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Learning.randomSampling_policy๐Ÿ”—

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randomSampling_policy๐Ÿ”—

LemmaLearning.randomSampling_policy

No docstring.

๐Ÿ”—theorem
Learning.randomSampling_policy.{u_1, u_2} {๐“ : Type u_1} {๐“จ : Type u_2} {m๐“ : MeasurableSpace ๐“} {m๐“จ : MeasurableSpace ๐“จ} (ฮผ : MeasureTheory.Measure ๐“) [MeasureTheory.IsProbabilityMeasure ฮผ] (xโœ : โ„•) : Algorithm.policy (randomSampling ฮผ) xโœ = ProbabilityTheory.Kernel.const (โ†ฅ(Finset.Iic xโœ) โ†’ ๐“ ร— ๐“จ) ฮผ
Learning.randomSampling_policy.{u_1, u_2} {๐“ : Type u_1} {๐“จ : Type u_2} {m๐“ : MeasurableSpace ๐“} {m๐“จ : MeasurableSpace ๐“จ} (ฮผ : MeasureTheory.Measure ๐“) [MeasureTheory.IsProbabilityMeasure ฮผ] (xโœ : โ„•) : Algorithm.policy (randomSampling ฮผ) xโœ = ProbabilityTheory.Kernel.const (โ†ฅ(Finset.Iic xโœ) โ†’ ๐“ ร— ๐“จ) ฮผ

Code

theorem randomSampling_policy : โˆ€ {๐“ : Type u_1} {๐“จ : Type u_2} {m๐“ : MeasurableSpace ๐“} {m๐“จ : MeasurableSpace ๐“จ} (ฮผ : MeasureTheory.Measure ๐“)
  [inst : MeasureTheory.IsProbabilityMeasure ฮผ] (x : โ„•),
  (Learning.randomSampling ฮผ).policy x = ProbabilityTheory.Kernel.const (โ†ฅ(Finset.Iic x) โ†’ ๐“ ร— ๐“จ) ฮผ
Type uses (2)
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Proof
@[simps]

Dependency graph

Type dependencies (2)

randomSampling๐Ÿ”—

DefinitionLearning.randomSampling

The Random Sampling algorithm, which samples from a fixed probability measure at each iteration.

๐Ÿ”—def
Learning.randomSampling.{u_1, u_2} {๐“ : Type u_1} {๐“จ : Type u_2} {m๐“ : MeasurableSpace ๐“} {m๐“จ : MeasurableSpace ๐“จ} (ฮผ : MeasureTheory.Measure ๐“) [MeasureTheory.IsProbabilityMeasure ฮผ] : Algorithm ๐“ ๐“จ
Learning.randomSampling.{u_1, u_2} {๐“ : Type u_1} {๐“จ : Type u_2} {m๐“ : MeasurableSpace ๐“} {m๐“จ : MeasurableSpace ๐“จ} (ฮผ : MeasureTheory.Measure ๐“) [MeasureTheory.IsProbabilityMeasure ฮผ] : Algorithm ๐“ ๐“จ

Code

noncomputable def randomSampling (ฮผ : Measure ๐“) [IsProbabilityMeasure ฮผ] : Algorithm ๐“ ๐“จ where
  policy _ := Kernel.const _ ฮผ
  p0 := ฮผ
Type uses (1)
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Algorithm๐Ÿ”—

StructureLearning.Algorithm

A stochastic, sequential algorithm.

๐Ÿ”—structure
Learning.Algorithm.{u_4, u_5} (๐“ : Type u_4) (๐“จ : Type u_5) [MeasurableSpace ๐“] [MeasurableSpace ๐“จ] : Type (max u_4 u_5)
Learning.Algorithm.{u_4, u_5} (๐“ : Type u_4) (๐“จ : Type u_5) [MeasurableSpace ๐“] [MeasurableSpace ๐“จ] : Type (max u_4 u_5)

Code

structure Algorithm (๐“ ๐“จ : Type*) [MeasurableSpace ๐“] [MeasurableSpace ๐“จ] where
  /-- Policy or sampling rule: distribution of the next action. -/
  policy : (n : โ„•) โ†’ Kernel (Iic n โ†’ ๐“ ร— ๐“จ) ๐“
  /-- The policy is a Markov kernel. -/
  [h_policy : โˆ€ n, IsMarkovKernel (policy n)]
  /-- Distribution of the first action. -/
  p0 : Measure ๐“
  /-- The first action distribution is a probability measure. -/
  [hp0 : IsProbabilityMeasure p0]
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