Infinite-dimensional operator ridgelet transform

Input truncation and finite-width approximation🔗

CorollaryC.2
Statement uses 2
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used by 0✓L∃∀N

Let \Pi_m be finite-rank orthogonal projections converging strongly to the identity. For f\in C(H) and compact K, \|f-f\circ\Pi_m\|_{C(K)}\to0 (i). If f=S_\beta\Gamma satisfies the hypotheses of Theorem 6.5 and the same samples are used with directions \Pi_ma_j, then \mathbb E\|f-f_{m,N}\|_{C(K)}\le\operatorname{Lip}(\beta)\bigl(\int\|a\|\,\mathrm d|\Gamma|\bigr)\sup_K\|x-\Pi_mx\|+\frac{8V}{\sqrt N}(|\beta(0)|+\operatorname{Lip}(\beta)R_KM_2) (ii).

Lean code for CorollaryC.2●2 theorems
  • complete
    theorem OperatorRidgelet.Paper.cor_C_2_i.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      (P : ℕ → H →L[ℝ] H)
      (hP : ∀ (m : ℕ), OperatorRidgelet.IsFiniteRankProjection (P m))
      (hlim :
        ∀ (x : H), Filter.Tendsto (fun m => (P m) x) Filter.atTop (nhds x))
      {f : H → ℂ} (hf : Continuous f) {K : Set H} (hK : IsCompact K) :
      Filter.Tendsto
        (fun m =>
          OperatorRidgelet.compactSupNorm K fun x => f x - f ((P m) x))
        Filter.atTop (nhds 0)
    theorem OperatorRidgelet.Paper.cor_C_2_i.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H] (P : ℕ → H →L[ℝ] H)
      (hP :
        ∀ (m : ℕ),
          OperatorRidgelet.IsFiniteRankProjection
            (P m))
      (hlim :
        ∀ (x : H),
          Filter.Tendsto (fun m => (P m) x)
            Filter.atTop (nhds x))
      {f : H → ℂ} (hf : Continuous f)
      {K : Set H} (hK : IsCompact K) :
      Filter.Tendsto
        (fun m =>
          OperatorRidgelet.compactSupNorm K
            fun x => f x - f ((P m) x))
        Filter.atTop (nhds 0)
    **Corollary [cor:C.2]** Input truncation and finite-width approximation errors.  For
    finite-rank orthogonal projections `Π_m` converging strongly to the identity, `f ∈ C(H)`, and
    compact `K`, `‖f − f ∘ Π_m‖_{C(K)} → 0`. 
  • complete
    theorem OperatorRidgelet.Paper.cor_C_2_ii.{u_1} {H : Type u_1}
      [NormedAddCommGroup H] [InnerProductSpace ℝ H] [CompleteSpace H]
      [MeasurableSpace H] [BorelSpace H] (P : ℕ → H →L[ℝ] H)
      (hP : ∀ (m : ℕ), OperatorRidgelet.IsFiniteRankProjection (P m))
      (hlim :
        ∀ (x : H), Filter.Tendsto (fun m => (P m) x) Filter.atTop (nhds x))
      {β : ℝ → ℝ} {L : NNReal} (hβ : LipschitzWith L β)
      (Γ : MeasureTheory.ComplexMeasure (H × ℝ))
      [MeasureTheory.IsFiniteMeasure
          (MeasureTheory.VectorMeasure.variation Γ)]
      (hM :
        MeasureTheory.Integrable (fun θ => ‖θ.1‖ ^ 2 + |θ.2| ^ 2)
          (OperatorRidgelet.polarLaw Γ))
      {K : Set H} (hK : IsCompact K) {N : ℕ} (hN : 0 < N) (m : ℕ) :
      ∫ (θ : Fin N → H × ℝ),
          OperatorRidgelet.compactSupNorm K fun x =>
            OperatorRidgelet.integralNetwork (fun t => ↑(β t)) Γ x -
              OperatorRidgelet.finiteNetwork (fun t => ↑(β t))
                (fun j =>
                  ↑(OperatorRidgelet.polarWeight Γ / ↑N) •
                    OperatorRidgelet.polarDensity Γ (θ j))
                (fun j => (P m) (θ j).1) (fun j => (θ j).2)
                x ∂OperatorRidgelet.sampleLaw N
