import Mathlib import OAI.Probability.Perceptron.Model namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped ENNReal NNReal Topology BigOperators BoundedContinuousFunction namespace SphericalPerceptronFreeEnergy section Positivity variable {Ω : Type*} [MeasurableSpace Ω] abbrev OverlapBlock (n : ℕ) := Fin n → Fin n → ℝ def overlapBlock (R : Ω → ℕ → ℕ → ℝ) (n : ℕ) (ω : Ω) : OverlapBlock n := fun i j => R ω i j def GhirlandaGuerra (μ : Measure Ω) (R : Ω → ℕ → ℕ → ℝ) : Prop := ∀ (n : ℕ), 2 ≤ n → ∀ (i : Fin n) (s : Set (OverlapBlock n)), MeasurableSet s → ∀ t : Set ℝ, MeasurableSet t → μ.real ((overlapBlock R n) ⁻¹' s ∩ {ω | R ω i n ∈ t}) = μ.real ((overlapBlock R n) ⁻¹' s) * μ.real {ω | R ω 0 1 ∈ t} / n + (∑ j ∈ (Finset.univ.erase i), μ.real ((overlapBlock R n) ⁻¹' s ∩ {ω | R ω i j ∈ t})) / n def negativeMatrices (n : ℕ) (δ : ℝ) : Set (OverlapBlock n) := {q | ∀ i j : Fin n, i < j → q i j < -δ} def negativeClique (R : Ω → ℕ → ℕ → ℝ) (n : ℕ) (δ : ℝ) : Set Ω := (overlapBlock R n) ⁻¹' negativeMatrices n δ lemma negativeMatrices_measurable (n : ℕ) (δ : ℝ) : MeasurableSet (negativeMatrices n δ) := by unfold negativeMatrices simp only [ofPred_forall] apply MeasurableSet.iInter intro i apply MeasurableSet.iInter intro j apply MeasurableSet.iInter intro _h exact measurableSet_lt ((measurable_pi_apply j).comp (measurable_pi_apply i)) measurable_const lemma overlapBlock_measurable {R : Ω → ℕ → ℕ → ℝ} (hR : ∀ i j, Measurable (fun ω => R ω i j)) (n : ℕ) : Measurable (overlapBlock R n) := by apply Measurable.of_eval intro i apply Measurable.of_eval intro j exact hR i j lemma negativeClique_measurable {R : Ω → ℕ → ℕ → ℝ} (hR : ∀ i j, Measurable (fun ω => R ω i j)) (n : ℕ) (δ : ℝ) : MeasurableSet (negativeClique R n δ) := (negativeMatrices_measurable n δ).preimage (overlapBlock_measurable hR n) omit [MeasurableSpace Ω] in lemma mem_negativeClique {R : Ω → ℕ → ℕ → ℝ} {n : ℕ} {δ : ℝ} {ω : Ω} : ω ∈ negativeClique R n δ ↔ ∀ i j : Fin n, i < j → R ω i j < -δ := Iff.rfl omit [MeasurableSpace Ω] in lemma negativeClique_succ (R : Ω → ℕ → ℕ → ℝ) (n : ℕ) (δ : ℝ) : negativeClique R (n + 1) δ = negativeClique R n δ ∩ ⋂ i : Fin n, {ω | R ω i n < -δ} := by ext ω simp only [mem_inter_iff, mem_iInter, mem_ofPred] constructor · intro h refine ⟨?_, ?_⟩ · intro i j hij exact h i.castSucc j.castSucc (by exact hij) · intro i exact h i.castSucc (Fin.last n) (by simp) · rintro ⟨hold, hnew⟩ i j hij by_cases hj : j.val < n · exact hold ⟨i, lt_trans hij hj⟩ ⟨j, hj⟩ hij · have jeq : (j : ℕ) = n := by omega have hi : (i : ℕ) < n := by omega simpa only [overlapBlock, jeq] using hnew ⟨i, hi⟩ omit [MeasurableSpace Ω] in lemma negativeClique_two (R : Ω → ℕ → ℕ → ℝ) (δ : ℝ) : negativeClique R 2 δ = {ω | R ω 0 1 < -δ} := by ext ω constructor · intro h exact h 0 1 (by decide) · intro h i j hij have hi : (i : ℕ) = 0 := by omega have hj : (j : ℕ) = 1 := by omega change R ω 0 1 < -δ at h simpa only [overlapBlock, hi, hj] using