`Learning.IsBayesAlgEnvSeq.integrable_regret`🔗

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Minimal Lean file

`integrable_regret`🔗

LemmaLearning.IsBayesAlgEnvSeq.integrable_regret

Details

No docstring.

theorem

Learning.IsBayesAlgEnvSeq.integrable_regret.{u_1, u_2, u_4}
  {𝓔 : Type u_1} {𝓐 : Type u_2} {Ω : Type u_4} [MeasurableSpace 𝓔]
  [MeasurableSpace 𝓐] [MeasurableSpace Ω] [Countable 𝓐] [Nonempty 𝓐]
  {κ : ProbabilityTheory.Kernel (𝓔 × 𝓐) ℝ} {E : Ω → 𝓔} {A : ℕ → Ω → 𝓐}
  {n : ℕ} {P : MeasureTheory.Measure Ω}
  [MeasureTheory.IsFiniteMeasure P] (hE : Measurable E)
  (hA : ∀ (t : ℕ), Measurable (A t)) {l u : ℝ}
  (h : ∀ (e : 𝓔) (a : 𝓐), ∫ (x : ℝ), id x ∂κ (e, a) ∈ Set.Icc l u) :
  MeasureTheory.Integrable (regret κ E A n) P
Learning.IsBayesAlgEnvSeq.integrable_regret.{u_1,
    u_2, u_4}
  {𝓔 : Type u_1} {𝓐 : Type u_2}
  {Ω : Type u_4} [MeasurableSpace 𝓔]
  [MeasurableSpace 𝓐] [MeasurableSpace Ω]
  [Countable 𝓐] [Nonempty 𝓐]
  {κ : ProbabilityTheory.Kernel (𝓔 × 𝓐) ℝ}
  {E : Ω → 𝓔} {A : ℕ → Ω → 𝓐} {n : ℕ}
  {P : MeasureTheory.Measure Ω}
  [MeasureTheory.IsFiniteMeasure P]
  (hE : Measurable E)
  (hA : ∀ (t : ℕ), Measurable (A t))
  {l u : ℝ}
  (h :
    ∀ (e : 𝓔) (a : 𝓐),
      ∫ (x : ℝ), id x ∂κ (e, a) ∈
        Set.Icc l u) :
  MeasureTheory.Integrable
    (regret κ E A n) P

Code

lemma integrable_regret [Countable 𝓐] [Nonempty 𝓐] {κ : Kernel (𝓔 × 𝓐) ℝ} {E : Ω → 𝓔}
    {A : ℕ → Ω → 𝓐} {n : ℕ} {P : Measure Ω} [IsFiniteMeasure P] (hE : Measurable E)
    (hA : ∀ t, Measurable (A t)) {l u : ℝ} (h : ∀ e a, (κ (e, a))[id] ∈ Set.Icc l u) :
    Integrable (regret κ E A n) P

Type uses (1)

regret

Body uses (3)

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Proof

by
  rw [regret_eq_sum_gap']
  exact integrable_finsetSum _ (fun _ _ ↦ integrable_gap hE hA h)

Dependency graph

Type dependencies (1)

`regret`🔗

DefinitionLearning.IsBayesAlgEnvSeq.regret

Details

A random variable that gives the regret at time n.

def

Learning.IsBayesAlgEnvSeq.regret.{u_1, u_2, u_4} {𝓔 : Type u_1}
  {𝓐 : Type u_2} {Ω : Type u_4} [MeasurableSpace 𝓔] [MeasurableSpace 𝓐]
  (κ : ProbabilityTheory.Kernel (𝓔 × 𝓐) ℝ) (E : Ω → 𝓔) (A : ℕ → Ω → 𝓐)
  (n : ℕ) (ω : Ω) : ℝ
Learning.IsBayesAlgEnvSeq.regret.{u_1,
    u_2, u_4}
  {𝓔 : Type u_1} {𝓐 : Type u_2}
  {Ω : Type u_4} [MeasurableSpace 𝓔]
  [MeasurableSpace 𝓐]
  (κ : ProbabilityTheory.Kernel (𝓔 × 𝓐) ℝ)
  (E : Ω → 𝓔) (A : ℕ → Ω → 𝓐) (n : ℕ)
  (ω : Ω) : ℝ

Code

noncomputable
def regret (κ : Kernel (𝓔 × 𝓐) ℝ) (E : Ω → 𝓔) (A : ℕ → Ω → 𝓐) (n : ℕ) (ω : Ω) : ℝ :=
  Bandits.regret (κ.sectR (E ω)) A n ω

Body uses (1)

regret

Used by (6)

Actions: Source · Open Issue

All dependencies, transitively (1)

`regret`🔗

DefinitionBandits.regret

Details

Regret of a sequence of pulls k : ℕ → 𝓐 at time t for the reward kernel ν ; Kernel 𝓐 ℝ.

def

Bandits.regret.{u_1, u_2} {𝓐 : Type u_1} {Ω : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐} (ν : ProbabilityTheory.Kernel 𝓐 ℝ)
  (A : ℕ → Ω → 𝓐) (t : ℕ) (ω : Ω) : ℝ
Bandits.regret.{u_1, u_2} {𝓐 : Type u_1}
  {Ω : Type u_2} {m𝓐 : MeasurableSpace 𝓐}
  (ν : ProbabilityTheory.Kernel 𝓐 ℝ)
  (A : ℕ → Ω → 𝓐) (t : ℕ) (ω : Ω) : ℝ

Code

noncomputable
def regret (ν : Kernel 𝓐 ℝ) (A : ℕ → Ω → 𝓐) (t : ℕ) (ω : Ω) : ℝ :=
  t * (⨆ a, (ν a)[id]) - ∑ s ∈ range t, (ν (A s ω))[id]

Used by (11)

Actions: Source · Open Issue

Learning.IsBayesAlgEnvSeq.integrable_regret🔗

integrable_regret🔗

regret🔗

regret🔗

`Learning.IsBayesAlgEnvSeq.integrable_regret`🔗

`integrable_regret`🔗

`regret`🔗

`regret`🔗