LeanMachineLearning exposition

Bandits.ucbWidth'🔗

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Minimal Lean file

ucbWidth'🔗

DefinitionBandits.ucbWidth'
Details

The exploration bonus of the UCB algorithm, which corresponds to the width of a confidence interval.

🔗def
Bandits.ucbWidth' {K : ℕ} (c : ℝ) (n : ℕ)
  (h : ↥(Finset.Iic n) → Fin K × ℝ) (a : Fin K) : ℝ
Bandits.ucbWidth' {K : ℕ} (c : ℝ) (n : ℕ)
  (h : ↥(Finset.Iic n) → Fin K × ℝ)
  (a : Fin K) : ℝ

Code

noncomputable def ucbWidth' (c : ℝ) (n : ℕ) (h : Iic n → Fin K × ℝ) (a : Fin K) : ℝ :=
  √(2 * c * log (n + 2) / pullCount' n h a)
Body uses (1)
Used by (6)

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Dependency graph

All dependencies, transitively (1)

pullCount'🔗

DefinitionLearning.pullCount'
Details

Number of pulls of arm a up to (and including) time n. This is the number of entries in h in which the arm is a.

🔗def
Learning.pullCount'.{u_1, u_2} {𝓐 : Type u_1} {R : Type u_2}
  [DecidableEq 𝓐] (n : ℕ) (h : ↥(Finset.Iic n) → 𝓐 × R) (a : 𝓐) : ℕ
Learning.pullCount'.{u_1, u_2}
  {𝓐 : Type u_1} {R : Type u_2}
  [DecidableEq 𝓐] (n : ℕ)
  (h : ↥(Finset.Iic n) → 𝓐 × R) (a : 𝓐) :
  ℕ

Code

noncomputable
def pullCount' (n : ℕ) (h : Iic n → 𝓐 × R) (a : 𝓐) := #{s | (h s).1 = a}
Used by (29)

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