openAI-math-dataset / lean /OAI /Probability /Perceptron /Cavity /CavityConditionalIncrement.lean
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import Mathlib
import OAI.Probability.Perceptron.Cavity.CavityCompensator
import OAI.Probability.Perceptron.Cavity.CavityFiniteEvaluation
import OAI.Probability.Perceptron.Cavity.CavityTrueShellLower
namespace OAI
noncomputable section
open MeasureTheory ProbabilityTheory Set Filter
open scoped Topology BigOperators BoundedContinuousFunction
namespace SphericalPerceptronFreeEnergy
def cavityOldIncrement (n L M : ℕ) (f : Jet3) (a : Fin M→Fin (n+1)→ℝ)
(W : NormalizedSpin (n+1)→ℝ) (y : Fin M→Spin L) (p : CavityShellSpin n L) : ℝ :=
cavityShellPatternEnergy n L M f.f (cavityJoinedPatterns (n+1) L M a y) p-
normalizedPatternEnergy (n+1) M f.f a p.1+W p.1
lemma cavityOldIncrement_measurable (n L M : ℕ) (f : Jet3) (a : Fin M→Fin (n+1)→ℝ)
(W : NormalizedSpin (n+1)→ℝ) (hW : Measurable W) :
Measurable (fun p : CavityShellSpin n L×(Fin M→Spin L)=>cavityOldIncrement n L M f a W p.2 p.1) := by
have hj : Measurable (fun p : CavityShellSpin n L×(Fin M→Spin L)=>
cavityJoinedPatterns (n+1) L M a p.2) := by
unfold cavityJoinedPatterns
apply Measurable.of_eval
intro i
apply Measurable.of_eval
intro j
refine Fin.addCases (fun j=>?_) (fun j=>?_) j
· simpa only [Fin.addCases_left] using (measurable_const : Measurable (fun _ : CavityShellSpin n L×(Fin M→Spin L)=>a i j))
· simp only [Fin.addCases_right]
fun_prop
have he := (normalizedPatternEnergy_continuous (n+1+L) M f.f).measurable.comp
(hj.prodMk ((cavityShellSpinEmbedding_measurable n L).comp measurable_fst))
have hb : Measurable (fun p : CavityShellSpin n L×(Fin M→Spin L)=>
normalizedPatternEnergy (n+1) M f.f a p.1.1) := (normalizedPatternEnergy_continuous (n+1) M f.f).measurable.comp
(f:=fun p : CavityShellSpin n L×(Fin M→Spin L)=>(a,p.1.1))
(measurable_const.prodMk measurable_fst.fst)
exact (he.sub hb).add (hW.comp measurable_fst.fst)
lemma cavityOldIncrement_bound (n L M : ℕ) (f : Jet3) (a : Fin M→Fin (n+1)→ℝ)
(W : NormalizedSpin (n+1)→ℝ) {E : ℝ} (hW : ∀ x,|W x|≤E)
(y : Fin M→Spin L) (p : CavityShellSpin n L) :
|cavityOldIncrement n L M f a W y p|≤2*M*‖f.f‖+E := by
apply (abs_add_le _ _).trans
apply (add_le_add ((abs_sub _ _).trans (add_le_add
(cavityShellPatternEnergy_bound n L M f.f _ p)
(normalizedPatternEnergy_bound (n+1) M f.f a p.1))) (hW p.1)).trans_eq
ring
theorem cavity_conditional_old_increment_lower (n k M : ℕ) (f : Jet3)
(h1 : HasCompactSupport (f.d1 : ℝ→ℝ)) (h2 : HasCompactSupport (f.d2 : ℝ→ℝ))
(h3 : HasCompactSupport (f.d3 : ℝ→ℝ)) (hn : 2*((k+1)+1)≤n+1)
