LeanMachineLearning

Bandits.ETC.regret_le๐Ÿ”—

Theorem

Regret bound for the ETC algorithm.

๐Ÿ”—theorem
Bandits.ETC.regret_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„} {ฯƒ2 : NNReal} [Nonempty (Fin K)] (h : Learning.IsAlgEnvSeq A R (etcAlgorithm hK m) (Learning.stationaryEnv ฮฝ) P) (hฮฝ : โˆ€ (a : Fin K), ProbabilityTheory.HasSubgaussianMGF (fun x => x - โˆซ (x : โ„), id x โˆ‚ฮฝ a) ฯƒ2 (ฮฝ a)) (hm : m โ‰  0) (n : โ„•) (hn : K * m โ‰ค n) : โˆซ (x : ฮฉ), regret ฮฝ A n x โˆ‚P โ‰ค โˆ‘ a, gap ฮฝ a * (โ†‘m + (โ†‘n - โ†‘K * โ†‘m) * Real.exp (-โ†‘m * gap ฮฝ a ^ 2 / (4 * โ†‘ฯƒ2)))
Bandits.ETC.regret_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„} {ฯƒ2 : NNReal} [Nonempty (Fin K)] (h : Learning.IsAlgEnvSeq A R (etcAlgorithm hK m) (Learning.stationaryEnv ฮฝ) P) (hฮฝ : โˆ€ (a : Fin K), ProbabilityTheory.HasSubgaussianMGF (fun x => x - โˆซ (x : โ„), id x โˆ‚ฮฝ a) ฯƒ2 (ฮฝ a)) (hm : m โ‰  0) (n : โ„•) (hn : K * m โ‰ค n) : โˆซ (x : ฮฉ), regret ฮฝ A n x โˆ‚P โ‰ค โˆ‘ a, gap ฮฝ a * (โ†‘m + (โ†‘n - โ†‘K * โ†‘m) * Real.exp (-โ†‘m * gap ฮฝ a ^ 2 / (4 * โ†‘ฯƒ2)))

Code

theorem regret_le [Nonempty (Fin K)]
    (h : IsAlgEnvSeq A R (etcAlgorithm hK m) (stationaryEnv ฮฝ) P)
    (hฮฝ : โˆ€ a, HasSubgaussianMGF (fun x โ†ฆ x - (ฮฝ a)[id]) ฯƒ2 (ฮฝ a)) (hm : m โ‰  0)
    (n : โ„•) (hn : K * m โ‰ค n) :
    P[regret ฮฝ A n] โ‰ค
      โˆ‘ a, gap ฮฝ a * (m + (n - K * m) * Real.exp (- (m : โ„) * gap ฮฝ a ^ 2 / (4 * ฯƒ2)))
Proof
integral_regret_le_of_forall_integral_pullCount_le h
    (fun a _ โ†ฆ expectation_pullCount_le h hฮฝ a hm hn)

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, 139 external constants

โœ“ 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.