import Mathlib import OAI.Probability.GaussianRegression.Main import OAI.Probability.MemoryPrecision.CubeCaps import OAI.Probability.MemoryPrecision.PriorMeasurability namespace OAI open MeasureTheory ProbabilityTheory Set Filter EuclideanGeometry open scoped ENNReal NNReal RealInnerProductSpace Topology Pointwise noncomputable section universe u v open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal RealInnerProductSpace Topology Pointwise namespace MemoryPrecision open NoiselessRegression def CubeSphere {d : ℕ} (hd : 2 ≤ d) (u : Cube d) : UnitSphere d := ⟨CubeEmbedding d u, by simpa [Metric.mem_sphere, dist_zero_right] using cubeEmbedding_norm hd u⟩ lemma cubeSphere_measurable {d : ℕ} (hd : 2 ≤ d) : Measurable (CubeSphere hd) := (cubeEmbedding_measurable d).subtype_mk def CubeSuccess {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] (L : Learner d M T Ω) (ρ : Measure Ω) (hd : 2 ≤ d) (ε : ℝ) : ℝ≥0∞ := ((CubeLaw d).prod (ρ.prod (sampleLaw d T))) {z | Learner.angularError (CubeSphere hd z.1) (L.estimate (CubeSphere hd z.1) z.2.1 z.2.2) ≤ ε} def CubeAmbient (d : ℕ) : Measure (Space d) := (CubeLaw d).map (CubeEmbedding d) instance (d : ℕ) : IsProbabilityMeasure (CubeAmbient d) := inferInstanceAs (IsProbabilityMeasure ((CubeLaw d).map (CubeEmbedding d))) lemma cubeAmbient_support {d : ℕ} (hd : 2 ≤ d) : (CubeAmbient d).support ⊆ Metric.closedBall 0 1 := by apply Measure.support_subset_of_isClosed Metric.isClosed_closedBall rw [mem_ae_iff, CubeAmbient, Measure.map_apply (cubeEmbedding_measurable d) Metric.isClosed_closedBall.measurableSet.compl] have he : CubeEmbedding d ⁻¹' (Metric.closedBall (0:Space d) 1)ᶜ = ∅ := by ext u simp [cubeEmbedding_norm hd, Metric.mem_closedBall, dist_zero_right] rw [he, measure_empty] lemma cubeAmbient_polynomial {d : ℕ} (hd : 2 ≤ d) : PolynomialMass (CubeAmbient d) (d/2) (ENNReal.ofReal ((12:ℝ)^(d/2))) := by intro x r hr rw [CubeAmbient, Measure.map_apply (cubeEmbedding_measurable d) Metric.isClosed_closedBall.measurableSet] have hsub : CubeEmbedding d ⁻¹' Metric.closedBall x r ⊆ CubeBall d (Real.sqrt (d/2:ℕ) • cubeProject d x) r := by intro u hu exact (cubeProject_parameter_dist hd u x).trans (mul_le_mul_of_nonneg_left hu (Real.sqrt_nonneg _)) exact ((measure_mono hsub).trans (cubeBall_volume d _ hr)).trans_eq (ENNReal.ofReal_mul (by positivity)) lemma cube_observation_quasi {d : ℕ} (hd : 16 ≤ d) : Measure.QuasiMeasurePreserving (fun z : Cube d × Space d => (z.2,⟪CubeEmbedding d z.1,z.2⟫)) ((CubeLaw d).prod (stdGaussian (Space d))) (observationReference d) := by have hac : projectionLaw (CubeAmbient d) 1 ≪ matrixLabelReference (E := Space d) 1 := by apply projectionLaw_absolutelyContinuous (cubeAmbient_polynomial (by omega : 2 ≤ d)) (C := ENNReal.ofReal ((12:ℝ)^(d/2))) (n := 1) · positivity · exact ENNReal.ofReal_ne_top · exact cubeAmbient_support (by omega) · omega · omega have hp : Measure.QuasiMeasurePreserving (fun z : (Fin 1 → Space d) × Space d => (z.1,fun j => ⟪z.2,z.1 j⟫)) ((Measure.pi (fun _ : Fin 1 => stdGaussian (Space d))).prod (CubeAmbient d)) (matrixLabelReference (E := Space d) 1) := ⟨by fun_prop,hac⟩ have h1 := ((measurePreserving_funUnique (stdGaussian (Space d)) (Fin 1)).symm (MeasurableEquiv.funUnique (Fin 1) (Space d))).prod ((cubeEmbedding_measurable d).measurePreserving (CubeLaw d)) have h2 := (measurePreserving_funUnique (stdGaussian (Space d)) (Fin 1)).prod (volume_preserving_funUnique (Fin 1) ℝ) have h3 := h2.quasiMeasurePreserving.comp (hp.comp (h1.quasiMeasurePreserving.comp Measure.measurePreserving_swap.quasiMeasurePreserving)) convert h3 using 1 · ext z <;> simp [MeasurableEquiv.funUnique] · rfl lemma cube_sample_observation_quasi {d T : ℕ} (hd : 16 ≤ d) (i : Fin T) : Measure.QuasiMeasurePreserving (fun z : Cube d × Samples d T => (z.2 i,⟪CubeEmbedding d z.1,z.2 i⟫)) ((CubeLaw d).prod (sampleLaw d T)) (observationReference d) := by exact (cube_observation_quasi hd).comp ((MeasurePreserving.id (CubeLaw d)).prod (measurePreserving_eval (fun _ : Fin T => stdGaussian (Space d)) i)).quasiMeasurePreserving lemma cube_estimate_aemeasurable {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] (L : Learner d M T Ω) (ρ : Measure Ω) [IsProbabilityMeasure ρ] (hL : L.Admissible ρ) (hd : 16 ≤ d) : AEMeasurable (fun z : Cube d × (Ω × Samples d T) => L.estimate (CubeSphere (by omega) z.1) z.2.1 z.2.2) ((CubeLaw d).prod (ρ.prod (sampleLaw d T))) := prior_estimate_aemeasurable (CubeLaw d) ρ (CubeSphere (by omega)) L hL (cube_sample_observation_quasi hd) end MemoryPrecision end end OAI