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| import OAI.Probability.ProjectionMoments.Seeded | |
| namespace OAI | |
| noncomputable section | |
| open MeasureTheory ProbabilityTheory Set Filter | |
| open scoped ENNReal NNReal RealInnerProductSpace | |
| namespace NoiselessRegression | |
| namespace Learner | |
| variable {d M T : ℕ} {Ω : Type*} [MeasurableSpace Ω] | |
| lemma uniformSuccess_le_sum_fixed (L : Learner d M T Ω) (ρ : Measure Ω) (ε : ℝ) : | |
| L.uniformSuccess ρ ε ≤ ∑ t : Fin (T+1), L.uniformFixedSuccess ρ ε t := by | |
| classical | |
| let μ := (uniformSphere d).prod (ρ.prod (sampleLaw d T)) | |
| have hs : {z : UnitSphere d × (Ω × Samples d T) | | |
| angularError z.1 (L.estimate z.1 z.2.1 z.2.2) ≤ ε} = | |
| ⋃ t : Fin (T+1), {z | (L.terminal z.1 z.2.1 z.2.2).1 = t ∧ | |
| angularError z.1 (L.estimate z.1 z.2.1 z.2.2) ≤ ε} := by | |
| ext z | |
| simp only [Set.mem_ofPred_eq,Set.mem_iUnion] | |
| constructor | |
| · intro hz | |
| obtain ⟨t,ht,he⟩ := L.terminal_forced_witness z.1 z.2.1 z.2.2 | |
| exact ⟨⟨t,by omega⟩,by simpa [he] using hz⟩ | |
| · rintro ⟨t,ht,hz⟩ | |
| exact hz | |
| change μ _ ≤ ∑ t : Fin (T+1), μ _ | |
| rw [hs] | |
| exact (measure_iUnion_le _).trans_eq (tsum_fintype _) | |
| end Learner | |
| namespace FiniteKernelLearner | |
| section | |
| universe u | |
| theorem cap_total_success : | |
| ∃ C : ℝ, 0 < C ∧ ∀ d M T : ℕ, 32 ≤ d → ∀ ε : ℝ, | |
| 0 < ε → ε ≤ 1/10 → | |
| ∀ (Ξ : Type u) [MeasurableSpace Ξ] (ρ : Measure Ξ), IsProbabilityMeasure ρ → | |
| ∀ K : Ξ → FiniteKernelLearner d M T, (∀ᵐ ξ ∂ρ, (K ξ).CompletedRules) → | |
| let k := d/16 | |
| let α : ℝ := ((d:ℝ)-1)/2 | |
| seededSuccess K ρ ε ≤ ENNReal.ofReal | |
| (((T:ℝ)+1)*Real.exp (C*d)*(ε/2)^α* | |
| (Real.exp (C*d)*(2:ℝ)^((M:ℝ)/k))^((T+k-1)/k)) := by | |
| obtain ⟨C,hC,h⟩ := Learner.cap_fixed_stop.{0} | |
| refine ⟨C,hC,?_⟩ | |
| intro d M T hd ε hε hε10 Ξ _ ρ hρ K hK k α | |
| let : IsProbabilityMeasure ρ := hρ | |
| apply seed_average_bound | |
| filter_upwards [hK] with ξ hξ | |
| obtain ⟨ν,L,hν,hB,hL,he,_⟩ := (K ξ).exists_equivalent_tape hξ (by omega) | |
| rw [←he ε] | |
| have hs := L.uniformSuccess_le_sum_fixed ν ε | |
| have hbase : 1 ≤ Real.exp (C*d)*(2:ℝ)^((M:ℝ)/k) := | |
| one_le_mul_of_one_le_of_one_le (Real.one_le_exp (by positivity)) | |
| (Real.one_le_rpow (by norm_num) (by positivity)) | |
| apply hs.trans | |
| calc | |
| _ ≤ ∑ _t : Fin (T+1), ENNReal.ofReal | |
