Bandits.ETC.regret_le
Regret bound for the ETC algorithm.
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} {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)) (hm : m โ 0) (n : โ) (hn : K * m โค n) : โซ (x : ฮฉ), regret ฮฝ A n x โP โค โ a, gap ฮฝ a * (โm + (โn - โK * โm) * Real.exp (-โm * gap ฮฝ a ^ 2 / (4 * โฯ2)))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} {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)) (hm : m โ 0) (n : โ) (hn : K * m โค n) : โซ (x : ฮฉ), regret ฮฝ A n x โP โค โ a, gap ฮฝ a * (โm + (โn - โK * โm) * Real.exp (-โm * gap ฮฝ a ^ 2 / (4 * โฯ2)))
Code
theorem regret_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)) (hm : m โ 0)
(n : โ) (hn : K * m โค n) :
P[regret ฮฝ A n] โค
โ a, gap ฮฝ a * (m + (n - K * m) * Real.exp (- (m : โ) * gap ฮฝ a ^ 2 / (4 * ฯ2)))Proof
integral_regret_le_of_forall_integral_pullCount_le h
(fun a _ โฆ 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
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.