p h) (hcounts h) s) simpa only [target_side_population, sideCounts_total] using hside theorem tendsto_log_target_card_div (counts : ℕ → H → Shape → ℕ) (mass : H → ℝ) (p : H → Shape → ℝ) (hmass : ∀ h, 0 ≤ mass h) (htotal : ∀ h, Tendsto (fun n : ℕ => (∑ a, counts n h a : ℕ) / (n : ℝ)) atTop (𝓝 (mass h))) (hempirical : ∀ h, 0 < mass h → ∀ a, Tendsto (fun n : ℕ => (counts n h a : ℝ) / (∑ a, counts n h a : ℕ)) atTop (𝓝 (p h a))) : Tendsto (fun n : ℕ => Real.log (Fintype.card (Target (counts n)) : ℝ) / (n : ℝ)) atTop (𝓝 (∑ h, mass h * finiteEntropy (p h))) := by simp_rw [target_card] exact Separation.tendsto_log_nat_prod_div_nat Finset.univ (fun h _ n => Nat.multinomial_pos _ _) (fun h _ => tendsto_log_multinomial_div_of_mass (fun n => counts n h) (mass h) (p h) (hmass h) (htotal h) (hempirical h)) theorem tendsto_log_target_card_div_of_coordinate_rates (counts : ℕ → H → Shape → ℕ) (mass : H → ℝ) (p : H → Shape → ℝ) (hmass : ∀ h, 0 ≤ mass h) (hp : ∀ h, ∑ a, p h a = 1) (hcounts : ∀ h a, Tendsto (fun n : ℕ => (counts n h a : ℝ) / (n : ℝ)) atTop (𝓝 (mass h * p h a))) : Tendsto (fun n : ℕ => Real.log (Fintype.card (Target (counts n)) : ℝ) / (n : ℝ)) atTop (𝓝 (∑ h, mass h * finiteEntropy (p h))) := by apply tendsto_log_target_card_div counts mass p hmass · intro h exact tendsto_total_div_of_coordinate_rates (fun n => counts n h) (mass h) (p h) (hp h) (hcounts h) · intro h hpos a exact tendsto_empirical_of_coordinate_rates (fun n => counts n h) (mass h) (p h) hpos (hp h) (hcounts h) a theorem tendsto_log_targetSet_card_div_of_coordinate_rates (counts : ℕ → H → Shape → ℕ) (mass : H → ℝ) (p : H → Shape → ℝ) (hmass : ∀ h, 0 ≤ mass h) (hp : ∀ h, ∑ a, p h a = 1) (hcounts : ∀ h a, Tendsto (fun n : ℕ => (counts n h a : ℝ) / (n : ℝ)) atTop (𝓝 (mass h * p h a))) : Tendsto (fun n : ℕ => Real.log ((targetSet (counts n)).card : ℝ) / (n : ℝ)) atTop (𝓝 (∑ h, mass h * finiteEntropy (p h))) := by simpa only [target_card, targetSet_card] using tendsto_log_target_card_div_of_coordinate_rates counts mass p hmass hp hcounts end MatrixMultiplication.JointPopulationRates end end OAI