LeanMachineLearning exposition

Bandits.streamMeasure🔗

Minimal Lean file

streamMeasure🔗

DefinitionBandits.streamMeasure
Details

Measure of an infinite stream of rewards from each action.

🔗def
Bandits.streamMeasure.{u_1, u_2} {𝓐 : Type u_1} {R : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐} {mR : MeasurableSpace R}
  (ν : ProbabilityTheory.Kernel 𝓐 R) : MeasureTheory.Measure (ℕ → 𝓐 → R)
Bandits.streamMeasure.{u_1, u_2}
  {𝓐 : Type u_1} {R : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐}
  {mR : MeasurableSpace R}
  (ν : ProbabilityTheory.Kernel 𝓐 R) :
  MeasureTheory.Measure (ℕ → 𝓐 → R)

Code

noncomputable
def streamMeasure (ν : Kernel 𝓐 R) : Measure (ℕ → 𝓐 → R) :=
  Measure.infinitePi fun _ ↦ Measure.infinitePi ν
Used by (56)

Actions: Source · Open Issue