import Mathlib import OAI.Probability.GaussianRegression.Main import OAI.Probability.MemoryPrecision.EllipsoidSuccess 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.Kernel open MemoryPrecision Policy lemma chord_real_coefficient {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] (L : Ω → Policy d M T) (ρ : Measure Ω) [IsProbabilityMeasure ρ] (hL : Admissible L ρ (UniformSphere d)) (hd : 16 ≤ d) {ε : ℝ} (hε : 0 < ε) {α : ℝ} (hαlo : ((d:ℝ)-1)/2 ≤ α) (hαhi : α ≤ (d:ℝ)/2) : ChordSuccess L ρ (UniformSphere d) 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 (Policy.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 : Ω → Policy d M T) (ρ : Measure Ω) [IsProbabilityMeasure ρ] (hL : Admissible L ρ (UniformSphere d)) (hd : 16 ≤ d) {ε : ℝ} (hε : 0 < ε) (hε1 : ε ≤ 1/10) : ChordSuccess L ρ (UniformSphere d) 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 (Policy.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 : Ω → Policy d M T) (ρ : Measure Ω) [IsProbabilityMeasure ρ] (hL : Admissible L ρ (UniformSphere d)) (hd : 16 ≤ d) {ε : ℝ} (hε : 0 < ε) : ChordSuccess L ρ (UniformSphere d) 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) end MemoryPrecision.Kernel namespace MemoryPrecision.Kernel open Policy def BlockCount (T p : ℕ) : ℕ := ⌈(T:ℝ)/(p:ℝ)⌉₊ def SourceEllipsoidStatement : Prop := let two : ℝ := @OfNat.ofNat ℝ 2 (@instOfNatAtLeastTwo ℝ 2 Real.commRing.toNatCast (Mathlib.Meta.NormNum.instAtLeastTwo (nat_lit 0))) let four : ℝ := @OfNat.ofNat ℝ 4 (@instOfNatAtLeastTwo ℝ 4 Real.commRing.toNatCast (Mathlib.Meta.NormNum.instAtLeastTwo (nat_lit 2))) let ten : ℝ := @OfNat.ofNat ℝ 10 (@instOfNatAtLeastTwo ℝ 10 Real.commRing.toNatCast (Mathlib.Meta.NormNum.instAtLeastTwo (nat_lit 8))) ∃ C C₀ : ℝ, 1 ≤ C ∧ 1 ≤ C₀ ∧ ∀ d M T : ℕ, 16 ≤ d → ∀ ε : ℝ, 0 < ε → ε ≤ 1/ten → ∀ (Ω : Type u) [MeasurableSpace Ω] (ρ : Measure Ω), IsProbabilityMeasure ρ → ∀ K : Ω → Policy d M T, Policy.Admissible K ρ (UniformSphere d) → Policy.Success K ρ (UniformSphere d) ε ≤ min 1 (ENNReal.ofReal (four^d * ε^(((d:ℝ)-1)/two) * (C^d * (((d/8+2)*2^M : ℕ):ℝ)^(1/((d/8:ℕ):ℝ)))^(BlockCount T (d/8)))) ∧ Policy.ChordSuccess K ρ (UniformSphere d) ε ≤ min 1 (ENNReal.ofReal (C₀^d * ε^((d:ℝ)/two-1) * (C^d * (((2*(d/8)+4)*2^M : ℕ):ℝ)^(1/((d/8:ℕ):ℝ)))^(BlockCount T (d/8)))) ∧ {x : Sphere d × Sphere d | Real.arccos (@inner ℝ (Vector d) (@InnerProductSpace.toInner ℝ (Vector d) _ (PiLp.seminormedAddCommGroup (@OfNat.ofNat ℝ≥0∞ 2 (@instOfNatAtLeastTwo ℝ≥0∞ 2 ENNReal.instAddCommMonoidWithOne.toNatCast (Mathlib.Meta.NormNum.instAtLeastTwo (nat_lit 0)))) (fun _ : Fin d => ℝ)) (PiLp.innerProductSpace (𝕜 := ℝ) (fun _ : Fin d => ℝ))) x.2.val x.1.val) ≤ ε} ⊆ {x | @Dist.dist (Vector d) (PiLp.instDist (p := @OfNat.ofNat ℝ≥0∞ 2 (@instOfNatAtLeastTwo ℝ≥0∞ 2 ENNReal.instAddCommMonoidWithOne.toNatCast (Mathlib.Meta.NormNum.instAtLeastTwo (nat_lit 0)))) (α := fun _ : Fin d => ℝ)) x.2.val x.1.val ≤ ε} theorem source_ellipsoid_success : SourceEllipsoidStatement := by refine ⟨MemoryPrecision.SuccessConstant, 12, MemoryPrecision.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 (Policy.success_le_one L ρ (UniformSphere d) ε) ?_, le_min (Policy.chordSuccess_le_one L ρ (UniformSphere d) ε) ?_, ?_⟩ · exact (Policy.success_le_chord L ρ (UniformSphere d) ε).trans (chord_half_sphere_bound L ρ hL hd hε hε1) · exact chord_half_ambient_bound L ρ hL hd hε · intro x hx exact (NoiselessRegression.chord_le_arccos x.2 x.1).trans hx end MemoryPrecision.Kernel end end OAI