h lemma measureReal_inter_iInter_lower (μ : Measure Ω) [IsProbabilityMeasure μ] {ι : Type*} [Fintype ι] {E : Set Ω} {T : ι → Set Ω} (hT : ∀ i, MeasurableSet (T i)) : μ.real E - ∑ i, μ.real (E \ T i) ≤ μ.real (E ∩ ⋂ i, T i) := by classical have hu : E \ (⋂ i, T i) = ⋃ i ∈ (Finset.univ : Finset ι), E \ T i := by ext ω simp have hbound : μ.real (E \ ⋂ i, T i) ≤ ∑ i, μ.real (E \ T i) := by rw [hu] exact measureReal_biUnion_finset_le _ _ have hsum := measureReal_inter_add_sdiff (μ := μ) (s := E) (MeasurableSet.iInter hT) linarith lemma gg_negativeClique_extension (μ : Measure Ω) [IsProbabilityMeasure μ] {R : Ω → ℕ → ℕ → ℝ} (hR : ∀ i j, Measurable (fun ω => R ω i j)) (hsym : ∀ᵐ ω ∂μ, ∀ i j, R ω i j = R ω j i) (hGG : GhirlandaGuerra μ R) {n : ℕ} (hn : 2 ≤ n) (δ : ℝ) : μ.real {ω | R ω 0 1 < -δ} * μ.real (negativeClique R n δ) ≤ μ.real (negativeClique R (n + 1) δ) := by classical let b := μ.real {ω | R ω 0 1 < -δ} let p := μ.real (negativeClique R n δ) have hnpos : (0 : ℝ) < n := by exact_mod_cast (by omega : 0 < n) have htail (i : Fin n) : μ.real (negativeClique R n δ ∩ {ω | R ω i n < -δ}) = p * (b + (n - 1)) / n := by have h := hGG n hn i (negativeMatrices n δ) (negativeMatrices_measurable n δ) (Iio (-δ)) measurableSet_Iio have hpair (j : Fin n) (hji : j ≠ i) : μ.real (negativeClique R n δ ∩ {ω | R ω i j < -δ}) = p := by apply congrArg ENNReal.toReal apply measure_congr filter_upwards [hsym] with ω hω apply propext constructor · exact fun h => h.1 · intro h refine ⟨h, ?_⟩ change R ω i j < -δ rcases lt_or_gt_of_ne (Ne.symm hji) with hij | hij · exact h i j hij · rw [hω i j] exact h j i hij change μ.real (negativeClique R n δ ∩ {ω | R ω i n < -δ}) = p * b / n + (∑ j ∈ Finset.univ.erase i, μ.real (negativeClique R n δ ∩ {ω | R ω i j < -δ})) / n at h rw [Finset.sum_congr rfl (fun j hj => hpair j (Finset.ne_of_mem_erase hj))] at h have hcard : ((Finset.univ.erase i).card : ℝ) = (n : ℝ) - 1 := by simp only [Finset.card_erase_of_mem (Finset.mem_univ i), Finset.card_univ, Fintype.card_fin] rw [Nat.cast_sub (by omega)] norm_num simp only [Finset.sum_const, nsmul_eq_mul, hcard] at h rw [h] ring have hbad (i : Fin n) : μ.real (negativeClique R n δ \ {ω | R ω i n < -δ}) = p * (1 - b) / n := by have h := measureReal_inter_add_sdiff (μ := μ) (s := negativeClique R n δ) (t := {ω | R ω i n < -δ}) (measurableSet_lt (hR i n) measurable_const) rw [htail i] at h change _ + _ = p at h apply (eq_div_iff (ne_of_gt hnpos)).mpr field_simp at h nlinarith rw [negativeClique_succ] have h := measureReal_inter_iInter_lower μ (E := negativeClique R n δ) (T := fun i : Fin n => {ω | R ω i n < -δ}) (fun i => measurableSet_lt (hR i n) measurable_const) simp_rw [hbad] at h simp only [Finset.sum_const, Finset.card_univ, Fintype.card_fin, nsmul_eq_mul] at h have he : p - (n : ℝ) * (p * (1 - b) / n) = b * p := by field_simp ring rwa [he] at h lemma negative_gram_sum_bound {n : ℕ} {Q : Fin n → Fin n → ℝ} {δ : ℝ} (hsym : ∀ i j, Q i j = Q j i) (hdiag : ∀ i, Q i i ≤ 1) (hneg : ∀ i j, i < j → Q i j < -δ) : (∑ i, ∑ j, Q i j) ≤ (n : ℝ) * (1 - δ * ((n : ℝ) - 1)) := by classical have hrow (i : Fin n) : (∑ j, Q i j) ≤ 1 - δ * ((n : ℝ) - 1) := by have hpair (j : Fin n) (hji : j ≠ i) : Q i j ≤ -δ := by rcases lt_or_gt_of_ne (Ne.symm hji) with hij | hij · exact (hneg i j hij).le · rw [hsym i j] exact (hneg j i hij).le have hs : (∑ j ∈ Finset.univ.erase i, Q i j) ≤ ∑ _j ∈ Finset.univ.erase i, -δ := Finset.sum_le_sum fun j hj => hpair j (Finset.ne_of_mem_erase hj) have hc : ((Finset.univ.erase i).card : ℝ) = (n : ℝ) - 1 := by simp only [Finset.card_erase_of_mem (Finset.mem_univ i), Finset.card_univ, Fintype.card_fin] rw [Nat.cast_sub (by have := i.isLt; omega)] norm_num simp only [Finset.sum_const, nsmul_eq_mul, hc] at hs have ht := Finset.sum_erase_add Finset.univ (Q i) (Finset.mem_univ i) nlinarith [hdiag i] calc _ ≤ ∑ _i : Fin n, (1 - δ * ((n : ℝ) - 1)) := Finset.sum_le_sum fun i _ => hrow i _ = _ := by simp; ring lemma negativeClique_null (μ : Measure Ω) [IsProbabilityMeasure μ] {R : Ω → ℕ → ℕ → ℝ} (hsym : ∀ᵐ ω ∂μ, ∀ i j, R ω i j = R ω j i) (hdiag : ∀ᵐ ω ∂μ, ∀ i, R ω i i ≤ 1) (hpos : ∀ n : ℕ, ∀ᵐ ω ∂μ, 0 ≤ ∑ i : Fin n, ∑ j : Fin n, R ω i j) {n : ℕ} {δ : ℝ} (hn : 0 < n) (hδ : 1 < δ * ((n : ℝ) - 1)) : μ (negativeClique R n δ) = 0 := by have hnot : ∀ᵐ ω ∂μ, ω ∉ negativeClique R n δ := by filter_upwards [hsym, hdiag, hpos n] with ω hωs hωd hωp intro hωn have hb := negative_gram_sum_bound (Q := fun i j : Fin n => R ω i j) (fun i j => hωs i j) (fun i => hωd i) hωn have hn' : (0 : ℝ) < n := by exact_mod_cast hn have : (n : ℝ) * (1 - δ * ((n : ℝ) - 1)) < 0 := mul_neg_of_pos_of_neg hn' (by linarith) linarith simpa only [not_not, ofPred_mem_eq] using ae_iff.mp hnot theorem gg_negative_threshold_null (μ : Measure Ω) [IsProbabilityMeasure μ] {R : Ω → ℕ → ℕ → ℝ} (hR : ∀ i j, Measurable (fun ω => R ω i j)) (hsym : ∀ᵐ ω ∂μ, ∀ i j, R ω i j = R ω j i) (hdiag : ∀ᵐ ω ∂μ, ∀ i, R ω i i ≤ 1) (hpos : ∀ n : ℕ, ∀ᵐ ω ∂μ, 0 ≤ ∑ i : Fin n, ∑ j : Fin n, R ω i j) (hGG : GhirlandaGuerra μ R) {δ : ℝ} (hδ : 0 < δ) : μ {ω | R ω 0 1 < -δ} = 0 := by apply (measureReal_eq_zero_iff (μ := μ)).mp apply le_antisymm _ measureReal_nonneg by_contra hb have hbpos : 0 < μ.real {ω | R ω 0 1 < -δ} := lt_of_not_ge hb have hcpos (k : ℕ) : 0 < μ.real (negativeClique R (k + 2) δ) := by induction k with | zero => simpa only [zero_add, negativeClique_two] using hbpos | succ k hk => have he := gg_negativeClique_extension μ hR hsym hGG (n := k + 2) (by omega) δ exact (mul_pos hbpos hk).trans_le he obtain ⟨k, hk⟩ := exists_nat_gt (1 / δ) have hkδ : 1 < (k : ℝ) * δ := (div_lt_iff₀ hδ).mp hk have he : 1 < δ * (((k + 2 : ℕ) : ℝ) - 1) := by push_cast nlinarith have hz := negativeClique_null μ hsym hdiag hpos (n := k + 2) (by omega) he have hz' : μ.real (negativeClique R (k + 2) δ) = 0 := (measureReal_eq_zero_iff (μ := μ)).mpr hz linarith [hcpos k] theorem