Bandits.UCB.some_sum_eq_zero
No docstring.
Bandits.UCB.some_sum_eq_zero.{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, โ s โ Finset.range n, Set.indicator {s | A s ฯ = a โง C < Learning.pullCount A a s ฯ โง โซ (x : โ), id x โฮฝ (bestArm ฮฝ) โค Learning.empMean A R (bestArm ฮฝ) s ฯ + ucbWidth A (c * โฯ2) (bestArm ฮฝ) s ฯ โง Learning.empMean A R (A s ฯ) s ฯ - ucbWidth A (c * โฯ2) (A s ฯ) s ฯ โค โซ (x : โ), id x โฮฝ (A s ฯ)} 1 s = 0Bandits.UCB.some_sum_eq_zero.{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, โ s โ Finset.range n, Set.indicator {s | A s ฯ = a โง C < Learning.pullCount A a s ฯ โง โซ (x : โ), id x โฮฝ (bestArm ฮฝ) โค Learning.empMean A R (bestArm ฮฝ) s ฯ + ucbWidth A (c * โฯ2) (bestArm ฮฝ) s ฯ โง Learning.empMean A R (A s ฯ) s ฯ - ucbWidth A (c * โฯ2) (A s ฯ) s ฯ โค โซ (x : โ), id x โฮฝ (A s ฯ)} 1 s = 0
Code
lemma some_sum_eq_zero [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,
โ s โ range n, {s | A s ฯ = a โง C < pullCount A a s ฯ โง
(ฮฝ (bestArm ฮฝ))[id] โค empMean A R (bestArm ฮฝ) s ฯ + ucbWidth A (c * ฯ2) (bestArm ฮฝ) s ฯ โง
empMean A R (A s ฯ) s ฯ - ucbWidth A (c * ฯ2) (A s ฯ) s ฯ
โค (ฮฝ (A s ฯ))[id]}.indicator 1 s = 0Proof
by
have h_ae := forall_ucbIndex_le_ucbIndex_arm h (bestArm ฮฝ) (ฮฝ := ฮฝ) (c := c * ฯ2) (hK := hK)
have h_gt := time_gt_of_pullCount_gt_one h a (ฮฝ := ฮฝ) (c := c * ฯ2) (hK := hK)
filter_upwards [h_ae, h_gt] with ฯ h_le h_time_ge
simp only [id_eq, tsub_le_iff_right, sum_eq_zero_iff, mem_range, Set.indicator_apply_eq_zero,
Set.mem_ofPred_eq, Pi.one_apply, one_ne_zero, imp_false, not_and, not_le]
intro k hn h_arm hC_lt h_le_best
by_contra! h_le_arm
have h := pullCount_arm_le (by positivity : 0 โค c * ฯ2) h_le_best (by simpa) ?_ ?_ ?_
rotate_left
ยท refine h_le _ ?_
refine (h_time_ge _ ?_).le
refine lt_of_le_of_lt ?_ hC_lt
grind
ยท rwa [h_arm]
ยท rw [h_arm]
exact zero_le.trans_lt hC_lt
refine lt_irrefl (8 * c * ฯ2 * log (n + 1) / gap ฮฝ a ^ 2) ?_
refine hC'.trans_lt (lt_of_lt_of_le ?_ (h.trans ?_))
ยท rw [h_arm]
exact mod_cast hC_lt
ยท rw [h_arm]
simp_rw [โ mul_assoc]
gcongrActions: 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, 155 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.