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import Mathlib
import OAI.Probability.LogConcave.LowerBounds.DensityCoefficient
import OAI.Probability.LogConcave.Sampling.Map
namespace OAI
section
section
noncomputable section
open MeasureTheory Filter
open scoped ENNReal NNReal Topology
section LowerProof
open Matrix Topology TopologicalSpace ProbabilityTheory Classical WithLp
open scoped Matrix.Norms.Elementwise
open WithLp
open MeasureTheory ProbabilityTheory
open scoped ENNReal NNReal
open Matrix
open Polynomial
open scoped BigOperators
namespace LogConcaveSampling.LowerBound
open WithLp
open scoped RealInnerProductSpace
lemma spectrum_iterate_apply {d : ℕ} (j : ℕ) (x : Point d) (k : Fin d) :
((spectrumOperator d).toLinearMap^[j]) x k = x k * eigenvalue d k ^ j := by
induction j with
| zero => simp
| succ j ih =>
rw [Function.iterate_succ_apply']
change spectrumOperator d (((spectrumOperator d).toLinearMap^[j]) x) k = _
rw [spectrumOperator_apply,ih,pow_succ]
ring
lemma orbitHull_in_krylov {d r : ℕ} (a : Fin (r+1) → Point d) {u : Point d}
(hu : u ∈ orbitHull (spectrumOperator d).toLinearMap r a) :
ofLp u ∈ krylovSpace (fun k i => a i k) := by
let coord : Point d →ₗ[ℝ] (Fin d → ℝ) :=
{toFun := ofLp, map_add' := by intros; rfl, map_smul' := by intros; rfl}
have h : orbitHull (spectrumOperator d).toLinearMap r a ≤
(krylovSpace (fun k i => a i k)).comap coord := by
apply Submodule.span_le.mpr
rintro v ⟨i,j,hj,rfl⟩
apply Submodule.subset_span
refine ⟨i,j,hj,?_⟩
funext k
exact spectrum_iterate_apply j (a i) k
exact h hu
lemma linearReply_eq_quadratic {d : ℕ} (O : Rotations d) (x : Point d) :
linearReply (spectrumOperator d) O x = firstOrderReply (quadraticPotential O) x := by
rw [quadratic_firstOrderReply]
apply Prod.ext
· change ⟪(rotationIsometry O).symm x, spectrumOperator d ((rotationIsometry O).symm x)⟫ / 2 = _
have h := (rotationIsometry O).inner_map_map ((rotationIsometry O).symm x)
(spectrumOperator d ((rotationIsometry O).symm x))
simpa only [LinearIsometryEquiv.apply_symm_apply, quadraticOperator,
ContinuousLinearMap.comp_apply, LinearIsometryEquiv.coe_toContinuousLinearEquiv,
ContinuousLinearEquiv.coe_coe] using congrArg (fun z : ℝ => z/2) h.symm
· rfl
lemma linearHistory_eq_quadratic {Ω : Type*} [MeasurableSpace Ω] {d q : ℕ}
(A : OracleAlgorithm Ω d q) (O : Rotations d) (ω : Ω) (n : ℕ) :
linearHistory A (spectrumOperator d) O ω n = A.history (quadraticPotential O) ω n := by
induction n with
| zero => rfl
| succ n ih => simp only [linearHistory,OracleAlgorithm.history,ih,linearReply_eq_quadratic]
def hardEigenOutput {Ω : Type*} [MeasurableSpace Ω] {d q : ℕ}
(A : OracleAlgorithm Ω d q) (p : Ω × Rotations d) : Fin d → ℝ :=
ofLp ((rotationIsometry p.2).symm (A.run (quadraticPotential p.2) p.1))
lemma measurable_hardEigenOutput {Ω : Type*} [MeasurableSpace Ω] {d q : ℕ}
