LeanMachineLearning

Bandits.UCB.pullCount_ae_le_add_two๐Ÿ”—

Lemma

No docstring.

๐Ÿ”—theorem
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„} {ฯƒ2 : NNReal} [Nonempty (Fin K)] (h : Learning.IsAlgEnvSeq A R (ucbAlgorithm hK (c * โ†‘ฯƒ2)) (Learning.stationaryEnv ฮฝ) P) (hc : 0 โ‰ค c) (a : Fin K) (h_gap : 0 < gap ฮฝ a) (n C : โ„•) (hC : C โ‰  0) (hC' : 8 * c * โ†‘ฯƒ2 * Real.log (โ†‘n + 1) / gap ฮฝ a ^ 2 โ‰ค โ†‘C) : โˆ€แต (ฯ‰ : ฮฉ) โˆ‚P, Learning.pullCount A a n ฯ‰ โ‰ค C + 1 + โˆ‘ s โˆˆ Finset.range n, Set.indicator {s | 0 < Learning.pullCount A (bestArm ฮฝ) s ฯ‰ โˆง Learning.empMean A R (bestArm ฮฝ) s ฯ‰ + ucbWidth A (c * โ†‘ฯƒ2) (bestArm ฮฝ) s ฯ‰ < โˆซ (x : โ„), id x โˆ‚ฮฝ (bestArm ฮฝ)} 1 s + โˆ‘ s โˆˆ Finset.range n, Set.indicator {s | 0 < Learning.pullCount A a s ฯ‰ โˆง โˆซ (x : โ„), id x โˆ‚ฮฝ a < Learning.empMean A R a s ฯ‰ - ucbWidth A (c * โ†‘ฯƒ2) a s ฯ‰} 1 s
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„} {ฯƒ2 : NNReal} [Nonempty (Fin K)] (h : Learning.IsAlgEnvSeq A R (ucbAlgorithm hK (c * โ†‘ฯƒ2)) (Learning.stationaryEnv ฮฝ) P) (hc : 0 โ‰ค c) (a : Fin K) (h_gap : 0 < gap ฮฝ a) (n C : โ„•) (hC : C โ‰  0) (hC' : 8 * c * โ†‘ฯƒ2 * Real.log (โ†‘n + 1) / gap ฮฝ a ^ 2 โ‰ค โ†‘C) : โˆ€แต (ฯ‰ : ฮฉ) โˆ‚P, Learning.pullCount A a n ฯ‰ โ‰ค C + 1 + โˆ‘ s โˆˆ Finset.range n, Set.indicator {s | 0 < Learning.pullCount A (bestArm ฮฝ) s ฯ‰ โˆง Learning.empMean A R (bestArm ฮฝ) s ฯ‰ + ucbWidth A (c * โ†‘ฯƒ2) (bestArm ฮฝ) s ฯ‰ < โˆซ (x : โ„), id x โˆ‚ฮฝ (bestArm ฮฝ)} 1 s + โˆ‘ s โˆˆ Finset.range n, Set.indicator {s | 0 < Learning.pullCount A a s ฯ‰ โˆง โˆซ (x : โ„), id x โˆ‚ฮฝ a < Learning.empMean A R a s ฯ‰ - ucbWidth A (c * โ†‘ฯƒ2) a s ฯ‰} 1 s

Code

lemma pullCount_ae_le_add_two [Nonempty (Fin K)]
    (h : IsAlgEnvSeq A R (ucbAlgorithm hK (c * ฯƒ2)) (stationaryEnv ฮฝ) P)
    (hc : 0 โ‰ค c) (a : Fin K) (h_gap : 0 < gap ฮฝ a)
    (n C : โ„•) (hC : C โ‰  0) (hC' : 8 * c * ฯƒ2 * log (n + 1) / gap ฮฝ a ^ 2 โ‰ค C) :
    โˆ€แต ฯ‰ โˆ‚P,
    pullCount A a n ฯ‰ โ‰ค C + 1 +
      โˆ‘ s โˆˆ range n,
        {s | 0 < pullCount A (bestArm ฮฝ) s ฯ‰ โˆง
          empMean A R (bestArm ฮฝ) s ฯ‰ + ucbWidth A (c * ฯƒ2) (bestArm ฮฝ) s ฯ‰ <
            (ฮฝ (bestArm ฮฝ))[id]}.indicator 1 s +
      โˆ‘ s โˆˆ range n,
        {s | 0 < pullCount A a s ฯ‰ โˆง (ฮฝ a)[id] <
          empMean A R a s ฯ‰ - ucbWidth A (c * ฯƒ2) a s ฯ‰}.indicator 1 s
Proof
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]

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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

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.