import Mathlib import OAI.Probability.IsingPerceptron.OrderedQuantile namespace OAI /-! Time Increment. -/ noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron lemma enrichedHamiltonian_count_succ {N : ℕ} {A : Type*} (n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) (φ : A → Spin N → ℝ) (m : ℕ) (z : EnrichedFixedData n A) : enrichedHamiltonian n h u φ (enrichedCountJoin (m+1,z)) = fun s => enrichedHamiltonian n h u φ (enrichedCountJoin (m,z)) s+φ (z.1.1 m) s.1 := by funext s unfold enrichedHamiltonian enrichedCountJoin dsimp only rw [patternBase_prefix_succ] simp only [Pi.add_apply] ring lemma enrichedFixed_pressure_increment {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (m : ℕ) : ∀ᵐ z ∂enrichedFixedLaw P n b, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m+1,z))- enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z)) = cgf (fun s : Spin N × LabeledLeaf n => φ (z.1.1 m) s.1) (enrichedGibbsReference n h u ν φ (enrichedCountJoin (m,z))) 1/N := by filter_upwards [enrichedFixed_exp_ae hN n b hh h0 u hu ν P hK hφ m, enrichedFixed_exp_ae hN n b hh h0 u hu ν P hK hφ (m+1)] with z he he' rw [enrichedHamiltonian_count_succ] at he' have hc := cgf_fold (labeledSpinReference n ν z.1.2) (enrichedHamiltonian n h u φ (enrichedCountJoin (m,z))) (fun s : Spin N × LabeledLeaf n => φ (z.1.1 m) s.1) 1 he (by simpa using he') change cgf _ (enrichedGibbsReference n h u ν φ (enrichedCountJoin (m,z))) _ = _ at hc rw [hc] change (Real.log (referencePartition (labeledSpinReference n ν z.1.2) (enrichedHamiltonian n h u φ (enrichedCountJoin (m+1,z))))-N*h n/2)/N - (Real.log (referencePartition (labeledSpinReference n ν z.1.2) (enrichedHamiltonian n h u φ (enrichedCountJoin (m,z))))-N*h n/2)/N = _ rw [enrichedHamiltonian_count_succ] simp only [one_mul] ring lemma enrichedFixed_mean_step_bound {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (m : ℕ) : |(∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m+1,z)) ∂enrichedFixedLaw P n b)- (∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z)) ∂enrichedFixedLaw P n b)| ≤ K/N := by rw [← integral_sub (enrichedFixed_pressure_integrable hN n b hb hh h0 u hu ν P hm hK hφ (m+1)) (enrichedFixed_pressure_integrable hN n b hb hh h0 u hu ν P hm hK hφ m),← Real.norm_eq_abs] apply (norm_integral_le_of_norm_le_const (C := K/N) ?_).trans (by simp) filter_upwards [enrichedFixed_pressure_increment hN n b hh h0 u hu ν P hK hφ m] with z hz rw [hz,Real.norm_eq_abs,abs_div,abs_of_nonneg (Nat.cast_nonneg N : (0:ℝ) ≤ N)] apply div_le_div_of_nonneg_right _ (Nat.cast_nonneg _) exact abs_cgf_one_le _ (measurable_of_countable _) (fun s => hφ (z.1.1 m) s.1) lemma enrichedMeanPressure_eq_poissonMean {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) : enrichedMeanPressure P r n b h u ν φ = poissonMean (fun m => ∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z)) ∂enrichedFixedLaw P n b) r := by have hn : (N:ℝ) ≠ 0 := by exact_mod_cast hN.ne' have hi := (enrichedCylinderPressure_field_cap hN n b hb hh h0 (le_refl (h n)) u hu ν P hm hK hφ r (α := (r:ℝ)/N) (by rw [div_mul_cancel₀ _ hn])).1.integrable (by norm_num) have hp := enrichedCountJoin_preserving