(hp : (cavitySphereLaw n (k+1) : Measure (Spin (k+1))) (cavityShell (k+1))≠0)
(μ : Measure (NormalizedSpin (n+1))) [IsProbabilityMeasure μ]
(a : Fin M→Fin (n+1)→ℝ) (W : NormalizedSpin (n+1)→ℝ)
(hW : Measurable W) {E : ℝ} (hE : 0≤E) (hWE : ∀ x,|W x|≤E) :
let K : ℝ:=M/(n+1:ℕ)*‖f.dilationMark h1‖
let A : NormalizedSpin (n+1)→Fin M→ℝ:=fun x i=>f.d1 (∑ j,a i j*x.val j)
(∫ y : Fin M→Spin (k+1),Real.log (∫ p,Real.exp (cavityOldIncrement n (k+1) M f a W y p)
∂μ.prod (cavityShellProbability n (k+1))) ∂Measure.pi (fun _=>stdGaussian (Spin (k+1))))≥
(∫ y : Fin M→Spin (k+1),Real.log (∫ x,Real.exp (W x+(k+1:ℕ)*bulkC (n+1) M f a x/2)*
sphericalExp k (cavityVectorField M (k+1) (A x) (Real.sqrt (n+1:ℕ))⁻¹ y)
(Real.sqrt (k+1:ℕ)) ∂μ) ∂Measure.pi (fun _=>stdGaussian (Spin (k+1))))-K/2-
Real.exp (2*(E+((k+1:ℕ)+1)*K/2)+(Real.sqrt (n+1:ℕ))⁻¹^2*((k+1:ℕ)+1)^2*M*‖f.d1‖^2)*
Real.sqrt ((1/(2*(n+1:ℕ)))^2*(((k+1:ℕ)+1)^2)^2*squareGaussianVariance*M*‖f.d2‖^2)-
(∫ y : Fin M→Spin (k+1),∑ i,cavityRemainderMajorant
(cavityRemainderCoefficients f h1 h2 h3 (k+1) ((k+1)+1)) (n+1:ℕ) ‖y i‖
∂Measure.pi (fun _=>stdGaussian (Spin (k+1)))) := by
dsimp only
have := cavityShellProbability_probability n (k+1) hp
let A : NormalizedSpin (n+1)→Fin M→ℝ:=fun x i=>f.d1 (∑ j,a i j*x.val j)
let B : NormalizedSpin (n+1)→Fin M→ℝ:=fun x i=>f.d2 (∑ j,a i j*x.val j)
let C : NormalizedSpin (n+1)→ℝ:=fun x=>bulkC (n+1) M f a x
let K : ℝ:=M/(n+1:ℕ)*‖f.dilationMark h1‖
have hK : 0≤K := by dsimp [K]; positivity
have hA : Measurable A := by have hm:=f.d1.continuous.measurable; unfold A; fun_prop
have hB : Measurable B := by have hm:=f.d2.continuous.measurable; unfold B; fun_prop
have hC : Measurable C := (bulkC_measurable n M f).comp
(f:=fun x : NormalizedSpin (n+1)=>((a,0),x)) (measurable_const.prodMk measurable_id)
have hAB (x) (i) : |A x i|≤‖f.d1‖ := f.d1.norm_coe_le_norm _
have hBB (x) (i) : |B x i|≤‖f.d2‖ := f.d2.norm_coe_le_norm _
have hCK (x) : |C x|≤K := bulkC_bound n M f h1 (a,0) x
let U : CavityShellSpin n (k+1)→ℝ:=fun p=>W p.1+‖p.2.val‖^2*C p.1/2
let V : (Fin M→Spin (k+1))→CavityShellSpin n (k+1)→ℝ:=fun y p=>U p+
cavityLinearField M (k+1) (A p.1) (Real.sqrt (n+1:ℕ))⁻¹ p.2.val y+
cavityQuadraticField M (k+1) (B p.1) (1/(2*(n+1:ℕ))) p.2.val y
have hU : Measurable U := by
have hw : Measurable (fun p : CavityShellSpin n (k+1)=>W p.1) := hW.comp measurable_fst
have hc : Measurable (fun p : CavityShellSpin n (k+1)=>C p.1) := hC.comp measurable_fst
unfold U
fun_prop
have hUB (p) : |U p|≤E+((k+1:ℕ)+1)*K/2 :=
cavity_shell_compensator_bound k _ _ _ _ hK (hCK p.1) (hWE p.1) p.2
have hVi : Integrable (fun y=>Real.log (∫ p,Real.exp (V y p)
