import OAI.Probability.PosteriorReplicas.Regression.Conclusions namespace OAI open MeasureTheory ProbabilityTheory Set Filter open scoped ENNReal NNReal RealInnerProductSpace noncomputable section universe u namespace PosteriorRegression namespace Learner structure UniformAdmissible {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] (L : Learner d M T Ω) (ρ : Measure Ω) : Prop where transition : ∀ᵐ ω ∂ρ, ∀ t a, AEMeasurable (fun obs => (L.transition t ω a obs).2) (observationReference d) uniform_experiment : AEMeasurable (fun z : UnitSphere d × (Ω × Samples d T) => L.estimate z.1 z.2.1 z.2.2) ((uniformSphere d).prod (ρ.prod (sampleLaw d T))) lemma Admissible.uniformAdmissible {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] {L : Learner d M T Ω} {ρ : Measure Ω} [IsProbabilityMeasure ρ] (hL : L.Admissible ρ) : L.UniformAdmissible ρ := by have : SigmaFinite (observationReference d) := by unfold observationReference; infer_instance refine ⟨?_,hL.uniform_experiment⟩ simp only [ae_all_iff] intro t a filter_upwards [ae_fiber_aemeasurable (hL.transition t a).prod_swap] with ω hω exact measurable_snd.comp_aemeasurable hω lemma UniformAdmissible.angularSuccess_nullMeasurable {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] {L : Learner d M T Ω} {ρ : Measure Ω} (hL : L.UniformAdmissible ρ) (ε : ℝ) : NullMeasurableSet {z : UnitSphere d × (Ω × Samples d T) | angularError z.1 (L.estimate z.1 z.2.1 z.2.2) ≤ ε} ((uniformSphere d).prod (ρ.prod (sampleLaw d T))) := by apply nullMeasurableSet_le _ aemeasurable_const exact Real.continuous_arccos.measurable.comp_aemeasurable ((measurable_subtype_coe.comp_aemeasurable hL.uniform_experiment).inner (measurable_subtype_coe.comp measurable_fst).aemeasurable) lemma UniformAdmissible.linear_success_bound {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] {L : Learner d M T Ω} {ρ : Measure Ω} [IsProbabilityMeasure ρ] (hL : L.UniformAdmissible ρ) (hd : 0 < d) (hT : 4*T ≤ d) {ε : ℝ} (hε : ε ≤ 1/10) : L.uniformSuccess ρ ε ≤ ENNReal.ofReal (21/32 : ℝ) := by classical have : NeZero d := ⟨hd.ne'⟩ have hmeas := ae_fiber_aemeasurable hL.uniform_experiment unfold uniformSuccess refine (prod_null_set_bound (hL.angularSuccess_nullMeasurable ε) (c := ENNReal.ofReal (21/32 : ℝ)) ?_).trans_eq (by simp) filter_upwards [hmeas] with z hz let U : Submodule ℝ (Vector d) := Submodule.span ℝ (Set.range z.2) have hdim : Module.finrank ℝ U ≤ T := by have h := finrank_span_le_card (R := ℝ) (Set.range z.2) apply h.trans rw [Set.toFinset_range] exact (Finset.card_image_le).trans_eq (by simp) have hU : 4 * Module.finrank ℝ U ≤ Module.finrank ℝ (Vector d) := by simpa only [Vector, finrank_euclideanSpace_fin] using (Nat.mul_le_mul_left 4 hdim).trans hT change sphereLaw {s : UnitSphere d | angularError s (L.estimate s z.1 z.2) ≤ ε} ≤ _ apply