(A : OracleAlgorithm Ω d q) : Measurable (hardEigenOutput A) := by
have hr : Measurable (fun p : Ω × Rotations d => A.run (quadraticPotential p.2) p.1) := by
simpa only [OracleAlgorithm.run,← linearHistory_eq_quadratic,Function.comp_def] using
A.output_measurable.comp (measurable_fst.prodMk (measurable_linearHistory A (spectrumOperator d) q))
have haction : Measurable (fun p : Rotations d × Point d => (rotationIsometry p.1).symm p.2) := by
have hh := (continuous_rotation_apply (d := d)).measurable.comp
(f := fun p : Rotations d × Point d => (p.1⁻¹,p.2))
(measurable_fst.inv.prodMk measurable_snd)
simpa only [Function.comp_def,rotationIsometry_inv_apply] using hh
exact (measurable_ofLp 2 _).comp (f := fun p : Ω × Rotations d =>
(rotationIsometry p.2).symm (A.run (quadraticPotential p.2) p.1))
(haction.comp (f := fun p : Ω × Rotations d =>
(p.2,A.run (quadraticPotential p.2) p.1)) (measurable_snd.prodMk hr))
theorem hard_algorithm_separation {Ω : Type*} [MeasurableSpace Ω] {d q : ℕ}
(μ : Measure Ω) [IsProbabilityMeasure μ] (A : OracleAlgorithm Ω d q)
(hd : 2*q+1 ≤ d) (hqd : 4*(q+q)+1 < 2*d) (ht : blockTolerance d (q+q) ≤ 1/2) :
(μ.prod (rotationHaar d)).real {p | hardEigenOutput A p ∈ separationEvent d (q+q)} ≤ 1/100 := by
let P := couplingLaw μ d q
let U : CouplingNoise Ω d q → Fin d → ℝ := fun p =>
ofLp (finishCoordinate A (by omega) (couplingState A (spectrumOperator d) hd p).1)
let rows : CouplingNoise Ω d q → Fin d → Fin (q+q+1) → ℝ := fun p k i => couplingColumns p i k
have hrows : HasLaw rows (gaussianRows d (q+q+1)) P := by
have he : MeasurePreserving (fun a : Fin (q+q+1) → Point d => fun k i => a i k)
(Measure.pi (fun _ : Fin (q+q+1) => stdGaussian (Point d))) (gaussianRows d (q+q+1)) :=
⟨by fun_prop,gaussianColumns_rows_law d (q+q+1)⟩
exact (he.comp (couplingColumns_law μ)).hasLaw
have hU : ∀ᵐ p ∂P, U p ∈ krylovSpace (rows p) := by
filter_upwards [coupling_output_span μ A (spectrumOperator d) hd] with p hp
exact orbitHull_in_krylov (couplingColumns p) hp
have hb := algorithm_span_separation_bound hqd ht hrows U hU
have he : ∀ᵐ p ∂P, U p = hardEigenOutput A
(finishComplete A (by omega) (couplingState A (spectrumOperator d) hd p)) := by
filter_upwards [coupling_output_correct μ A (spectrumOperator d) hd] with p hp
simpa only [hardEigenOutput,OracleAlgorithm.run,linearHistory_eq_quadratic] using congrArg ofLp hp
have hmeas : MeasurableSet {p | hardEigenOutput A p ∈ separationEvent d (q+q)} :=
(separationEvent_measurable d (q+q)).preimage (measurable_hardEigenOutput A)
rw [← coupling_complete_law μ A (spectrumOperator d) hd,
Measure.real,Measure.map_apply
((measurable_finishComplete A (by omega)).comp (measurable_couplingState A (spectrumOperator d) hd)) hmeas]
change P.real {p | hardEigenOutput A (finishComplete A (by omega) (couplingState A (spectrumOperator d) hd p)) ∈ separationEvent d (q+q)} ≤ _