∂μ.prod (cavityShellProbability n (k+1)))) (Measure.pi (fun _=>stdGaussian (Spin (k+1)))) :=
cavity_quadratic_log_integrable (μ.prod (cavityShellProbability n (k+1))) M (k+1)
(fun p=>A p.1) (fun p=>B p.1) (fun p=>p.2.val) U
(hA.comp measurable_fst) (hB.comp measurable_fst) measurable_snd.subtype_val hU _ _
(norm_nonneg _) (norm_nonneg _) (by positivity) (by positivity)
(fun p=>hAB p.1) (fun p=>hBB p.1) (fun p=>cavity_shell_norm_bound (k+1) p.2) hUB
have hFi := cavity_log_integrable_of_bound (μ.prod (cavityShellProbability n (k+1)))
(Measure.pi (fun _ : Fin M=>stdGaussian (Spin (k+1))))
(fun p=>cavityOldIncrement n (k+1) M f a W p.2 p.1)
(cavityOldIncrement_measurable n (k+1) M f a W hW)
(fun _=>2*M*‖f.f‖+E) (integrable_const _) (fun _=>by positivity)
(fun p y=>cavityOldIncrement_bound n (k+1) M f a W hWE y p)
let R : (Fin M→Spin (k+1))→ℝ:=fun y=>∑ i,cavityRemainderMajorant
(cavityRemainderCoefficients f h1 h2 h3 (k+1) ((k+1)+1)) (n+1:ℕ) ‖y i‖
have hRi : Integrable R (Measure.pi (fun _=>stdGaussian (Spin (k+1)))) := by
apply integrable_finsetSum
intro i _
exact ((measurePreserving_eval (fun _ : Fin M=>stdGaussian (Spin (k+1))) i).integrable_comp
(cavityRemainderMajorant_integrable _ _ _).aestronglyMeasurable).mpr
(cavityRemainderMajorant_integrable _ _ _)
have hpoint (y : Fin M→Spin (k+1)) : Real.log (∫ p,Real.exp (V y p)
∂μ.prod (cavityShellProbability n (k+1)))-R y≤
Real.log (∫ p,Real.exp (cavityOldIncrement n (k+1) M f a W y p)
∂μ.prod (cavityShellProbability n (k+1))) := by
have hv : Measurable (V y) := by
dsimp [V]
unfold cavityLinearField cavityQuadraticField
fun_prop
have herr (p : CavityShellSpin n (k+1)) :
|cavityOldIncrement n (k+1) M f a W y p-V y p|≤R y := by
have hh:=cavity_true_shell_expansion n (k+1) M f h1 h2 h3 hn a y p
convert hh using 1 <;> try dsimp [cavityOldIncrement,V,U,A,B,C,cavityShellTaylorModel]
· congr 1
ring
· simp only [R,Nat.cast_add,Nat.cast_one]
have hh:=cavity_log_uniform_change (μ.prod (cavityShellProbability n (k+1)))
((cavityOldIncrement_measurable n (k+1) M f a W hW).comp
(measurable_id.prodMk measurable_const)) hv (A:=2*M*‖f.f‖+E) (by positivity)
(cavityOldIncrement_bound n (k+1) M f a W hWE y) herr
simp only [Function.comp_def,id_eq] at hh
linarith [(abs_le.mp hh).1]
have hi := integral_mono (hVi.sub hRi) hFi hpoint
simp only [Pi.sub_apply] at hi
rw [integral_sub hVi hRi] at hi
have hs := cavity_expected_shell_lower μ n k M hp A B W C hA hB hW hC
(Real.sqrt (n+1:ℕ))⁻¹ (1/(2*(n+1:ℕ))) (norm_nonneg _) (norm_nonneg _) hE hK hAB hBB hWE hCK
exact (sub_le_sub_right hs _).trans hi
end SphericalPerceptronFreeEnergy
end
end OAI