P r n b rw [poissonMean_eq_integral] unfold enrichedMeanPressure rw [← hp.hasLaw.integral_comp hi.aestronglyMeasurable,integral_prod _ ((hp.map_eq.symm ▸ hi).comp_measurable hp.measurable)] rfl end IsingPerceptron open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron def enrichedNextPatternCGF {N : ℕ} {A : Type*} (n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ) (m : ℕ) (z : EnrichedFixedData n A) : ℝ := cgf (fun s : Spin N × LabeledLeaf n => φ (z.1.1 m) s.1) (enrichedGibbsReference n h u ν φ (enrichedCountJoin (m,z))) 1 lemma enrichedFixed_mean_increment {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (m : ℕ) : (∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m+1,z)) ∂enrichedFixedLaw P n b)- (∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z)) ∂enrichedFixedLaw P n b) = (∫ z, enrichedNextPatternCGF n h u ν φ m z ∂enrichedFixedLaw P n b)/N := by rw [← integral_sub (enrichedFixed_pressure_integrable hN n b hb hh h0 u hu ν P hm hK hφ (m+1)) (enrichedFixed_pressure_integrable hN n b hb hh h0 u hu ν P hm hK hφ m), integral_congr_ae (enrichedFixed_pressure_increment hN n b hh h0 u hu ν P hK hφ m),integral_div] rfl theorem enrichedMeanPressure_time_derivative {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) {t : ℝ} (ht : 0 < t) : HasDerivAt (fun s => -enrichedMeanPressure P (Real.toNNReal (N*s)) n b h u ν φ) (-(∫ m, ∫ z, enrichedNextPatternCGF n h u ν φ m z ∂enrichedFixedLaw P n b ∂poissonMeasure (Real.toNNReal (N*t)))) t := by let a : ℕ → ℝ := fun m => ∫ z, enrichedCylinderPressure n h u ν φ (enrichedCountJoin (m,z)) ∂enrichedFixedLaw P n b have hn : (0:ℝ) a (m+1)-a m) ((N:ℝ)*t)*(N:ℝ) = (∫ m, ∫ z, enrichedNextPatternCGF n h u ν φ m z ∂enrichedFixedLaw P n b ∂poissonMeasure (Real.toNNReal (N*t))) := by rw [← Real.coe_toNNReal ((N:ℝ)*t) (mul_nonneg hn.le ht.le),poissonMean_eq_integral] have he (m : ℕ) : a (m+1)-a m = (∫ z, enrichedNextPatternCGF n h u ν φ m z ∂enrichedFixedLaw P n b)/N := enrichedFixed_mean_increment hN n b hb hh h0 u hu ν P hm hK hφ m simp_rw [he] rw [integral_div,div_mul_cancel₀ _ hn.ne'] simp [max_eq_left (mul_nonneg hn.le ht.le)] rw [hdval] at hd apply hd.congr_of_eventuallyEq filter_upwards [isOpen_Ioi.mem_nhds ht] with s hs congr 1 rw [enrichedMeanPressure_eq_poissonMean hN n b hb hh h0 u hu ν P hm hK hφ, Real.coe_toNNReal _ (mul_nonneg hn.le hs.le)] rfl end IsingPerceptron open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron lemma random_cylinder_cgf_amplitude_cost {Ω X : Type*} [MeasurableSpace Ω] [MeasurableSpace X] [Countable X] [MeasurableSingletonClass X] {P : Measure Ω} [IsProbabilityMeasure P] {ν : Ω → Measure X} (hν : Measurable ν) [∀ ω, IsProbabilityMeasure (ν ω)] (A : X → ℕ →₀ ℝ) (hA : ∀ x, (A x).sum (fun _ c => c^2) ≤ 1) {d : ℝ} (hd : ∀ x, cylinderCross (A x) (A x) = d) (hd0 : 0 ≤ d) (hd1 : d ≤ 1) (a : ℝ) {v w : ℝ} (hv : |v| ≤ 2) (hw : |w| ≤ 2) : |(∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A x) z.2) (ν z.1) (a*v) ∂P.prod gaussianCoordinates)- (∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A x) z.2) (ν z.1) (a*w) ∂P.prod gaussianCoordinates)| ≤ (4*a^2)*|v-w| := by let F := fun t => ∫ z : Ω × (ℕ → ℝ), cgf (fun x => cylinderField (A x) z.2) (ν z.1) (a*t) ∂P.prod gaussianCoordinates let R := fun t => randomReplicaAverage P ν A (a*t) (fun σ : Fin 2 → X => cylinderCross (A (σ 1)) (A (σ 0))) have hR (t : ℝ) : |R t| ≤ 1 := randomReplicaAverage_abs_le hν A (a*t) _ zero_le_one (fun σ => by simpa using cylinderCross_bound A hA (σ 1) (σ 0)) have hder (t : ℝ) : HasDerivAt F ((a*t*(d-R t))*a) t := by simpa only [F,R,mul_one,id_eq,Function.comp_def] using (hasDerivAt_random_cylinder_covariance hν A hA hd (a*t)).comp t ((hasDerivAt_id t).const_mul a) have hbound (t : ℝ) (ht : t ∈ Icc (-2:ℝ) 2) : |(a*t*(d-R t))*a| ≤ 4*a^2 := by have ht' : |t| ≤ 2 := abs_le.mpr ht have hd' : |d-R t| ≤ 2 := (abs_sub _ _).trans (by rw [abs_of_nonneg hd0]; linarith [hR t]) rw [abs_mul,abs_mul,abs_mul] calc _ ≤ (|a| *2*2)* |a| := mul_le_mul_of_nonneg_right (mul_le_mul (mul_le_mul_of_nonneg_left ht' (abs_nonneg a)) hd' (abs_nonneg _) (by positivity)) (abs_nonneg a) _ = _ := by nlinarith [sq_abs a] have he := (convex_Icc (-2:ℝ) 2).norm_image_sub_le_of_norm_hasDerivWithin_le (fun t _ => (hder t).hasDerivWithinAt) (fun t ht => hbound t ht) (abs_le.mp hw) (abs_le.mp hv) simpa only [Real.norm_eq_abs] using he lemma enriched_coordinate_lipschitz {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (j : Fin N) {v w : ℝ} (hv : |v| ≤ 2) (hw : |w| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) : |enrichedMeanPressure P r n b h (Function.update u j v) ν φ- enrichedMeanPressure P r n b h (Function.update u j w) ν φ| ≤ (4*(perturbationAmplitude N j)^2/N)*|v-w| := by have hdiag (x : Spin N × LabeledLeaf n) := monomialCoefficients_variance hN n (monomialIndex j).1 (monomialIndex j).2 x simp_rw [← cylinderCross_self] at hdiag have hc := random_cylinder_cgf_amplitude_cost (P := enrichedFrozenLaw P r n b j) (measurable_enrichedFrozenReference n h u j ν hm) (monomialCoefficients n (monomialIndex j).1 (monomialIndex j).2) (monomialCoefficients_variance_le hN n (monomialIndex j).1 (monomialIndex j).2) hdiag (monomialPath_nonneg n (monomialIndex j).2 n) (monomialPath_diag_le_one n (monomialIndex j).2) (perturbationAmplitude N j) hv hw change |(∫ z, enrichedCGF n h u j ν φ v z ∂(enrichedFrozenLaw P r n b j).prod gaussianCoordinates)- (∫ z, enrichedCGF n h u j ν φ w z ∂(enrichedFrozenLaw P r n b j).prod gaussianCoordinates)| ≤ _ at hc rw [(enrichedCGF_integral hN n b hb hh h0 u hu j hv ν P hm hK hφ r).2, (enrichedCGF_integral hN n b hb hh h0 u hu j hw ν P hm hK hφ r).2] at hc have hn : (0:ℝ) if j ∈ s then u j else v j have hm (s : Finset ι) : ∀ j, |mix s j| ≤ 2 := by intro j; dsimp only [mix]; split_ifs; exact hu j; exact hv j have hs (s : Finset ι) : |F (mix s)-F v| ≤ ∑ j ∈ s, C j*|u j-v j| := by induction s using Finset.induction_on with | empty => simp [mix] | @insert j s hj ih => have he : mix (insert j s) = Function.update (mix s) j (u j) := by ext k; by_cases hk : k=j <;> simp [mix,hk] have he' : Function.update (mix s) j (v j) = mix s := by apply Function.update_eq_self_iff.mpr simp [mix,hj] have hb := hF (mix s) (hm s) j (u j) (v j) (hu j) (hv j) rw [he'] at hb rw [he,Finset.sum_insert hj] exact (abs_sub_le (F (Function.update (mix