| (Real.exp (C*d)*(ε/2)^α*(Real.exp (C*d)*(2:ℝ)^((M:ℝ)/k))^((T+k-1)/k)) := by | |
| apply Finset.sum_le_sum | |
| intro t _ | |
| apply (h d M T hd ε hε hε10 (Tape M T) ν hν L hL | |
| (L.measurable_terminal hB).fst.aemeasurable t (by omega)).trans | |
| apply ENNReal.ofReal_le_ofReal | |
| apply mul_le_mul_of_nonneg_left _ (by positivity) | |
| exact pow_le_pow_right₀ hbase (Nat.div_le_div_right (by omega)) | |
| _ = _ := by | |
| simp only [Finset.sum_const,Finset.card_univ,Fintype.card_fin] | |
| rw [nsmul_eq_mul, ←ENNReal.ofReal_natCast, | |
| ←ENNReal.ofReal_mul (by positivity : 0 ≤ ((T+1:ℕ):ℝ))] | |
| congr 1 | |
| push_cast | |
| ring | |
| end | |
| section | |
| universe u | |
| variable {d M T : ℕ} {Ξ : Type u} [MeasurableSpace Ξ] | |
| lemma seededSuccess_eq_integral_pointwise [NeZero d] | |
| (K : Ξ → FiniteKernelLearner d M T) (ρ : Measure Ξ) [SFinite ρ] (ε : ℝ) | |
| (hm : JointSuccessMeasurable K ρ ε) : | |
| seededSuccess K ρ ε = ∫⁻ s, seededPointwiseSuccess K ρ ε s ∂uniformSphere d := by | |
| let f := fun z : UnitSphere d × (Ξ × Samples d T) => | |
| (K z.2.1).conditionalSuccess ε z.1 z.2.2 | |
| let e : ((UnitSphere d × Samples d T) × Ξ) ≃ᵐ UnitSphere d × (Ξ × Samples d T) := | |
| MeasurableEquiv.prodAssoc.trans (MeasurableEquiv.prodCongr (MeasurableEquiv.refl _) | |
| (MeasurableEquiv.prodComm)) | |
| have hp : MeasurePreserving e (((uniformSphere d).prod (sampleLaw d T)).prod ρ) | |
| ((uniformSphere d).prod (ρ.prod (sampleLaw d T))) := | |
| ((MeasurePreserving.id (uniformSphere d)).prod | |
| (Measure.measurePreserving_swap (μ := sampleLaw d T) (ν := ρ))).comp | |
| (measurePreserving_prodAssoc (uniformSphere d) (sampleLaw d T) ρ) | |
| have hf : AEMeasurable f ((uniformSphere d).prod (ρ.prod (sampleLaw d T))) := hm | |
| have hfD : AEMeasurable (fun z : (UnitSphere d × Samples d T) × Ξ => f (e z)) | |
| (((uniformSphere d).prod (sampleLaw d T)).prod ρ) := | |
| hf.comp_quasiMeasurePreserving hp.quasiMeasurePreserving | |
| calc | |
| _ = ∫⁻ ξ, ∫⁻ z : UnitSphere d × Samples d T, f (z.1,(ξ,z.2)) | |
| ∂((uniformSphere d).prod (sampleLaw d T)) ∂ρ := rfl | |
| _ = ∫⁻ z : UnitSphere d × Samples d T, ∫⁻ ξ, f (z.1,(ξ,z.2)) ∂ρ | |
| ∂((uniformSphere d).prod (sampleLaw d T)) := (lintegral_lintegral_swap hfD).symm | |
| _ = ∫⁻ z, f (e z) ∂(((uniformSphere d).prod (sampleLaw d T)).prod ρ) := | |
| (lintegral_prod _ hfD).symm | |
| _ = ∫⁻ z, f z ∂((uniformSphere d).prod (ρ.prod (sampleLaw d T))) := | |
