import Mathlib import OAI.Probability.IsingPerceptron.NoiseGibbsRegular namespace OAI /-! Child Label. -/ noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal BoundedContinuousFunction namespace IsingPerceptron abbrev ChildLabel := ℕ × ℕ abbrev WeightCloud := ℕ → ℕ × (ℕ → ℝ) @[reducible] def labeledTreeSpace : ℕ → RawTreeSpace | 0 => ⟨PUnit, inferInstance⟩ | n+1 => let T := labeledTreeSpace n letI := T.space ⟨WeightCloud × (ℕ → ℕ → T.carrier), inferInstance⟩ abbrev LabeledTree (n : ℕ) := (labeledTreeSpace n).carrier instance labeledTreeMeasurableSpace (n : ℕ) : MeasurableSpace (LabeledTree n) := (labeledTreeSpace n).space instance labeledTreeNonempty : (n : ℕ) → Nonempty (LabeledTree n) | 0 => ⟨PUnit.unit⟩ | n+1 => letI := labeledTreeNonempty n inferInstanceAs (Nonempty (WeightCloud × (ℕ → ℕ → LabeledTree n))) def intensityComponents {E : Type*} [MeasurableSpace E] (μ : Measure E) [SFinite μ] : ℕ → FiniteMeasure E := fun n => ⟨sfiniteSeq μ n,inferInstance⟩ lemma intensityComponents_sum {E : Type*} [MeasurableSpace E] (μ : Measure E) [SFinite μ] : Measure.sum (fun n => (intensityComponents μ n : Measure E)) = μ := sum_sfiniteSeq μ def labeledCascadeLaw : (n : ℕ) → (ℕ → ℝ) → ProbabilityMeasure (LabeledTree n) | 0, _ => ⟨Measure.dirac PUnit.unit, by change IsProbabilityMeasure (Measure.dirac (PUnit.unit : PUnit)); infer_instance⟩ | n+1, b => ⟨(labeledPoissonLaw (intensityComponents (powerIntensity (b 0)))).prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (labeledCascadeLaw n (fun j => b (j+1)) : Measure (LabeledTree n))))), by change IsProbabilityMeasure ((labeledPoissonLaw _).prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (labeledCascadeLaw n (fun j => b (j+1)) : Measure (LabeledTree n)))))) infer_instance⟩ def labeledTreeForget : (n : ℕ) → LabeledTree n → RawTree n | 0, _ => PUnit.unit | n+1, ω => labeledMarkedMeasure (ω.1,fun m i => labeledTreeForget n (ω.2 m i)) lemma measurable_labeledTreeForget (n : ℕ) : Measurable (labeledTreeForget n) := by induction n with | zero => exact measurable_const | succ n ih => exact measurable_labeledMarkedMeasure.comp (measurable_fst.prodMk (Measurable.of_eval (fun m => Measurable.of_eval (fun i => ih.comp ((measurable_pi_apply i).comp ((measurable_pi_apply m).comp measurable_snd)))))) theorem labeledCascadeLaw_forget (n : ℕ) (b : ℕ → ℝ) : (labeledCascadeLaw n b : Measure (LabeledTree n)).map (labeledTreeForget n) = rawCascadeLaw n b := by induction n generalizing b with | zero => change (Measure.dirac (PUnit.unit : PUnit)).map (fun _ => PUnit.unit) = Measure.dirac PUnit.unit rw [Measure.map_dirac' measurable_const] | succ n ih => let b' := fun j => b (j+1) have hp : MeasurePreserving (labeledTreeForget n) (labeledCascadeLaw n b' : Measure (LabeledTree n)) (rawCascadeLaw n b') := ⟨measurable_labeledTreeForget n,ih b'⟩ have hpi : MeasurePreserving (fun ω : ℕ → LabeledTree n => fun i => labeledTreeForget n (ω i)) (Measure.infinitePi (fun _ : ℕ => (labeledCascadeLaw n b' : Measure (LabeledTree n)))) (Measure.infinitePi (fun _ : ℕ => (rawCascadeLaw n b' : Measure (RawTree n)))) := by refine ⟨Measurable.of_eval (fun _ => (measurable_labeledTreeForget n).comp (measurable_pi_apply _)),?_⟩ rw [Measure.infinitePi_map_pi _ (fun _ => measurable_labeledTreeForget n)] simp_rw [hp.map_eq] have hppi : MeasurePreserving (fun ω : ℕ → ℕ → LabeledTree n => fun m i => labeledTreeForget n (ω m i)) (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (labeledCascadeLaw n b' : Measure (LabeledTree n))))) (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (rawCascadeLaw n b' : Measure (RawTree n))))) := by refine ⟨Measurable.of_eval (fun _ => hpi.measurable.comp (measurable_pi_apply _)),?