`Learning.IsObliviousEnv.hasCondDistrib_feedback`🔗

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Minimal Lean file

`hasCondDistrib_feedback`🔗

LemmaLearning.IsObliviousEnv.hasCondDistrib_feedback

Details

No docstring.

theorem

Learning.IsObliviousEnv.hasCondDistrib_feedback.{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} [IsObliviousEnv env]
  (h : IsAlgEnvSeq A Y alg env P) (n : ℕ) :
  ProbabilityTheory.HasCondDistrib (Y n) (A n)
    (feedbackCondAction env n) P
Learning.IsObliviousEnv.hasCondDistrib_feedback.{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}
  [IsObliviousEnv env]
  (h : IsAlgEnvSeq A Y alg env P)
  (n : ℕ) :
  ProbabilityTheory.HasCondDistrib (Y n)
    (A n) (feedbackCondAction env n) P

Code

lemma hasCondDistrib_feedback [IsObliviousEnv env] (h : IsAlgEnvSeq A Y alg env P) (n : ℕ) :
    HasCondDistrib (Y n) (A n) (feedbackCondAction env n) P

Type uses (5)

Body uses (6)

Used by (3)

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Proof

by
  have hA := h.measurable_action
  have hY := h.measurable_feedback
  cases n with
  | zero => rw [← ν0_eq_feedbackCondAction]; exact h.hasCondDistrib_feedback_zero
  | succ n =>
    refine ⟨by fun_prop, ?_⟩
    have h_eq := (h.hasCondDistrib_feedback n).map_eq
    have : P.map (A (n + 1)) =
        (P.map (fun x ↦ (history A Y n x, A (n + 1) x))).snd := by
      rw [Measure.snd_map_prodMk (by fun_prop)]
    simp only [feedback_eq_feedbackCondAction] at h_eq
    rw [this, ← Measure.snd_prodAssoc_compProd_prodMkLeft, ← h_eq,
      Measure.snd_map_prodMk (by fun_prop), Measure.map_map (by fun_prop) (by fun_prop)]
    congr

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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`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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`feedbackCondAction`🔗

DefinitionLearning.feedbackCondAction

Details

The kernel representing the conditional distribution of the feedback given the action at time n in an oblivious environment.

def

Learning.feedbackCondAction.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨}
  (env : Environment 𝓐 𝓨) [h_obl : IsObliviousEnv env] (n : ℕ) :
  ProbabilityTheory.Kernel 𝓐 𝓨
Learning.feedbackCondAction.{u_1, u_2}
  {𝓐 : Type u_1} {𝓨 : Type u_2}
  {m𝓐 : MeasurableSpace 𝓐}
  {m𝓨 : MeasurableSpace 𝓨}
  (env : Environment 𝓐 𝓨)
  [h_obl : IsObliviousEnv env] (n : ℕ) :
  ProbabilityTheory.Kernel 𝓐 𝓨

Code

noncomputable
def feedbackCondAction (env : Environment 𝓐 𝓨) [h_obl : IsObliviousEnv env] (n : ℕ) : Kernel 𝓐 𝓨 :=
  h_obl.exists_eq_prodMkLeft.choose n

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.IsObliviousEnv.hasCondDistrib_feedback🔗

hasCondDistrib_feedback🔗

Algorithm🔗

Environment🔗

IsObliviousEnv🔗

IsAlgEnvSeq🔗

feedbackCondAction🔗

history🔗

`Learning.IsObliviousEnv.hasCondDistrib_feedback`🔗

`hasCondDistrib_feedback`🔗

`Algorithm`🔗

`Environment`🔗

`IsObliviousEnv`🔗

`IsAlgEnvSeq`🔗

`feedbackCondAction`🔗

`history`🔗