s) j (u j))) (F (mix s)) (F v)).trans (add_le_add hb ih) simpa [mix] using hs Finset.univ theorem enrichedMeanPressure_perturbation_lipschitz {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) {u v : Fin N → ℝ} (hu : ∀ j, |u j| ≤ 2) (hv : ∀ j, |v j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) : |enrichedMeanPressure P r n b h u ν φ-enrichedMeanPressure P r n b h v ν φ| ≤ ∑ j : Fin N, (4*(perturbationAmplitude N j)^2/N)*|u j-v j| := cube_coordinate_sum_bound (fun w => enrichedMeanPressure P r n b h w ν φ) (fun (j : Fin N) => 4*(perturbationAmplitude N j)^2/N) (fun w hw j _ _ hx hy => enriched_coordinate_lipschitz hN n b hb hh h0 w hw j hx hy ν P hm hK hφ r) hu hv end IsingPerceptron open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron lemma poissonMean_lipschitz {a : ℕ → ℝ} {K : ℝ} (hK : 0 ≤ K) (ha : ∀ n, |a (n+1)-a n| ≤ K) {r s : ℝ} (hr : 0 ≤ r) (hs : 0 ≤ s) : |poissonMean a r-poissonMean a s| ≤ K*|r-s| := by have hd := fun t (_ : t ∈ Ici (0:ℝ)) => (poisson_count_derivative hK ha t).hasDerivWithinAt (s := Ici 0) have hb (t : ℝ) (ht : t ∈ Ici (0:ℝ)) : ‖poissonMean (fun n => a (n+1)-a n) t‖ ≤ K := by rw [Real.norm_eq_abs] exact poissonMean_derivative_bound hK ha (⟨t,ht⟩ : ℝ≥0) simpa only [Real.norm_eq_abs] using (convex_Ici (0:ℝ)).norm_image_sub_le_of_norm_hasDerivWithin_le hd hb (show s ∈ Ici 0 from hs) (show r ∈ Ici 0 from hr) theorem enrichedMeanPressure_time_lipschitz {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (r s : ℝ≥0) : |enrichedMeanPressure P r n b h u ν φ-enrichedMeanPressure P s n b h u ν φ| ≤ (K/N)*|(r:ℝ)-s| := by rw [enrichedMeanPressure_eq_poissonMean hN n b hb hh h0 u hu ν P hm hK hφ, enrichedMeanPressure_eq_poissonMean hN n b hb hh h0 u hu ν P hm hK hφ] exact poissonMean_lipschitz (div_nonneg hK (Nat.cast_nonneg N)) (enrichedFixed_mean_step_bound hN n b hb hh h0 u hu ν P hm hK hφ) r.coe_nonneg s.coe_nonneg end IsingPerceptron open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron abbrev ContactParameter (n N : ℕ) := ℝ≥0 × (Fin (n+1) → ℝ) × (Fin N → ℝ) def contactRegion (n N : ℕ) (rmax : ℝ≥0) (H : ℝ) : Set (ContactParameter n N) := Icc (0, (fun _ => 0), (fun _ => 1)) (rmax, (fun _ => H), (fun _ => 2)) ∩ {p | (∑ j, p.2.1 j) ≤ H} lemma contactRegion_nonneg {n N : ℕ} {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N} (hp : p ∈ contactRegion n N rmax H) : 0 ≤ p.1 ∧ p.1 ≤ rmax ∧ (∀ j, 0 ≤ p.2.1 j) ∧ (∑ j, p.2.1 j) ≤ H ∧ ∀ j, p.2.2 j ∈ Icc (1:ℝ) 2 := by exact ⟨hp.1.1.1,hp.1.2.1,hp.1.1.2.1,hp.2,fun j => ⟨hp.1.1.2.2 j,hp.1.2.2.2 j⟩⟩ lemma contactRegion_mem {n N : ℕ} {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N} (hr : p.1 ≤ rmax) (ha : ∀ j, 0 ≤ p.2.1 j) (hcap : (∑ j, p.2.1 j) ≤ H) (hu : ∀ j, p.2.2 j ∈ Icc (1:ℝ) 2) : p ∈ contactRegion n N rmax H := by refine ⟨⟨⟨bot_le,ha,fun j => (hu j).1⟩,hr,?_,fun j => (hu j).2⟩,hcap⟩ intro j exact (Finset.single_le_sum (fun k _ => ha k) (Finset.mem_univ j)).trans hcap lemma isCompact_contactRegion (n N : ℕ) (rmax : ℝ≥0) (H : ℝ) : IsCompact (contactRegion n N rmax H) := isCompact_Icc.inter_right (isClosed_le (by fun_prop) continuous_const) lemma contactRegion_nonempty (n N : ℕ) (rmax : ℝ≥0) {H : ℝ} (hH : 0 ≤ H) : (contactRegion n N rmax H).Nonempty := by refine ⟨(0,fun _ => 0,fun _ => (3:ℝ)/2),contactRegion_mem bot_le (fun _ => le_rfl) ?