| hp.lintegral_comp_emb e.measurableEmbedding f | |
| _ = _ := lintegral_prod _ hf | |
| lemma seededSuccess_of_pointwise [NeZero d] | |
| (K : Ξ → FiniteKernelLearner d M T) (ρ : Measure Ξ) [SFinite ρ] (ε : ℝ) | |
| (hm : JointSuccessMeasurable K ρ ε) | |
| (hs : ∀ s, (2/3 : ℝ≥0∞) ≤ seededPointwiseSuccess K ρ ε s) : | |
| (2/3 : ℝ≥0∞) ≤ seededSuccess K ρ ε := by | |
| rw [seededSuccess_eq_integral_pointwise K ρ ε hm] | |
| calc | |
| _ = ∫⁻ _ : UnitSphere d, (2/3 : ℝ≥0∞) ∂uniformSphere d := by simp | |
| _ ≤ _ := lintegral_mono hs | |
| theorem subquadratic_memory_with_pointwise : SubquadraticMemoryWithPointwise.{u} := by | |
| obtain ⟨c,hc,h⟩ := subquadratic_memory.{u} | |
| refine ⟨c,hc,?_⟩ | |
| intro M hM | |
| obtain ⟨d₀,hd₀⟩ := h M hM | |
| refine ⟨max d₀ 1,?_⟩ | |
| intro d hd T ε hε hε10 Ξ _ ρ hρ K hK hs | |
| let : IsProbabilityMeasure ρ := hρ | |
| let : NeZero d := ⟨by omega⟩ | |
| apply hd₀ d (by omega) T ε hε hε10 Ξ ρ hρ K hK | |
| rcases hs with hs | ⟨hm,hs⟩ | |
| · exact hs | |
| · exact seededSuccess_of_pointwise K ρ ε hm hs | |
| end | |
| universe u | |
| lemma cap_memory_factor (C : ℝ) {d M : ℕ} (hd : 32 ≤ d) | |
| (hM : (M:ℝ) ≤ (d:ℝ)^2) : | |
| Real.exp (C*d)*(2:ℝ)^((M:ℝ)/(d/16:ℕ)) ≤ Real.exp ((C+32)*d) := by | |
| have hk : 0 < (d/16:ℕ) := by omega | |
| have hkR : (0:ℝ) < (d/16:ℕ) := by exact_mod_cast hk | |
| have hdk : d ≤ 32*(d/16) := by omega | |
| have hdkR : (d:ℝ) ≤ 32*(d/16:ℕ) := by exact_mod_cast hdk | |
| have hfrac : (M:ℝ)/(d/16:ℕ) ≤ 32*d := by | |
| rw [div_le_iff₀ hkR] | |
| nlinarith [Nat.cast_nonneg (α := ℝ) d] | |
| have hlog : Real.log 2 ≤ 1 := by | |
| have h := Real.log_le_sub_one_of_pos (by norm_num : (0:ℝ)<2) | |
| norm_num at h ⊢ | |
| exact h | |
| rw [Real.rpow_def_of_pos (by norm_num),← Real.exp_add] | |
| apply Real.exp_le_exp.mpr | |
| have hnon : (0:ℝ) ≤ (M:ℝ)/(d/16:ℕ) := by positivity | |
| have hl := mul_le_mul_of_nonneg_right hlog hnon | |
| nlinarith | |
| lemma cap_finite_to_asymptotic (C : ℝ) {d M : ℕ} (hd : 32 ≤ d) | |
| (hM : (M:ℝ) ≤ (d:ℝ)^2) (ε α : ℝ) (n : ℕ) (hε : 0 ≤ ε) : | |
| Real.exp (C*d)*(ε/2)^α*(Real.exp (C*d)*(2:ℝ)^((M:ℝ)/(d/16:ℕ)))^n ≤ | |
| Real.exp ((C+32)*d*(1+n))*(ε/2)^α := by | |
| have hbase := cap_memory_factor C hd hM | |
| have hfront : Real.exp (C*d) ≤ Real.exp ((C+32)*d) := by | |
| apply Real.exp_le_exp.mpr | |
| nlinarith [Nat.cast_nonneg (α := ℝ) d] | |
| have ht := mul_le_mul (mul_le_mul_of_nonneg_right hfront (Real.rpow_nonneg (by positivity : 0 ≤ ε/2) α)) | |
