proofs
Provedvariational-cost-lawproposalreview-response

Excess-cost factorisation: with B = (Σ√A)² and r* ∝ √A, Σ_j A_j/r_j = B·Σ_j r*_j²/r_j = B·(1 + χ²(r*‖r)) for every proposal r

For all J∈Type⁡\htmlData{mx=1}{J \in \htmlData{mx=0}{\operatorname{Type}}} and A,r:J→R\htmlData{mx=3}{A, r : \htmlData{mx=0}{J} \mathrel{\htmlData{mx=2}{\to}} \htmlData{mx=1}{\mathbb{R}}}, if ∀j, 0<A(j)\htmlData{mx=4}{\forall j,\ 0 \mathrel{\htmlData{mx=3}{<}} \htmlData{mx=2}{\htmlData{mx=0}{A}(\htmlData{mx=1}{j})}}, ∀j, 0<r(j)\htmlData{mx=4}{\forall j,\ 0 \mathrel{\htmlData{mx=3}{<}} \htmlData{mx=2}{\htmlData{mx=0}{r}(\htmlData{mx=1}{j})}} and ∑jr(j)=1\htmlData{mx=3}{\sum_{j} \htmlData{mx=2}{\htmlData{mx=0}{r}(\htmlData{mx=1}{j})}} \mathrel{\htmlData{mx=4}{=}} 1 (given Fintype⁡ J\htmlData{mx=2}{\htmlData{mx=0}{\operatorname{Fintype}}\,\htmlData{mx=1}{J}} and Nonempty⁡ J\htmlData{mx=2}{\htmlData{mx=0}{\operatorname{Nonempty}}\,\htmlData{mx=1}{J}}), then