sphere_reflection_success_bound U hU · exact nullMeasurableSet_le (Real.continuous_arccos.measurable.comp_aemeasurable ((measurable_subtype_coe.comp_aemeasurable hz).inner measurable_subtype_coe.aemeasurable)) aemeasurable_const · intro s hs ht let t := sphereIsometry U.reflection s have he : L.estimate s z.1 z.2 = L.estimate t z.1 z.2 := by apply L.estimate_congr_labels intro i have hi : z.2 i ∈ U := Submodule.subset_span (Set.mem_range_self i) have he := U.reflection.inner_map_map (z.2 i) s.val rw [(Submodule.reflection_eq_self_iff (z.2 i)).2 hi] at he exact he.symm have hs' : dist s.val (L.estimate s z.1 z.2).val ≤ ε := by apply (chord_le_arccos s (L.estimate s z.1 z.2)).trans simpa only [Set.mem_ofPred_eq, angularError, real_inner_comm] using hs have ht' : dist t.val (L.estimate t z.1 z.2).val ≤ ε := by apply (chord_le_arccos t (L.estimate t z.1 z.2)).trans simpa only [Set.mem_ofPred_eq, angularError, real_inner_comm] using ht calc _ = dist s.val t.val := rfl _ ≤ dist s.val (L.estimate s z.1 z.2).val + dist (L.estimate s z.1 z.2).val t.val := dist_triangle _ _ _ _ ≤ ε + ε := by rw [he, dist_comm (L.estimate t z.1 z.2).val t.val] at *; exact add_le_add hs' ht' _ ≤ 1/5 := by linarith lemma UniformAdmissible.streaming_success_bound {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] {L : Learner d M T Ω} {ρ : Measure Ω} [IsProbabilityMeasure ρ] (hL : L.UniformAdmissible ρ) (hd : 3 ≤ d) {ε : ℝ} (hε : 0 < ε) {a q : ℕ} (ha : 2*a ≤ d-1) (hq : 2 ≤ q) (hqa : 2*q ≤ a) : L.uniformSuccess ρ ε ≤ (T+1 : ℝ≥0∞) * (ENNReal.ofReal ((3 : ℝ)*4^d) * ENNReal.ofReal (ε^a)) * streamFactor (E := Vector d) (J := State M) q ^ (T/q+1) := by have : NeZero d := ⟨by omega⟩ have hp := ((MeasurePreserving.id (uniformSphere d)).prod (Measure.measurePreserving_swap (μ := sampleLaw d T) (ν := ρ))).comp (measurePreserving_prodAssoc (uniformSphere d) (sampleLaw d T) ρ) let S := {z : UnitSphere d × (Ω × Samples d T) | angularError z.1 (L.estimate z.1 z.2.1 z.2.2) ≤ ε} have hS : NullMeasurableSet S ((uniformSphere d).prod (ρ.prod (sampleLaw d T))) := hL.angularSuccess_nullMeasurable ε have he := hp.measure_preimage hS have hb := prod_null_set_bound (hS.preimage hp.quasiMeasurePreserving) (c := (T+1 : ℝ≥0∞) * (ENNReal.ofReal ((3 : ℝ)*4^d) * ENNReal.ofReal (ε^a)) * streamFactor (E := Vector d) (J := State M) q ^ (T/q+1)) (by filter_upwards [hL.transition] with ω hω exact L.frozen_success_bound ω hd hω hε ha hq hqa) simpa only [he, measure_univ, mul_one, S, uniformSuccess] using hb lemma UniformAdmissible.streaming_success_bound_real {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] {L : Learner d M T Ω} {ρ : Measure Ω} [IsProbabilityMeasure ρ] (hL : L.UniformAdmissible ρ) (hd : 3 ≤ d) {ε : ℝ} (hε : 0 < ε) {a q : ℕ} (ha : 2*a ≤ d-1) (hq : 2 ≤ q) (hqa : 2*q ≤ a) (hs : (2/3 : ℝ≥0∞) ≤ L.uniformSuccess ρ ε) : (2/3 : ℝ) ≤ ((T : ℝ)+1) * ((3 : ℝ)*4^d * ε^a) * ((32768 : ℝ)^d * ((2 : ℝ)^M)^(1/(q : ℝ)))^(T/q+1) := by have hb := hs.trans (hL.streaming_success_bound hd hε ha hq hqa) have ht : (T+1 : ℝ≥0∞) * (ENNReal.ofReal ((3 : ℝ)*4^d) * ENNReal.ofReal (ε^a)) * streamFactor (E := Vector d) (J := State M) q ^ (T/q+1) ≠ ∞ := by apply ENNReal.mul_ne_top · apply ENNReal.mul_ne_top (by simp) exact ENNReal.mul_ne_top ENNReal.ofReal_ne_top ENNReal.ofReal_ne_top · exact ENNReal.pow_ne_top (streamFactor_ne_top q) have hr := ENNReal.toReal_mono ht hb simpa [ENNReal.toReal_div, ENNReal.toReal_ofNat, ENNReal.toReal_mul, ENNReal.toReal_add, ENNReal.toReal_natCast, ENNReal.toReal_one, ENNReal.toReal_ofReal (by positivity : (0 : ℝ) ≤ 3*4^d), ENNReal.toReal_ofReal (by positivity : 0 ≤ ε^a), streamFactor, ENNReal.toReal_pow, ← ENNReal.toReal_rpow, finrank_euclideanSpace_fin, Fintype.card_fin, State, Nat.cast_pow, Nat.cast_ofNat, Vector] using hr end Learner def UniformSubquadraticMemory : Prop := ∃ 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 → ∀ (Ω : Type u) [MeasurableSpace Ω] (ρ : Measure Ω), IsProbabilityMeasure ρ → ∀ L : Learner d (M d) T Ω, L.UniformAdmissible ρ → (2 / 3 : ℝ≥0∞) ≤ L.uniformSuccess ρ ε → c * (d : ℝ) * Real.log (1 / ε) ≤ (T : ℝ) lemma source_fixed_quadratic_memory {d M T : ℕ} {Ω : Type u} [MeasurableSpace Ω] {A : ℝ} (hA : 0 < A) (hd : 32 ≤ d) (hM : (M:ℝ) ≤ A*(d:ℝ)^2) {ε : ℝ} (hε : 0<ε) (hε10 : ε≤1/10) (ρ : Measure Ω) [IsProbabilityMeasure ρ] (L : Learner d M T Ω) (hL : L.UniformAdmissible ρ) (hs : (2/3 : ℝ≥0∞) ≤ L.uniformSuccess ρ ε) : (1 / (4*(400000+100*A))) * (d : ℝ) * Real.log (1/ε) ≤ (T : ℝ) := by have hT : d ≤ 4*T := by by_contra h have hb := hs.trans (hL.linear_success_bound (by omega) (by omega) hε10) have hr := ENNReal.toReal_mono ENNReal.ofReal_ne_top hb norm_num [ENNReal.toReal_div] at hr let q := (d-1)/4 let a := 2*q have hq : 2 ≤ q := by dsimp [q]; omega have hqa : 2*q ≤ a := le_rfl have ha : 2*a ≤ d-1 := by dsimp [a, q]; omega have hdq : d ≤ 8*q := by dsimp [q]; omega have hda : d ≤ 4*a := by dsimp [a]; omega exact precision_from_stream_bound hd hT (by omega) hdq hda hM hA hε (by linarith) (hL.streaming_success_bound_real (by omega) hε ha hq hqa hs) theorem source_subquadratic_memory : UniformSubquadraticMemory.{u} := by refine ⟨1/(4*(400000+100*(1:ℝ))),by positivity,?_⟩ intro M hM obtain ⟨d₂, hd₂⟩ := eventually_atTop.1 hM.eventuallyLE refine ⟨max 32 d₂, ?_⟩ intro d hd T ε hε hε10 Ω _ ρ hρ L hL hs have : IsProbabilityMeasure ρ := hρ have hmem : (M d : ℝ) ≤ 1 * (d : ℝ)^2 := by have hm := hd₂ d (by omega) simpa only [Real.norm_eq_abs, abs_of_nonneg (Nat.cast_nonneg (M d) : (0 : ℝ) ≤ M d), abs_of_nonneg (sq_nonneg (d : ℝ)), one_mul] using hm exact source_fixed_quadratic_memory (by norm_num) (by omega) hmem hε hε10 ρ L hL hs end PosteriorRegression end end OAI