import OAI.Probability.InvariantIsing.Gaussian.GordonValueBound namespace OAI /-! Finite minimum--maximum values and their two-level log-sum-exp bounds. -/ noncomputable section open MeasureTheory ProbabilityTheory IsingPerceptron open scoped BigOperators namespace InvariantIsing variable {U V : Type*} [Fintype U] [Nonempty U] [Fintype V] [Nonempty V] def finiteRowMax (H : U × V → ℝ) (v : V) : ℝ := Finset.univ.sup' Finset.univ_nonempty (fun u => H (u,v)) def finiteMinmax (H : U × V → ℝ) : ℝ := Finset.univ.inf' Finset.univ_nonempty (finiteRowMax H) lemma finiteMinmax_le_row (H : U × V → ℝ) (v : V) : finiteMinmax H ≤ finiteRowMax H v := Finset.inf'_le _ (Finset.mem_univ v) lemma finite_log_sum_exp_bounds {X : Type*} [Fintype X] [Nonempty X] (H : X → ℝ) : Finset.univ.sup' Finset.univ_nonempty H ≤ Real.log (finitePartition (fun _ => 1) H) ∧ Real.log (finitePartition (fun _ => 1) H) ≤ Finset.univ.sup' Finset.univ_nonempty H+Real.log (Fintype.card X) := by constructor · obtain ⟨x,hx,he⟩ := Finset.exists_mem_eq_sup' Finset.univ_nonempty H rw [he] have hs : Real.exp (H x) ≤ finitePartition (fun _ => 1) H := by simpa only [finitePartition,one_mul] using Finset.single_le_sum (fun y _ => (Real.exp_pos (H y)).le) hx simpa only [Real.log_exp] using Real.log_le_log (Real.exp_pos _) hs · have he := log_finitePartition_le_add (gordon_reference (X := X)) (fun x => show H x ≤ 0+Finset.univ.sup' Finset.univ_nonempty H by simpa only [zero_add] using Finset.le_sup' H (Finset.mem_univ x)) simpa only [finitePartition,Real.exp_zero,mul_one,Finset.sum_const,Finset.card_univ, nsmul_eq_mul,mul_one,add_comm] using he lemma gordonValue_finiteMinmax_bounds (H : U × V → ℝ) (β : ℝ) (hβ : 0 < β) : β*finiteMinmax H-Real.log (Fintype.card V) ≤ gordonValue (fun x => β*H x) ∧ gordonValue (fun x => β*H x) ≤ β*finiteMinmax H+Real.log (Fintype.card U) := by have hr (v : V) : β*finiteRowMax H v ≤ gordonRow (fun x => β*H x) v ∧ gordonRow (fun x => β*H x) v ≤ β*finiteRowMax H v+Real.log (Fintype.card U) := by have hs : Finset.univ.sup' Finset.univ_nonempty (fun u => β*H (u,v)) = β*finiteRowMax H v := by obtain ⟨u,hu,he⟩ := Finset.exists_mem_eq_sup' Finset.univ_nonempty (fun u => H (u,v)) apply le_antisymm · apply Finset.sup'_le intro a _ exact mul_le_mul_of_nonneg_left (Finset.le_sup' (fun u => H (u,v)) (Finset.mem_univ a)) hβ.le · change β*(Finset.univ.sup' Finset.univ_nonempty (fun u => H (u,v))) ≤ _ rw [he] exact Finset.le_sup' (fun u => β*H (u,v)) hu simpa only [hs,gordonRow] using finite_log_sum_exp_bounds (fun u => β*H (u,v)) constructor · have hb (v : V) : -gordonRow (fun x => β*H x) v ≤ 0+(-β*finiteMinmax H) := by have hm := mul_le_mul_of_nonneg_left (finiteMinmax_le_row H v) hβ.le linarith [(hr v).1] have he := log_finitePartition_le_add (gordon_reference (X := V)) hb have hz : finitePartition (fun _ : V => (1 : ℝ)) (fun _ => 0) = Fintype.card V := by simp [finitePartition] rw [hz] at he change β*finiteMinmax H-Real.log (Fintype.card V) ≤ -Real.log _ linarith · obtain ⟨v,hv,he⟩ := Finset.exists_mem_eq_inf' Finset.univ_nonempty (finiteRowMax H) have hl : -gordonRow (fun x => β*H x) v ≤ Real.log (finitePartition (fun _ : V => 1) (fun v => -gordonRow (fun x => β*H x) v)) := by exact (Finset.le_sup' (fun v => -gordonRow (fun x => β*H x) v) hv).trans (finite_log_sum_exp_bounds _).1 have hmin : finiteMinmax H = finiteRowMax H v := he have hh := (hr v).2 rw [← hmin] at hh change -Real.log _ ≤ _ linarith lemma finiteMinmax_linear_integrable {d : ℕ} (C : U × V → Fin d → ℝ) : Integrable (fun g => finiteMinmax (fun x => linearGaussian C g x)) (Measure.pi (fun _ : Fin d => gaussianReal 0 1)) := by have hm : Measurable (fun g => finiteMinmax (fun x => linearGaussian C g x)) := by have hr (v : V) : Continuous (fun g => finiteRowMax (fun x => linearGaussian C g x) v) := Continuous.finset_sup'_apply Finset.univ_nonempty (fun u _ => by unfold linearGaussian; fun_prop) exact (Continuous.finset_inf'_apply Finset.univ_nonempty (fun v _ => hr v)).measurable apply (integrable_finsetSum Finset.univ (fun x _ => (integrable_linearGaussian C x).abs)).mono' hm.aestronglyMeasurable apply ae_of_all intro g obtain ⟨v,_,hv⟩ := Finset.exists_mem_eq_inf' Finset.univ_nonempty (finiteRowMax (fun x => linearGaussian C g x)) obtain ⟨u,_,hu⟩ := Finset.exists_mem_eq_sup' Finset.univ_nonempty (fun u => linearGaussian C g (u,v)) change ‖Finset.univ.inf' Finset.univ_nonempty _‖ ≤ _ rw [hv] change ‖Finset.univ.sup' Finset.univ_nonempty _‖ ≤ _ rw [hu,Real.norm_eq_abs] exact Finset.single_le_sum (fun y _ => abs_nonneg (linearGaussian C g y)) (Finset.mem_univ (u,v)) end InvariantIsing end end OAI