import Mathlib import OAI.Probability.GaussianRegression.Main import OAI.Probability.MemoryPrecision.KernelCaps import OAI.Probability.MemoryPrecision.KernelIntegral import OAI.Probability.MemoryPrecision.KernelVersion import OAI.Probability.MemoryPrecision.SeedAverage import OAI.Probability.MemoryPrecision.StochasticMass 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 NoiselessRegression namespace Policy variable {d M T : ℕ} (K : Policy d M T) lemma borel_sphere_bound (hK : K.Borel) (hd : 16 ≤ d) {ε α : ℝ} (hε : 0 < ε) (hαlo : ((d:ℝ)-1)/2 ≤ α) (hαhi : α ≤ (d:ℝ)/2) : (∫⁻ z : MemoryPrecision.Kernel.Sphere d × Rows d T, K.pathValue (K.outputTest (chordTest ε)) z.1 (records z.1 z.2) ∂(UniformSphere d).prod (RowLaw d T)) ≤ (T+1:ℝ≥0∞)*ENNReal.ofReal ((3*4^d:ℝ)*ε^((d:ℝ)-1-α)*RealStep d (2^M)^BlockCount T (d/8)) := by have : NeZero d := ⟨by omega⟩ rw [lintegral_prod _ (K.experiment_fixed_measurable hK (measurable_chordTest ε)).aemeasurable] apply K.integral_pathValue_bound (K.outputTest (chordTest ε)) Subtype.val hK (K.outputTest_measurable (measurable_chordTest ε)) measurable_subtype_coe (UniformSphere d) intro r hr j have hd' : (16:ℝ) ≤ d := by exact_mod_cast hd have hb := stoch_sphere_mass hd (show 1 ≤ 2^M from one_le_pow₀ (by norm_num)) (K.marginal_measurable hK) (fun n j obs => (K.marginal_sum n j obs).le) (K.outputTest_measurable (measurable_chordTest ε)) (K.outputTest_le_one (chordTest_le_one ε)) (H := (3*4^d)*ε^((d:ℝ)-1-α)) (by positivity) hαlo hαhi (K.output_chord_sphere_local (by omega) hε (by linarith) (by linarith)) (BlockCount T (d/8)) r (hr.trans (blockCount_mul_ge T (by omega))) 0 j exact sphere_mass_bound hb lemma completed_sphere_bound (hK : K.Completed) (hd : 16 ≤ d) {ε α : ℝ} (hε : 0 < ε) (hαlo : ((d:ℝ)-1)/2 ≤ α) (hαhi : α ≤ (d:ℝ)/2) : (∫⁻ z : MemoryPrecision.Kernel.Sphere d × Rows d T, K.pathValue (K.outputTest (chordTest ε)) z.1 (records z.1 z.2) ∂(UniformSphere d).prod (RowLaw d T)) ≤ (T+1:ℝ≥0∞)*ENNReal.ofReal ((3*4^d:ℝ)*ε^((d:ℝ)-1-α)*RealStep d (2^M)^BlockCount T (d/8)) := by have : NeZero d := ⟨by omega⟩ have he := K.version_pathValue_ae ((UniformSphere d).prod (RowLaw d T)) hK Prod.fst (fun z : MemoryPrecision.Kernel.Sphere d × Rows d T => records z.1 z.2) (fun i => show Measure.QuasiMeasurePreserving _ _ _ from sphere_sample_observation_quasi (by simpa using (show 3 ≤ d by omega)) i) (chordTest ε) rw [← lintegral_congr_ae he] exact (K.version hK).borel_sphere_bound (K.version_borel hK) hd hε hαlo hαhi lemma chord_real_bound {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 α : ℝ} (hε : 0 < ε) (hαlo : ((d:ℝ)-1)/2 ≤ α) (hαhi : α ≤ (d:ℝ)/2) : ChordSuccess L ρ (UniformSphere d) ε ≤ (T+1:ℝ≥0∞)*ENNReal.ofReal ((3*4^d:ℝ)*ε^((d:ℝ)-1-α)*RealStep d (2^M)^BlockCount T (d/8)) := by have : NeZero d := ⟨by omega⟩ apply seed_average_bound (UniformSphere d) (RowLaw d T) ρ (hL.experiment (chordTest ε) (measurable_chordTest ε) (chordTest_le_one ε)) filter_upwards [hL.completed] with ω hω exact (L ω).completed_sphere_bound hω hd hε hαlo hαhi lemma zero_fixed_sphere_bound {d M : ℕ} (K : Policy d M 0) (hd : 1 ≤ d) {ε : ℝ} (hε : 0 < ε) : (∫⁻ z : MemoryPrecision.Kernel.Sphere d × Rows d 0, K.pathValue (K.outputTest (chordTest ε)) z.1 (records z.1 z.2) ∂(UniformSphere d).prod (RowLaw d 0)) ≤ ENNReal.ofReal ((3*4^d:ℝ)*ε^(d-1)) := by have : NeZero d := ⟨by omega⟩ have he (s : MemoryPrecision.Kernel.Sphere d) (obs : Observations d 0) : K.pathValue (K.outputTest (chordTest ε)) s obs = ∑ a : Action M, K.initial a * K.outputTest (chordTest ε) 0 a.2 s := by unfold pathValue simp only [eval, ite_self] simp_rw [he] have hm : Measurable (fun s : MemoryPrecision.Kernel.Sphere d => ∑ a : Action M, K.initial a * K.outputTest (chordTest ε) 0 a.2 s) := Finset.measurable_sum _ (fun a _ => (K.outputTest_measurable (measurable_chordTest ε) 0 a.2).const_mul _) have hm' : Measurable (fun z : MemoryPrecision.Kernel.Sphere d × Rows d 0 => ∑ a : Action M, K.initial a * K.outputTest (chordTest ε) 0 a.2 z.1) := hm.comp measurable_fst rw [lintegral_prod _ hm'.aemeasurable] simp only [lintegral_const, measure_univ, mul_one] rw [lintegral_finsetSum _ (fun a _ => (K.outputTest_measurable (measurable_chordTest ε) 0 a.2).const_mul _)] calc _ = ∑ a : Action M, K.initial a * (∫⁻ s, K.outputTest (chordTest ε) 0 a.2 s ∂UniformSphere d) := by apply Finset.sum_congr rfl intro a _ exact lintegral_const_mul _ (K.outputTest_measurable (measurable_chordTest ε) 0 a.2) _ ≤ ∑ a : Action M, K.initial a * ENNReal.ofReal ((3*4^d:ℝ)*ε^(d-1)) := Finset.sum_le_sum (fun a _ => mul_le_mul' le_rfl (K.output_chord_sphere_total hd hε 0 a.2)) _ = _ := by rw [← Finset.sum_mul, K.initial_sum, one_mul] lemma chord_zero_bound {d M : ℕ} {Ω : Type u} [MeasurableSpace Ω] (L : Ω → Policy d M 0) (ρ : Measure Ω) [IsProbabilityMeasure ρ] (hL : Admissible L ρ (UniformSphere d)) (hd : 1 ≤ d) {ε : ℝ} (hε : 0 < ε) : ChordSuccess L ρ (UniformSphere d) ε ≤ ENNReal.ofReal ((3*4^d:ℝ)*ε^(d-1)) := by have : NeZero d := ⟨by omega⟩ apply seed_average_bound (UniformSphere d) (RowLaw d 0) ρ (hL.experiment (chordTest ε) (measurable_chordTest ε) (chordTest_le_one ε)) exact Filter.Eventually.of_forall (fun ω => (L ω).zero_fixed_sphere_bound hd hε) end Policy end MemoryPrecision.Kernel end end OAI