`Learning.IsObliviousEnv.condIndepFun_feedback_history_action_action`🔗

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`condIndepFun_feedback_history_action_action`🔗

LemmaLearning.IsObliviousEnv.condIndepFun_feedback_history_action_action

Details

No docstring.

theorem

Learning.IsObliviousEnv.condIndepFun_feedback_history_action_action.{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} [StandardBorelSpace 𝓐] [Nonempty 𝓐]
  [StandardBorelSpace 𝓨] [Nonempty 𝓨] [StandardBorelSpace Ω]
  [IsObliviousEnv env] (h : IsAlgEnvSeq A Y alg env P) (n : ℕ) :
  ProbabilityTheory.CondIndepFun
    (MeasurableSpace.comap (A (n + 1)) inferInstance) ⋯ (Y (n + 1))
    (fun ω => (history A Y n ω, A (n + 1) ω)) P
Learning.IsObliviousEnv.condIndepFun_feedback_history_action_action.{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}
  [StandardBorelSpace 𝓐] [Nonempty 𝓐]
  [StandardBorelSpace 𝓨] [Nonempty 𝓨]
  [StandardBorelSpace Ω]
  [IsObliviousEnv env]
  (h : IsAlgEnvSeq A Y alg env P)
  (n : ℕ) :
  ProbabilityTheory.CondIndepFun
    (MeasurableSpace.comap (A (n + 1))
      inferInstance)
    ⋯ (Y (n + 1))
    (fun ω =>
      (history A Y n ω, A (n + 1) ω))
    P

Code

lemma condIndepFun_feedback_history_action_action [StandardBorelSpace Ω]
    [IsObliviousEnv env] (h : IsAlgEnvSeq A Y alg env P) (n : ℕ) :
    Y (n + 1) ⟂ᵢ[A (n + 1), h.measurable_action (n + 1); P]
      (fun ω ↦ (history A Y n ω, A (n + 1) ω))

Type uses (5)

Body uses (3)

Used by (2)

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Proof

by
  have h_indep : Y (n + 1) ⟂ᵢ[A (n + 1), h.measurable_action (n + 1); P] history A Y n :=
    condIndepFun_feedback_history_action h n
  have hA := h.measurable_action
  have hY := h.measurable_feedback
  exact h_indep.prod_right (by fun_prop) (by fun_prop) (by fun_prop)

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]

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`IsObliviousEnv`🔗

Type ClassLearning.IsObliviousEnv

Details

An environment is oblivious if the distribution of the next feedback depends only on the last action and not on the past history.

type class

Learning.IsObliviousEnv.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨}
  (env : Environment 𝓐 𝓨) : Prop
Learning.IsObliviousEnv.{u_1, u_2}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐}
  {m𝓨 : MeasurableSpace 𝓨}
  (env : Environment 𝓐 𝓨) : Prop

Code

class IsObliviousEnv (env : Environment 𝓐 𝓨) : Prop where
  exists_eq_prodMkLeft : ∃ ν : ℕ → Kernel 𝓐 𝓨, (∀ n, IsMarkovKernel (ν n)) ∧
    (env.ν0 = ν 0) ∧ (∀ n, env.feedback n = (ν (n + 1)).prodMkLeft _)

Type uses (1)

Environment

Used by (13)

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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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`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)

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Learning.IsObliviousEnv.condIndepFun_feedback_history_action_action🔗

condIndepFun_feedback_history_action_action🔗

Algorithm🔗

Environment🔗

IsObliviousEnv🔗

IsAlgEnvSeq🔗

history🔗

`Learning.IsObliviousEnv.condIndepFun_feedback_history_action_action`🔗

`condIndepFun_feedback_history_action_action`🔗

`Algorithm`🔗

`Environment`🔗

`IsObliviousEnv`🔗

`IsAlgEnvSeq`🔗

`history`🔗