_⟩ rw [Measure.infinitePi_map_pi _ (fun _ => hpi.measurable)] simp_rw [hpi.map_eq] have hprod := (MeasurePreserving.id (labeledPoissonLaw (intensityComponents (powerIntensity (b 0))))).prod hppi change ((labeledPoissonLaw (intensityComponents (powerIntensity (b 0)))).prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (labeledCascadeLaw n b' : Measure (LabeledTree n)))))).map (labeledMarkedMeasure ∘ Prod.map id (fun ω => fun m i => labeledTreeForget n (ω m i))) = _ rw [← Measure.map_map measurable_labeledMarkedMeasure hprod.measurable,hprod.map_eq, labeledMarkedMeasure_law,rawCascadeLaw_succ] apply poissonLaw_congr rw [intensityComponents_sum] @[reducible] def LabeledLeaf : ℕ → Type | 0 => PUnit | n+1 => ChildLabel × LabeledLeaf n instance labeledLeafMeasurableSpace : (n : ℕ) → MeasurableSpace (LabeledLeaf n) | 0 => inferInstanceAs (MeasurableSpace PUnit) | n+1 => letI := labeledLeafMeasurableSpace n inferInstanceAs (MeasurableSpace (ChildLabel × LabeledLeaf n)) instance labeledLeafCountable : (n : ℕ) → Countable (LabeledLeaf n) | 0 => inferInstanceAs (Countable PUnit) | n+1 => letI := labeledLeafCountable n inferInstanceAs (Countable (ChildLabel × LabeledLeaf n)) instance labeledLeafSingleton : (n : ℕ) → MeasurableSingletonClass (LabeledLeaf n) | 0 => inferInstanceAs (MeasurableSingletonClass PUnit) | n+1 => letI := labeledLeafSingleton n inferInstanceAs (MeasurableSingletonClass (ChildLabel × LabeledLeaf n)) instance labeledLeafNonempty : (n : ℕ) → Nonempty (LabeledLeaf n) | 0 => inferInstanceAs (Nonempty PUnit) | n+1 => letI := labeledLeafNonempty n inferInstanceAs (Nonempty (ChildLabel × LabeledLeaf n)) def childLabelWeight (ω : WeightCloud) (a : ChildLabel) : ℝ≥0∞ := if a.2 < (ω a.1).1 then ENNReal.ofReal (max ((ω a.1).2 a.2) 0) else 0 def labeledLeafWeight : (n : ℕ) → LabeledTree n → LabeledLeaf n → ℝ≥0∞ | 0, _, _ => 1 | n+1, ω, v => childLabelWeight ω.1 v.1 * labeledLeafWeight n (ω.2 v.1.1 v.1.2) v.2 lemma measurable_childLabelWeight (a : ChildLabel) : Measurable (fun ω => childLabelWeight ω a) := by unfold childLabelWeight apply Measurable.ite · exact measurableSet_lt measurable_const (by fun_prop) · fun_prop · fun_prop lemma measurable_labeledLeafWeight (n : ℕ) (v : LabeledLeaf n) : Measurable (fun ω => labeledLeafWeight n ω v) := by induction n with | zero => exact measurable_const | succ n ih => exact ((measurable_childLabelWeight v.1).comp measurable_fst).mul ((ih v.2).comp ((measurable_pi_apply v.1.2).comp ((measurable_pi_apply v.1.1).comp measurable_snd))) def labeledLeafMass (n : ℕ) (ω : LabeledTree n) : Measure (LabeledLeaf n) := Measure.count.withDensity (labeledLeafWeight n ω) lemma labeledLeafMass_lintegral (n : ℕ) (ω : LabeledTree n) (F : LabeledLeaf n → ℝ≥0∞) : (∫⁻ v, F v ∂labeledLeafMass n ω) = ∑' v, labeledLeafWeight n ω v * F v := by rw [labeledLeafMass,lintegral_withDensity_eq_lintegral_mul _ (measurable_of_countable _) (measurable_of_countable _),lintegral_count] rfl lemma measurable_labeledLeafMass (n : ℕ) : Measurable (labeledLeafMass n) := by apply Measure.measurable_of_measurable_coe intro s hs simp only [labeledLeafMass,withDensity_apply _ hs,← lintegral_indicator hs,lintegral_count] exact Measurable.tsum (fun v => by by_cases hv : v ∈ s · simpa only [Set.indicator_of_mem hv] using measurable_labeledLeafWeight n v · simp only [Set.indicator_of_notMem hv]; exact measurable_const) lemma finiteCloud_tsum_weight (ω : WeightCloud) (F : ChildLabel → ℝ≥0∞) : (∑' a, childLabelWeight ω a * F a) = ∑' m, ∑ i : Fin (ω m).1, ENNReal.ofReal (max ((ω m).2 i) 0) * F (m,i) := by rw [ENNReal.tsum_prod'] apply tsum_congr intro m simp only [childLabelWeight,ite_mul,zero_mul] rw [tsum_eq_sum (s := Finset.range (ω m).1)] · rw [← Fin.sum_univ_eq_sum_range] apply Finset.sum_congr rfl intro i _ simp only [i.isLt,ite_true] · intro i hi exact ite_eq_right (by simpa using hi) lemma rawTreeTotal_labeled_eq (n : ℕ) (ω : LabeledTree n) : rawTreeTotal n (labeledTreeForget n ω) = ∑' v, labeledLeafWeight n ω v := by induction