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Learning.Algorithm.AbsolutelyContinuousπŸ”—

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AbsolutelyContinuousπŸ”—

StructureLearning.Algorithm.AbsolutelyContinuous
Details

For every time and history, the distribution over actions according to alg is absolutely continuous with respect to the distribution over actions according to algβ‚€.

πŸ”—structure
Learning.Algorithm.AbsolutelyContinuous.{u_1, u_2} {𝓐 : Type u_1}
  {𝓨 : Type u_2} [MeasurableSpace 𝓐] [MeasurableSpace 𝓨]
  (alg algβ‚€ : Algorithm 𝓐 𝓨) : Prop
Learning.Algorithm.AbsolutelyContinuous.{u_1,
    u_2}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  [MeasurableSpace 𝓐] [MeasurableSpace 𝓨]
  (alg algβ‚€ : Algorithm 𝓐 𝓨) : Prop

Code

structure AbsolutelyContinuous (alg algβ‚€ : Algorithm 𝓐 𝓨) : Prop where
  p0 : alg.p0 β‰ͺ algβ‚€.p0
  policy n h : alg.policy n h β‰ͺ algβ‚€.policy n h
Type uses (1)
Used by (7)

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Dependency graph

Type dependencies (1)

AlgorithmπŸ”—

StructureLearning.Algorithm
Details

A stochastic, sequential algorithm.

πŸ”—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 : β„•) β†’ Kernel (Iic n β†’ 𝓐 Γ— 𝓨) 𝓐
  /-- The policy is a Markov kernel. -/
  [h_policy : βˆ€ n, IsMarkovKernel (policy n)]
  /-- Distribution of the first action. -/
  p0 : Measure 𝓐
  /-- The first action distribution is a probability measure. -/
  [hp0 : IsProbabilityMeasure p0]
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