LeanMachineLearning exposition

Learning.Ξ½0_stationaryEnvπŸ”—

This page has the declaration's own card below, then its dependency graph, then a card for each dependency (type dependencies first, then the rest of the transitive closure). For a theorem, the graph and the dependency cards only follow its statement's dependencies (its proof is replaced by sorry, so what it proves doesn't depend on how); for everything else, both the type and the body/value are followed, since their content is part of what later declarations build on.

Minimal Lean file

Ξ½0_stationaryEnvπŸ”—

LemmaLearning.Ξ½0_stationaryEnv

No docstring.

πŸ”—theorem
Learning.Ξ½0_stationaryEnv.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2} {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨} (Ξ½ : ProbabilityTheory.Kernel 𝓐 𝓨) [ProbabilityTheory.IsMarkovKernel Ξ½] : Environment.Ξ½0 (stationaryEnv Ξ½) = Ξ½
Learning.Ξ½0_stationaryEnv.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2} {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨} (Ξ½ : ProbabilityTheory.Kernel 𝓐 𝓨) [ProbabilityTheory.IsMarkovKernel Ξ½] : Environment.Ξ½0 (stationaryEnv Ξ½) = Ξ½

Code

lemma Ξ½0_stationaryEnv (Ξ½ : Kernel 𝓐 𝓨) [IsMarkovKernel Ξ½] : (stationaryEnv Ξ½).Ξ½0 = Ξ½
Type uses (2)
Body uses (1)

Actions: Source Β· Open Issue

Proof
by
  simp [stationaryEnv]

Dependency graph

Type dependencies (2)

stationaryEnvπŸ”—

DefinitionLearning.stationaryEnv

A stationary environment, in which the distribution of the next feedback depends only on the last action.

πŸ”—def
Learning.stationaryEnv.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2} {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨} (Ξ½ : ProbabilityTheory.Kernel 𝓐 𝓨) [ProbabilityTheory.IsMarkovKernel Ξ½] : Environment 𝓐 𝓨
Learning.stationaryEnv.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2} {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨} (Ξ½ : ProbabilityTheory.Kernel 𝓐 𝓨) [ProbabilityTheory.IsMarkovKernel Ξ½] : Environment 𝓐 𝓨

Code

def stationaryEnv (Ξ½ : Kernel 𝓐 𝓨) [IsMarkovKernel Ξ½] : Environment 𝓐 𝓨 := obliviousEnv fun _ ↦ Ξ½
Type uses (1)
Body uses (1)
Used by (81)

Actions: Source Β· Open Issue

EnvironmentπŸ”—

StructureLearning.Environment

A stochastic environment.

πŸ”—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 : β„•) β†’ Kernel ((Iic n β†’ 𝓐 Γ— 𝓨) Γ— 𝓐) 𝓨
  /-- The feedback kernels are Markov kernels. -/
  [h_feedback : βˆ€ n, IsMarkovKernel (feedback n)]
  /-- Distribution of the first observation given the first action. -/
  Ξ½0 : Kernel 𝓐 𝓨
  /-- The initial observation kernel is a Markov kernel. -/
  [hp0 : IsMarkovKernel Ξ½0]
Used by (128)

Actions: Source Β· Open Issue

All dependencies, transitively (1)

obliviousEnvπŸ”—

DefinitionLearning.obliviousEnv

An oblivious environment, in which the distribution of the next feedback depends only on the last action, but in a possibly time-dependent manner.

πŸ”—def
Learning.obliviousEnv.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2} {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨} (Ξ½ : β„• β†’ ProbabilityTheory.Kernel 𝓐 𝓨) [βˆ€ (n : β„•), ProbabilityTheory.IsMarkovKernel (Ξ½ n)] : Environment 𝓐 𝓨
Learning.obliviousEnv.{u_1, u_2} {𝓐 : Type u_1} {𝓨 : Type u_2} {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨} (Ξ½ : β„• β†’ ProbabilityTheory.Kernel 𝓐 𝓨) [βˆ€ (n : β„•), ProbabilityTheory.IsMarkovKernel (Ξ½ n)] : Environment 𝓐 𝓨

Code

def obliviousEnv (Ξ½ : β„• β†’ Kernel 𝓐 𝓨) [βˆ€ n, IsMarkovKernel (Ξ½ n)] : Environment 𝓐 𝓨 where
  feedback n := (Ξ½ (n + 1)).prodMkLeft _
  Ξ½0 := Ξ½ 0
Type uses (1)
Used by (10)

Actions: Source Β· Open Issue