import Mathlib import OAI.Probability.IsingPerceptron.ActualQuenched namespace OAI /-! Deviation Rate. -/ noncomputable section namespace IsingPerceptron.Main open MeasureTheory ProbabilityTheory Real Filter Set open scoped BigOperators Topology Interval def sourceDeviationRate (α C : ℝ) (j N : ℕ) : ℝ := ((7/2)+4*sqrt (25/12+4*α*C^2)/(1/2)^(j+1)+20*(1/2)^(j+1))*(N:ℝ)^(-(1:ℝ)/8) lemma sourceDeviationRate_tendsto (α C : ℝ) (j : ℕ) : Tendsto (sourceDeviationRate α C j) atTop (𝓝 0) := by have h : Tendsto (fun N : ℕ => (N:ℝ)^(-(1:ℝ)/8)) atTop (𝓝 0) := by convert (tendsto_rpow_neg_atTop (by norm_num : (0:ℝ)<1/8)).comp tendsto_natCast_atTop_atTop using 1 funext n simp only [Function.comp_apply] congr 1 ring unfold sourceDeviationRate simpa only [mul_zero] using h.const_mul ((7/2)+4*sqrt (25/12+4*α*C^2)/(1/2)^(j+1)+20*(1/2)^(j+1)) lemma source_eta_eventually : ∀ᶠN : ℕ in atTop,(N:ℝ)^(-(1:ℝ)/8) ≤ 1/2 := by have h : Tendsto (fun N : ℕ => (N:ℝ)^(-(1:ℝ)/8)) atTop (𝓝 0) := by convert (tendsto_rpow_neg_atTop (by norm_num : (0:ℝ)<1/8)).comp tendsto_natCast_atTop_atTop using 1 funext n simp only [Function.comp_apply] congr 1 ring exact h.eventually_le_const (by norm_num) lemma scale_rate_identity {N : ℕ} (hN : 0 Function.update p.1 j p.2) ((Measure.infinitePi (fun _ : ℕ => μ)).prod μ) (Measure.infinitePi (fun _ : ℕ => μ)) := by classical have hm : Measurable (fun p : (ℕ → X) × X => Function.update p.1 j p.2) := by fun_prop refine ⟨hm,Measure.eq_infinitePi _ ?_⟩ intro s t ht rw [Measure.map_apply hm (MeasurableSet.pi s.countable_toSet (fun i _ => ht i))] by_cases hj : j∈s · have he : (fun p : (ℕ → X) × X => Function.update p.1 j p.2)⁻¹' (Set.pi s t)= (Set.pi (s.erase j) t) ×ˢ (t j) := by ext p simp only [Set.mem_preimage,Set.mem_pi,Finset.mem_coe,Set.mem_prod,Finset.mem_erase] constructor · intro h refine ⟨?_,?_⟩ · intro i hi simpa only [Function.update_of_ne hi.1] using h i hi.2 · simpa only [Function.update_self] using h j hj · rintro ⟨h,hu⟩ i hi by_cases hij : i=j · subst i simpa only [Function.update_self] using hu · simpa only [Function.update_of_ne hij] using h i ⟨hij,hi⟩ rw [he,Measure.prod_prod,Measure.infinitePi_pi _ (fun i _ => ht i)] exact Finset.prod_erase_mul s (fun i => μ (t i)) hj · have he : (fun p : (ℕ → X) × X => Function.update p.1 j p.2)⁻¹' (Set.pi s t)= (Set.pi s t) ×ˢ Set.univ := by ext p simp only [Set.mem_preimage,Set.mem_pi,Finset.mem_coe,Set.mem_prod,Set.mem_univ,and_true] congr! 2 with i rename_i hi rw [Function.update_of_ne (by intro he; exact hj (he ▸ hi))] rw [he,Measure.prod_prod,Measure.infinitePi_pi _ (fun i _ => ht i),measure_univ,mul_one] def parameterCoordinateLaw : Measure ℝ := volume.restrict (Ioc 1 2) instance parameterCoordinateLaw_probability : IsProbabilityMeasure parameterCoordinateLaw := by constructor norm_num [parameterCoordinateLaw] def sourceParameterLaw : Measure (ℕ → ℝ) := Measure.infinitePi (fun _ => parameterCoordinateLaw) instance sourceParameterLaw_probability : IsProbabilityMeasure sourceParameterLaw := by unfold sourceParameterLaw infer_instance lemma parameterCoordinateLaw_mem : ∀ᵐu ∂parameterCoordinateLaw,u∈Icc (1:ℝ) 2 := by exact (ae_restrict_mem measurableSet_Ioc).mono (fun u hu => ⟨hu.1.le,hu.2⟩) lemma sourceParameterLaw_mem : ∀ᵐv ∂sourceParameterLaw,∀j,v j∈Icc (1:ℝ) 2 := by rw [ae_all_iff] intro j exact (measurePreserving_eval_infinitePi (fun _ : ℕ => parameterCoordinateLaw) j).quasiMeasurePreserving.ae parameterCoordinateLaw_mem lemma integral_parameterCoordinateLaw (F : ℝ → ℝ) : (∫u,F u ∂parameterCoordinateLaw)=∫u in (1:ℝ)..2,F u := by rw [intervalIntegral.integral_of_le (by norm_num : (1:ℝ)≤2)] rfl instance perturbedDisorderLaw_probability (M N : ℕ) : IsProbabilityMeasure (perturbedDisorderLaw M N) := by unfold perturbedDisorderLaw infer_instance def tensorMeanAt {M N : ℕ} (hN : 0 tensorMeanAt hN f s j p.1 p.2) := by unfold tensorMeanAt rawTensorMean simp only [Function.update_eq_self] unfold fullTensorEnergy fullTensorCoefficient tensorAmplitude patternEnergy rowEvaluation selectedTensorObservable tensorPerturbation gaussianLinear apply finiteGibbs_measurable <;> intro x <;> fun_prop lemma tensorDeviationAt_measurable {M N : ℕ} (hN : 0 tensorDeviationAt hN f s j p.1 p.2) := by have hm : Measurable (fun v => ∫q,tensorMeanAt (M:=M) hN f s j v q ∂perturbedDisorderLaw M N) := (tensorMeanAt_measurable hN hf s j).stronglyMeasurable.integral_prod_right.measurable unfold tensorDeviationAt rawTensorDeviation change Measurable (fun p : (ℕ → ℝ) × PerturbedDisorder M N => finiteGibbs (fun x => patternEnergy f p.2.2 x+ fullTensorEnergy hN s (Function.update p.1 (j.val+1) (p.1 (j.val+1))) p.2.1 x) (fun x => |selectedTensorObservable hN j p.2.1 x- ∫q,tensorMeanAt hN f s j p.1 q ∂perturbedDisorderLaw M N|)) simp only [Function.update_eq_self] apply finiteGibbs_measurable · intro x unfold patternEnergy rowEvaluation fullTensorEnergy fullTensorCoefficient tensorAmplitude fun_prop · intro x apply Measurable.abs apply Measurable.sub _ (hm.comp measurable_fst) unfold selectedTensorObservable tensorPerturbation gaussianLinear fun_prop def tensorMajorant {N : ℕ} (hN : 0 gaussianReal 0 1)) := by apply memLp_finsetSum intro x _ apply MemLp.abs unfold selectedTensorObservable tensorPerturbation gaussianLinear apply memLp_finsetSum intro i _ exact ((memLp_id_gaussianReal (μ:=0) (v:=1) 2).comp_measurePreserving (measurePreserving_eval (fun _ : Fin (Fintype.card (FullTensorIndex N)) => gaussianReal 0 1) ((fullTensorEnumeration N).symm ⟨j,i⟩))).mul_const _ lemma tensorMeanAt_bound {M N : ℕ} (hN : 0 tensorMeanAt_bound hN f s j v p lemma tensorDeviationAt_bound {M N : ℕ} (hN : 0 by simpa only [Real.norm_eq_abs,Pi.add_apply,Function.comp_apply,id_eq] using tensorDeviationAt_bound hN hf s j v p def meanTensorDeviation {M N : ℕ} (hN : 0 tensorMajorant hN j q.1) (perturbedDisorderLaw M N) := ((tensorMajorant_memLp hN j).comp_measurePreserving measurePreserving_fst).integrable (by