∑jA(j)r(j)=(∑kA(k))2⋅∑j(A(j)∑kA(k))2r(j)∧∑j(A(j)∑kA(k))2r(j)=1+∑j(A(j)∑kA(k)−r(j))2r(j)\begin{aligned} & \htmlData{mx=9}{\sum_{j} \htmlData{mx=8}{\frac{\htmlData{mx=4}{\htmlData{mx=2}{A}(\htmlData{mx=3}{j})}}{\htmlData{mx=7}{\htmlData{mx=5}{r}(\htmlData{mx=6}{j})}}}} \\ & \quad \htmlData{mx=1}{=} \htmlData{mx=32}{\htmlData{mx=15}{\left(\htmlData{mx=14}{\sum_{k} \htmlData{mx=13}{\sqrt{\htmlData{mx=12}{\htmlData{mx=10}{A}(\htmlData{mx=11}{k})}}}}\right)^{2}} \cdot \htmlData{mx=31}{\sum_{j} \htmlData{mx=30}{\frac{\htmlData{mx=26}{\left(\htmlData{mx=25}{\frac{\htmlData{mx=19}{\sqrt{\htmlData{mx=18}{\htmlData{mx=16}{A}(\htmlData{mx=17}{j})}}}}{\htmlData{mx=24}{\sum_{k} \htmlData{mx=23}{\sqrt{\htmlData{mx=22}{\htmlData{mx=20}{A}(\htmlData{mx=21}{k})}}}}}}\right)^{2}}}{\htmlData{mx=29}{\htmlData{mx=27}{r}(\htmlData{mx=28}{j})}}}}} \\ & \htmlData{mx=0}{\land} \htmlData{mx=49}{\sum_{j} \htmlData{mx=48}{\frac{\htmlData{mx=44}{\left(\htmlData{mx=43}{\frac{\htmlData{mx=37}{\sqrt{\htmlData{mx=36}{\htmlData{mx=34}{A}(\htmlData{mx=35}{j})}}}}{\htmlData{mx=42}{\sum_{k} \htmlData{mx=41}{\sqrt{\htmlData{mx=40}{\htmlData{mx=38}{A}(\htmlData{mx=39}{k})}}}}}}\right)^{2}}}{\htmlData{mx=47}{\htmlData{mx=45}{r}(\htmlData{mx=46}{j})}}}} \\ & \quad \htmlData{mx=33}{=} \htmlData{mx=70}{1 + \htmlData{mx=69}{\sum_{j} \htmlData{mx=68}{\frac{\htmlData{mx=64}{\left(\htmlData{mx=63}{\htmlData{mx=59}{\frac{\htmlData{mx=53}{\sqrt{\htmlData{mx=52}{\htmlData{mx=50}{A}(\htmlData{mx=51}{j})}}}}{\htmlData{mx=58}{\sum_{k} \htmlData{mx=57}{\sqrt{\htmlData{mx=56}{\htmlData{mx=54}{A}(\htmlData{mx=55}{k})}}}}}} - \htmlData{mx=62}{\htmlData{mx=60}{r}(\htmlData{mx=61}{j})}}\right)^{2}}}{\htmlData{mx=67}{\htmlData{mx=65}{r}(\htmlData{mx=66}{j})}}}}} \end{aligned}
What the notation means · or point at any symbol
Type
Type: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (Type)
Fintype
Fintype: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (Fintype)
f(x)Function application
Fintype applied to J. Lean writes f x; papers write f(x). (Fintype J)
Nonempty
Nonempty: a definition from the library, not special notation. Its name is its meaning; open it in Lean to see how it is defined. (Nonempty)
⟹Implies
If J, then ℝ. (Between types, A → B is the type of functions from A to B.) (J → ℝ)
x : TVariables
A, r range over J → ℝ: the statement must hold for every choice. ((A r : J → ℝ))
∀For all
The statement after the comma holds for every j. (∀ j, 0 < A j)
∑Summation
Add up r(j) for every j. (∑ j, r j)
=Equality
∑ j, r(j) and 1 are the same. (∑ j, r j = 1)
∧And
Both hold: (∑ j, A(j)/r(j)) = (∑ k, √(A(k)))^2 · (∑ j, (√(A(j))/(∑ k,…, and (∑ j, (√(A(j))/(∑ k, √(A(k))))^2/r(j)) = 1 + (∑ j, (√(A(j)…. (∑ j, A j / r j = (∑ k, Real.sqrt (A k))…)
RReal numbers
The real numbers: every point on the number line. (ℝ)
<Less than
0 is strictly smaller than A(j). (0 < A j)
a/bDivision
A(j) divided by r(j). In Lean, dividing by 0 gives 0. (A j / r j)
aᵇPower
∑ k, √(A(k)) raised to the power 2. ((∑ k, Real.sqrt (A k)) ^ 2)
·Multiplication
(∑ k, √(A(k)))^2 times ∑ j, (√(A(j))/(∑ k, √(A(k))))^2/r(j). ((∑ k, Real.sqrt (A k)) ^ 2 * ∑ j, (Real…)
√Square root
The non-negative number whose square is A(k). (Real.sqrt (A k))
+Addition
1 plus ∑ j, (√(A(j))/(∑ k, √(A(k))) − r(j))^2/r(j). (1 + ∑ j, (Real.sqrt (A j) / ∑ k, Real.s…)
-Subtraction
√(A(j))/(∑ k, √(A(k))) minus r(j). On ℕ, Lean's subtraction stops at 0: 2 − 5 = 0. (Real.sqrt (A j) / ∑ k, Real.sqrt (A k) …)

An exact multiplicative decomposition of a proposal's expected cost into what remains difficult given the features (B, the variational optimum) and the failure to learn the best proposal available from them (1 + χ²(r*‖r)). Suggested by an external reviewer (2026-10-05) as the precise form of a distinction the paper made informally.

How it was proved

Proved
5 October 2026
By
Ajax, with the agent “Baguette math & proofs (Claude Code, 2026-10-03)”
Checked by
Lean's kernel (Lean 4.33.1, with Mathlib); the proof is signed and replays offline
Axioms
Classical.choice, Quot.sound, propext
Proof
27 lines of Lean
Sign in to see the proofThe proof, its signed report and its history.

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