import Mathlib import OAI.Probability.IsingPerceptron.MemLpOfAbsBound namespace OAI /-! Variance Of Conditional Center Bound. -/ noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal BoundedContinuousFunction namespace IsingPerceptron theorem variance_of_conditional_center_bound {A B : Type*} [MeasurableSpace A] [MeasurableSpace B] (μ : Measure A) (ν : Measure B) [IsProbabilityMeasure μ] [IsProbabilityMeasure ν] {F : A × B → ℝ} {X : A → ℝ} (hF : Measurable F) (hX : MemLp X 2 μ) (hi : ∀ a, Integrable (fun b => (F (a,b)-X a)^2) ν) (hc : ∀ a, ∫ b, F (a,b) ∂ν = X a) {C : A → ℝ} (hC : Integrable C μ) (hb : ∀ a, (∫ b, (F (a,b)-X a)^2 ∂ν) ≤ C a) : MemLp F 2 (μ.prod ν) ∧ Var[F; μ.prod ν] ≤ (∫ a, C a ∂μ)+Var[X; μ] := by let D : A × B → ℝ := fun p => F p-X p.1 have hd : AEStronglyMeasurable D (μ.prod ν) := hF.aestronglyMeasurable.sub (hX.aestronglyMeasurable.comp_measurePreserving (measurePreserving_fst (μ := μ) (ν := ν))) have hdi : Integrable (fun p => (D p)^2) (μ.prod ν) := by apply (integrable_prod_iff (hd.pow 2)).mpr refine ⟨ae_of_all _ hi, ?_⟩ have hnorm : (fun a => ∫ b, ‖(D (a,b))^2‖ ∂ν) = fun a => ∫ b, (D (a,b))^2 ∂ν := by ext a apply integral_congr_ae apply ae_of_all intro b exact Real.norm_of_nonneg (sq_nonneg _) change Integrable (fun a => ∫ b, ‖(D (a,b))^2‖ ∂ν) μ rw [hnorm] apply hC.mono' (hd.pow 2).integral_prod_right' apply ae_of_all intro a change ‖∫ b, (D (a,b))^2 ∂ν‖ ≤ C a rw [Real.norm_of_nonneg (integral_nonneg (fun b => sq_nonneg (D (a,b))))] exact hb a have hDLp : MemLp D 2 (μ.prod ν) := (memLp_two_iff_integrable_sq hd).mpr hdi have hfLp : MemLp F 2 (μ.prod ν) := by convert hDLp.add (hX.comp_measurePreserving (measurePreserving_fst (μ := μ) (ν := ν))) using 1 ext p simp [D] refine ⟨hfLp, ?_⟩ have hsecLp (a : A) : MemLp (fun b => F (a,b)) 2 ν := by have hdm : Measurable (fun b => F (a,b)-X a) := (hF.comp (measurable_const.prodMk measurable_id)).sub measurable_const have hL := (memLp_two_iff_integrable_sq hdm.aestronglyMeasurable).mpr (hi a) convert hL.add (memLp_const (X a)) using 1 ext b simp have hsec (a : A) : (∫ b, F (a,b)^2 ∂ν) ≤ C a+(X a)^2 := by have hv := hb a have he := variance_eq_integral (hsecLp a).aemeasurable rw [hc a] at he rw [← he, variance_eq_sub (hsecLp a)] at hv simp only [Pi.pow_apply,hc a] at hv linarith have hh := integral_mono hfLp.integrable_sq.integral_prod_left (hC.add hX.integrable_sq) hsec simp only [Pi.add_apply] at hh rw [integral_add hC hX.integrable_sq] at hh rw [variance_eq_sub hfLp,variance_eq_sub hX] simp only [Pi.pow_apply] rw [integral_prod _ hfLp.integrable_sq, integral_prod _ (hfLp.integrable (by norm_num))] simp_rw [hc] linarith theorem poisson_count_variance {Ω : Type*} [MeasurableSpace Ω] (Q : Measure Ω) [IsProbabilityMeasure Q] (r : ℝ≥0) {F : ℕ × Ω → ℝ} (hF : Measurable F) (hL : ∀ m, MemLp (fun ω => F (m,ω)) 2 Q) {C D K : ℝ} (hK : 0 ≤ K) (hv : ∀ m, Var[(fun ω => F (m,ω)); Q] ≤ C+D*m) (hs : ∀ m, |(∫ ω, F (m+1,ω) ∂Q)-(∫ ω, F (m,ω) ∂Q)| ≤ K) : MemLp F 2 ((poissonMeasure r).prod Q) ∧ Var[F; (poissonMeasure r).prod Q] ≤ C+D*r+K^2*r := by let X := fun m => ∫ ω, F (m,ω) ∂Q have hx : MemLp X 2 (poissonMeasure r) := nat_step_memLp (poisson_cast_memLp r) hs have hc : Integrable (fun m : ℕ => C+D*m) (poissonMeasure r) := (integrable_const C).add (((poisson_cast_memLp r).integrable (by norm_num)).const_mul D) have hh := variance_of_conditional_center_bound (poissonMeasure r) Q hF hx (fun m => ((hL m).sub (memLp_const (X m))).integrable_sq) (fun _ => rfl) hc (fun m => by rw [← variance_eq_integral (hL m).aemeasurable] exact hv m) refine ⟨hh.1, ?