_ ?_⟩ · simpa using hH · intro j; norm_num lemma enrichedMeanPressure_parameters_continuousOn {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) {s : Set (ContactParameter n N)} (hs : ∀ p ∈ s, (∀ j, 0 ≤ p.2.1 j) ∧ ∀ j, |p.2.2 j| ≤ 2) : ContinuousOn (fun p => enrichedMeanPressure P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ) s := by let F := fun p : ContactParameter n N => enrichedMeanPressure P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ have hbnd (p q : s) : |F p-F q| ≤ (K/N)*|(p.val.1:ℝ)-q.val.1| + (∑ j, |p.val.2.1 j-q.val.2.1 j|)/2 + ∑ j : Fin N, (4*(perturbationAmplitude N j)^2/N)*|p.val.2.2 j-q.val.2.2 j| := by have hp := hs p p.property have hq := hs q q.property have hr := enrichedMeanPressure_time_lipschitz hN n b hb (monotone_finiteFieldPath hp.1) (finiteFieldPath_nonneg hp.1 0) p.val.2.2 hp.2 ν P hm hK hφ p.val.1 q.val.1 have ha := enrichedMeanPressure_field_lipschitz hN n b hb hp.1 hq.1 p.val.2.2 hp.2 ν P hm hK hφ q.val.1 have hu := enrichedMeanPressure_perturbation_lipschitz hN n b hb (monotone_finiteFieldPath hq.1) (finiteFieldPath_nonneg hq.1 0) hp.2 hq.2 ν P hm hK hφ q.val.1 have ht1 := abs_sub_le (F p) (enrichedMeanPressure P q.val.1 n b (finiteFieldPath p.val.2.1) p.val.2.2 ν φ) (enrichedMeanPressure P q.val.1 n b (finiteFieldPath q.val.2.1) p.val.2.2 ν φ) have ht2 := abs_sub_le (F p) (enrichedMeanPressure P q.val.1 n b (finiteFieldPath q.val.2.1) p.val.2.2 ν φ) (F q) dsimp only [F] at * linarith rw [continuousOn_iff_continuous_domRestrict] apply continuous_iff_continuousAt.mpr intro q apply tendsto_iff_norm_sub_tendsto_zero.mpr let E := fun p : s => (K/N)*|(p.val.1:ℝ)-q.val.1| + (∑ j, |p.val.2.1 j-q.val.2.1 j|)/2 + ∑ j : Fin N, (4*(perturbationAmplitude N j)^2/N)*|p.val.2.2 j-q.val.2.2 j| have hE : Continuous E := by fun_prop have hEq : E q = 0 := by simp [E] apply squeeze_zero' (Eventually.of_forall (fun _ => norm_nonneg _)) (Eventually.of_forall (fun p => by simpa only [Real.norm_eq_abs, F, Set.domRestrict_apply] using hbnd p q)) simpa only [hEq] using (hE.continuousAt (x := q)).tendsto def enrichedContactObjective {N : ℕ} {A : Type*} [MeasurableSpace A] (P : Measure A) (n : ℕ) (b : ℕ → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ) (c : Fin (n+1) → ℝ) (S v : ℝ) (p : ContactParameter n N) : ℝ := -enrichedMeanPressure P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ - (∑ i, c i*finiteFieldPath p.2.1 i)/2 + S + ((p.1:ℝ)/N)*v + ∑ j : Fin N, perturbationWeight j * (p.2.2 j-3/2)^2 lemma continuous_enrichedContactPenalty {N n : ℕ} (c : Fin (n+1) → ℝ) (S v : ℝ) : Continuous (fun p : ContactParameter n N => -(∑ i, c i*finiteFieldPath p.2.1 i)/2 + S + ((p.1:ℝ)/N)*v + ∑ j : Fin N, perturbationWeight j*(p.2.2 j-3/2)^2) := by have hf (i : Fin (n+1)) : Continuous (fun p : ContactParameter n N => finiteFieldPath p.2.1 i) := by unfold finiteFieldPath apply continuous_finsetSum intro j _ split_ifs <;> fun_prop exact (((((continuous_finsetSum _ (fun i _ => continuous_const.mul (hf i))).neg).div_const 2).add