Claim 1 (proof) — the ℓ₁ distance to is
ProvedApproachRegret.Calibration.claim1_l1_distcalibrationconvex-geometryp2o-batch-pfp1ap2o-gran-per-chapterp2o-plan-paperp2o-v1
Let and , and let . Then the ℓ₁ distance from to this ball is attained and equals
Applied to the calibration vector , this identity is Claim 1: when , the -calibration rate is the ℓ₁ distance of to . It turns calibration into a question of approaching the ball .
Formalization Note The literal Claim 1 is about the calibration vector of the sampled forecasts; it is stated here through the identity its proof rests on, which is the general fact. The minimum is stated with IsLeast on the image of the ball, so it is attained.
Preamble
import Mathlib import Definitions.Def_ApproachRegret_Calibration_Game
Formal statement
namespace ApproachRegret.Calibration
/-- Claim 1 (p. 40), the identity of its proof: for every `x ∈ ℝⁿ` and `ε > 0`,
`dist₁(x, B₁(ε/2)) = min_{‖y‖₁ ≤ ε/2} ‖x − y‖₁ = max {0, −ε/2 + ‖x‖₁}`, the minimum attained. -/
theorem claim1_l1_dist {n : ℕ} (x : ApproachRegret.ToOLO.E n) (ε : ℝ) (hε : 0 < ε) :
IsLeast ((fun y => l1norm (x - y)) '' l1Ball n (ε / 2)) (max 0 (-(ε / 2) + l1norm x)) := by sorry
end ApproachRegret.Calibration
Source
Abernethy, Bartlett, Hazan (COLT 2011, JMLR W&CP 19), Claim 1 and its proof, p. 40
Human review
Confirmed by the mission captain (proposal self-audit).
Confirmed by the moderator at approval.