import Mathlib import OAI.Probability.Perceptron.Variational.NormSquareBand import OAI.Probability.Perceptron.Variational.EntropicHeat namespace OAI noncomputable section open MeasureTheory ProbabilityTheory Filter Set open scoped Topology NNReal ENNReal namespace SphericalPerceptronFreeEnergy def logSphericalExp (n : ℕ) (R : ℝ) (x : Spin (n+1)) : ℝ := Real.log (sphericalExp n x R) lemma sphericalExp_le_mul (n : ℕ) (R : ℝ) (x y : Spin (n+1)) : sphericalExp n x R ≤ Real.exp (|R| *‖x-y‖)*sphericalExp n y R := by unfold sphericalExp rw [← integral_const_mul] apply integral_mono (unitSphere_continuous_integrable (by fun_prop)) (unitSphere_continuous_integrable (by fun_prop)) intro u dsimp only rw [← Real.exp_add] apply Real.exp_le_exp.mpr have hu : ‖(u:Spin (n+1))‖=1 := by simp have hh := abs_real_inner_le_norm (x-y) (u:Spin (n+1)) rw [hu,mul_one,inner_sub_left] at hh have hm := mul_le_mul_of_nonneg_left hh (abs_nonneg R) rw [← abs_mul] at hm have hl := (le_abs_self (R*(inner ℝ x (u:Spin (n+1))-inner ℝ y (u:Spin (n+1))))).trans hm linarith lemma logSphericalExp_lipschitz (n : ℕ) (R : ℝ) : LipschitzWith ⟨|R|,abs_nonneg R⟩ (logSphericalExp n R) := by have hle (x y : Spin (n+1)) : logSphericalExp n R x-logSphericalExp n R y ≤ |R| *‖x-y‖ := by have hx : 0 < sphericalExp n x R := lt_of_lt_of_le zero_lt_one (one_le_sphericalExp n x R) have hy : 0 < sphericalExp n y R := lt_of_lt_of_le zero_lt_one (one_le_sphericalExp n y R) have hh := Real.log_le_log hx (sphericalExp_le_mul n R x y) rw [Real.log_mul (Real.exp_pos _).ne' hy.ne',Real.log_exp] at hh change Real.log (sphericalExp n x R)-Real.log (sphericalExp n y R) ≤ _ linarith apply LipschitzWith.of_dist_le_mul intro x y change |logSphericalExp n R x-logSphericalExp n R y| ≤ |R| *‖x-y‖ apply abs_le.mpr constructor · have hh := hle y x rw [norm_sub_rev] at hh linarith · exact hle x y lemma logSphericalExp_nonneg (n : ℕ) (R : ℝ) (x : Spin (n+1)) : 0 ≤ logSphericalExp n R x := Real.log_nonneg (one_le_sphericalExp n x R) lemma logSphericalExp_zero (n : ℕ) (R : ℝ) : logSphericalExp n R 0=0 := by simp [logSphericalExp,sphericalExp] lemma integral_exp_inner_stdGaussian {E : Type*} [NormedAddCommGroup E] [InnerProductSpace ℝ E] [FiniteDimensional ℝ E] [MeasurableSpace E] [BorelSpace E] (v : E) (a : ℝ) : (∫ x, Real.exp (a*inner ℝ v x) ∂stdGaussian E)= Real.exp (a^2*‖v‖^2/2) := by have H := mgf_gaussianReal ⟨(innerSL ℝ v).continuous.measurable.aemeasurable, IsGaussian.map_eq_gaussianReal (μ := stdGaussian E) (innerSL ℝ v)⟩ a simp only [integral_strongDual_stdGaussian,variance_dual_stdGaussian,innerSL_apply_norm,Real.coe_toNNReal (‖v‖^2) (sq_nonneg ‖v‖),zero_mul,zero_add] at H change (∫ x, Real.exp (a*inner ℝ v x) ∂stdGaussian E)=Real.exp (‖v‖^2*a^2/2) at H convert H using 1 congr 1 ring lemma sphericalExp_gaussian_average (n : ℕ) (R σ : ℝ) (x : Spin (n+1)) : (∫ y, sphericalExp n (x+σ • y) R ∂stdGaussian (Spin (n+1)))= Real.exp (R^2*σ^2/2)*sphericalExp n x R := by let μ := stdGaussian (Spin (n+1)) let ν := unitSphereLaw (n+1) have hI : Integrable (fun p : Spin (n+1)×Metric.sphere (0:Spin (n+1)) 1 => Real.exp (R*inner ℝ (x+σ • p.1) (p.2:Spin (n+1)))) (μ.prod ν) := by apply (((gaussian_integrable_exp_norm μ (|R| *|σ|)).const_mul (Real.exp (|R| *‖x‖))).comp_fst ν).mono' (by fun_prop) exact ae_of_all _ fun p => by rw [Real.norm_eq_abs,abs_of_pos (Real.exp_pos _),← Real.exp_add] apply Real.exp_le_exp.mpr have hu : ‖(p.2:Spin (n+1))‖=1 := by simp have hh := abs_real_inner_le_norm (x+σ • p.1) (p.2:Spin (n+1)) rw [hu,mul_one] at hh have ht := norm_add_le x (σ • p.1) rw [norm_smul,Real.norm_eq_abs] at ht have hb := mul_le_mul_of_nonneg_left (hh.trans ht) (abs_nonneg R) rw [← abs_mul] at hb have hl := (le_abs_self (R*inner ℝ (x+σ • p.1) (p.2:Spin (n+1)))).trans hb nlinarith have H := integral_integral_swap (f := fun (y : Spin (n+1)) (u : Metric.sphere (0:Spin (n+1)) 1) => Real.exp (R*inner ℝ (x+σ • y) (u:Spin (n+1)))) hI change (∫ y, ∫ u, Real.exp (R*inner ℝ (x+σ • y) (u:Spin (n+1))) ∂ν ∂μ)=_ at H change (∫ y, ∫ u, Real.exp (R*inner ℝ (x+σ • y) (u:Spin (n+1))) ∂ν ∂μ)=_ rw [H] have he (u : Metric.sphere (0:Spin (n+1)) 1) : (∫ y : Spin (n+1), Real.exp (R*inner ℝ (x+σ • y) (u:Spin (n+1))) ∂μ)= Real.exp (R^2*σ^2/2)*Real.exp (R*inner ℝ x (u:Spin (n+1))) := by simp only [inner_add_left,real_inner_smul_left,mul_add,Real.exp_add] rw [integral_const_mul] have hh := integral_exp_inner_stdGaussian (u:Spin (n+1)) (R*σ) have hu : ‖(u:Spin (n+1))‖=1 := by simp rw [hu] at hh simp only [one_pow,mul_one] at hh have hinner : (fun y : Spin (n+1) => Real.exp (R*(σ*inner ℝ y (u:Spin (n+1)))))= (fun y => Real.exp ((R*σ)*inner ℝ (u:Spin (n+1)) y)) := by funext y rw [real_inner_comm y (u:Spin (n+1))] congr 1 ring rw [hinner,hh,mul_pow] ring simp_rw [he] rw [integral_const_mul] rfl lemma gaussianEntropic_logSphericalExp_one (n : ℕ) (R σ : ℝ) (x : Spin (n+1)) : gaussianEntropic (stdGaussian (Spin (n+1))) 1 σ (logSphericalExp n R) x= logSphericalExp n R x+R^2*σ^2/2 := by rw [gaussianEntropic_pos _ (logSphericalExp_lipschitz n R) (by norm_num)] simp only [one_mul,div_one,logSphericalExp] simp_rw [Real.exp_log (lt_of_lt_of_le zero_lt_one (one_le_sphericalExp n _ R))] rw [sphericalExp_gaussian_average,Real.log_mul (Real.exp_pos _).ne' (lt_of_lt_of_le zero_lt_one (one_le_sphericalExp n x R)).ne',Real.log_exp] ring end SphericalPerceptronFreeEnergy end end OAI