continuous_const).add ((by fun_prop : Continuous (fun p : ContactParameter n N => (p.1:ℝ)/N)).mul continuous_const)).add (continuous_finsetSum _ (fun j _ => by fun_prop)) theorem enrichedContactObjective_exists_minimum {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (rmax : ℝ≥0) {H : ℝ} (hH : 0 ≤ H) (c : Fin (n+1) → ℝ) (S v : ℝ) : ∃ p ∈ contactRegion n N rmax H, IsMinOn (enrichedContactObjective P n b ν φ c S v) (contactRegion n N rmax H) p := by apply (isCompact_contactRegion n N rmax H).exists_isMinOn (contactRegion_nonempty n N rmax hH) have hc := enrichedMeanPressure_parameters_continuousOn hN n b hb ν P hm hK hφ (s := contactRegion n N rmax H) (fun p hp => by have h := contactRegion_nonneg hp exact ⟨h.2.2.1,fun j => abs_le.mpr ⟨by linarith [(h.2.2.2.2 j).1],(h.2.2.2.2 j).2⟩⟩) have he := hc.neg.add (continuous_enrichedContactPenalty c S v).continuousOn convert he using 1 ext p simp only [enrichedContactObjective,sub_eq_add_neg,Pi.add_apply,Pi.neg_apply] ring end IsingPerceptron open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron lemma right_derivative_nonneg_of_min {F : ℝ → ℝ} {D : ℝ} (hD : HasDerivWithinAt F D (Ici 0) 0) (hmin : ∀ᶠ a in 𝓝[>] (0:ℝ), F 0 ≤ F a) : 0 ≤ D := by have ht := (hasDerivWithinAt_iff_tendsto_slope' (show (0:ℝ) ∉ Ioi 0 by simp)).mp (hD.mono Ioi_subset_Ici_self) apply ge_of_tendsto ht filter_upwards [hmin,self_mem_nhdsWithin] with a ha ha' simpa only [slope_def_field,sub_zero] using div_nonneg (sub_nonneg.mpr ha) ha'.le def enrichedFieldObjective {N : ℕ} {A : Type*} [MeasurableSpace A] (P : Measure A) (r : ℝ≥0) (n : ℕ) (b : ℕ → ℝ) (u : Fin N → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ) (c : Fin (n+1) → ℝ) (h : ℕ → ℝ) : ℝ := -enrichedMeanPressure P r n b h u ν φ - (∑ i, c i*h i)/2 theorem enriched_field_minimum_cone {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h l : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) (hl : Monotone l) (l0 : 0 ≤ l 0) (u : Fin N → ℝ) (hu : ∀ j, |u j| ≤ 2) (ν : Measure (Spin N)) [IsProbabilityMeasure ν] {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] {φ : A → Spin N → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) (c : Fin (n+1) → ℝ) {H : ℝ} (hcap : h n < H) (hmin : ∀ g : ℕ → ℝ, Monotone g → 0 ≤ g 0 → g n ≤ H → enrichedFieldObjective P r n b u ν φ c h ≤ enrichedFieldObjective P r n b u ν φ c g) : (∑ i, c i*l i) ≤ enrichedReplicaAverage P r n b h u ν φ (fun σ : Fin 2 → Spin N × LabeledLeaf n => spinOverlap (σ 1).1 (σ 0).1*l (labeledCommonDepth n (σ 1).2 (σ 0).2)) := by let R := enrichedReplicaAverage P r n b h u ν φ (fun σ : Fin 2 → Spin N × LabeledLeaf n => spinOverlap (σ 1).1 (σ 0).1*l (labeledCommonDepth n (σ 1).2 (σ 0).2)) have hd := enrichedMeanPressure_field_derivative hN n b hb hh h0 hl l0 u hu ν P hm hK hφ r have hs : HasDerivAt (fun a : ℝ => ∑ i : Fin (n+1), c i*(h i+a*l i)) (∑ i : Fin (n+1), c i*l i) 0 := by simpa only [one_mul, id_eq] using HasDerivAt.fun_sum (fun (i : Fin (n+1)) (_ : i ∈ Finset.univ) => (((hasDerivAt_id (0:ℝ)).mul_const (l i)).const_add (h i)).const_mul (c i)) have hD : HasDerivWithinAt (fun a => enrichedFieldObjective P r n b u ν φ c (fun i => h i+a*l i)) (R/2-(∑ i, c