n with | zero => simp [rawTreeTotal,labeledLeafWeight] | succ n ih => change (∫⁻ p : ℝ × RawTree n, ENNReal.ofReal (max p.1 0) * rawTreeTotal n p.2 ∂labeledMarkedMeasure (ω.1,fun m i => labeledTreeForget n (ω.2 m i))) = _ have hm : Measurable (fun p : ℝ × RawTree n => ENNReal.ofReal (max p.1 0) * rawTreeTotal n p.2) := (by fun_prop : Measurable (fun p : ℝ × RawTree n => ENNReal.ofReal (max p.1 0))).mul ((measurable_rawTreeTotal n).comp measurable_snd) simp only [labeledMarkedMeasure,lintegral_sum_measure,finiteCloudMeasure_lintegral _ hm] simp only [ih] change _ = ∑' v : ChildLabel × LabeledLeaf n, childLabelWeight ω.1 v.1 * labeledLeafWeight n (ω.2 v.1.1 v.1.2) v.2 rw [ENNReal.tsum_prod'] simp_rw [ENNReal.tsum_mul_left] rw [finiteCloud_tsum_weight] lemma labeledLeafMass_univ (n : ℕ) (ω : LabeledTree n) : labeledLeafMass n ω Set.univ = rawTreeTotal n (labeledTreeForget n ω) := by rw [← lintegral_one,labeledLeafMass_lintegral] simp only [mul_one,rawTreeTotal_labeled_eq] def labeledLeafLaw (n : ℕ) (ω : LabeledTree n) : Measure (LabeledLeaf n) := normalizeMass (labeledLeafMass n ω) instance labeledLeafLaw_probability (n : ℕ) (ω : LabeledTree n) : IsProbabilityMeasure (labeledLeafLaw n ω) := normalizeMass_probability _ lemma measurable_labeledLeafLaw (n : ℕ) : Measurable (labeledLeafLaw n) := measurable_normalizeMass.comp (measurable_labeledLeafMass n) variable (A : Type) [MeasurableSpace A] @[reducible] def markForestSpace : ℕ → RawTreeSpace | 0 => ⟨PUnit,inferInstance⟩ | n+1 => let T := markForestSpace n letI := T.space ⟨ℕ → ℕ → A × T.carrier,inferInstance⟩ abbrev MarkForest (n : ℕ) := (markForestSpace A n).carrier instance markForestMeasurableSpace (n : ℕ) : MeasurableSpace (MarkForest A n) := (markForestSpace A n).space instance markForestNonempty [Nonempty A] : (n : ℕ) → Nonempty (MarkForest A n) | 0 => inferInstanceAs (Nonempty PUnit) | n+1 => letI := markForestNonempty n inferInstanceAs (Nonempty (ℕ → ℕ → A × MarkForest A n)) def markForestLaw : (n : ℕ) → (ℕ → ProbabilityMeasure A) → ProbabilityMeasure (MarkForest A n) | 0, _ => ⟨Measure.dirac PUnit.unit,by change IsProbabilityMeasure (Measure.dirac (PUnit.unit : PUnit)); infer_instance⟩ | n+1, μ => ⟨Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (μ 0 : Measure A).prod (markForestLaw n (fun j => μ (j+1)) : Measure (MarkForest A n)))),by change IsProbabilityMeasure (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (μ 0 : Measure A).prod (markForestLaw n (fun j => μ (j+1)) : Measure (MarkForest A n))))) infer_instance⟩ def labeledNoiseJoin : (n : ℕ) → LabeledTree n × MarkForest A n → NoiseTree A n | 0, _ => PUnit.unit | n+1, p => labeledMarkedMeasure (p.1.1,fun m i => ((p.2 m i).1,labeledNoiseJoin n (p.1.2 m i,(p.2 m i).2))) @[fun_prop] lemma measurable_labeledNoiseJoin (n : ℕ) : Measurable (labeledNoiseJoin A n) := by induction n with | zero => exact measurable_const | succ n ih => change Measurable (fun p : (WeightCloud × (ℕ → ℕ → LabeledTree n)) × (ℕ → ℕ → A × MarkForest A n) => labeledMarkedMeasure (p.1.1,fun m i => ((p.2 m i).1,labeledNoiseJoin A n (p.1.2 m i,(p.2 m i).2)))) apply measurable_labeledMarkedMeasure.comp apply Measurable.prodMk (by fun_prop) apply Measurable.of_eval intro m apply Measurable.of_eval intro i exact (by fun_prop : Measurable (fun p : LabeledTree (n+1) × MarkForest A (n+1) => (p.2 m i).1)).prodMk (ih.comp (by fun_prop)) lemma infinitePi_prod_join2 {E F : Type*} [MeasurableSpace E] [MeasurableSpace F] (μ : Measure E) (ν : Measure F) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] : ((Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => μ))).prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => ν)))).map (fun p m i => (p.1 m i,p.2 m i)) = Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => μ.prod ν)) := by rw [show (fun p : (ℕ → ℕ → E) × (ℕ → ℕ → F) => fun m i => (p.1 m i,p.2 m i)) = (fun q : ℕ → (ℕ → E) × (ℕ → F) => fun m i => ((q m).1 i,(q m).2 i)) ∘ (fun p : (ℕ → ℕ → E) × (ℕ → ℕ → F) => fun m => (p.1 m,p.2 m)) from rfl, ← Measure.map_map (by fun_prop) (by fun_prop),infinitePi_prod_join, Measure.infinitePi_map_pi _ (f := fun (_ : ℕ) (q : (ℕ → E) × (ℕ → F)) => fun i => (q.1 i,q.2 i)) (fun _ => by fun_prop)] simp_rw [infinitePi_prod_join] lemma measurePreserving_swap_first_two {E F G : Type*} [MeasurableSpace E] [MeasurableSpace F] [MeasurableSpace G] (μ : Measure E) (ν : Measure F) (ξ : Measure G) [SFinite μ] [SFinite ν] [SFinite ξ] : MeasurePreserving (fun p : E × (F × G) => (p.2.1,(p.1,p.2.2))) (μ.prod (ν.prod ξ)) (ν.prod (μ.prod ξ)) := by exact (measurePreserving_prodAssoc ν μ ξ).comp (((Measure.measurePreserving_swap (μ := μ) (ν := ν)).prod (MeasurePreserving.id ξ)).comp (measurePreserving_prodAssoc μ ν ξ).symm) theorem labeledNoiseJoin_law [Nonempty A] (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure A) : ((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (markForestLaw A n μ)).map (labeledNoiseJoin A n) = noiseCascadeLaw A n b μ := by induction n generalizing b μ with | zero => change ((Measure.dirac (PUnit.unit : PUnit)).prod (Measure.dirac (PUnit.unit : PUnit))).map (fun _ => PUnit.unit) = Measure.dirac PUnit.unit rw [Measure.map_const] simp | succ n ih => let b' := fun j => b (j+1) let μ' := fun j => μ (j+1) let L : Measure (LabeledTree n) := labeledCascadeLaw n b' let M : Measure (MarkForest A n) := markForestLaw A n μ' let R : Measure (NoiseTree A n) := noiseCascadeLaw A n b' μ' let W := labeledPoissonLaw (intensityComponents (powerIntensity (b 0))) have hi : MeasurePreserving (labeledNoiseJoin A n) (L.prod M) R := ⟨measurable_labeledNoiseJoin A n,ih b' μ'⟩ have hp := ((MeasurePreserving.id (μ 0 : Measure A)).prod hi).comp (measurePreserving_swap_first_two L (μ 0 : Measure A) M) have hmap : (L.prod ((μ 0 : Measure A).prod M)).map (fun p => (p.2.1,labeledNoiseJoin A n (p.1,p.2.2))) = (μ 0 : Measure A).prod R := hp.map_eq have hpi : MeasurePreserving (fun p : (ℕ → ℕ → LabeledTree n) × (ℕ → ℕ → A × MarkForest A n) => fun m i => ((p.2 m i).1,labeledNoiseJoin A n (p.1 m i,(p.2 m i).2))) ((Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => L))).prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (μ 0 : Measure A).prod M)))) (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (μ 0 : Measure A).prod R))) := by refine ⟨Measurable.of_eval (fun m => Measurable.of_eval (fun i => (by fun_prop : Measurable (fun p : (ℕ → ℕ → LabeledTree n) × (ℕ → ℕ → A × MarkForest A n) => (p.2 m i).1)).prodMk ((measurable_labeledNoiseJoin A n).comp (by fun_prop)))),?_⟩ rw [show (fun p : (ℕ → ℕ → LabeledTree n) × (ℕ → ℕ → A × MarkForest A n) => fun m i => ((p.2 m i).1,labeledNoiseJoin A n (p.1 m i,(p.2 m i).2))) = (fun q : ℕ → ℕ → LabeledTree n × (A × MarkForest A n) => fun m i => ((q m i).2.1,labeledNoiseJoin A n ((q m i).1,(q m i).2.2))) ∘ (fun p => fun m i => (p.1 m i,p.2 m i)) from rfl, ← Measure.map_map (by fun_prop) (by fun_prop),infinitePi_prod_join2, Measure.infinitePi_map_pi _ (f := fun (_ : ℕ) (q : ℕ → LabeledTree n × (A × MarkForest A n)) => fun i => ((q i).2.1,labeledNoiseJoin A n ((q i).1,(q i).2.2))) (fun _ => by fun_prop)] simp_rw [Measure.infinitePi_map_pi _ (f := fun (_ : ℕ) (p : LabeledTree n × (A × MarkForest A n)) => (p.2.1,labeledNoiseJoin A n (p.1,p.2.2))) (fun _ => hp.measurable),hmap] have hfull := ((MeasurePreserving.id W).prod hpi).comp (measurePreserving_prodAssoc W _ _) change ((W.prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => L)))).prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (μ 0 : Measure A).prod M)))).map (labeledMarkedMeasure ∘ (fun p => (p.1.1,fun m i => ((p.2 m i).1,labeledNoiseJoin A n (p.1.2 m i,(p.2 m i).2))))) = _ have hfm : Measurable (fun p : (WeightCloud × (ℕ → ℕ → LabeledTree n)) × (ℕ → ℕ → A × MarkForest A n) => (p.1.1,fun m i => ((p.2 m i).1,labeledNoiseJoin A n (p.1.2 m i,(p.2 m i).2)))) := hfull.measurable rw [← Measure.map_map measurable_labeledMarkedMeasure hfm] have hfe : ((W.prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => L)))).prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (μ 0 : Measure A).prod M)))).map (fun p => (p.1.1,fun m i => ((p.2 m i).1,labeledNoiseJoin A n (p.1.2 m i,(p.2 m i).2)))) = W.prod (Measure.infinitePi (fun _ : ℕ => Measure.infinitePi (fun _ : ℕ => (μ 0 : Measure A).prod R))) := hfull.map_eq rw [hfe,labeledMarkedMeasure_law,noiseCascadeLaw_succ] apply poissonLaw_congr rw [intensityComponents_sum] end IsingPerceptron namespace IsingPerceptron lemma infinitePi_option_join {ι A : Type*} [MeasurableSpace A] (μ : Measure A) (ν : ι → Measure A) [IsProbabilityMeasure μ] [∀ i, IsProbabilityMeasure (ν i)] : (μ.prod (Measure.infinitePi ν)).map (fun p : A × (ι → A) => fun i : Option ι => i.elim p.1 p.2) = Measure.infinitePi (fun i : Option ι => i.elim μ ν) := by classical let ρ : Option ι → Measure A := fun i => i.elim μ ν have : ∀ i, IsProbabilityMeasure (ρ i) := fun i => by cases i <;> dsimp [ρ] <;> infer_instance change _ = Measure.infinitePi ρ refine Measure.eq_infinitePi ρ (fun I t ht => ?_) have hm : Measurable (fun p : A × (ι → A) => fun i : Option ι => i.elim p.1 p.2) := by apply Measurable.of_eval intro i cases i <;> dsimp <;> fun_prop rw [Measure.map_apply hm (.pi I.countable_toSet (fun i _ => ht i))] have he : (fun p : A × (ι → A) => fun i : Option ι => i.elim p.1 p.2) ⁻¹' ((I : Set (Option ι)).pi t) = (if none ∈ I then t none else Set.univ) ×ˢ ((I.eraseNone : Set ι).pi (fun i => t (some i))) := by ext p simp only [Set.mem_preimage,Set.mem_pi,Set.mem_prod,Finset.mem_coe,Finset.mem_eraseNone] constructor · intro h constructor · split_ifs with hn · exact h none hn · trivial · intro i hi exact h (some i) hi · rintro ⟨ha,hb⟩ i hi cases i with | none => simpa only [ite_eq_left hi,Option.elim_none] using ha | some i => exact hb i hi rw [he,Measure.prod_prod,Measure.infinitePi_pi _ (fun i _ => ht (some i))] by_cases hn : none ∈ I · rw [ite_eq_left hn,← Finset.prod_erase_mul _ _ hn] have her : I.erase none = I.eraseNone.map (Function.Embedding.some) := by ext i cases i <;> simp rw [her,Finset.prod_map,mul_comm] rfl · rw [ite_eq_right hn,measure_univ,one_mul] have her : I = I.eraseNone.map (Function.Embedding.some) := by ext i cases i <;> simp [hn] rw [her,Finset.prod_map] simp only [Finset.eraseNone_map_some] rfl lemma infinitePi_option_split {ι A : Type*} [MeasurableSpace A] (μ : Measure A) (ν : ι → Measure A) [IsProbabilityMeasure μ] [∀ i, IsProbabilityMeasure (ν i)] : (Measure.infinitePi (fun i : Option ι => i.elim μ ν)).map (fun g => (g none,fun i => g (some i))) = μ.prod (Measure.infinitePi ν) := by rw [← infinitePi_option_join μ ν,Measure.map_map (by fun_prop) (by apply Measurable.of_eval intro i cases i <;> dsimp <;> fun_prop)] change (μ.prod (Measure.infinitePi ν)).map id = _ exact Measure.map_id lemma infinitePi_triple_curry {I J K A : Type*} [MeasurableSpace A] (μ : I → J → K → Measure A) [∀ i j k, IsProbabilityMeasure (μ i j k)] : (Measure.infinitePi (fun p : I × (J × K) => μ p.1 p.2.1 p.2.2)).map (fun g i j k => g (i,j,k)) = Measure.infinitePi (fun i => Measure.infinitePi (fun j => Measure.infinitePi (μ i j))) := by rw [show (fun g : (I × (J × K)) → A => fun i j k => g (i,j,k)) = (fun q : I → (J × K → A) => fun i j k => q i (j,k)) ∘ (MeasurableEquiv.curry I (J × K) A) from rfl, ← Measure.map_map (by fun_prop) (by fun_prop),Measure.infinitePi_map_curry (fun (i : I) (p : J × K) => μ i p.1 p.2)] rw [Measure.infinitePi_map_pi _ (f := fun (_ : I) (q : J × K → A) => fun j k => q (j,k)) (fun _ => by fun_prop)] simp only [show (fun q : J × K → A => fun j k => q (j,k)) = MeasurableEquiv.curry