Bandits.UCB.pullCount_ae_le_add_two
No docstring.
Bandits.UCB.pullCount_ae_le_add_two.{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} [Nonempty (Fin K)] (h : Learning.IsAlgEnvSeq A R (ucbAlgorithm hK (c * โฯ2)) (Learning.stationaryEnv ฮฝ) P) (hc : 0 โค c) (a : Fin K) (h_gap : 0 < gap ฮฝ a) (n C : โ) (hC : C โ 0) (hC' : 8 * c * โฯ2 * Real.log (โn + 1) / gap ฮฝ a ^ 2 โค โC) : โแต (ฯ : ฮฉ) โP, Learning.pullCount A a n ฯ โค C + 1 + โ s โ Finset.range n, Set.indicator {s | 0 < Learning.pullCount A (bestArm ฮฝ) s ฯ โง Learning.empMean A R (bestArm ฮฝ) s ฯ + ucbWidth A (c * โฯ2) (bestArm ฮฝ) s ฯ < โซ (x : โ), id x โฮฝ (bestArm ฮฝ)} 1 s + โ s โ Finset.range n, Set.indicator {s | 0 < Learning.pullCount A a s ฯ โง โซ (x : โ), id x โฮฝ a < Learning.empMean A R a s ฯ - ucbWidth A (c * โฯ2) a s ฯ} 1 sBandits.UCB.pullCount_ae_le_add_two.{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} [Nonempty (Fin K)] (h : Learning.IsAlgEnvSeq A R (ucbAlgorithm hK (c * โฯ2)) (Learning.stationaryEnv ฮฝ) P) (hc : 0 โค c) (a : Fin K) (h_gap : 0 < gap ฮฝ a) (n C : โ) (hC : C โ 0) (hC' : 8 * c * โฯ2 * Real.log (โn + 1) / gap ฮฝ a ^ 2 โค โC) : โแต (ฯ : ฮฉ) โP, Learning.pullCount A a n ฯ โค C + 1 + โ s โ Finset.range n, Set.indicator {s | 0 < Learning.pullCount A (bestArm ฮฝ) s ฯ โง Learning.empMean A R (bestArm ฮฝ) s ฯ + ucbWidth A (c * โฯ2) (bestArm ฮฝ) s ฯ < โซ (x : โ), id x โฮฝ (bestArm ฮฝ)} 1 s + โ s โ Finset.range n, Set.indicator {s | 0 < Learning.pullCount A a s ฯ โง โซ (x : โ), id x โฮฝ a < Learning.empMean A R a s ฯ - ucbWidth A (c * โฯ2) a s ฯ} 1 s
Code
lemma pullCount_ae_le_add_two [Nonempty (Fin K)]
(h : IsAlgEnvSeq A R (ucbAlgorithm hK (c * ฯ2)) (stationaryEnv ฮฝ) P)
(hc : 0 โค c) (a : Fin K) (h_gap : 0 < gap ฮฝ a)
(n C : โ) (hC : C โ 0) (hC' : 8 * c * ฯ2 * log (n + 1) / gap ฮฝ a ^ 2 โค C) :
โแต ฯ โP,
pullCount A a n ฯ โค C + 1 +
โ s โ range n,
{s | 0 < pullCount A (bestArm ฮฝ) s ฯ โง
empMean A R (bestArm ฮฝ) s ฯ + ucbWidth A (c * ฯ2) (bestArm ฮฝ) s ฯ <
(ฮฝ (bestArm ฮฝ))[id]}.indicator 1 s +
โ s โ range n,
{s | 0 < pullCount A a s ฯ โง (ฮฝ a)[id] <
empMean A R a s ฯ - ucbWidth A (c * ฯ2) a s ฯ}.indicator 1 sProof
by
filter_upwards [some_sum_eq_zero h hc a h_gap n C hC hC',
pullCount_le_add_three_ae h a n C hC] with ฯ hฯ_zero hฯ_le
refine (hฯ_le).trans_eq ?_
rw [hฯ_zero]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: 23 project declarations, 156 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.