i*l i)/2) (Ici 0) 0 := hd.sub (hs.div_const 2).hasDerivWithinAt have hfeas : ∀ᶠ a in 𝓝[>] (0:ℝ), h n+a*l n < H := by have hc : ContinuousAt (fun a : ℝ => h n+a*l n) 0 := by fun_prop exact (hc.eventually (gt_mem_nhds (by simpa using hcap))).filter_mono nhdsWithin_le_nhds have hnon := right_derivative_nonneg_of_min hD (by filter_upwards [hfeas,self_mem_nhdsWithin] with a ha ha' have hg : Monotone (fun i => h i+a*l i) := hh.add (hl.const_mul ha'.le) simpa only [zero_mul,add_zero] using hmin (fun i => h i+a*l i) hg (add_nonneg h0 (mul_nonneg ha'.le l0)) ha.le) change (∑ i, c i*l i) ≤ R linarith end IsingPerceptron open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron lemma finiteFieldPath_const_mul {n : ℕ} (a : Fin (n+1) → ℝ) (t : ℝ) : finiteFieldPath (fun i => t*a i) = fun i => t*finiteFieldPath a i := by ext i simp only [finiteFieldPath,Finset.mul_sum] apply Finset.sum_congr rfl intro j _ split_ifs <;> simp lemma enriched_contact_perturbation_minimum {N n : ℕ} {A : Type*} [MeasurableSpace A] (P : Measure A) (b : ℕ → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ) (c : Fin (n+1) → ℝ) (S v : ℝ) {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N} (hp : p∈contactRegion n N rmax H) (hmin : IsMinOn (enrichedContactObjective P n b ν φ c S v) (contactRegion n N rmax H) p) (u : Fin N → ℝ) (hu : ∀ j, u j∈Icc (1:ℝ) 2) : enrichedPerturbationObjective P p.1 n b (finiteFieldPath p.2.1) ν φ p.2.2 ≤ enrichedPerturbationObjective P p.1 n b (finiteFieldPath p.2.1) ν φ u := by have hp' := contactRegion_nonneg hp have hq : (p.1,p.2.1,u) ∈ contactRegion n N rmax H := contactRegion_mem hp'.2.1 hp'.2.2.1 hp'.2.2.2.1 hu have H := hmin hq simp only [Set.mem_ofPred_eq, enrichedContactObjective,enrichedPerturbationObjective] at H ⊢ linarith lemma enriched_contact_time_minimum {N n : ℕ} {A : Type*} [MeasurableSpace A] (P : Measure A) (b : ℕ → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ) (c : Fin (n+1) → ℝ) (S v : ℝ) {rmax : ℝ≥0} {H : ℝ} {p : ContactParameter n N} (hp : p∈contactRegion n N rmax H) (hmin : IsMinOn (enrichedContactObjective P n b ν φ c S v) (contactRegion n N rmax H) p) (r : ℝ≥0) (hr : r≤rmax) : -enrichedMeanPressure P p.1 n b (finiteFieldPath p.2.1) p.2.2 ν φ+((p.1:ℝ)/N)*v ≤ -enrichedMeanPressure P r n b (finiteFieldPath p.2.1) p.2.2 ν φ+((r:ℝ)/N)*v := by have hp' := contactRegion_nonneg hp have hq : (r,p.2.1,p.2.2) ∈ contactRegion n N rmax H := contactRegion_mem hr hp'.2.2.1 hp'.2.2.2.1 hp'.2.2.2.2 have H := hmin hq simp only [Set.mem_ofPred_eq, enrichedContactObjective] at H linarith theorem enriched_contact_cone {N : ℕ} (hN : 0 spinOverlap (σ 1).1 (σ 0).1*finiteFieldPath d (labeledCommonDepth n (σ 1).2 (σ 0).2)) := by have hp' := contactRegion_nonneg hp have hu : ∀ j, |p.2.2 j|≤2 := fun j => abs_le.mpr ⟨by linarith [(hp'.2.2.2.2 j).1],(hp'.2.2.2.2 j).2⟩ let h := finiteFieldPath p.2.1 let l := finiteFieldPath d let R := enrichedReplicaAverage P p.1 n b h p.2.2 ν φ (fun σ : Fin 2 → Spin N × LabeledLeaf n => spinOverlap (σ 1).1 (σ 0).1*l (labeledCommonDepth n (σ 1).2 (σ 0).2)) have hder := enrichedMeanPressure_field_derivative hN n b hb (monotone_finiteFieldPath hp'.2.2.1) (finiteFieldPath_nonneg