| (pow_le_pow_left₀ (by positivity) hbase n) (by positivity) (by positivity) | |
| apply ht.trans_eq | |
| rw [← Real.exp_nat_mul] | |
| calc | |
| Real.exp ((C+32)*d)*(ε/2)^α*Real.exp ((n:ℝ)*((C+32)*d)) = | |
| (Real.exp ((C+32)*d)*Real.exp ((n:ℝ)*((C+32)*d)))*(ε/2)^α := by ring | |
| _ = _ := by rw [← Real.exp_add]; congr 2; ring | |
| theorem cap_fixed_stop_asymptotic : | |
| ∃ C : ℝ, 0 < C ∧ ∀ M : ℕ → ℕ, | |
| Asymptotics.IsLittleO atTop (fun d => (M d:ℝ)) (fun d => (d:ℝ)^2) → | |
| ∃ d₀ : ℕ, ∀ d : ℕ, d₀ ≤ d → ∀ T : ℕ, ∀ ε : ℝ, | |
| 0 < ε → ε ≤ 1/10 → | |
| ∀ (Ξ : Type u) [MeasurableSpace Ξ] (ρ : Measure Ξ), IsProbabilityMeasure ρ → | |
| ∀ K : Ξ → FiniteKernelLearner d (M d) T, (∀ᵐ ξ ∂ρ, (K ξ).CompletedRules) → | |
| ∀ t : ℕ, t ≤ T → | |
| let k := d/16 | |
| let α : ℝ := ((d:ℝ)-1)/2 | |
| seededFixedSuccess K ρ ε t ≤ ENNReal.ofReal | |
| (Real.exp (C*d*(1+((t+k-1)/k:ℕ)))*(ε/2)^α) := by | |
| obtain ⟨C,hC,h⟩ := cap_fixed_stop.{u} | |
| refine ⟨C+32,by linarith,?_⟩ | |
| intro M hM | |
| obtain ⟨d₀,hd₀⟩ := eventually_atTop.1 hM.eventuallyLE | |
| refine ⟨max d₀ 32,?_⟩ | |
| intro d hd T ε hε hε10 Ξ _ ρ hρ K hK t ht k α | |
| have hm : (M d:ℝ) ≤ (d:ℝ)^2 := by | |
| simpa only [Real.norm_eq_abs,abs_of_nonneg (Nat.cast_nonneg (α := ℝ) (M d)), | |
| abs_of_nonneg (sq_nonneg (d:ℝ))] using hd₀ d (by omega) | |
| exact (h d (M d) T (by omega) ε hε hε10 Ξ ρ hρ K hK t ht).trans | |
| (ENNReal.ofReal_le_ofReal (cap_finite_to_asymptotic C (by omega) hm ε α _ hε.le)) | |
| lemma cap_ceil_cost {d T : ℕ} (hd : 32 ≤ d) : | |
| (d:ℝ)*(1+((T+d/16-1)/(d/16):ℕ)) ≤ 2*d+32*T := by | |
| let k := d/16 | |
| let n := (T+k-1)/k | |
| have hk : 0 < k := by dsimp [k]; omega | |
| have hkR : (0:ℝ) < k := by exact_mod_cast hk | |
| have hdiv : n*k ≤ T+k := (Nat.div_mul_le_self _ _).trans (by omega) | |
| have hdivR : (n:ℝ)*k ≤ (T:ℝ)+k := by exact_mod_cast hdiv | |
| have hdR : (d:ℝ) ≤ 32*k := by exact_mod_cast (show d ≤ 32*k by dsimp [k]; omega) | |
| have hn : (n:ℝ) ≤ (T:ℝ)/k+1 := by | |
| have he := div_mul_cancel₀ (T:ℝ) hkR.ne' | |
| nlinarith | |
| have hh := mul_le_mul_of_nonneg_left hn (Nat.cast_nonneg (α := ℝ) d) | |
| have hdk : (d:ℝ)/(k:ℝ) ≤ 32 := (div_le_iff₀ hkR).mpr hdR | |
| have hT := mul_le_mul_of_nonneg_right hdk (Nat.cast_nonneg (α := ℝ) T) | |
| change (d:ℝ)*(1+(n:ℝ)) ≤ _ | |
| calc | |
| _ ≤ (d:ℝ)*((T:ℝ)/k+2) := by nlinarith | |
| _ = (d:ℝ)/k*T+2*d := by ring | |
| _ ≤ _ := by linarith | |