norm_num : (1:ENNReal)≤2) calc _ ≤ ∫p,|tensorDeviationAt hN f s j v p| ∂perturbedDisorderLaw M N := by simpa only [Real.norm_eq_abs,meanTensorDeviation] using norm_integral_le_integral_norm (tensorDeviationAt hN f s j v) _ ≤ ∫p,tensorMajorant hN j p.1+(∫q : PerturbedDisorder M N,tensorMajorant hN j q.1 ∂perturbedDisorderLaw M N) ∂perturbedDisorderLaw M N := integral_mono (tensorDeviationAt_integrable hN hf s j v).abs (hi.add (integrable_const _)) (tensorDeviationAt_bound hN hf s j v) _ = _ := by rw [integral_add hi (integrable_const _)]; simp only [integral_const,probReal_univ,one_smul]; ring lemma meanTensorDeviation_integrable {M N : ℕ} (hN : 0 F (Function.update v j u))) (sourceParameterLaw.prod parameterCoordinateLaw) := hi rw [integral_integral hi'] have he : Measure.map (fun p : (ℕ → ℝ) × ℝ => Function.update p.1 j p.2) (sourceParameterLaw.prod parameterCoordinateLaw)=sourceParameterLaw := hp.map_eq rw [← integral_map hp.measurable.aemeasurable] · rw [he] · simpa only [he] using hF.aestronglyMeasurable lemma meanTensorDeviation_update {M N : ℕ} (hN : 0 (∫u,meanTensorDeviation (M:=M) hN f (perturbationScale N) j (Function.update v (j.val+1) u) ∂parameterCoordinateLaw)/perturbationScale N) sourceParameterLaw := hir.integral_prod_left.div_const _ have hbound : (∫v, (sourceDeviationRate α C j.val N : ℝ) ∂sourceParameterLaw)= sourceDeviationRate α C j.val N := by simp rw [← hbound] apply integral_mono_ae hi2 (integrable_const _) filter_upwards [sourceParameterLaw_mem] with v hv rw [integral_parameterCoordinateLaw] simp_rw [meanTensorDeviation_update] apply source_rawTensor_deviation_rate hN hα hM hf hC v _ j hη intro k constructor <;> linarith [(hv (k.val+1)).1,(hv (k.val+1)).2] def sourceDeviation (α : ℝ) (f : ℝ → ℝ) (j N : ℕ) (v : ℕ → ℝ) : ℝ := if h : j ∫v,sourceDeviation α f j N v ∂sourceParameterLaw) atTop (𝓝 0) := by apply squeeze_zero' (Eventually.of_forall (fun N => integral_nonneg (sourceDeviation_nonneg α f j N))) _ (sourceDeviationRate_tendsto α C j) filter_upwards [eventually_gt_atTop j,source_eta_eventually] with N hN hη have hn : (0:ℝ) ∀m,N ≤ m → ∑j ∈ Finset.range k,b j m ≤ 1/((k:ℝ)+1)) N lemma slowDiagonal_le (b : ℕ → ℕ → ℝ) (N : ℕ) : slowDiagonal b N ≤ N := Nat.findGreatest_le N lemma slowDiagonal_mono (b : ℕ → ℕ → ℝ) : Monotone (slowDiagonal b) := by intro M N hMN exact Nat.findGreatest_mono (fun k hk m hm => hk m (hMN.trans hm)) hMN lemma slowDiagonal_bound (b : ℕ → ℕ → ℝ) (N : ℕ) : ∑j ∈ Finset.range (slowDiagonal b N),b j N ≤ 1/((slowDiagonal b N:ℝ)+1) := by have h0 : ∀m,N ≤ m → ∑j ∈ Finset.range 0,b j m ≤ 1/((0:ℝ)+1) := by simp have hs : ∀m,N ≤ m → ∑j ∈ Finset.range (slowDiagonal b N),b j m ≤ 1/((slowDiagonal b N:ℝ)+1) := Nat.findGreatest_spec (P:=fun k => ∀m,N ≤ m → ∑j ∈ Finset.range k,b j m ≤ 1/((k:ℝ)+1)) (Nat.zero_le N) (by simpa only [Nat.cast_zero] using h0) exact hs N le_rfl lemma slowDiagonal_tendsto {b : ℕ → ℕ → ℝ} (hb : ∀j,Tendsto (b j) atTop (𝓝 0)) : Tendsto (slowDiagonal