J K A from rfl,Measure.infinitePi_map_curry] @[reducible] def ForestVertex : ℕ → Type | 0 => PEmpty | n+1 => ℕ × (ℕ × Option (ForestVertex n)) instance forestVertexCountable : (n : ℕ) → Countable (ForestVertex n) | 0 => inferInstanceAs (Countable PEmpty) | n+1 => letI := forestVertexCountable n inferInstanceAs (Countable (ℕ × (ℕ × Option (ForestVertex n)))) def forestVertexDepth : (n : ℕ) → ForestVertex n → ℕ | 0, v => v.elim | _+1, (_,_,none) => 0 | n+1, (_,_,some v) => forestVertexDepth n v+1 variable (A : Type) [MeasurableSpace A] def markForestOfCoords : (n : ℕ) → (ForestVertex n → A) → MarkForest A n | 0, _ => PUnit.unit | n+1, g => fun m i => (g (m,i,none),markForestOfCoords n (fun v => g (m,i,some v))) @[fun_prop] lemma measurable_markForestOfCoords (n : ℕ) : Measurable (markForestOfCoords A n) := by induction n with | zero => exact measurable_const | succ n ih => apply Measurable.of_eval intro m apply Measurable.of_eval intro i exact (measurable_pi_apply (m,i,none)).prodMk (ih.comp (by fun_prop)) theorem markForestOfCoords_law (n : ℕ) (μ : ℕ → ProbabilityMeasure A) : (Measure.infinitePi (fun v : ForestVertex n => (μ (forestVertexDepth n v) : Measure A))).map (markForestOfCoords A n) = markForestLaw A n μ := by induction n generalizing μ with | zero => change (Measure.infinitePi _).map (fun _ => (PUnit.unit : PUnit)) = Measure.dirac PUnit.unit rw [Measure.map_const] simp | succ n ih => let μ' := fun j => μ (j+1) let ν : ForestVertex n → Measure A := fun v => μ' (forestVertexDepth n v) have (i : Option (ForestVertex n)) : IsProbabilityMeasure (i.elim (μ 0 : Measure A) ν) := by cases i <;> dsimp <;> infer_instance have hi : MeasurePreserving (markForestOfCoords A n) (Measure.infinitePi ν) (markForestLaw A n μ') := ⟨measurable_markForestOfCoords A n,ih μ'⟩ have hs : MeasurePreserving (fun g : Option (ForestVertex n) → A => (g none,fun v => g (some v))) (Measure.infinitePi (fun v => v.elim (μ 0 : Measure A) ν)) ((μ 0 : Measure A).prod (Measure.infinitePi ν)) := ⟨by fun_prop,infinitePi_option_split (μ 0 : Measure A) ν⟩ have hp := ((MeasurePreserving.id (μ 0 : Measure A)).prod hi).comp hs have hmap : (Measure.infinitePi (fun v : Option (ForestVertex n) => v.elim (μ 0 : Measure A) ν)).map (fun g => (g none,markForestOfCoords A n (fun v => g (some v)))) = (μ 0 : Measure A).prod (markForestLaw A n μ') := hp.map_eq have hc : (fun v : ForestVertex (n+1) => (μ (forestVertexDepth (n+1) v) : Measure A)) = (fun v : ℕ × (ℕ × Option (ForestVertex n)) => v.2.2.elim (μ 0 : Measure A) ν) := by funext v rcases v with ⟨m,i,v⟩ cases v <;> rfl rw [hc] change (Measure.infinitePi (fun v : ℕ × (ℕ × Option (ForestVertex n)) => v.2.2.elim (μ 0 : Measure A) ν)).map ((fun q : ℕ → ℕ → Option (ForestVertex n) → A => fun m i => (q m i none,markForestOfCoords A n (fun v => q m i (some v)))) ∘ (fun g m i v => g (m,i,v))) = _ rw [← Measure.map_map (by fun_prop) (by fun_prop),infinitePi_triple_curry (fun (_ _ : ℕ) (v : Option (ForestVertex n)) => v.elim (μ 0 : Measure A) ν), Measure.infinitePi_map_pi _ (f := fun (_ : ℕ) (q : ℕ → Option (ForestVertex n) → A) => fun i => (q i none,markForestOfCoords A n (fun v => q i (some v)))) (fun _ => by fun_prop)] simp_rw [Measure.infinitePi_map_pi _ (f := fun (_ : ℕ) (g : Option (ForestVertex n) → A) => (g none,markForestOfCoords A n (fun v => g (some v)))) (fun _ => hp.measurable),hmap] rfl end IsingPerceptron namespace IsingPerceptron theorem labeledNoiseCoordinates_law (A : Type) [MeasurableSpace A] [Nonempty A] (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure A) : ((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (Measure.infinitePi (fun v : ForestVertex n => (μ (forestVertexDepth n v) : Measure A)))).map (fun p => labeledNoiseJoin A n (p.1,markForestOfCoords A n p.2)) = noiseCascadeLaw A n b μ := by have hp := (MeasurePreserving.id (labeledCascadeLaw