            (OperatorRidgelet.polarLaw Γ) ≤
        ((↑L *
              ∫ (θ : H × ℝ),
                ‖θ.1‖ ∂MeasureTheory.VectorMeasure.variation Γ) *
            OperatorRidgelet.compactSupNorm K fun x => x - (P m) x) +
          8 * OperatorRidgelet.polarWeight Γ / √↑N *
            (|β 0| +
              ↑L * OperatorRidgelet.compactRadius K *
                √(OperatorRidgelet.secondMoment
                    (OperatorRidgelet.polarLaw Γ)))
    theorem OperatorRidgelet.Paper.cor_C_2_ii.{u_1}
      {H : Type u_1} [NormedAddCommGroup H]
      [InnerProductSpace ℝ H]
      [CompleteSpace H] [MeasurableSpace H]
      [BorelSpace H] (P : ℕ → H →L[ℝ] H)
      (hP :
        ∀ (m : ℕ),
          OperatorRidgelet.IsFiniteRankProjection
            (P m))
      (hlim :
        ∀ (x : H),
          Filter.Tendsto (fun m => (P m) x)
            Filter.atTop (nhds x))
      {β : ℝ → ℝ} {L : NNReal}
      (hβ : LipschitzWith L β)
      (Γ :
        MeasureTheory.ComplexMeasure (H × ℝ))
      [MeasureTheory.IsFiniteMeasure
          (MeasureTheory.VectorMeasure.variation
            Γ)]
      (hM :
        MeasureTheory.Integrable
          (fun θ => ‖θ.1‖ ^ 2 + |θ.2| ^ 2)
          (OperatorRidgelet.polarLaw Γ))
      {K : Set H} (hK : IsCompact K) {N : ℕ}
      (hN : 0 < N) (m : ℕ) :
      ∫ (θ : Fin N → H × ℝ),
          OperatorRidgelet.compactSupNorm K
            fun x =>
            OperatorRidgelet.integralNetwork
                (fun t => ↑(β t)) Γ x -
              OperatorRidgelet.finiteNetwork
                (fun t => ↑(β t))
                (fun j =>
                  ↑(OperatorRidgelet.polarWeight
                          Γ /
                        ↑N) •
                    OperatorRidgelet.polarDensity
                      Γ (θ j))
                (fun j => (P m) (θ j).1)
                (fun j => (θ j).2)
                x ∂OperatorRidgelet.sampleLaw
            N (OperatorRidgelet.polarLaw Γ) ≤
        ((↑L *
              ∫ (θ : H × ℝ),
                ‖θ.1‖ ∂MeasureTheory.VectorMeasure.variation
                  Γ) *
            OperatorRidgelet.compactSupNorm K
              fun x => x - (P m) x) +
          8 * OperatorRidgelet.polarWeight Γ /
              √↑N *
            (|β 0| +
              ↑L *
                  OperatorRidgelet.compactRadius
                    K *
                √(OperatorRidgelet.secondMoment
                    (OperatorRidgelet.polarLaw
                      Γ)))
    **Corollary [cor:C.2]** Input truncation and finite-width approximation errors.  If
    `f = S_β Γ` satisfies the hypotheses of Theorem `thm:6.5` and the same samples and
    weights `(V/N) h(θ_j)` are used with the truncated directions `Π_m a_j` inside the activation,
    `f_{m,N}(x) = (V/N) ∑_j h(θ_j) β(⟪Π_m a_j, x⟫ + c_j)`, then
    `𝔼‖f − f_{m,N}‖_{C(K)} ≤ Lip(β) (∫ ‖a‖ d|Γ|) sup_K ‖x − Π_m x‖ +
    (8V/√N)(|β(0)| + Lip(β) R_K M₂)`. 
Proof for Corollary C.2
uses 0

A finite-net argument gives \sup_K\|x-\Pi_mx\|\to0, and uniform convergence of f\circ\Pi_m on K follows by compactness and continuity of f; the triangle inequality separates truncation from sampling, and projecting directions does not increase their second moment.