b) atTop atTop := by apply tendsto_atTop.mpr intro k have hsum : Tendsto (fun N => ∑j ∈ Finset.range k,b j N) atTop (𝓝 0) := by simpa using tendsto_finsetSum (Finset.range k) (fun j _ => hb j) have hp : (0:ℝ)<1/((k:ℝ)+1) := by positivity obtain ⟨n,hn⟩ := eventually_atTop.mp (hsum.eventually (gt_mem_nhds hp)) filter_upwards [eventually_ge_atTop (max k n)] with N hN apply Nat.le_findGreatest (le_trans (le_max_left _ _) hN) intro m hm exact (hn m ((le_max_right _ _).trans (hN.trans hm))).le lemma slowDiagonal_sum_tendsto {b : ℕ → ℕ → ℝ} (hb0 : ∀j N,0 ≤ b j N) (hb : ∀j,Tendsto (b j) atTop (𝓝 0)) : Tendsto (fun N => ∑j ∈ Finset.range (slowDiagonal b N),b j N) atTop (𝓝 0) := by apply squeeze_zero (fun N => Finset.sum_nonneg (fun j _ => hb0 j N)) (slowDiagonal_bound b) exact tendsto_one_div_add_atTop_nhds_zero_nat.comp (slowDiagonal_tendsto hb) end IsingPerceptron.Main namespace IsingPerceptron.Main open MeasureTheory ProbabilityTheory Real Filter Set open scoped BigOperators Topology def sourceGoodCutoff (α : ℝ) (f : ℝ → ℝ) : ℕ → ℕ := slowDiagonal (fun j N => ∫v,sourceDeviation α f j N v ∂sourceParameterLaw) def sourceGoodError (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : ℝ := ∑j ∈ Finset.range (sourceGoodCutoff α f N), ∫v,sourceDeviation α f j N v ∂sourceParameterLaw def sourceGoodTolerance (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : ℝ := sqrt (sourceGoodError α f N)+1/(N:ℝ) def sourceGoodParameters (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : Set (ℕ → ℝ) := {v | ∀j,v j∈Icc (1:ℝ) 2} ∩ {v | ∑j ∈ Finset.range (sourceGoodCutoff α f N),sourceDeviation α f j N v ≤ sourceGoodTolerance α f N} lemma sourceGoodCutoff_le (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : sourceGoodCutoff α f N ≤ N := slowDiagonal_le _ _ lemma sourceGoodCutoff_monotone (α : ℝ) (f : ℝ → ℝ) : Monotone (sourceGoodCutoff α f) := slowDiagonal_mono _ lemma sourceGoodCutoff_tendsto (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ} (hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) : Tendsto (sourceGoodCutoff α f) atTop atTop := slowDiagonal_tendsto (source_integrated_deviation_tendsto α hα hf hC) lemma sourceGoodError_nonneg (α : ℝ) (f : ℝ → ℝ) (N : ℕ) : 0 ≤ sourceGoodError α f N := Finset.sum_nonneg (fun j _ => integral_nonneg (sourceDeviation_nonneg α f j N)) lemma sourceGoodError_tendsto (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ} (hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) : Tendsto (sourceGoodError α f) atTop (𝓝 0) := slowDiagonal_sum_tendsto (fun j N => integral_nonneg (sourceDeviation_nonneg α f j N)) (source_integrated_deviation_tendsto α hα hf hC) lemma sourceGoodTolerance_pos (α : ℝ) (f : ℝ → ℝ) {N : ℕ} (hN : 0 sqrt (sourceGoodError α f N)+1/(N:ℝ)) atTop (𝓝 0) simpa only [Function.comp_def,sqrt_zero,zero_add] using hs.add (tendsto_one_div_atTop_nhds_zero_nat (𝕜:=ℝ)) lemma sourceGoodParameters_measurable (α : ℝ) {f : ℝ → ℝ} (hf : Measurable f) (N : ℕ) : MeasurableSet (sourceGoodParameters α f N) := by apply MeasurableSet.inter · have hm : MeasurableSet (⋂j : ℕ,(fun v : ℕ → ℝ => v j)⁻¹' Icc (1:ℝ) 2) := MeasurableSet.iInter (fun j => measurableSet_Icc.preimage (measurable_pi_apply j)) convert hm using 1 ext v simp only [mem_ofPred_eq,mem_iInter,mem_preimage] · exact measurableSet_le (Finset.measurable_sum _ (fun j _ => sourceDeviation_measurable α hf j N)) measurable_const lemma sourceGoodParameters_bad_bound (α : ℝ) {f : ℝ → ℝ} (hf : Measurable f) {N : ℕ} (hN : 0 ∑j ∈ Finset.range (sourceGoodCutoff α f N),sourceDeviation α f j N v have hA : Integrable A sourceParameterLaw := integrable_finsetSum _ (fun j _ => sourceDeviation_integrable α hf j N) have hA0 : ∀v,0 ≤ A v := fun v => Finset.sum_nonneg (fun j _ => sourceDeviation_nonneg α f j N v) have he : (∫v,A v ∂sourceParameterLaw)=sourceGoodError α f N := by exact integral_finsetSum _ (fun j _ => sourceDeviation_integrable α hf j N) have hmark := mul_meas_ge_le_integral_of_nonneg (Eventually.of_forall hA0) hA (sourceGoodTolerance α f N) rw [he] at hmark have hset : sourceParameterLaw (sourceGoodParameters α f N)ᶜ= sourceParameterLaw {v | sourceGoodTolerance α f N (show sourceGoodTolerance α f N sourceParameterLaw.real (sourceGoodParameters α f N)) atTop (𝓝 1) := by have hb : Tendsto (fun N => sourceParameterLaw.real (sourceGoodParameters α f N)ᶜ) atTop (𝓝 0) := by apply squeeze_zero' (Eventually.of_forall (fun N => ENNReal.toReal_nonneg)) · filter_upwards [eventually_gt_atTop 0] with N hN exact sourceGoodParameters_bad_sqrt α hf hN · simpa only [Function.comp_def,sqrt_zero] using continuous_sqrt.continuousAt.tendsto.comp (sourceGoodError_tendsto α hα hf hC) have he (N : ℕ) : sourceParameterLaw.real (sourceGoodParameters α f N)= 1-sourceParameterLaw.real (sourceGoodParameters α f N)ᶜ := by rw [measureReal_compl (sourceGoodParameters_measurable α hf N)] simp simp_rw [he] simpa using tendsto_const_nhds.sub hb lemma sourceGoodParameters_uniform {α : ℝ} {f : ℝ → ℝ} {j N : ℕ} (hj : j sourceDeviation_nonneg α f k N v) (Finset.mem_range.mpr hj)).trans hv.2 theorem source_good_parameters (α : ℝ) (hα : 0 ≤ α) {f : ℝ → ℝ} (hf : Measurable f) {C : ℝ} (hC : ∀z,|f z| ≤ C) : (Monotone (sourceGoodCutoff α f) ∧ Tendsto (sourceGoodCutoff α f) atTop atTop) ∧ Tendsto (fun N => sourceParameterLaw.real (sourceGoodParameters α f N)) atTop (𝓝 1) ∧ ∀v : ℕ → (ℕ → ℝ),(∀ᶠN in atTop,v N∈sourceGoodParameters α f N) → ∀j,Tendsto (fun N => sourceDeviation α f j N (v N)) atTop (𝓝 0) := by refine ⟨⟨sourceGoodCutoff_monotone α f,sourceGoodCutoff_tendsto α hα hf hC⟩, sourceGoodParameters_probability α hα hf hC,?_⟩ intro v hv j apply squeeze_zero' (Eventually.of_forall (fun N => sourceDeviation_nonneg α f j N (v N))) _ (sourceGoodTolerance_tendsto α hα hf hC) filter_upwards [hv,(sourceGoodCutoff_tendsto α hα hf hC).eventually (eventually_gt_atTop j)] with N hv hj exact sourceGoodParameters_uniform hj hv end IsingPerceptron.Main end end OAI