_⟩ have hhx := variance_of_distance_bound (poissonMeasure r) hx (poisson_cast_memLp r) hK (nat_abs_step_bound hs) rw [poisson_cast_variance] at hhx have hmean : (∫ m : ℕ, C+D*m ∂poissonMeasure r) = C+D*r := by rw [integral_add (integrable_const C) (((poisson_cast_memLp r).integrable (by norm_num)).const_mul D), integral_const,probReal_univ,one_smul,integral_const_mul,poisson_cast_mean] rw [hmean] at hh linarith [hh.2] lemma infinite_prefix_preserving {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] (M : ℕ) : MeasurePreserving (fun y : ℕ → A => fun i : Fin M => y i) (Measure.infinitePi (fun _ : ℕ => P)) (Measure.pi (fun _ : Fin M => P)) := by refine ⟨Measurable.of_eval (fun index => measurable_pi_apply (index : ℕ)), ?_⟩ rw [Measure.map_infinitePi_infinitePi_of_inj Fin.val_injective,Measure.infinitePi_eq_pi] abbrev InfiniteRootData (m : ℕ) (A : Type*) := (Fin m → ℝ) × (ℕ → A) def rootPrefix {m : ℕ} {A : Type*} (M : ℕ) (p : InfiniteRootData m A) : (Fin m → ℝ) × (Fin M → A) := (p.1,fun i => p.2 i) lemma rootPrefix_preserving {m : ℕ} {A : Type*} [MeasurableSpace A] (P : Measure A) [IsProbabilityMeasure P] (M : ℕ) : MeasurePreserving (rootPrefix (m := m) (A := A) M) ((Measure.pi (fun _ : Fin m => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P))) ((Measure.pi (fun _ : Fin m => gaussianReal 0 1)).prod (Measure.pi (fun _ : Fin M => P))) := (MeasurePreserving.id _).prod (infinite_prefix_preserving P M) lemma patternBase_prefix_succ {I A : Type*} [Fintype I] (φ : A → I → ℝ) (y : ℕ → A) (M : ℕ) : patternBase φ (fun i : Fin (M+1) => y i) = patternBase φ (fun i : Fin M => y i)+φ (y M) := by ext x simp only [patternBase,Fin.sum_univ_castSucc,Fin.val_castSucc,Fin.val_last,Pi.add_apply] lemma rootEnergy_prefix_step {I A : Type*} [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] (hμ : ∀ i < n, ExponentialNormMoments (μ i : Measure (I → ℝ))) (hb : ∀ i < n, 0 < b i) {m : ℕ} (a : I → Fin m → ℝ) {φ : A → I → ℝ} {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (p : InfiniteRootData m A) (M : ℕ) : |rootEnergy n b μ ν (patternBase φ (fun i : Fin (M+1) => p.2 i)) a p.1- rootEnergy n b μ ν (patternBase φ (fun i : Fin M => p.2 i)) a p.1| ≤ K := by apply (rootEnergy_base_lipschitz n b μ ν hμ hb _ _ a p.1).trans rw [patternBase_prefix_succ,add_sub_cancel_left] exact (pi_norm_le_iff_of_nonneg hK).mpr (fun x => by simpa only [Real.norm_eq_abs] using hφ (p.2 M) x) lemma integral_difference_bound {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) [IsProbabilityMeasure P] {X Y : Ω → ℝ} (hX : Integrable X P) (hY : Integrable Y P) {K : ℝ} (h : ∀ ω, |X ω-Y ω| ≤ K) : |(∫ ω, X ω ∂P)-(∫ ω, Y ω ∂P)| ≤ K := by rw [← integral_sub hX hY,← Real.norm_eq_abs] simpa only [probReal_univ,mul_one] using norm_integral_le_of_norm_le_const (μ := P) (f := fun ω => X ω-Y ω) (C := K) (ae_of_all _ (fun ω => by simpa only [Real.norm_eq_abs] using h ω)) lemma cascadeEnergyLog_total_mean {Ω : Type*} {I : Type} [MeasurableSpace Ω] [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] (P : Measure Ω) [IsProbabilityMeasure P] (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] (hμ : ∀ i < n, ExponentialNormMoments (μ i : Measure (I → ℝ))) {H : Ω → I → ℝ} (hH : Measurable H) (hL : MemLp (fun ω => energyRecursion n b μ ν (H ω)) 2 P) : (∫ p : Ω × NoiseTree (I → ℝ) n, cascadeEnergyLog n b μ ν (H p.1) p.2 ∂P.prod (noiseCascadeLaw (I → ℝ) n b μ : Measure (NoiseTree (I → ℝ) n))) = ∫ ω, energyRecursion n b μ ν (H ω) ∂P := by have hi := (cascadeEnergyLog_variance P n b hb μ ν hμ hH hL).1.integrable (by norm_num) rw [integral_prod _ hi] apply integral_congr_ae exact ae_of_all _ (fun ω => (cascadeEnergyLog_conditional n b hb μ ν hμ (H ω)).2.1) variable {I A : Type*} [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] variable [MeasurableSpace A] def infinitePatternRoot (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) {m : ℕ} (a : I → Fin m → ℝ) (φ : A → I → ℝ) (p : ℕ × InfiniteRootData m A) : ℝ := rootEnergy n b μ ν (patternBase φ (fun i : Fin p.1 => p.2.2 i)) a p.2.1 lemma measurable_infinitePatternRoot (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) {m : ℕ} (a : I → Fin m → ℝ) {φ : A → I → ℝ} (hm : Measurable φ) : Measurable (infinitePatternRoot n b μ ν a φ) := by apply measurable_from_prod_countable_right intro M apply (measurable_energyRecursion n b μ ν).comp apply Measurable.of_eval intro x exact (Finset.measurable_sum Finset.univ (fun i (_ : i ∈ (Finset.univ : Finset (Fin M))) => ((measurable_pi_apply x).comp hm).comp ((measurable_pi_apply (i : ℕ)).comp measurable_snd))).add (by fun_prop : Measurable (fun p : InfiniteRootData m A => ∑ j, a x j*p.1 j)) lemma infinitePatternRoot_fixed_variance (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] (hμ : ∀ i < n, ExponentialNormMoments (μ i : Measure (I → ℝ))) (hb : ∀ i < n, 0 < b i) {m : ℕ} (a : I → Fin m → ℝ) (c : Fin m → ℝ) (hc : ∀ j, 0 ≤ c j) (ha : ∀ x j, |a x j| ≤ c j) (P : Measure A) [IsProbabilityMeasure P] {φ : A → I → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (M : ℕ) : let Q := (Measure.pi (fun _ : Fin m => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P)) MemLp (fun p => infinitePatternRoot n b μ ν a φ (M,p)) 2 Q ∧ Var[(fun p => infinitePatternRoot n b μ ν a φ (M,p));Q] ≤ (∑ j, (c j)^2)+M*(2*K)^2 := by have hL := pattern_root_energy_memLp n b μ ν hμ hb a c hc ha P hm hK hφ (M := M) have hv := pattern_root_energy_variance n b μ ν hμ hb a c hc ha P hm hK hφ (M := M) have hp := rootPrefix_preserving (m := m) P M constructor · simpa only [infinitePatternRoot, Function.comp_def, rootPrefix] using hL.comp_measurePreserving hp · simpa only [infinitePatternRoot, Function.comp_def, rootPrefix] using (hp.variance_fun_comp hL.aemeasurable).le.trans hv theorem infinitePatternRoot_poisson_variance (n : ℕ) (b : ℕ → ℝ) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] (hμ : ∀ i < n, ExponentialNormMoments (μ i : Measure (I → ℝ))) (hb : ∀ i < n, 0 < b i) {m : ℕ} (a : I → Fin m → ℝ) (c : Fin m → ℝ) (hc : ∀ j, 0 ≤ c j) (ha : ∀ x j, |a x j| ≤ c j) (P : Measure A) [IsProbabilityMeasure P] {φ : A → I → ℝ} (hm : Measurable φ) {K : ℝ} (hK : 0 ≤ K) (hφ : ∀ y x, |φ y x| ≤ K) (r : ℝ≥0) : let Q := (poissonMeasure r).prod ((Measure.pi (fun _ : Fin m => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P))) MemLp (infinitePatternRoot n b μ ν a φ) 2 Q ∧ Var[infinitePatternRoot n b μ ν a φ;Q] ≤ (∑ j, (c j)^2)+(2*K)^2*r+K^2*r := by have hh := infinitePatternRoot_fixed_variance n b μ ν hμ hb a c hc ha P hm hK hφ apply poisson_count_variance _ r (measurable_infinitePatternRoot n b μ ν a hm) (fun M => (hh M).1) hK · intro M simpa only [mul_comm (M : ℝ)] using (hh M).2 · intro M apply integral_difference_bound _ ((hh (M+1)).1.integrable (by norm_num)) ((hh M).1.integrable (by norm_num)) exact fun p => rootEnergy_prefix_step n b μ ν hμ hb a hK hφ p M end IsingPerceptron namespace IsingPerceptron lemma enriched_poisson_root_variance {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : ∀ i < n, 0 < b i) {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) : let μ := fun i => enrichedIncrementLaw N n h u (i+1) let Q := (poissonMeasure r).prod ((Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P))) let X := infinitePatternRoot n b μ ν (enrichedCoefficientsFin N n h u 0) φ MemLp X 2 Q ∧ Var[X;Q] ≤ N*h 0+4*N*(perturbationScale N)^2+5*K^2*r := by let x₀ : Spin N := fun _ => 0 let c := fun j => |enrichedCoefficientsFin N n h u 0 x₀ j| have H := infinitePatternRoot_poisson_variance n b (fun i => enrichedIncrementLaw N n h u (i+1)) ν (fun i _ => enrichedIncrementLaw_moments N n h u (i+1)) hb (enrichedCoefficientsFin N n h u 0) c (fun _ => abs_nonneg _) (fun x j => (enrichedLevelCoefficient_abs n h u 0 x x₀ _).le) P hm hK hφ r have hc : (∑ j, (c j)^2) ≤ N*h 0+4*N*(perturbationScale N)^2 := by have he := (Fintype.equivFin (EnrichedBlock N)).symm.sum_comp (fun j => |enrichedLevelCoefficient n h u 0 x₀ j|^2) change (∑ j, |enrichedLevelCoefficient n h u 0 x₀ ((Fintype.equivFin _).symm j)|^2) ≤ _ rw [he] exact enrichedRoot_envelope_sq hN n hh h0 u hu x₀ refine ⟨H.1, ?