Bandits.le_bestArm
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le_bestArm🔗
Bandits.le_bestArmNo docstring.
Bandits.le_bestArm.{u_1} {𝓐 : Type u_1} {m𝓐 : MeasurableSpace 𝓐} {ν : ProbabilityTheory.Kernel 𝓐 ℝ} [Fintype 𝓐] [Nonempty 𝓐] (a : 𝓐) : ∫ (x : ℝ), id x ∂ν a ≤ ∫ (x : ℝ), id x ∂ν (bestArm ν)Bandits.le_bestArm.{u_1} {𝓐 : Type u_1} {m𝓐 : MeasurableSpace 𝓐} {ν : ProbabilityTheory.Kernel 𝓐 ℝ} [Fintype 𝓐] [Nonempty 𝓐] (a : 𝓐) : ∫ (x : ℝ), id x ∂ν a ≤ ∫ (x : ℝ), id x ∂ν (bestArm ν)
Code
lemma le_bestArm (a : 𝓐) : (ν a)[id] ≤ (ν (bestArm ν))[id]
Type uses (1)
Used by (2)
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Proof
(exists_max_image univ (fun a ↦ (ν a)[id])
(univ_nonempty_iff.mpr inferInstance)).choose_spec.2 _ (mem_univ a)Dependency graph
Type dependencies (1)
bestArm🔗
Bandits.bestArmaction with the highest mean.
Bandits.bestArm.{u_1} {𝓐 : Type u_1} {m𝓐 : MeasurableSpace 𝓐} [Fintype 𝓐] [Nonempty 𝓐] (ν : ProbabilityTheory.Kernel 𝓐 ℝ) : 𝓐Bandits.bestArm.{u_1} {𝓐 : Type u_1} {m𝓐 : MeasurableSpace 𝓐} [Fintype 𝓐] [Nonempty 𝓐] (ν : ProbabilityTheory.Kernel 𝓐 ℝ) : 𝓐
Code
noncomputable def bestArm (ν : Kernel 𝓐 ℝ) : 𝓐 := (exists_max_image univ (fun a ↦ (ν a)[id]) (univ_nonempty_iff.mpr inferInstance)).choose
Used by (18)
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