have hs : {p | hardEigenOutput A (finishComplete A (by omega) (couplingState A (spectrumOperator d) hd p)) ∈ separationEvent d (q+q)}
=ᵐ[P] {p | U p ∈ separationEvent d (q+q)} := by
filter_upwards [he] with p hp
exact congrArg (fun z : Fin d → ℝ => z ∈ separationEvent d (q+q)) hp.symm
rwa [measureReal_congr hs]
end LogConcaveSampling.LowerBound
namespace LogConcaveSampling.LowerBound
lemma quadratic_gibbs_eigenframe {d : ℕ} (O : Rotations d) :
(gibbs (quadraticPotential O)).map (fun x => ofLp ((rotationIsometry O).symm x)) =
targetGaussian d := by
rw [← quadratic_gibbs_eq_gaussian O,Measure.map_map (by fun_prop) (by fun_prop)]
simp only [Function.comp_def,LinearIsometryEquiv.symm_apply_apply,WithLp.ofLp_toLp]
exact Measure.map_id
lemma hardEigenOutput_tv {Ω : Type*} [MeasurableSpace Ω] {d q : ℕ}
(μ : Measure Ω) [IsProbabilityMeasure μ] (A : OracleAlgorithm Ω d q)
(h : ∀ O : Rotations d, TVAtMost (μ.map (A.run (quadraticPotential O)))
(gibbs (quadraticPotential O)) (1/10)) (O : Rotations d) :
TVAtMost (μ.map (fun ω => hardEigenOutput A (ω,O))) (targetGaussian d) (1/10) := by
have hr : Measurable (A.run (quadraticPotential O)) := by
change Measurable (fun ω : Ω => A.output (ω,A.history (quadraticPotential O) ω q))
simp_rw [← linearHistory_eq_quadratic A O]
exact A.output_measurable.comp (f := fun ω : Ω =>
(ω,linearHistory A (spectrumOperator d) O ω q))
(measurable_id.prodMk ((measurable_linearHistory A (spectrumOperator d) q).comp
(f := fun ω : Ω => (ω,O)) (measurable_id.prodMk measurable_const)))
have ht := (h O).map (f := fun x => ofLp ((rotationIsometry O).symm x)) (by fun_prop)
rwa [quadratic_gibbs_eigenframe,Measure.map_map (by fun_prop) hr] at ht
theorem canSample_target_separation_bound {d q : ℕ}
(hd : 2*q+1 ≤ d) (hqd : 4*(q+q)+1 < 2*d) (ht : blockTolerance d (q+q) ≤ 1/2)
(h : CanSample d q) : (targetGaussian d).real (separationEvent d (q+q)) ≤ 11/100 := by
obtain ⟨Ω,mΩ,μ,hμ,A,hA⟩ := h
have hTV := hardEigenOutput_tv μ A (fun O => (hA _ (quadraticPotential_admissible O)).2)
have hevent := hard_algorithm_separation μ A hd hqd ht
have hm : MeasurableSet {p | hardEigenOutput A p ∈ separationEvent d (q+q)} :=
(separationEvent_measurable d (q+q)).preimage (measurable_hardEigenOutput A)
have hlower := prob_prod_event_lower μ (rotationHaar d) hm
(a := (targetGaussian d).real (separationEvent d (q+q)) - 1/10) (fun O => by
have hh := hTV O _ (separationEvent_measurable d (q+q))
have hb : Measurable (fun ω : Ω => hardEigenOutput A (ω,O)) :=
(measurable_hardEigenOutput A).comp (f := fun ω : Ω => (ω,O))
(measurable_id.prodMk measurable_const)
rw [Measure.real,Measure.map_apply hb (separationEvent_measurable d (q+q))] at hh
have hh' := (abs_le.mp hh).1
change -(1/10 : ℝ) ≤ μ.real {ω | hardEigenOutput A (ω,O) ∈ separationEvent d (q+q)} - _ at hh'
change _ ≤ μ.real {ω | hardEigenOutput A (ω,O) ∈ separationEvent d (q+q)}
linarith)
linarith
end LogConcaveSampling.LowerBound
namespace LogConcaveSampling.LowerBound
lemma spectralDecay_bounds : (1/8 : ℝ) ≤ spectralDecay ∧ spectralDecay ≤ 1/4 := by
have h := Real.sq_sqrt (show (0 : ℝ) ≤ 2 by norm_num)
have h' := Real.sqrt_nonneg (2 : ℝ)
dsimp [spectralDecay]
constructor <;> nlinarith
theorem target_mean_lower {d r : ℕ} (hn : 2*r+1 < d) :
(d : ℝ) / (4 * 8^(2*r+1)) ≤
|∫ u, diagonalStatistic (fun k : Fin d => weight d (2*r+1) k) u ∂targetGaussian d| := by
let n := 2*r+1
let m := ∫ u, diagonalStatistic (fun k : Fin d => weight d (2*r+1) k) u ∂targetGaussian d
have hr := (lower_target_statistic hn).1
have hp : 0 < spectralDecay := spectralDecay_pos
have hb := spectralDecay_bounds
have hd : (0 : ℝ) ≤ d := Nat.cast_nonneg d
have hs : 0 < Real.sqrt (2 : ℝ) := Real.sqrt_pos.mpr (by norm_num)
have hs2 : Real.sqrt (2 : ℝ) ≤ 2 := by nlinarith [Real.sq_sqrt (show (0 : ℝ) ≤ 2 by norm_num)]
have hp2 : spectralDecay^2 ≤ 1/16 := by nlinarith
have hpow : spectralDecay^(2*d-n) ≤ spectralDecay^(n+2) :=
pow_le_pow_of_le_one hp.le spectralDecay_lt_one.le (by dsimp [n]; omega)
have hrem : Real.sqrt 2 * d * spectralDecay^(2*d-n) / (1-spectralDecay) ≤
(d : ℝ) * spectralDecay^n / 4 := by
calc
_ ≤ 2 * d * spectralDecay^(n+2) / (1/2) := by
apply div_le_div₀ (by positivity)
· gcongr
· norm_num
· linarith
_ = 4 * d * spectralDecay^n * spectralDecay^2 := by rw [pow_add]; ring
_ ≤ (d : ℝ) * spectralDecay^n / 4 := by
have hh := mul_le_mul_of_nonneg_left hp2 (mul_nonneg hd (pow_nonneg hp.le n))
nlinarith
have hlead : (d : ℝ) * spectralDecay^n / 2 ≤ |(d : ℝ) / Real.sqrt 2 * (-spectralDecay)^n| := by
rw [abs_mul,abs_div,abs_pow,abs_neg,abs_of_nonneg hd,abs_of_pos hs,abs_of_pos hp]
calc
_ = ((d : ℝ)/2) * spectralDecay^n := by ring
_ ≤ _ := by gcongr
have htri := abs_sub_abs_le_abs_sub ((d : ℝ) / Real.sqrt 2 * (-spectralDecay)^n) m
rw [abs_sub_comm] at htri
have hmean : (d : ℝ) * spectralDecay^n / 4 ≤ |m| := by
change |m - (d : ℝ) / Real.sqrt 2 * (-spectralDecay)^n| ≤ _ at hr
linarith only [hr,hrem,hlead,htri]
calc
_ = (d : ℝ) * (1/8)^n / 4 := by rw [div_pow]; simp only [one_pow]; field_simp; rfl
_ ≤ (d : ℝ) * spectralDecay^n / 4 := by gcongr; exact hb.1
_ ≤ _ := hmean
lemma lower_denominator (q : ℕ) : (4 : ℝ) * 8^(2*(q+q)+1) = 2^(12*q+5) := by
rw [show (4 : ℝ) = 2^2 by norm_num, show (8 : ℝ) = 2^3 by norm_num,
← pow_mul,← pow_add]
congr 1
omega
lemma polynomial_threshold_le_pow (q : ℕ) :
160 * ((q+q : ℕ)+1 : ℝ)^2 + 20 ≤ (2 : ℝ)^(2*q+10) := by
have hq : ((q+q : ℕ)+1 : ℝ) ≤ (2 : ℝ)^(q+1) := by
have h := (Nat.lt_two_pow_self (n := q)).succ_le
have hh : (q : ℝ)+1 ≤ (2 : ℝ)^q := by exact_mod_cast h
push_cast
rw [pow_succ]
linarith
have hp : (1 : ℝ) ≤ 2^(2*q+2) := one_le_pow₀ (by norm_num)
have hsq : (((q+q : ℕ)+1 : ℝ)^2) ≤ (2 : ℝ)^(2*q+2) := by
calc
_ ≤ ((2 : ℝ)^(q+1))^2 := by gcongr
_ = _ := by rw [← pow_mul]; congr 1; omega
calc
