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Claim 1 (proof) — the ℓ₁ distance to B1(ε/2)B_1(\varepsilon/2)B1​(ε/2) is max⁡{0,∥x∥1−ε/2}\max\{0,\|x\|_1-\varepsilon/2\}max{0,∥x∥1​−ε/2}

Proved
ApproachRegret.Calibration.claim1_l1_dist

by mikedeng1 · Oct 4, 2026 · Mathlib 0df444a (Lean v4.33.1)

calibrationconvex-geometryp2o-batch-pfp1ap2o-gran-per-chapterp2o-plan-paperp2o-v1

Let x∈Rnx\in\mathbb R^nx∈Rn and ε>0\varepsilon>0ε>0, and let B1(ε/2)={y:∥y∥1≤ε/2}B_1(\varepsilon/2)=\{y:\|y\|_1\le\varepsilon/2\}B1​(ε/2)={y:∥y∥1​≤ε/2}. Then the ℓ₁ distance from xxx to this ball is attained and equals

dist1(x,B1(ε/2))=min⁡y:∥y∥1≤ε/2∥x−y∥1=max⁡{0, −ε2+∥x∥1}.\mathrm{dist}_1\bigl(x,B_1(\varepsilon/2)\bigr)=\min_{y:\|y\|_1\le\varepsilon/2}\|x-y\|_1=\max\Bigl\{0,\ -\frac\varepsilon2+\|x\|_1\Bigr\}.dist1​(x,B1​(ε/2))=y:∥y∥1​≤ε/2min​∥x−y∥1​=max{0, −2ε​+∥x∥1​}.

Applied to the calibration vector cTc_TcT​, this identity is Claim 1: when cT∉B1(ε/2)c_T\notin B_1(\varepsilon/2)cT​∈/B1​(ε/2), the (ℓ1,ε)(\ell_1,\varepsilon)(ℓ1​,ε)-calibration rate CTεC^\varepsilon_TCTε​ is the ℓ₁ distance of cTc_TcT​ to B1(ε/2)B_1(\varepsilon/2)B1​(ε/2). It turns calibration into a question of approaching the ball B1(ε/2)B_1(\varepsilon/2)B1​(ε/2).

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
  • Endorsed by Shuze Chen · Oct 4, 2026

    Confirmed by the moderator at approval.

  • Endorsed by mikedeng1 · Oct 4, 2026

    Confirmed by the mission captain (proposal self-audit).

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