`Learning.IsDeterministicAlg.hasLaw_action_zero`🔗

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Minimal Lean file

`hasLaw_action_zero`🔗

LemmaLearning.IsDeterministicAlg.hasLaw_action_zero

Details

No docstring.

theorem

Learning.IsDeterministicAlg.hasLaw_action_zero.{u_1, u_2, u_3}
  {𝓐 : Type u_1} {𝓨 : Type u_2} {m𝓐 : MeasurableSpace 𝓐}
  {m𝓨 : MeasurableSpace 𝓨} {Ω : Type u_3} {mΩ : MeasurableSpace Ω}
  {alg : Algorithm 𝓐 𝓨} {env : Environment 𝓐 𝓨}
  {P : MeasureTheory.Measure Ω} [MeasureTheory.IsFiniteMeasure P]
  {A : ℕ → Ω → 𝓐} {Y : ℕ → Ω → 𝓨} [h_det : IsDeterministicAlg alg]
  (h : IsAlgEnvSeq A Y alg env P) :
  ProbabilityTheory.HasLaw (A 0)
    (MeasureTheory.Measure.dirac (actionZero alg)) P
Learning.IsDeterministicAlg.hasLaw_action_zero.{u_1,
    u_2, u_3}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐}
  {m𝓨 : MeasurableSpace 𝓨} {Ω : Type u_3}
  {mΩ : MeasurableSpace Ω}
  {alg : Algorithm 𝓐 𝓨}
  {env : Environment 𝓐 𝓨}
  {P : MeasureTheory.Measure Ω}
  [MeasureTheory.IsFiniteMeasure P]
  {A : ℕ → Ω → 𝓐} {Y : ℕ → Ω → 𝓨}
  [h_det : IsDeterministicAlg alg]
  (h : IsAlgEnvSeq A Y alg env P) :
  ProbabilityTheory.HasLaw (A 0)
    (MeasureTheory.Measure.dirac
      (actionZero alg))
    P

Code

lemma hasLaw_action_zero [h_det : IsDeterministicAlg alg] (h : IsAlgEnvSeq A Y alg env P) :
    HasLaw (A 0) (Measure.dirac (actionZero alg)) P where
  aemeasurable

Type uses (5)

Body uses (1)

p0_eq_dirac

Used by (1)

hasLaw_action_zero_detAlgorithm

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Proof

have hA := h.measurable_action; by fun_prop
  map_eq := (h.hasLaw_action_zero).map_eq.trans (p0_eq_dirac alg)

Dependency graph

Type dependencies (5)

`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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`IsDeterministicAlg`🔗

Type ClassLearning.IsDeterministicAlg

Details

An algorithm is deterministic if its initial action and subsequent actions are determined by measurable functions (and not possibly random kernels).

type class

Learning.IsDeterministicAlg.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨}
  (alg : Algorithm 𝓐 𝓨) : Prop
Learning.IsDeterministicAlg.{u_1, u_2}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐}
  {m𝓨 : MeasurableSpace 𝓨}
  (alg : Algorithm 𝓐 𝓨) : Prop

Code

class IsDeterministicAlg (alg : Algorithm 𝓐 𝓨) : Prop where
  exists_action0 : ∃ action0, alg.p0 = Measure.dirac action0
  exists_nextAction n : ∃ (nextAction : (Iic n → 𝓐 × 𝓨) → 𝓐) (h_meas : Measurable nextAction),
    alg.policy n = Kernel.deterministic nextAction h_meas

Type uses (1)

Algorithm

Used by (14)

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`IsAlgEnvSeq`🔗

StructureLearning.IsAlgEnvSeq

Details

An algorithm-environment sequence: a sequence of actions and feedbacks generated by an algorithm interacting with an environment.