hp'.2.2.1 0) (monotone_finiteFieldPath hd) (finiteFieldPath_nonneg hd 0) p.2.2 hu ν P hm hK hφ p.1 have hs : HasDerivAt (fun t : ℝ => ∑ i : Fin (n+1), c i*(h i+t*l i)) (∑ i, c i*l i) 0 := by simpa only [one_mul,id_eq] using HasDerivAt.fun_sum (fun (i : Fin (n+1)) (_ : i∈Finset.univ) => (((hasDerivAt_id (0:ℝ)).mul_const (l i)).const_add (h i)).const_mul (c i)) have hD : HasDerivWithinAt (fun t => enrichedFieldObjective P p.1 n b p.2.2 ν φ c (fun i => h i+t*l i)) (R/2-(∑ i, c i*l i)/2) (Ici 0) 0 := hder.sub (hs.div_const 2).hasDerivWithinAt have hfeas : ∀ᶠ t in 𝓝[>] (0:ℝ), (∑ i, p.2.1 i)+t*(∑ i, d i) (∑ i, p.2.1 i)+t*(∑ i, d i)) 0 := by fun_prop exact (hc.eventually (gt_mem_nhds (by simpa using hcap))).filter_mono nhdsWithin_le_nhds have hnon := right_derivative_nonneg_of_min hD (by filter_upwards [hfeas,self_mem_nhdsWithin] with t ht ht' have hnew : (p.1,(fun i => p.2.1 i+t*d i),p.2.2)∈contactRegion n N rmax H := contactRegion_mem hp'.2.1 (fun i => add_nonneg (hp'.2.2.1 i) (mul_nonneg ht'.le (hd i))) (by simpa only [Finset.sum_add_distrib,Finset.mul_sum] using ht.le) hp'.2.2.2.2 have H := hmin hnew simp only [Set.mem_ofPred_eq, enrichedContactObjective,finiteFieldPath_add,finiteFieldPath_const_mul] at H simp only [enrichedFieldObjective,zero_mul,add_zero] dsimp only [h,l] linarith) change (∑ i, c i*l i) ≤ R linarith end IsingPerceptron open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron def depthTail (n j : ℕ) (t : ℝ) : ℝ := if j=0 then 1 else treeTail n (j-1) t lemma continuous_depthTail (n j : ℕ) : Continuous (depthTail n j) := by unfold depthTail split_ifs · exact continuous_const · exact continuous_treeTail n (j-1) lemma depthTail_mem (n j : ℕ) (t : ℝ) : depthTail n j t∈Icc (0:ℝ) 1 := by unfold depthTail split_ifs · exact ⟨zero_le_one,le_rfl⟩ · exact treeTail_mem n (j-1) t lemma depthTail_level (n j d : ℕ) : depthTail n j ((d:ℝ)/(n+1:ℕ)) = if j ≤ d then 1 else 0 := by by_cases hj : j=0 · simp [depthTail,hj] · simp only [depthTail,hj,ite_false,treeTail_level,show j-1 spinOverlap (σ 1).1 (σ 0).1*finiteFieldPath (Pi.single j (1:ℝ)) (labeledCommonDepth n (σ 1).2 (σ 0).2)) := by rw [enrichedArrayLaw_integral P r n b h u ν hm (fun x => spinArray x 0 1*depthTail n j (treeArray x 0 1)) ((by unfold spinArray; fun_prop : Continuous (fun x : JointArray => spinArray x 0 1)).mul ((continuous_depthTail n j).comp (by unfold treeArray; fun_prop))).measurable] let D : (Fin 2 → Spin N × LabeledLeaf n) → ℝ := fun σ => spinOverlap (σ 1).1 (σ 0).1*finiteFieldPath (Pi.single j (1:ℝ)) (labeledCommonDepth n (σ 1).2 (σ 0).2) have hbD (σ) : |D σ| ≤ 1 := by dsimp only [D] rw [finiteFieldPath_single] split_ifs · simpa using abs_spinOverlap_le hN (σ 1).1 (σ 0).1 · simp have he := enrichedReplicaLaw_integral hN n b hh h0 u hu ν P hm hK hφ r D hbD (fun i : Fin 2 => i.val) Fin.val_injective rw [← he] apply integral_congr_ae apply ae_of_all intro σ change spinOverlap (σ 0).1 (σ 1).1*depthTail n j (treeOverlap n (σ 0).2 (σ 1).2)=_ rw [treeOverlap,depthTail_level] simp only [D,finiteFieldPath_single,Fin.val_zero,Fin.val_one] rw [spinOverlap_symm,labeledCommonDepth_symm] end IsingPerceptron end end OAI