LeanMachineLearning

3.15. SequentialLearning.EvaluationEnv🔗

Function evaluation environments

We define two environments, onlineEvalEnv and evalEnv, where the feedback is given by evaluating a measurable function at the chosen action. The first one allows the function to change at every time step, while the second one uses a fixed function at every time step.

Main definitions

  • onlineEvalEnv g hg: A stationary environment where the feedback at time n is given by a deterministic kernel that evaluates the measurable function g n at the chosen action.

  • evalEnv f hf: A stationary environment where the feedback is given by a deterministic kernel that evaluates a fixed measurable function f at the chosen action.

They both satisfy the typeclasses IsObliviousEnv and IsDeterministicEnv.

Main statements

  • forall_feedback_onlineEvalEnv_ae_eq_eval_action: For almost all ω, the feedback at time n is equal to g n evaluated at the action taken at time n.

  • forall_feedback_evalEnv_ae_eq_eval_action: For almost all ω, the feedback at time n is equal to f evaluated at the action taken at time n.

Module LeanMachineLearning.SequentialLearning.EvaluationEnv contains 19 exposed declarations.