Bandits.ETC.expectation_pullCount_le
Bound on the expectation of the number of pulls of each arm by the ETC algorithm.
Bandits.ETC.expectation_pullCount_le.{u_1} {K : โ} {hK : 0 < K} {m : โ} {ฮฝ : ProbabilityTheory.Kernel (Fin K) โ} [ProbabilityTheory.IsMarkovKernel ฮฝ] {ฮฉ : Type u_1} {mฮฉ : MeasurableSpace ฮฉ} {P : MeasureTheory.Measure ฮฉ} [MeasureTheory.IsProbabilityMeasure P] {A : โ โ ฮฉ โ Fin K} {R : โ โ ฮฉ โ โ} {ฯ2 : NNReal} [Nonempty (Fin K)] (h : Learning.IsAlgEnvSeq A R (etcAlgorithm hK m) (Learning.stationaryEnv ฮฝ) P) (hฮฝ : โ (a : Fin K), ProbabilityTheory.HasSubgaussianMGF (fun x => x - โซ (x : โ), id x โฮฝ a) ฯ2 (ฮฝ a)) (a : Fin K) (hm : m โ 0) {n : โ} (hn : K * m โค n) : โซ (x : ฮฉ), (fun ฯ => โ(Learning.pullCount A a n ฯ)) x โP โค โm + (โn - โK * โm) * Real.exp (-โm * gap ฮฝ a ^ 2 / (4 * โฯ2))Bandits.ETC.expectation_pullCount_le.{u_1} {K : โ} {hK : 0 < K} {m : โ} {ฮฝ : ProbabilityTheory.Kernel (Fin K) โ} [ProbabilityTheory.IsMarkovKernel ฮฝ] {ฮฉ : Type u_1} {mฮฉ : MeasurableSpace ฮฉ} {P : MeasureTheory.Measure ฮฉ} [MeasureTheory.IsProbabilityMeasure P] {A : โ โ ฮฉ โ Fin K} {R : โ โ ฮฉ โ โ} {ฯ2 : NNReal} [Nonempty (Fin K)] (h : Learning.IsAlgEnvSeq A R (etcAlgorithm hK m) (Learning.stationaryEnv ฮฝ) P) (hฮฝ : โ (a : Fin K), ProbabilityTheory.HasSubgaussianMGF (fun x => x - โซ (x : โ), id x โฮฝ a) ฯ2 (ฮฝ a)) (a : Fin K) (hm : m โ 0) {n : โ} (hn : K * m โค n) : โซ (x : ฮฉ), (fun ฯ => โ(Learning.pullCount A a n ฯ)) x โP โค โm + (โn - โK * โm) * Real.exp (-โm * gap ฮฝ a ^ 2 / (4 * โฯ2))
Code
lemma expectation_pullCount_le [Nonempty (Fin K)]
(h : IsAlgEnvSeq A R (etcAlgorithm hK m) (stationaryEnv ฮฝ) P)
(hฮฝ : โ a, HasSubgaussianMGF (fun x โฆ x - (ฮฝ a)[id]) ฯ2 (ฮฝ a))
(a : Fin K) (hm : m โ 0) {n : โ} (hn : K * m โค n) :
P[fun ฯ โฆ (pullCount A a n ฯ : โ)]
โค m + (n - K * m) * Real.exp (- (m : โ) * gap ฮฝ a ^ 2 / (4 * ฯ2))Proof
by
have hA := h.measurable_action
have : (fun ฯ โฆ (pullCount A a n ฯ : โ))
=แต[P] fun ฯ โฆ m + (n - K * m) * {ฯ' | A (K * m) ฯ' = a}.indicator (fun _ โฆ 1) ฯ := by
filter_upwards [pullCount_of_ge h a hm hn] with ฯ h
simp only [h, Set.indicator_apply, Set.mem_ofPred_eq, mul_ite, mul_one, mul_zero, Nat.cast_add,
Nat.cast_ite, CharP.cast_eq_zero, add_right_inj]
norm_cast
rw [integral_congr_ae this, integral_add (integrable_const _), integral_const_mul]
swap
ยท refine Integrable.const_mul ?_ _
rw [integrable_indicator_iff]
ยท exact integrableOn_const
ยท exact (measurableSet_singleton _).preimage (by fun_prop)
simp only [integral_const, probReal_univ, smul_eq_mul, one_mul, neg_mul, add_le_add_iff_left]
gcongr
ยท norm_cast
simp
rw [integral_indicator_const, smul_eq_mul, mul_one]
ยท rw [โ neg_mul]
exact prob_arm_mul_eq_le h hฮฝ a hm
ยท exact (measurableSet_singleton _).preimage (by fun_prop)Actions: Source ยท Open Issue
Meaning last changed in v4.34.0-rc2-14-gf86702d (2026-08-25), the 5th recorded change.
Self-contained, with its dependencies inlined and proofs replaced by sorry: download the raw file ยท open it in the Lean web editor.
Dependency graph
Audit surface: 18 project declarations, 138 external constants
โ Proved: no sorry anywhere in its closure
This is the tool's own reading of one build's recorded axioms, and it is not robust against an author who wants it to pass. Checking meant to be relied on should go through Comparator, which replays the proof through the kernel from an export against an explicit list of permitted axioms.