n b : Measure (LabeledTree n))).prod (show MeasurePreserving (markForestOfCoords A n) (Measure.infinitePi (fun v : ForestVertex n => (μ (forestVertexDepth n v) : Measure A))) (markForestLaw A n μ) from ⟨measurable_markForestOfCoords A n,markForestOfCoords_law A n μ⟩) change _ = _ rw [show (fun p : LabeledTree n × (ForestVertex n → A) => labeledNoiseJoin A n (p.1,markForestOfCoords A n p.2)) = (labeledNoiseJoin A n) ∘ Prod.map id (markForestOfCoords A n) from rfl, ← Measure.map_map (measurable_labeledNoiseJoin A n) hp.measurable,hp.map_eq, labeledNoiseJoin_law] theorem labeledGaussianCoordinates_law {κ : Type} [Fintype κ] (n : ℕ) (b : ℕ → ℝ) : ((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (Measure.infinitePi (fun _ : ForestVertex n × κ => gaussianReal 0 1))).map (fun p => labeledNoiseJoin (κ → ℝ) n (p.1,markForestOfCoords (κ → ℝ) n (fun v i => p.2 (v,i)))) = noiseCascadeLaw (κ → ℝ) n b (fun _ => ⟨Measure.pi (fun _ : κ => gaussianReal 0 1),inferInstance⟩) := by let μ : ProbabilityMeasure (κ → ℝ) := ⟨Measure.pi (fun _ : κ => gaussianReal 0 1),inferInstance⟩ have hc : MeasurePreserving (fun g : (ForestVertex n × κ) → ℝ => fun v i => g (v,i)) (Measure.infinitePi (fun _ : ForestVertex n × κ => gaussianReal 0 1)) (Measure.infinitePi (fun _ : ForestVertex n => (μ : Measure (κ → ℝ)))) := by refine ⟨by fun_prop,?_⟩ change (Measure.infinitePi (fun _ : ForestVertex n × κ => gaussianReal 0 1)).map (MeasurableEquiv.curry (ForestVertex n) κ ℝ) = _ rw [Measure.infinitePi_map_curry (fun (_ : ForestVertex n) (_ : κ) => gaussianReal 0 1)] simp only [Measure.infinitePi_eq_pi] rfl have hp := (MeasurePreserving.id (labeledCascadeLaw n b : Measure (LabeledTree n))).prod hc have hm : Measurable (fun p : LabeledTree n × (ForestVertex n → κ → ℝ) => labeledNoiseJoin (κ → ℝ) n (p.1,markForestOfCoords (κ → ℝ) n p.2)) := by fun_prop rw [show (fun p : LabeledTree n × ((ForestVertex n × κ) → ℝ) => labeledNoiseJoin (κ → ℝ) n (p.1,markForestOfCoords (κ → ℝ) n (fun v i => p.2 (v,i)))) = (fun p : LabeledTree n × (ForestVertex n → κ → ℝ) => labeledNoiseJoin (κ → ℝ) n (p.1,markForestOfCoords (κ → ℝ) n p.2)) ∘ Prod.map id (fun g : (ForestVertex n × κ) → ℝ => fun v i => g (v,i)) from rfl, ← Measure.map_map hm hp.measurable,hp.map_eq] exact labeledNoiseCoordinates_law (κ → ℝ) n b (fun _ => μ) lemma labeledMarkedMeasure_lintegral {E F : Type*} [MeasurableSpace E] [MeasurableSpace F] (ω : (ℕ → ℕ × (ℕ → E)) × (ℕ → ℕ → F)) {G : E × F → ℝ≥0∞} (hG : Measurable G) : (∫⁻ p, G p ∂labeledMarkedMeasure ω) = ∑' m, ∑ i : Fin (ω.1 m).1, G ((ω.1 m).2 i,ω.2 m i) := by simp only [labeledMarkedMeasure,lintegral_sum_measure,finiteCloudMeasure_lintegral _ hG] lemma labeledMarkedMeasure_ae {E F : Type*} [MeasurableSpace E] [MeasurableSpace F] (ω : (ℕ → ℕ × (ℕ → E)) × (ℕ → ℕ → F)) {P : E × F → Prop} (hP : MeasurableSet {p | P p}) (h : ∀ᵐ p ∂labeledMarkedMeasure ω, P p) : ∀ m (i : Fin (ω.1 m).1), P ((ω.1 m).2 i,ω.2 m i) := by intro m i have hm := (Measure.ae_sum_iff.mp h) m rw [finiteCloudMeasure,← Measure.sum_fintype] at hm exact (ae_dirac_iff hP).mp ((Measure.ae_sum_iff.mp hm) i) variable (A : Type) [MeasurableSpace A] [Nonempty A] def labeledNoiseLeaf : (n : ℕ) → LabeledTree n × MarkForest A n → LabeledLeaf n → NoiseLeaf A n | 0, _, _ => PUnit.unit | n+1, p, v => ((p.1.1 v.1.1).2 v.1.2, ((p.2 v.1.1 v.1.2).1,labeledNoiseLeaf n (p.1.2 v.1.1 v.1.2,(p.2 v.1.1 v.1.2).2) v.2)) omit [Nonempty A] in @[fun_prop] lemma measurable_labeledNoiseLeaf (n : ℕ) (v : LabeledLeaf n) : Measurable (fun p => labeledNoiseLeaf A n p v) := by induction n with | zero => exact measurable_const | succ n ih => change Measurable (fun p : (WeightCloud × (ℕ → ℕ → LabeledTree n)) × (ℕ → ℕ → A × MarkForest A n) => ((p.1.1 v.1.1).2 v.1.2, ((p.2 v.1.1 v.1.2).1,labeledNoiseLeaf A n (p.1.2 v.1.1 v.1.2,(p.2 v.1.1 v.1.2).2) v.2))) apply Measurable.prodMk (by fun_prop) apply Measurable.prodMk (by fun_prop) exact (ih v.2).comp (by fun_prop) theorem labeledLeafMass_noiseMap (n : ℕ) (ω : LabeledTree n) (z : MarkForest A n) (hgood : GoodNoiseTree A n (labeledNoiseJoin A n (ω,z))) : (labeledLeafMass n ω).map (labeledNoiseLeaf A n (ω,z)) = noiseTreeTotal A n (labeledNoiseJoin A n (ω,z)) • noiseLeafKernel A n (labeledNoiseJoin A n (ω,z)) := by induction n with | zero => apply Measure.ext_of_lintegral intro F hF rw [lintegral_map' hF.aemeasurable (measurable_of_countable _).aemeasurable, labeledLeafMass_lintegral] simp [labeledLeafWeight,labeledNoiseLeaf,noiseTreeTotal, rawTreeTotal,noiseLeafKernel,noiseLeafKernelData,Kernel.const_apply] | succ n ih => apply Measure.ext_of_lintegral intro F hF rw [lintegral_map' hF.aemeasurable (measurable_of_countable _).aemeasurable, labeledLeafMass_lintegral,lintegral_smul_measure,smul_eq_mul, noiseLeafKernel_unnormalized_lintegral n _ hgood.1 hF] have hinner : Measurable (fun p : ℝ × (A × NoiseTree A n) => ∫⁻ v, F (p.1,(p.2.1,v)) ∂noiseLeafKernel A n p.2.2) := (hF.comp (by fun_prop : Measurable (fun p : (ℝ × (A × NoiseTree A n)) × NoiseLeaf A n => (p.1.1,(p.1.2.1,p.2))))).lintegral_kernel_prod_right' (κ := (noiseLeafKernel A n).comap (fun p : ℝ × (A × NoiseTree A n) => p.2.2) (by fun_prop)) have hg := labeledMarkedMeasure_ae _ ((measurableSet_GoodNoiseTree A n).preimage (by fun_prop)) hgood.2 change (∑' v : ChildLabel × LabeledLeaf n, (childLabelWeight ω.1 v.1 * labeledLeafWeight n (ω.2 v.1.1 v.1.2) v.2) * F ((ω.1 v.1.1).2 v.1.2,((z v.1.1 v.1.2).1, labeledNoiseLeaf A n (ω.2 v.1.1 v.1.2,(z v.1.1 v.1.2).2) v.2))) = ∫⁻ p : ℝ × (A × NoiseTree A n), ENNReal.ofReal (max p.1 0) * noiseTreeTotal A n p.2.2 * (∫⁻ v, F (p.1,(p.2.1,v)) ∂noiseLeafKernel A n p.2.2) ∂ labeledMarkedMeasure (ω.1,fun m i => ((z m i).1,labeledNoiseJoin A n (ω.2 m i,(z m i).2))) have hG : Measurable (fun p : ℝ × (A × NoiseTree A n) => ENNReal.ofReal (max p.1 0) * noiseTreeTotal A n p.2.2 * (∫⁻ v, F (p.1,(p.2.1,v)) ∂noiseLeafKernel A n p.2.2)) := ((by fun_prop : Measurable (fun p : ℝ × (A × NoiseTree A n) => ENNReal.ofReal (max p.1 0))).mul ((measurable_noiseTreeTotal A n).comp (measurable_snd.comp measurable_snd))).mul hinner rw [labeledMarkedMeasure_lintegral (ω.1,fun m i => ((z m i).1,labeledNoiseJoin A n (ω.2 m i,(z m i).2))) hG] rw [ENNReal.tsum_prod'] simp_rw [mul_assoc,ENNReal.tsum_mul_left] rw [finiteCloud_tsum_weight] apply tsum_congr intro m apply Finset.sum_congr rfl intro i _ congr 1 have he := ih (ω.2 m i) (z m i).2 (hg m i) have hFi : Measurable (fun v : NoiseLeaf A n => F ((ω.1 m).2 i,((z m i).1,v))) := by fun_prop have hh := congrArg (fun ν : Measure (NoiseLeaf A n) => ∫⁻ v, F ((ω.1 m).2 i,((z m i).1,v)) ∂ν) he rw [lintegral_map' hFi.aemeasurable (measurable_of_countable _).aemeasurable, labeledLeafMass_lintegral,lintegral_smul_measure,smul_eq_mul] at hh exact hh theorem labeledLeafLaw_noiseMap (n : ℕ) (ω : LabeledTree n) (z : MarkForest A n) (hgood : GoodNoiseTree A n (labeledNoiseJoin A n (ω,z))) (ht : 0 < noiseTreeTotal A n (labeledNoiseJoin A n (ω,z)) ∧ noiseTreeTotal A n (labeledNoiseJoin A n (ω,z)) < ∞) : (labeledLeafLaw n ω).map (labeledNoiseLeaf A n (ω,z)) = noiseLeafKernel A n (labeledNoiseJoin A n (ω,z)) := by have hm := labeledLeafMass_noiseMap A n ω z hgood have htot : labeledLeafMass n ω Set.univ = noiseTreeTotal A n (labeledNoiseJoin A n (ω,z)) := by have he := congrArg (fun ν : Measure (NoiseLeaf A n) => ν Set.univ) hm simpa only [Measure.map_apply_of_aemeasurable (measurable_of_countable _).aemeasurable MeasurableSet.univ, Set.preimage_univ,Measure.smul_apply,smul_eq_mul,measure_univ,mul_one] using he rw [labeledLeafLaw,normalizeMass_map _ (measurable_of_countable _) (by simpa only [htot] using ht), hm,normalizeMass_smul _ ht (by simp),normalizeMass_of_probability] end IsingPerceptron end end OAI