LeanMachineLearning

Learning.IsAlgEnvSeq.identDistrib_trajectoryπŸ”—

Theorem

The law of the sequence of actions and observations generated by an algorithm-environment pair is unique: it does not depend on the probability space used.

Types
  • 𝓐 : Type u_1m𝓐 : MeasurableSpace 𝓐A measurable space is a space equipped with a Οƒ-algebra.
  • 𝓨 : Type u_2m𝓨 : MeasurableSpace 𝓨
  • Ξ© : Type u_4mΞ© : MeasurableSpace Ξ©
  • Ξ©' : Type u_5mΞ©' : MeasurableSpace Ξ©'
Given
  • alg : Algorithm 𝓐 𝓨A stochastic, sequential algorithm.
  • env : Environment 𝓐 𝓨A stochastic environment.
  • P : MeasureTheory.Measure Ξ©A measure is defined to be an outer measure that is countably additive on measurable sets, with the additional assumption that the outer measure is the canonical extension of the restricted measure.MeasureTheory.IsProbabilityMeasure PA measure ΞΌ is called a probability measure if ΞΌ univ = 1.
  • P' : MeasureTheory.Measure Ξ©'MeasureTheory.IsProbabilityMeasure P'
  • A₁ : β„• β†’ Ξ© β†’ 𝓐
  • R₁ : β„• β†’ Ξ© β†’ 𝓨
  • Aβ‚‚ : β„• β†’ Ξ©' β†’ 𝓐
  • Rβ‚‚ : β„• β†’ Ξ©' β†’ 𝓨
Assuming
Then
ProbabilityTheory.IdentDistrib (trajectory A₁ R₁) (trajectory Aβ‚‚ Rβ‚‚) P P'
Two functions defined on two (possibly different) measure spaces are identically distributed if their image measures coincide.
Code
theorem IsAlgEnvSeq.identDistrib_trajectory (h1 : IsAlgEnvSeq A₁ R₁ alg env P)
    (h2 : IsAlgEnvSeq Aβ‚‚ Rβ‚‚ alg env P') :
    IdentDistrib (trajectory A₁ R₁) (trajectory Aβ‚‚ Rβ‚‚) P P' where
  aemeasurable_fst
Proof
h1.measurable_trajectory.aemeasurable
  aemeasurable_snd := h2.measurable_trajectory.aemeasurable
  map_eq := isAlgEnvSeq_unique h1 h2

Actions: Source Β· Open Issue

Meaning last changed in v4.34.0-rc2-39-gb743f31 (2026-09-08), the 5th recorded change.

Self-contained, with its dependencies inlined and proofs replaced by sorry: download the raw file Β· open it in the Lean web editor.

Dependency graph

Audit surface: 5 project declarations, 27 external constants

βœ“ Proved: no sorry anywhere in its closure

This is the tool's own reading of one build's recorded axioms, and it is not robust against an author who wants it to pass. Checking meant to be relied on should go through Comparator, which replays the proof through the kernel from an export against an explicit list of permitted axioms.