`Bandits.integral_regret_eq_sum_gap_mul_integral_pullCount`🔗

Lemma

No docstring.

theorem

Bandits.integral_regret_eq_sum_gap_mul_integral_pullCount.{u_1, u_2}
  {𝓐 : Type u_1} {Ω : Type u_2} [DecidableEq 𝓐] {m𝓐 : MeasurableSpace 𝓐}
  {mΩ : MeasurableSpace Ω} {ν : ProbabilityTheory.Kernel 𝓐 ℝ}
  {A : ℕ → Ω → 𝓐} {n : ℕ} [StandardBorelSpace 𝓐] [Fintype 𝓐]
  {P : MeasureTheory.Measure Ω} [MeasureTheory.IsProbabilityMeasure P]
  (hA : ∀ (n : ℕ), Measurable (A n)) :
  ∫ (x : Ω), regret ν A n x ∂P =
    ∑ a,
      gap ν a * ∫ (x : Ω), (fun ω => ↑(Learning.pullCount A a n ω)) x ∂P
Bandits.integral_regret_eq_sum_gap_mul_integral_pullCount.{u_1,
    u_2}
  {𝓐 : Type u_1} {Ω : Type u_2}
  [DecidableEq 𝓐] {m𝓐 : MeasurableSpace 𝓐}
  {mΩ : MeasurableSpace Ω}
  {ν : ProbabilityTheory.Kernel 𝓐 ℝ}
  {A : ℕ → Ω → 𝓐} {n : ℕ}
  [StandardBorelSpace 𝓐] [Fintype 𝓐]
  {P : MeasureTheory.Measure Ω}
  [MeasureTheory.IsProbabilityMeasure P]
  (hA : ∀ (n : ℕ), Measurable (A n)) :
  ∫ (x : Ω), regret ν A n x ∂P =
    ∑ a,
      gap ν a *
        ∫ (x : Ω),
          (fun ω =>
              ↑(Learning.pullCount A a n
                  ω))
            x ∂P

Code

lemma integral_regret_eq_sum_gap_mul_integral_pullCount
    [StandardBorelSpace 𝓐] [Fintype 𝓐] {P : Measure Ω} [IsProbabilityMeasure P]
    (hA : ∀ n, Measurable (A n)) :
    P[regret ν A n] = ∑ a, gap ν a * P[fun ω ↦ (pullCount A a n ω : ℝ)]

Proof

by
  simp_rw [regret_eq_sum_pullCount_mul_gap]
  rw [integral_finsetSum]
  swap; · exact fun i _ ↦ (integrable_pullCount hA i n).mul_const _
  congr with a
  rw [integral_mul_const, mul_comm]

Actions: Source · Open Issue

Meaning last changed in v4.34.0-rc2-1-g439785b (2026-08-23), the 2th recorded change.

Self-contained, with its dependencies inlined and proofs replaced by sorry: download the raw file · open it in the Lean web editor.

Dependency graph

Audit surface: 3 project declarations, 37 external constants

✓ 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.

Bandits.integral_regret_eq_sum_gap_mul_integral_pullCount🔗

`Bandits.integral_regret_eq_sum_gap_mul_integral_pullCount`🔗