import Mathlib import OAI.Probability.GaussianRegression.Main import OAI.Probability.MemoryPrecision.SuccessArithmetic import OAI.Probability.MemoryPrecision.ZeroHorizon 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 lemma chord_real_coefficient {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) {ε : ℝ} (hε : 0 < ε) {α : ℝ} (hαlo : ((d:ℝ)-1)/2 ≤ α) (hαhi : α ≤ (d:ℝ)/2) : uniformChordSuccess L ρ ε ≤ ENNReal.ofReal ((T+1:ℝ) * ((3*4^d:ℝ)*ε^((d:ℝ)-1-α) * RealStep d (2^M)^BlockCount T (d/8))) := by apply (chord_real_bound L ρ hL hd hε hαlo hαhi).trans_eq rw [ENNReal.ofReal_mul (by positivity : (0:ℝ) ≤ T+1)] congr 1 simp [ENNReal.ofReal_add] lemma chord_half_sphere_bound {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) {ε : ℝ} (hε : 0 < ε) (hε1 : ε ≤ 1/10) : uniformChordSuccess L ρ ε ≤ ENNReal.ofReal (4^d * ε^(((d:ℝ)-1)/2) * (SuccessConstant^d * (((d/8+2)*2^M:ℕ):ℝ)^(1/((d/8:ℕ):ℝ)))^BlockCount T (d/8)) := by by_cases hT : T = 0 · subst T simp only [blockCount_zero, pow_zero, mul_one] exact (chord_zero_bound L ρ hL (by omega) hε).trans (ENNReal.ofReal_le_ofReal (terminal_angular_zero_bound hd hε hε1)) · have hb := chord_real_coefficient L ρ hL hd hε (le_refl (((d:ℝ)-1)/2)) (by linarith) have he : (d:ℝ)-1-((d:ℝ)-1)/2 = ((d:ℝ)-1)/2 := by ring rw [he] at hb apply hb.trans (ENNReal.ofReal_le_ofReal ?_) have hN : 1 ≤ 2^M := one_le_pow₀ (by norm_num) have hNK : 2^M ≤ (d/8+2)*2^M := by simp have hs := stopping_step_bound_three hd hN hNK (by omega : 0 < T) calc _ = (4^d * ε^(((d:ℝ)-1)/2)) * (3*((T+1:ℝ)*RealStep d (2^M)^BlockCount T (d/8))) := by ring _ ≤ _ := mul_le_mul_of_nonneg_left hs (by positivity) lemma chord_half_ambient_bound {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) {ε : ℝ} (hε : 0 < ε) : uniformChordSuccess L ρ ε ≤ ENNReal.ofReal (12^d * ε^((d:ℝ)/2-1) * (SuccessConstant^d * (((2*(d/8)+4)*2^M:ℕ):ℝ)^(1/((d/8:ℕ):ℝ)))^BlockCount T (d/8)) := by have hb := chord_real_coefficient L ρ hL hd hε (by linarith : ((d:ℝ)-1)/2 ≤ (d:ℝ)/2) le_rfl have he : (d:ℝ)-1-(d:ℝ)/2 = (d:ℝ)/2-1 := by ring rw [he] at hb apply hb.trans (ENNReal.ofReal_le_ofReal ?_) have hN : 1 ≤ 2^M := one_le_pow₀ (by norm_num) have hNK : 2^M ≤ (2*(d/8)+4)*2^M := by simp have hR := realStep_pos d hN have hs := stopping_step_bound hd hN hNK T have hSp := stepConstant_pos have hK : 2*StepConstant ≤ SuccessConstant := by dsimp [SuccessConstant]; linarith have hroot : 0 ≤ (((2*(d/8)+4)*2^M:ℕ):ℝ)^(1/((d/8:ℕ):ℝ)) := by positivity have hbase := mul_le_mul_of_nonneg_right (pow_le_pow_left₀ (by positivity : 0 ≤ 2*StepConstant) hK d) hroot have hpow := pow_le_pow_left₀ (by positivity : 0 ≤ (2*StepConstant)^d * (((2*(d/8)+4)*2^M:ℕ):ℝ)^(1/((d/8:ℕ):ℝ))) hbase (BlockCount T (d/8)) calc _ = ((3*4^d:ℝ)*ε^((d:ℝ)/2-1))*((T+1:ℝ)*RealStep d (2^M)^BlockCount T (d/8)) := by ring _ ≤ _ := mul_le_mul (mul_le_mul_of_nonneg_right (cap_constant_le (by omega : 1 ≤ d)) (by positivity)) (hs.trans hpow) (by positivity) (by positivity) def EllipsoidSuccessStatement : Prop := ∃ C C₀ : ℝ, 1 ≤ C ∧ 1 ≤ C₀ ∧ ∀ d M T : ℕ, 16 ≤ d → ∀ ε : ℝ, 0 < ε → ε ≤ 1/10 → ∀ (Ω : Type u) [MeasurableSpace Ω] (ρ : Measure Ω), IsProbabilityMeasure ρ → ∀ L : Learner d M T Ω, L.Admissible ρ → L.uniformSuccess ρ ε ≤ min 1 (ENNReal.ofReal (4^d * ε^(((d:ℝ)-1)/2) * (C^d * (((d/8+2)*2^M : ℕ):ℝ)^(1/((d/8:ℕ):ℝ)))^(BlockCount T (d/8)))) ∧ uniformChordSuccess L ρ ε ≤ min 1 (ENNReal.ofReal (C₀^d * ε^((d:ℝ)/2-1) * (C^d * (((2*(d/8)+4)*2^M : ℕ):ℝ)^(1/((d/8:ℕ):ℝ)))^(BlockCount T (d/8)))) ∧ {z : UnitSphere d × (Ω × Samples d T) | Learner.angularError z.1 (L.estimate z.1 z.2.1 z.2.2) ≤ ε} ⊆ {z | dist (L.estimate z.1 z.2.1 z.2.2).val z.1.val ≤ ε} theorem ellipsoid_success : EllipsoidSuccessStatement := by refine ⟨SuccessConstant, 12, successConstant_one, by norm_num, ?_⟩ intro d M T hd ε hε hε1 Ω _ ρ hρ L hL have : IsProbabilityMeasure ρ := hρ let : NeZero d := ⟨by omega⟩ refine ⟨le_min ?_ ?_, le_min ?_ ?_, angular_event_subset_chord L ε⟩ · exact prob_le_one · exact (angular_le_chord L ρ ε).trans (chord_half_sphere_bound L ρ hL hd hε hε1) · exact prob_le_one · exact chord_half_ambient_bound L ρ hL hd hε end MemoryPrecision end end OAI