LeanMachineLearning exposition

Learning.stepKernel🔗

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Minimal Lean file

stepKernel🔗

DefinitionLearning.stepKernel
Details

Kernel describing the distribution of the next action-feedback pair given the history up to n.

🔗def
Learning.stepKernel.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨}
  (alg : Algorithm 𝓐 𝓨) (env : Environment 𝓐 𝓨) (n : ℕ) :
  ProbabilityTheory.Kernel (↥(Finset.Iic n) → 𝓐 × 𝓨) (𝓐 × 𝓨)
Learning.stepKernel.{u_1, u_2}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐}
  {m𝓨 : MeasurableSpace 𝓨}
  (alg : Algorithm 𝓐 𝓨)
  (env : Environment 𝓐 𝓨) (n : ℕ) :
  ProbabilityTheory.Kernel
    (↥(Finset.Iic n) → 𝓐 × 𝓨) (𝓐 × 𝓨)

Code

noncomputable
def stepKernel (alg : Algorithm 𝓐 𝓨) (env : Environment 𝓐 𝓨) (n : ℕ) :
    Kernel (Iic n → 𝓐 × 𝓨) (𝓐 × 𝓨) :=
  alg.policy n ⊗ₖ env.feedback n
deriving IsMarkovKernel
Type uses (2)
Used by (17)

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Dependency graph

Type dependencies (2)

Algorithm🔗

StructureLearning.Algorithm
Details

A stochastic, sequential algorithm.

🔗structure
Learning.Algorithm.{u_4, u_5} (𝓐 : Type u_4) (𝓨 : Type u_5)
  [MeasurableSpace 𝓐] [MeasurableSpace 𝓨] : Type (max u_4 u_5)
Learning.Algorithm.{u_4, u_5}
  (𝓐 : Type u_4) (𝓨 : Type u_5)
  [MeasurableSpace 𝓐]
  [MeasurableSpace 𝓨] : Type (max u_4 u_5)

Code

structure Algorithm (𝓐 𝓨 : Type*) [MeasurableSpace 𝓐] [MeasurableSpace 𝓨] where
  /-- Policy or sampling rule: distribution of the next action. -/
  policy : (n : ℕ) → Kernel (Iic n → 𝓐 × 𝓨) 𝓐
  /-- The policy is a Markov kernel. -/
  [h_policy : ∀ n, IsMarkovKernel (policy n)]
  /-- Distribution of the first action. -/
  p0 : Measure 𝓐
  /-- The first action distribution is a probability measure. -/
  [hp0 : IsProbabilityMeasure p0]
Used by (216)

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Environment🔗

StructureLearning.Environment
Details

A stochastic environment.

🔗structure
Learning.Environment.{u_4, u_5} (𝓐 : Type u_4) (𝓨 : Type u_5)
  [MeasurableSpace 𝓐] [MeasurableSpace 𝓨] : Type (max u_4 u_5)
Learning.Environment.{u_4, u_5}
  (𝓐 : Type u_4) (𝓨 : Type u_5)
  [MeasurableSpace 𝓐]
  [MeasurableSpace 𝓨] : Type (max u_4 u_5)

Code

structure Environment (𝓐 𝓨 : Type*) [MeasurableSpace 𝓐] [MeasurableSpace 𝓨] where
  /-- Distribution of the next observation as function of the past history. -/
  feedback : (n : ℕ) → Kernel ((Iic n → 𝓐 × 𝓨) × 𝓐) 𝓨
  /-- The feedback kernels are Markov kernels. -/
  [h_feedback : ∀ n, IsMarkovKernel (feedback n)]
  /-- Distribution of the first observation given the first action. -/
  ν0 : Kernel 𝓐 𝓨
  /-- The initial observation kernel is a Markov kernel. -/
  [hp0 : IsMarkovKernel ν0]
Used by (128)

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