_⟩ linarith [H.2] abbrev EnrichedPoissonRoot (N : ℕ) (A : Type*) := ℕ × InfiniteRootData (EnrichedRootSize N) A def enrichedPoissonBase {N : ℕ} {A : Type*} (n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) (φ : A → Spin N → ℝ) (p : EnrichedPoissonRoot N A) : Spin N → ℝ := enrichedBaseEnergy n h u φ (rootPrefix p.1 p.2) lemma measurable_enrichedPoissonBase {N : ℕ} {A : Type*} [MeasurableSpace A] (n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) {φ : A → Spin N → ℝ} (hm : Measurable φ) : Measurable (enrichedPoissonBase n h u φ) := by apply measurable_from_prod_countable_right intro M exact (measurable_enrichedBaseEnergy n h u hm).comp (measurable_fst.prodMk (Measurable.of_eval (fun index : Fin M => (measurable_pi_apply (index : ℕ)).comp measurable_snd))) def enrichedPoissonLog {N : ℕ} {A : Type*} (n : ℕ) (b h : ℕ → ℝ) (u : Fin N → ℝ) (ν : Measure (Spin N)) (φ : A → Spin N → ℝ) (p : EnrichedPoissonRoot N A × NoiseTree (Spin N → ℝ) n) : ℝ := cascadeEnergyLog n b (fun i => enrichedIncrementLaw N n h u (i+1)) ν (enrichedPoissonBase n h u φ p.1) p.2 - N*h n/2 lemma enriched_poisson_unshifted {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) : let μ := fun i => enrichedIncrementLaw N n h u (i+1) let Q := ((poissonMeasure r).prod ((Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P)))).prod (noiseCascadeLaw (Spin N → ℝ) n b μ : Measure (NoiseTree (Spin N → ℝ) n)) let X := fun p : EnrichedPoissonRoot N A × NoiseTree (Spin N → ℝ) n => cascadeEnergyLog n b μ ν (enrichedPoissonBase n h u φ p.1) p.2 MemLp X 2 Q ∧ Var[X;Q] ≤ 4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) +N*h 0+4*N*(perturbationScale N)^2+5*K^2*r := by have hr := enriched_poisson_root_variance hN n b (fun i hi => (hb.1 i hi).1) hh h0 u hu ν P hm hK hφ r have hv := cascadeEnergyLog_variance _ n b hb (fun i => enrichedIncrementLaw N n h u (i+1)) ν (fun i _ => enrichedIncrementLaw_moments N n h u (i+1)) (measurable_enrichedPoissonBase n h u hm) hr.1 refine ⟨hv.1, ?_⟩ have hrv : Var[(fun p => energyRecursion n b (fun i => enrichedIncrementLaw N n h u (i+1)) ν (enrichedPoissonBase n h u φ p)); _] ≤ N*h 0+4*N*(perturbationScale N)^2+5*K^2*r := hr.2 linarith [hv.2,hrv] theorem enriched_poisson_variance {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) : let μ := fun i => enrichedIncrementLaw N n h u (i+1) let Q := ((poissonMeasure r).prod ((Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P)))).prod (noiseCascadeLaw (Spin N → ℝ) n b μ : Measure (NoiseTree (Spin N → ℝ) n)) MemLp (enrichedPoissonLog n b h u ν φ) 2 Q ∧ Var[enrichedPoissonLog n b h u ν φ;Q] ≤ 4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) +N*h 0+4*N*(perturbationScale N)^2+5*K^2*r := by exact memLp_variance_shift _ (enriched_poisson_unshifted hN n b hb hh h0 u hu ν P hm hK hφ r) (N*h n/2) lemma perturbationScale_le_one {N : ℕ} (hN : 0 < N) : perturbationScale N ≤ 1 := by apply Real.rpow_le_one_of_one_le_of_nonpos · exact_mod_cast hN · norm_num lemma perturbationScale_nonneg (N : ℕ) : 0 ≤ perturbationScale N := Real.rpow_nonneg (Nat.cast_nonneg _) _ lemma field_cap_arithmetic {N : ℕ} (hN : 0 < N) {C H h₀ e K r α : ℝ} (hC : 0 ≤ C) (he : 0 ≤ e) (he1 : e ≤ 1) (hh : h₀ ≤ H) (hr : r ≤ α*N) : (C+N*h₀+4*N*e^2+5*K^2*r) / (N:ℝ)^2 ≤ (C+H+4+5*K^2*α)/N := by have hn : (0:ℝ) < N := by exact_mod_cast hN have hn1 : (1:ℝ) ≤ N := by exact_mod_cast hN have hc : C ≤ N*C := by nlinarith