Bandits.UCB.expectation_pullCount_le
Bound on the expectation of the number of pulls of each arm by the UCB algorithm.
Bandits.UCB.expectation_pullCount_le.{u_1} {K : โ} {hK : 0 < K} {c : 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} (h : Learning.IsAlgEnvSeq A R (ucbAlgorithm hK (c * โฯ2)) (Learning.stationaryEnv ฮฝ) P) (hฮฝ : โ (a : Fin K), ProbabilityTheory.HasSubgaussianMGF (fun x => x - โซ (x : โ), id x โฮฝ a) ฯ2 (ฮฝ a)) (hฯ2 : ฯ2 โ 0) (hc : 0 < c) (a : Fin K) (h_gap : 0 < gap ฮฝ a) (n : โ) : โซ (x : ฮฉ), (fun ฯ => โ(Learning.pullCount A a n ฯ)) x โP โค 8 * c * โฯ2 * Real.log (โn + 1) / gap ฮฝ a ^ 2 + 2 + 2 * ENNReal.toReal (constSum c n)Bandits.UCB.expectation_pullCount_le.{u_1} {K : โ} {hK : 0 < K} {c : 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} (h : Learning.IsAlgEnvSeq A R (ucbAlgorithm hK (c * โฯ2)) (Learning.stationaryEnv ฮฝ) P) (hฮฝ : โ (a : Fin K), ProbabilityTheory.HasSubgaussianMGF (fun x => x - โซ (x : โ), id x โฮฝ a) ฯ2 (ฮฝ a)) (hฯ2 : ฯ2 โ 0) (hc : 0 < c) (a : Fin K) (h_gap : 0 < gap ฮฝ a) (n : โ) : โซ (x : ฮฉ), (fun ฯ => โ(Learning.pullCount A a n ฯ)) x โP โค 8 * c * โฯ2 * Real.log (โn + 1) / gap ฮฝ a ^ 2 + 2 + 2 * ENNReal.toReal (constSum c n)
Code
lemma expectation_pullCount_le
(h : IsAlgEnvSeq A R (ucbAlgorithm hK (c * ฯ2)) (stationaryEnv ฮฝ) P)
(hฮฝ : โ a, HasSubgaussianMGF (fun x โฆ x - (ฮฝ a)[id]) ฯ2 (ฮฝ a))
(hฯ2 : ฯ2 โ 0) (hc : 0 < c) (a : Fin K) (h_gap : 0 < gap ฮฝ a) (n : โ) :
P[fun ฯ โฆ (pullCount A a n ฯ : โ)] โค
8 * c * ฯ2 * log (n + 1) / gap ฮฝ a ^ 2 + 2 + 2 * (constSum c n).toRealProof
by
have hA := h.measurable_action
have h := expectation_pullCount_le' h hฮฝ hฯ2 hc a h_gap n (hK := hK)
simp_rw [โ ENNReal.ofReal_natCast] at h
rw [โ ofReal_integral_eq_lintegral_ofReal] at h
rotate_left
ยท exact integrable_pullCount hA _ _
ยท exact ae_of_all _ fun _ โฆ by simp
simp only
have : 0 โค log (n + 1) := log_nonneg (by simp)
rw [โ ENNReal.ofReal_toReal (a := 2 * constSum c n), โ ENNReal.ofReal_one, โ ENNReal.ofReal_add,
โ ENNReal.ofReal_add, ENNReal.ofReal_le_ofReal_iff] at h
rotate_left
ยท positivity
ยท positivity
ยท simp
ยท have : constSum c n โ โ := (constSum_lt_top c n).ne
finiteness
ยท simp
ยท have : constSum c n โ โ := (constSum_lt_top c n).ne
finiteness
refine h.trans_eq ?_
simp only [ENNReal.toReal_mul, ENNReal.toReal_ofNat, add_left_inj]
ringActions: 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: 20 project declarations, 146 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.