gg_overlap_nonnegative (μ : Measure Ω) [IsProbabilityMeasure μ] {R : Ω → ℕ → ℕ → ℝ} (hR : ∀ i j, Measurable (fun ω => R ω i j)) (hsym : ∀ᵐ ω ∂μ, ∀ i j, R ω i j = R ω j i) (hdiag : ∀ᵐ ω ∂μ, ∀ i, R ω i i ≤ 1) (hpos : ∀ n : ℕ, ∀ᵐ ω ∂μ, 0 ≤ ∑ i : Fin n, ∑ j : Fin n, R ω i j) (hGG : GhirlandaGuerra μ R) : ∀ᵐ ω ∂μ, 0 ≤ R ω 0 1 := by have ht (k : ℕ) : ∀ᵐ ω ∂μ, -(1 / ((k : ℝ) + 1)) ≤ R ω 0 1 := by rw [ae_iff] simpa only [not_le] using gg_negative_threshold_null μ hR hsym hdiag hpos hGG (δ := 1 / ((k : ℝ) + 1)) (by positivity) filter_upwards [ae_all_iff.mpr ht] with ω hω have hlim : Tendsto (fun k : ℕ => -(1 / ((k : ℝ) + 1))) atTop (𝓝 (0 : ℝ)) := by simpa using (tendsto_one_div_add_atTop_nhds_zero_nat (𝕜 := ℝ)).neg exact le_of_tendsto hlim (Eventually.of_forall hω) end Positivity lemma gg_star_growth_impossible {a : ℕ → ℝ} {N ζ : ℝ} (hN : 2 ≤ N) (hζ : 0 < ζ) (ha : ∀ k, 0 ≤ a k) (hzero : 0 < a 0) (hrec : ∀ k, (N + k) * a (k + 1) = (N + k - 1 + ζ) * a k) (hbound : ∀ k : ℕ, (k + 1 : ℝ) * a k ≤ 1) : False := by let b : ℕ → ℝ := fun k => (N + k - 1) * a k have hbzero : 0 < b 0 := by dsimp [b]; nlinarith have hdiff (k : ℕ) : b (k + 1) = b k + ζ * a k := by dsimp [b] push_cast nlinarith [hrec k] have hbmono : Monotone b := monotone_nat_of_le_succ fun k => by rw [hdiff] exact le_add_of_nonneg_right (mul_nonneg hζ.le (ha k)) have hblower (k : ℕ) : b 0 ≤ b k := hbmono (Nat.zero_le k) have hbupper (k : ℕ) : b k ≤ N := by have hk : (0 : ℝ) ≤ k := Nat.cast_nonneg k calc b k ≤ N * ((k + 1 : ℝ) * a k) := by dsimp [b] have : N + (k : ℝ) - 1 ≤ N * (k + 1) := by nlinarith nlinarith [mul_le_mul_of_nonneg_right this (ha k)] _ ≤ N := by nlinarith [hbound k] have hsum (k : ℕ) : ζ * ∑ j ∈ Finset.range k, a j = b k - b 0 := by induction k with | zero => simp | succ k ih => rw [Finset.sum_range_succ, mul_add, ih, hdiff]; ring have hasum : Summable a := by apply summable_of_sum_range_le ha (c := N / ζ) intro k apply (le_div_iff₀ hζ).mpr nlinarith [hsum k, hbupper k] have hdom (k : ℕ) : (1 / (k + 1 : ℝ)) ≤ (N / b 0) * a k := by have hk : (0 : ℝ) < k + 1 := by positivity rw [div_le_iff₀ hk] have : b 0 ≤ N * ((k + 1 : ℝ) * a k) := by calc b 0 ≤ b k := hblower k _ ≤ N * ((k + 1 : ℝ) * a k) := by dsimp [b] have hknonneg : (0 : ℝ) ≤ k := Nat.cast_nonneg k have : N + (k : ℝ) - 1 ≤ N * (k + 1) := by nlinarith nlinarith [mul_le_mul_of_nonneg_right this (ha k)] have hn : N * ((k + 1 : ℝ) * a k) / b 0 ≥ 1 := (le_div_iff₀ hbzero).mpr (by simpa using this) calc 1 ≤ N * ((k + 1 : ℝ) * a k) / b 0 := hn _ = (N / b 0) * a k * (k + 1 : ℝ) := by ring have hharm : Summable (fun k : ℕ => 1 / (k + 1 : ℝ)) := Summable.of_nonneg_of_le (fun _ => by positivity) hdom (hasum.mul_left (N / b 0)) have hharm' : Summable (fun k : ℕ => 1 / ((k + 1 : ℕ) : ℝ)) := by simpa only [Nat.cast_add, Nat.cast_one] using hharm exact Real.not_summable_one_div_natCast ((summable_nat_add_iff 1).mp hharm') end SphericalPerceptronFreeEnergy end end OAI