structure

Learning.IsAlgEnvSeq.{u_1, u_2, u_3} {𝓐 : Type u_1} {𝓨 : Type u_2}
  {Ω : Type u_3} {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨}
  {mΩ : MeasurableSpace Ω} (A : ℕ → Ω → 𝓐) (Y : ℕ → Ω → 𝓨)
  (alg : Algorithm 𝓐 𝓨) (env : Environment 𝓐 𝓨)
  (P : MeasureTheory.Measure Ω) [MeasureTheory.IsFiniteMeasure P] : Prop
Learning.IsAlgEnvSeq.{u_1, u_2, u_3}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  {Ω : Type u_3} {m𝓐 : MeasurableSpace 𝓐}
  {m𝓨 : MeasurableSpace 𝓨}
  {mΩ : MeasurableSpace Ω} (A : ℕ → Ω → 𝓐)
  (Y : ℕ → Ω → 𝓨) (alg : Algorithm 𝓐 𝓨)
  (env : Environment 𝓐 𝓨)
  (P : MeasureTheory.Measure Ω)
  [MeasureTheory.IsFiniteMeasure P] : Prop

Code

structure IsAlgEnvSeq
    (A : ℕ → Ω → 𝓐) (Y : ℕ → Ω → 𝓨) (alg : Algorithm 𝓐 𝓨) (env : Environment 𝓐 𝓨)
    (P : Measure Ω) [IsFiniteMeasure P] : Prop where
  /-- The action sequence is measurable. -/
  measurable_action n : Measurable (A n) := by fun_prop
  /-- The feedback sequence is measurable. -/
  measurable_feedback n : Measurable (Y n) := by fun_prop
  /-- The first action has the correct law. -/
  hasLaw_action_zero : HasLaw (fun ω ↦ (A 0 ω)) alg.p0 P
  /-- The first feedback has the correct conditional distribution. -/
  hasCondDistrib_feedback_zero : HasCondDistrib (Y 0) (A 0) env.ν0 P
  /-- The next action has the correct conditional distribution given the history. -/
  hasCondDistrib_action n :
    HasCondDistrib (A (n + 1)) (history A Y n) (alg.policy n) P
  /-- The next feedback has the correct conditional distribution given the history and
  next action. -/
  hasCondDistrib_feedback n :
    HasCondDistrib (Y (n + 1)) (fun ω ↦ (history A Y n ω, A (n + 1) ω))
      (env.feedback n) P

Type uses (3)

Used by (111)

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`actionZero`🔗

DefinitionLearning.actionZero

Details

The initial action of a deterministic algorithm.

def

Learning.actionZero.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨}
  (alg : Algorithm 𝓐 𝓨) [h_det : IsDeterministicAlg alg] : 𝓐
Learning.actionZero.{u_1, u_2}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐}
  {m𝓨 : MeasurableSpace 𝓨}
  (alg : Algorithm 𝓐 𝓨)
  [h_det : IsDeterministicAlg alg] : 𝓐

Code

noncomputable
def actionZero (alg : Algorithm 𝓐 𝓨) [h_det : IsDeterministicAlg alg] : 𝓐 :=
  h_det.exists_action0.choose

Type uses (2)

Used by (12)

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All dependencies, transitively (1)

`history`🔗

DefinitionLearning.history

Details

History of the algorithm-environment sequence up to time n.

def

Learning.history.{u_1, u_2, u_3} {𝓐 : Type u_1} {𝓨 : Type u_2}
  {Ω : Type u_3} (A : ℕ → Ω → 𝓐) (Y : ℕ → Ω → 𝓨) (n : ℕ) (ω : Ω) :
  ↥(Finset.Iic n) → 𝓐 × 𝓨
Learning.history.{u_1, u_2, u_3}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  {Ω : Type u_3} (A : ℕ → Ω → 𝓐)
  (Y : ℕ → Ω → 𝓨) (n : ℕ) (ω : Ω) :
  ↥(Finset.Iic n) → 𝓐 × 𝓨

Code

def history (A : ℕ → Ω → 𝓐) (Y : ℕ → Ω → 𝓨) (n : ℕ) (ω : Ω) : Iic n → 𝓐 × 𝓨 :=
  fun i ↦ (A i ω, Y i ω)

Used by (72)

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Learning.IsDeterministicAlg.hasLaw_action_zero🔗

hasLaw_action_zero🔗

Algorithm🔗

Environment🔗

IsDeterministicAlg🔗

IsAlgEnvSeq🔗

actionZero🔗

history🔗

`Learning.IsDeterministicAlg.hasLaw_action_zero`🔗

`hasLaw_action_zero`🔗

`Algorithm`🔗

`Environment`🔗

`IsDeterministicAlg`🔗

`IsAlgEnvSeq`🔗

`actionZero`🔗

`history`🔗