| lemma cap_accuracy_cost {d : ℕ} (hd : 3 ≤ d) {ε : ℝ} | |
| (hε : 0 < ε) (hε1 : ε ≤ 1) : | |
| (ε/2)^(((d:ℝ)-1)/2) ≤ Real.exp (-(d:ℝ)*Real.log (1/ε)/3) := by | |
| have hdR : (3:ℝ) ≤ d := by exact_mod_cast hd | |
| have ha : 0 ≤ ((d:ℝ)-1)/2 := by linarith | |
| calc | |
| _ ≤ ε^(((d:ℝ)-1)/2) := Real.rpow_le_rpow (by positivity) (by linarith) ha | |
| _ ≤ ε^((d:ℝ)/3) := Real.rpow_le_rpow_of_exponent_ge hε hε1 (by linarith) | |
| _ = _ := by | |
| rw [Real.rpow_def_of_pos hε,one_div,Real.log_inv] | |
| congr 1 | |
| ring | |
| theorem cap_total_success_asymptotic : | |
| ∃ C₁ C₂ : ℝ, 0 < C₁ ∧ 0 < C₂ ∧ ∀ M : ℕ → ℕ, | |
| Asymptotics.IsLittleO atTop (fun d => (M d:ℝ)) (fun d => (d:ℝ)^2) → | |
| ∃ d₀ : ℕ, ∀ d : ℕ, d₀ ≤ d → ∀ T : ℕ, ∀ ε : ℝ, | |
| 0 < ε → ε ≤ 1/10 → | |
| ∀ (Ξ : Type u) [MeasurableSpace Ξ] (ρ : Measure Ξ), IsProbabilityMeasure ρ → | |
| ∀ K : Ξ → FiniteKernelLearner d (M d) T, (∀ᵐ ξ ∂ρ, (K ξ).CompletedRules) → | |
| seededSuccess K ρ ε ≤ ENNReal.ofReal | |
| (((T:ℝ)+1)*Real.exp (C₁*d+C₂*T-(d:ℝ)*Real.log (1/ε)/3)) := by | |
| obtain ⟨C,hC,h⟩ := cap_total_success.{u} | |
| refine ⟨2*(C+32),32*(C+32),by positivity,by positivity,?_⟩ | |
| intro M hM | |
| obtain ⟨d₀,hd₀⟩ := eventually_atTop.1 hM.eventuallyLE | |
| refine ⟨max d₀ 32,?_⟩ | |
| intro d hd T ε hε hε10 Ξ _ ρ hρ K hK | |
| have hm : (M d:ℝ) ≤ (d:ℝ)^2 := by | |
| simpa only [Real.norm_eq_abs,abs_of_nonneg (Nat.cast_nonneg (α := ℝ) (M d)), | |
| abs_of_nonneg (sq_nonneg (d:ℝ))] using hd₀ d (by omega) | |
| apply (h d (M d) T (by omega) ε hε hε10 Ξ ρ hρ K hK).trans | |
| apply ENNReal.ofReal_le_ofReal | |
| simp only [mul_assoc] | |
| apply mul_le_mul_of_nonneg_left _ (by positivity : (0:ℝ) ≤ (T:ℝ)+1) | |
| have hfinite := cap_finite_to_asymptotic C (by omega) hm ε (((d:ℝ)-1)/2) | |
| ((T+d/16-1)/(d/16)) hε.le | |
| simp only [mul_assoc] at hfinite | |
| apply hfinite.trans | |
| have hcost := mul_le_mul_of_nonneg_left (cap_ceil_cost (T := T) (by omega : 32 ≤ d)) | |
| (by positivity : (0:ℝ) ≤ C+32) | |
| have he : Real.exp ((C+32)*d*(1+((T+d/16-1)/(d/16):ℕ))) ≤ | |
| Real.exp (2*(C+32)*d+32*(C+32)*T) := by | |
| apply Real.exp_le_exp.mpr | |
| nlinarith | |
| simp only [mul_assoc] at he | |
| apply (mul_le_mul he (cap_accuracy_cost (d := d) (by omega) hε (by linarith)) (by positivity) (by positivity)).trans_eq | |
| rw [← Real.exp_add] | |
| congr 1 | |
| ring | |
| end FiniteKernelLearner | |
| end NoiselessRegression | |
| end | |
| end OAI | |