_ ≤ 180 * (2 : ℝ)^(2*q+2) := by nlinarith
_ ≤ 256 * (2 : ℝ)^(2*q+2) := by gcongr; norm_num
_ = _ := by rw [show 256 = (2:ℝ)^8 by norm_num,← pow_add]; congr 1; omega
lemma sqrt_exponential_lower {d q : ℕ} (hd : 2^(64*(q+1)) ≤ d) :
(2 : ℝ)^(32*(q+1)) ≤ Real.sqrt d := by
apply (Real.le_sqrt (by positivity) (by positivity)).mpr
have hh : (2 : ℝ)^(64*(q+1)) ≤ d := by exact_mod_cast hd
convert hh using 1
rw [← pow_mul]
congr 1
omega
lemma target_large_mean {d q : ℕ} (hd : 2^(64*(q+1)) ≤ d) (hn : 2*(q+q)+1 < d) :
separationThreshold d (q+q) + 20 * Real.sqrt d ≤
|∫ u, diagonalStatistic (fun k : Fin d => weight d (2*(q+q)+1) k) u ∂targetGaussian d| := by
have hm := target_mean_lower hn
rw [lower_denominator] at hm
have hs := sqrt_exponential_lower hd
have hcoeff := polynomial_threshold_le_pow q
have hp : (2 : ℝ)^(2*q+10) * 2^(12*q+5) ≤ Real.sqrt d := by
calc
_ = (2 : ℝ)^(14*q+15) := by rw [← pow_add]; congr 1; omega
_ ≤ 2^(32*(q+1)) := by apply pow_le_pow_right₀ (by norm_num); omega
_ ≤ _ := hs
have hh : (160 * (((q+q : ℕ)+1 : ℝ))^2 + 20) * 2^(12*q+5) ≤ Real.sqrt d :=
le_trans (mul_le_mul_of_nonneg_right hcoeff (by positivity)) hp
have hh' := mul_le_mul_of_nonneg_right hh (Real.sqrt_nonneg (d : ℝ))
rw [← sq,Real.sq_sqrt (Nat.cast_nonneg d)] at hh'
calc
_ = (160 * (((q+q : ℕ)+1 : ℝ))^2 + 20) * Real.sqrt d := by
unfold separationThreshold
push_cast
ring
_ ≤ (d : ℝ) / 2^(12*q+5) := by
apply (le_div_iff₀ (by positivity)).mpr
nlinarith only [hh']
_ ≤ _ := hm
end LogConcaveSampling.LowerBound
namespace LogConcaveSampling.LowerBound
lemma exponential_dimension_bounds {d q : ℕ} (hd : 2^(64*(q+1)) ≤ d) :
100 ≤ d ∧ 2*(q+q)+1 < d ∧ 2*q+1 ≤ d ∧ 4*(q+q)+1 < 2*d := by
have hlin := (Nat.lt_two_pow_self (n := 64*(q+1))).trans_le hd
have hexp : 2^64 ≤ 2^(64*(q+1)) := pow_le_pow_right₀ (by norm_num) (by omega)
have h100 : 100 ≤ d := le_trans (by norm_num : 100 ≤ 2^64) (hexp.trans hd)
omega
lemma exponential_tolerance {d q : ℕ} (hd : 2^(64*(q+1)) ≤ d) :
blockTolerance d (q+q) ≤ 1/2 := by
have hpos : 0 < d := by have := (exponential_dimension_bounds hd).1; omega
have hs := sqrt_exponential_lower hd
have hcoeff := polynomial_threshold_le_pow q
have hp : (2 : ℝ)^(2*q+10) ≤ 2^(32*(q+1)) :=
pow_le_pow_right₀ (by norm_num) (by omega)
have hh : 80 * (((q+q : ℕ)+1 : ℝ))^2 ≤ Real.sqrt d := by
have hsq := sq_nonneg (((q+q : ℕ)+1 : ℝ))
linarith
unfold blockTolerance
apply (div_le_iff₀ (Real.sqrt_pos.mpr (by exact_mod_cast hpos))).mpr
push_cast at hh ⊢
linarith
theorem target_event_large {d q : ℕ} (hd : 2^(64*(q+1)) ≤ d) :
9/10 ≤ (targetGaussian d).real (separationEvent d (q+q)) := by
have hb := exponential_dimension_bounds hd
have hpos : 0 < d := by omega
have hdr : (0 : ℝ) < d := by exact_mod_cast hpos
have hsqrt : 0 < Real.sqrt (d : ℝ) := Real.sqrt_pos.mpr hdr
have hm := target_large_mean hd hb.2.1
let m := |∫ u, diagonalStatistic (fun k : Fin d => weight d (2*(q+q)+1) k) u ∂targetGaussian d|