have hh' := mul_le_mul_of_nonneg_left hh hn.le have he' : 4*N*e^2 ≤ 4*N := by have : e^2 ≤ 1 := by nlinarith nlinarith have hr' := mul_le_mul_of_nonneg_left hr (show 0 ≤ 5*K^2 by positivity) apply (div_le_iff₀ (sq_pos_of_pos hn)).2 have hid : (C+H+4+5*K^2*α)/N*(N:ℝ)^2 = (C+H+4+5*K^2*α)*N := by field_simp rw [hid] nlinarith lemma l1_center_le_sqrt_variance {Ω : Type*} [MeasurableSpace Ω] {P : Measure Ω} [IsProbabilityMeasure P] {X : Ω → ℝ} (hX : MemLp X 2 P) : (∫ ω, |X ω-∫ t, X t ∂P| ∂P) ≤ Real.sqrt (Var[X;P]) := by have hL := (hX.sub (memLp_const (∫ t, X t ∂P))).norm have hv := variance_nonneg (fun ω => |X ω-∫ t, X t ∂P|) P rw [variance_eq_sub (by simpa only [Real.norm_eq_abs, Pi.sub_apply] using hL)] at hv have he : (∫ ω, |X ω-∫ t, X t ∂P|^2 ∂P) = Var[X;P] := by rw [variance_eq_integral hX.aemeasurable] simp only [sq_abs] simp only [Pi.pow_apply] at hv rw [he] at hv exact (Real.le_sqrt (integral_nonneg (fun _ => abs_nonneg _)) (variance_nonneg X P)).2 (by linarith) theorem enriched_field_cap_variance {N : ℕ} (hN : 0 < N) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) {h : ℕ → ℝ} (hh : Monotone h) (h0 : 0 ≤ h 0) {H : ℝ} (hH : h n ≤ H) (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) {α : ℝ} (hr : (r:ℝ) ≤ α*N) : let μ := fun i => enrichedIncrementLaw N n h u (i+1) let Q := ((poissonMeasure r).prod ((Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)).prod (Measure.infinitePi (fun _ : ℕ => P)))).prod (noiseCascadeLaw (Spin N → ℝ) n b μ : Measure (NoiseTree (Spin N → ℝ) n)) let C := 4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) let X := fun p => enrichedPoissonLog n b h u ν φ p / N MemLp X 2 Q ∧ Var[X;Q] ≤ (C+H+4+5*K^2*α)/N := by have hv := enriched_poisson_variance hN n b hb hh h0 u hu ν P hm hK hφ r refine ⟨by simpa only [div_eq_mul_inv] using hv.1.mul_const ((N:ℝ)⁻¹), ?_⟩ simp only [div_eq_mul_inv, variance_mul_const] have hh' : h 0 ≤ H := (hh (Nat.zero_le n)).trans hH have hc : 0 ≤ 4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) := by positivity have ha := field_cap_arithmetic hN hc (perturbationScale_nonneg N) (perturbationScale_le_one hN) hh' hr (K := K) have ha' : (4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) +N*h 0+4*N*(perturbationScale N)^2+5*K^2*r)*(N:ℝ)⁻¹^2 ≤ (4*∫ T, (Real.log (rawTreeTotal n T).toReal)^2 ∂(rawCascadeLaw n b : Measure (RawTree n)) +H+4+5*K^2*α)*(N:ℝ)⁻¹ := by simpa only [div_eq_mul_inv, inv_pow] using ha exact (mul_le_mul_of_nonneg_right hv.2 (sq_nonneg _)).trans ha' end IsingPerceptron open MeasureTheory ProbabilityTheory Filter Set open scoped BigOperators Topology ENNReal NNReal namespace IsingPerceptron variable {I : Type} [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] variable {A S : Type} [MeasurableSpace A] [MeasurableSpace S] [Nonempty A] lemma labeled_terminal_integral (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)) < ∞) {X : ℕ → S → ℝ} {u : ℕ → S × A → S} (hX : ∀ i, Measurable (X i)) (hu : ∀ i, Measurable (u i)) (s : S) : (∫ γ, Real.exp (noiseLeafTerminal n X u s (labeledNoiseLeaf A n (ω,z) γ)) ∂labeledLeafLaw n ω) = ∫ v, Real.exp (noiseLeafTerminal n X u s v) ∂noiseLeafKernel A n (labeledNoiseJoin A n (ω,z)) := by rw [← labeledLeafLaw_noiseMap A n ω z hgood ht] exact (integral_map (measurable_of_countable _).aemeasurable (((measurable_noiseLeafTerminal n hX hu).comp (measurable_const.prodMk measurable_id)).exp.aestronglyMeasurable)).symm lemma cascadeEnergyLog_eq_leaf_integral (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) (H : I → ℝ) : ∀ᵐ T ∂(noiseCascadeLaw (I → ℝ) n b μ : Measure (NoiseTree (I → ℝ) n)), cascadeEnergyLog n b μ ν H T = Real.log (∫ v, Real.exp (noiseLeafTerminal n (fun _ => finiteLogIntegral ν) (fun _ p => p.1 + p.2) H v) ∂noiseLeafKernel (I → ℝ) n