Lemma 27.3: for coordinatewise ρ-Lipschitz φ, N(ρr, φ ∘ A) ≤ N(r, A)
ProvedUnderstandingML.covering_contractioncontractioncovering-numberslipschitz
Lemma 27.3. For each , let be a -Lipschitz function; namely, for all we have . For let denote the vector . Let . Then, .
Preamble
import Definitions.Def_UnderstandingML_Covering open MeasureTheory
Formal statement
namespace UnderstandingML
/-- **Lemma 27.3** (p. 389). For each `i ∈ [m]`, let `φᵢ : ℝ → ℝ` be a `ρ`-Lipschitz function.
For `a ∈ ℝ^m` let `φ(a) = (φ₁(a₁), …, φ_m(a_m))` and `φ ∘ A = {φ(a) : a ∈ A}`. Then
`N(ρ r, φ ∘ A) ≤ N(r, A)`. -/
theorem covering_contraction {m : ℕ} (A : Set (Fin m → ℝ)) (ρ : NNReal) (φ : Fin m → ℝ → ℝ)
(hφ : ∀ i, LipschitzWith ρ (φ i)) (r : ℝ) :
coveringNumber (ρ * r) ((fun a i ↦ φ i (a i)) '' A) ≤ coveringNumber r A := by sorry
end UnderstandingML
Source
Shalev-Shwartz and Ben-David, Understanding Machine Learning: From Theory to Algorithms, Cambridge University Press 2014, doi:10.1017/CBO9781107298019, §27.1.1 p. 389, Lemma 27.3 with its proof
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.