have hmargin : 20 * Real.sqrt d ≤ m - separationThreshold d (q+q) := by
dsimp [m]; linarith only [hm]
have hsep : separationThreshold d (q+q) < m := by linarith
have htail := target_separation_tail hpos hsep
have hden : 400 * (d : ℝ) ≤ (m-separationThreshold d (q+q))^2 := by
calc
_ = (20 * Real.sqrt (d : ℝ))^2 := by rw [mul_pow,Real.sq_sqrt hdr.le]; ring
_ ≤ _ := by gcongr
have h₁ : 2/(d : ℝ) ≤ 1/50 := by
apply (div_le_iff₀ hdr).mpr
have hh : (100 : ℝ) ≤ d := by exact_mod_cast hb.1
linarith
have h₂ : 2*d/(m-separationThreshold d (q+q))^2 ≤ 1/200 := by
apply (div_le_iff₀ (sq_pos_of_pos (sub_pos.mpr hsep))).mpr
linarith
rw [measureReal_compl (separationEvent_measurable d (q+q)),probReal_univ] at htail
change 1 - (targetGaussian d).real (separationEvent d (q+q)) ≤ 2/(d : ℝ) +
2*d/(m-separationThreshold d (q+q))^2 at htail
linarith
end LogConcaveSampling.LowerBound
namespace LogConcaveSampling.LowerBound
theorem not_canSample_exponential {d q : ℕ} (hd : 2^(64*(q+1)) ≤ d) : ¬ CanSample d q := by
intro h
have hb := exponential_dimension_bounds hd
have h₁ := canSample_target_separation_bound hb.2.2.1 hb.2.2.2 (exponential_tolerance hd) h
have h₂ := target_event_large hd
linarith
lemma exponential_of_small_log {d q : ℕ} (hd : 2^128 ≤ d)
(hq : (q : ℝ) < (128 * Real.log 2)⁻¹ * Real.log d) : 2^(64*(q+1)) ≤ d := by
have hl : 0 < Real.log (2 : ℝ) := Real.log_pos (by norm_num)
have hdp : 0 < d := lt_of_lt_of_le (by positivity) hd
have hdr : (0 : ℝ) < d := by exact_mod_cast hdp
have hd' : (2 : ℝ)^128 ≤ d := by exact_mod_cast hd
have hlog : 128 * Real.log (2 : ℝ) ≤ Real.log d := by
have hh := Real.log_le_log (by positivity) hd'
simpa only [Real.log_pow, Nat.cast_ofNat] using hh
have hq' : 128 * Real.log (2 : ℝ) * q < Real.log d := by
have hh := mul_lt_mul_of_pos_left hq (show 0 < 128 * Real.log (2 : ℝ) by positivity)
rwa [← mul_assoc,mul_inv_cancel₀ (by positivity),one_mul] at hh
have hx : Real.log ((2 : ℝ)^(64*(q+1))) ≤ Real.log d := by
rw [Real.log_pow]
push_cast
nlinarith only [hlog,hq']
have hexp := (Real.log_le_log_iff (by positivity) hdr).mp hx
exact_mod_cast hexp
theorem source_logarithmic_lower :
∃ c : ℝ, 0 < c ∧ ∃ d₀ : ℕ, 2 ≤ d₀ ∧ ∀ d : ℕ, d₀ ≤ d →
ENNReal.ofReal (c * Real.log (d : ℝ)) ≤ (queryComplexity d).toENNReal := by
refine ⟨(128 * Real.log 2)⁻¹, by positivity, 2^128, by norm_num, ?_⟩
intro d hd
have hfeasible : ∀ q : ℕ, CanSample d q → (128 * Real.log 2)⁻¹ * Real.log d ≤ q := by
intro q hq
by_contra hh
exact not_canSample_exponential (exponential_of_small_log hd (lt_of_not_ge hh)) hq
unfold queryComplexity
rw [sInf_image]
simp only [ENat.toENNReal_iInf]
apply le_iInf
intro q
apply le_iInf
intro hq
simpa only [ENat.toENNReal_coe,ENNReal.ofReal_natCast] using
ENNReal.ofReal_le_ofReal (hfeasible q hq)
end LogConcaveSampling.LowerBound
end LowerProof
end
end
end
end OAI