T) := by have hfac := noiseTreeFactor_leafIntegral n b hb μ (X := fun _ => finiteLogIntegral ν) (u := fun _ p => p.1+p.2) (fun _ => measurable_finiteLogIntegral ν) (fun _ => measurable_fst.add measurable_snd) H have htot : ∀ᵐ T ∂(noiseCascadeLaw (I → ℝ) n b μ : Measure (NoiseTree (I → ℝ) n)), 0 < noiseTreeTotal (I → ℝ) n T ∧ noiseTreeTotal (I → ℝ) n T < ∞ := by apply ae_of_ae_map (p := fun T : RawTree n => 0 < rawTreeTotal n T ∧ rawTreeTotal n T < ∞) (measurable_noiseTreeForget (I → ℝ) n).aemeasurable rw [noiseCascadeLaw_forget] exact (rawCascade_total_moments n b hb).1 filter_upwards [hfac,htot] with T hfac ht simp only [noiseTreeFactor_terminal] at hfac unfold cascadeEnergyLog rw [hfac, ENNReal.toReal_mul] have ht0 : (noiseTreeTotal (I → ℝ) n T).toReal ≠ 0 := (ENNReal.toReal_pos ht.1.ne' ht.2.ne).ne' rw [mul_div_cancel_left₀ _ ht0] congr 1 exact (integral_eq_lintegral_of_nonneg_ae (ae_of_all _ (fun v => (Real.exp_pos _).le)) (((measurable_noiseLeafTerminal n (fun _ => measurable_finiteLogIntegral ν) (fun _ => measurable_fst.add measurable_snd)).comp (measurable_const.prodMk measurable_id)).exp.aestronglyMeasurable)).symm def labeledEnergy : (n : ℕ) → MarkForest (I → ℝ) n → LabeledLeaf n → (I → ℝ) → (I → ℝ) | 0, _, _, H => H | n+1, z, γ, H => labeledEnergy n (z γ.1.1 γ.1.2).2 γ.2 (H + (z γ.1.1 γ.1.2).1) omit [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] in lemma labeledEnergy_terminal (n : ℕ) (ω : LabeledTree n) (z : MarkForest (I → ℝ) n) (γ : LabeledLeaf n) (F : (I → ℝ) → ℝ) (H : I → ℝ) : noiseLeafTerminal n (fun _ => F) (fun _ p => p.1 + p.2) H (labeledNoiseLeaf (I → ℝ) n (ω,z) γ) = F (labeledEnergy n z γ H) := by induction n generalizing H with | zero => rfl | succ n ih => exact ih _ _ _ _ def labeledSpinReference (n : ℕ) (ν : Measure I) (ω : LabeledTree n) : Measure (I × LabeledLeaf n) := ν.prod (labeledLeafLaw n ω) instance labeledSpinReference_probability (n : ℕ) (ν : Measure I) [IsProbabilityMeasure ν] (ω : LabeledTree n) : IsProbabilityMeasure (labeledSpinReference n ν ω) := by unfold labeledSpinReference infer_instance def labeledEnergyLog (n : ℕ) (ν : Measure I) (H : I → ℝ) (p : LabeledTree n × MarkForest (I → ℝ) n) : ℝ := Real.log (∫ s, Real.exp (labeledEnergy n p.2 s.2 H s.1) ∂labeledSpinReference n ν p.1) lemma labeledEnergyLog_eq_leaf (n : ℕ) (ν : Measure I) [IsProbabilityMeasure ν] (H : I → ℝ) (p : LabeledTree n × MarkForest (I → ℝ) n) : labeledEnergyLog n ν H p = Real.log (∫ γ, Real.exp (finiteLogIntegral ν (labeledEnergy n p.2 γ H)) ∂labeledLeafLaw n p.1) := by have hE : Measurable (fun s : I × LabeledLeaf n => Real.exp (labeledEnergy n p.2 s.2 H s.1)) := measurable_of_countable _ have hF : Measurable (fun γ : LabeledLeaf n => Real.exp (finiteLogIntegral ν (labeledEnergy n p.2 γ H))) := measurable_of_countable _ unfold labeledEnergyLog labeledSpinReference congr 1 rw [integral_eq_lintegral_of_nonneg_ae (ae_of_all _ (fun _ => (Real.exp_pos _).le)) hE.aestronglyMeasurable, integral_eq_lintegral_of_nonneg_ae (ae_of_all _ (fun _ => (Real.exp_pos _).le)) hF.aestronglyMeasurable] congr 1 rw [lintegral_prod _ hE.ennreal_ofReal.aemeasurable, lintegral_lintegral_swap hE.ennreal_ofReal.aemeasurable] apply lintegral_congr intro γ rw [finiteLogIntegral, Real.exp_log (MeasureTheory.integral_exp_pos Integrable.of_finite)] exact (ofReal_integral_eq_lintegral_ofReal Integrable.of_finite (ae_of_all _ (fun _ => (Real.exp_pos _).le))).symm theorem labeledEnergyLog_eq_cascade (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] (H : I → ℝ) : ∀ᵐ p ∂((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (markForestLaw (I → ℝ) n μ)), labeledEnergyLog n ν H p = cascadeEnergyLog n b μ ν H (labeledNoiseJoin (I → ℝ) n p) := by have hgood : ∀ᵐ p ∂((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (markForestLaw (I → ℝ) n μ)), GoodNoiseTree (I → ℝ) n (labeledNoiseJoin (I → ℝ) n p) := by apply ae_of_ae_map (measurable_labeledNoiseJoin (I → ℝ) n).aemeasurable rw [labeledNoiseJoin_law] exact noiseCascade_good (I → ℝ) n b hb μ have htot : ∀ᵐ p ∂((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (markForestLaw (I → ℝ) n μ)), 0 < noiseTreeTotal (I → ℝ) n (labeledNoiseJoin (I → ℝ) n p) ∧ noiseTreeTotal (I → ℝ) n (labeledNoiseJoin (I → ℝ) n p) < ∞ := by apply ae_of_ae_map (p := fun T : NoiseTree (I → ℝ) n => 0 < noiseTreeTotal (I → ℝ) n T ∧ noiseTreeTotal (I → ℝ) n T < ∞) (measurable_labeledNoiseJoin (I → ℝ) n).aemeasurable rw [labeledNoiseJoin_law] apply ae_of_ae_map (p := fun T : RawTree n => 0 < rawTreeTotal n T ∧ rawTreeTotal n T < ∞) (measurable_noiseTreeForget (I → ℝ) n).aemeasurable rw [noiseCascadeLaw_forget] exact (rawCascade_total_moments n b hb).1 have he : ∀ᵐ p ∂((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (markForestLaw (I → ℝ) n μ)), cascadeEnergyLog n b μ ν H (labeledNoiseJoin (I → ℝ) n p) = Real.log (∫ v, Real.exp (noiseLeafTerminal n (fun _ => finiteLogIntegral ν) (fun _ p => p.1+p.2) H v) ∂noiseLeafKernel (I → ℝ) n (labeledNoiseJoin (I → ℝ) n p)) := by apply ae_of_ae_map (p := fun T : NoiseTree (I → ℝ) n => cascadeEnergyLog n b μ ν H T = Real.log (∫ v, Real.exp (noiseLeafTerminal n (fun _ => finiteLogIntegral ν) (fun _ p => p.1+p.2) H v) ∂noiseLeafKernel (I → ℝ) n T)) (measurable_labeledNoiseJoin (I → ℝ) n).aemeasurable rw [labeledNoiseJoin_law] exact cascadeEnergyLog_eq_leaf_integral n b hb μ ν H filter_upwards [hgood,htot,he] with p hg ht he rw [he,labeledEnergyLog_eq_leaf] congr 1 have hm := labeled_terminal_integral n p.1 p.2 hg ht (X := fun _ => finiteLogIntegral ν) (u := fun _ p => p.1+p.2) (fun _ => measurable_finiteLogIntegral ν) (fun _ => measurable_fst.add measurable_snd) H simpa only [labeledEnergy_terminal] using hm end IsingPerceptron namespace IsingPerceptron def enrichedForestCoordinates (N n : ℕ) : Measure (ForestVertex n → Fin (EnrichedRootSize N) → ℝ) := Measure.infinitePi (fun _ : ForestVertex n => Measure.pi (fun _ : Fin (EnrichedRootSize N) => gaussianReal 0 1)) instance enrichedForestCoordinates_probability (N n : ℕ) : IsProbabilityMeasure (enrichedForestCoordinates N n) := by unfold enrichedForestCoordinates infer_instance def enrichedForest (N n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) (g : ForestVertex n → Fin (EnrichedRootSize N) → ℝ) : MarkForest (Spin N → ℝ) n := markForestOfCoords (Spin N → ℝ) n (fun v => enrichedIncrement N n h u (forestVertexDepth n v+1) (g v)) lemma measurable_enrichedForest (N n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) : Measurable (enrichedForest N n h u) := by apply (measurable_markForestOfCoords (Spin N → ℝ) n).comp exact Measurable.of_eval (fun vertex => (measurable_enrichedIncrement N n h u (forestVertexDepth n vertex+1)).comp (measurable_pi_apply vertex)) theorem enrichedForest_law (N n : ℕ) (h : ℕ → ℝ) (u : Fin N → ℝ) : (enrichedForestCoordinates N n).map (enrichedForest N n h u) = markForestLaw (Spin N → ℝ) n (fun i => enrichedIncrementLaw N n h u (i+1)) := by change (enrichedForestCoordinates N n).map ((markForestOfCoords (Spin N → ℝ) n) ∘ (fun g v => enrichedIncrement N n h u (forestVertexDepth n v+1) (g v))) = _ have hm : Measurable (fun g : ForestVertex n → Fin (EnrichedRootSize N) → ℝ => fun v => enrichedIncrement N n h u (forestVertexDepth n v+1) (g v)) := by exact Measurable.of_eval (fun vertex => (measurable_enrichedIncrement N n h u (forestVertexDepth n vertex+1)).comp (measurable_pi_apply vertex)) rw [← Measure.map_map (measurable_markForestOfCoords (Spin N → ℝ) n) hm] unfold enrichedForestCoordinates rw [Measure.infinitePi_map_pi _ (fun v => measurable_enrichedIncrement N n h u (forestVertexDepth n v+1))] exact markForestOfCoords_law (Spin N → ℝ) n (fun i => enrichedIncrementLaw N n h u (i+1)) theorem labeledEnrichedCoordinates_law (N n : ℕ) (b h : ℕ → ℝ) (u : Fin N → ℝ) : ((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (enrichedForestCoordinates N n)).map (fun p => labeledNoiseJoin (Spin N → ℝ) n (p.1,enrichedForest N n h u p.2)) = noiseCascadeLaw (Spin N → ℝ) n b (fun i => enrichedIncrementLaw N n h u (i+1)) := by have hp := (MeasurePreserving.id (labeledCascadeLaw n b : Measure (LabeledTree n))).prod (show MeasurePreserving (enrichedForest N n h u) (enrichedForestCoordinates N n) (markForestLaw (Spin N → ℝ) n (fun i => enrichedIncrementLaw N n h u (i+1))) from ⟨measurable_enrichedForest N n h u, enrichedForest_law N n h u⟩) change _ = _ rw [show (fun p => labeledNoiseJoin (Spin N → ℝ) n (p.1,enrichedForest N n h u p.2)) = (labeledNoiseJoin (Spin N → ℝ) n) ∘ Prod.map id (enrichedForest N n h u) from rfl, ← Measure.map_map (measurable_labeledNoiseJoin (Spin N → ℝ) n) hp.measurable, hp.map_eq, labeledNoiseJoin_law] variable {I : Type} [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] omit [Fintype I] [MeasurableSpace I] [MeasurableSingletonClass I] in lemma measurable_labeledEnergy (n : ℕ) (γ : LabeledLeaf n) : Measurable (fun p : MarkForest (I → ℝ) n × (I → ℝ) => labeledEnergy n p.1 γ p.2) := by induction n with | zero => exact measurable_snd | succ n ih => exact (ih γ.2).comp (show Measurable (fun p : MarkForest (I → ℝ) (n+1) × (I → ℝ) => ((p.1 γ.1.1 γ.1.2).2,p.2+(p.1 γ.1.1 γ.1.2).1)) from by fun_prop) lemma measurable_labeledEnergyLog (n : ℕ) (ν : Measure I) [IsProbabilityMeasure ν] : Measurable (fun p : (I → ℝ) × (LabeledTree n × MarkForest (I → ℝ) n) => labeledEnergyLog n ν p.1 p.2) := by let κ : Kernel ((I → ℝ) × (LabeledTree n × MarkForest (I → ℝ) n)) (LabeledLeaf n) := ⟨fun p => labeledLeafLaw n p.2.1,(measurable_labeledLeafLaw n).comp (by fun_prop)⟩ have : IsMarkovKernel κ := ⟨fun _ => labeledLeafLaw_probability _ _⟩ have hm : Measurable (fun p : ((I → ℝ) × (LabeledTree n × MarkForest (I → ℝ) n)) × LabeledLeaf n => Real.exp (finiteLogIntegral ν (labeledEnergy n p.1.2.2 p.2 p.1.1))) := by apply measurable_swap_iff.mp apply measurable_from_prod_countable_right intro γ exact ((measurable_finiteLogIntegral ν).comp ((measurable_labeledEnergy n γ).comp (show Measurable (fun p : (I → ℝ) × (LabeledTree n × MarkForest (I → ℝ) n) => (p.2.2,p.1)) from by fun_prop))).exp simpa only [labeledEnergyLog_eq_leaf, κ, Kernel.coe_mk] using (hm.stronglyMeasurable.integral_kernel_prod_right' (κ := κ)).measurable.log theorem labeledEnergyLog_eq_cascade_random {Ω : Type*} [MeasurableSpace Ω] (P : Measure Ω) (n : ℕ) (b : ℕ → ℝ) (hb : CascadeExponents n b) (μ : ℕ → ProbabilityMeasure (I → ℝ)) (ν : Measure I) [IsProbabilityMeasure ν] {H : Ω → I → ℝ} (hmH : Measurable H) : ∀ᵐ p ∂P.prod ((labeledCascadeLaw n b : Measure (LabeledTree n)).prod (markForestLaw (I → ℝ) n μ)), labeledEnergyLog n ν (H p.1) p.2 = cascadeEnergyLog n b μ ν (H p.1) (labeledNoiseJoin (I → ℝ) n p.2) := by have hbase : Measurable (fun p : Ω × (LabeledTree n × MarkForest (I → ℝ) n) => (H p.1,p.2)) := (hmH.comp measurable_fst).prodMk measurable_snd have hjoin : Measurable (fun p : Ω × (LabeledTree n × MarkForest (I → ℝ) n) => (H p.1,labeledNoiseJoin (I → ℝ) n p.2)) := (hmH.comp measurable_fst).prodMk ((measurable_labeledNoiseJoin (I → ℝ) n).comp measurable_snd) have hl := (measurable_labeledEnergyLog n ν).comp hbase have hr := (measurable_cascadeEnergyLog n b μ ν).comp hjoin exact (Measure.ae_prod_iff_ae_ae (measurableSet_eq_fun hl hr)).mpr (ae_of_all _ (fun ω => labeledEnergyLog_eq_cascade n b hb μ ν (H ω))) end IsingPerceptron end end OAI