import Mathlib.MeasureTheory.Order.Lattice import Mathlib.Probability.Independence.Integration import Mathlib.Probability.Kernel.Representation import Mathlib.Probability.Kernel.IonescuTulcea.Traj import Mathlib.Probability.Process.FiniteDimensionalLaws import Mathlib.Probability.HasCondDistrib import Mathlib.MeasureTheory.Measure.ProbabilityMeasure import Mathlib.Probability.Independence.Basic import Mathlib.Probability.Independence.Conditional import Mathlib.MeasureTheory.Measure.SubFinite import Mathlib.Probability.Kernel.RadonNikodym import Mathlib.Analysis.Normed.Ring.Basic import Mathlib.MeasureTheory.Constructions.BorelSpace.Basic import Mathlib.Probability.Kernel.Composition.MapComap import Mathlib.Order.CompletePartialOrder import Mathlib.Probability.Martingale.BorelCantelli import Mathlib.Probability.IdentDistrib import Mathlib.Probability.Independence.InfinitePi import Mathlib.MeasureTheory.Function.FactorsThrough import Mathlib.CategoryTheory.Countable import Mathlib.MeasureTheory.Constructions.Polish.Basic import Mathlib.Probability.Moments.SubGaussian /-! # Standalone extraction for `Bandits.prob_avg_add_sqrt_log_le` Definitions are copied verbatim; theorem proofs are replaced by `sorry`. Auto-generated by Referee. -/ set_option quotPrecheck false -- Namespace stubs (so later `open`s resolve). namespace Finset end Finset namespace MeasureTheory end MeasureTheory namespace ProbabilityTheory end ProbabilityTheory namespace Learning end Learning namespace ENNReal end ENNReal namespace Bandits end Bandits namespace Bandits.ArrayModel end Bandits.ArrayModel -- ═══ ForMathlib.MeasureTheory.Order.Lattice ═══ section open Finset variable {α δ : Type*} [MeasurableSpace δ] [SemilatticeInf α] {m : MeasurableSpace α} [MeasurableInf₂ α] attribute [to_dual existing] MeasurableInf₂ end -- ═══ Online.Bandit.ArrayProbSpace ═══ section open MeasureTheory ProbabilityTheory Filter Real Finset Learning open scoped ENNReal NNReal namespace Bandits variable {𝓐 R : Type*} {m𝓐 : MeasurableSpace 𝓐} {mR : MeasurableSpace R} section MeasureSpace /-- Measure of an infinite stream of rewards from each action. -/ noncomputable def streamMeasure (ν : Kernel 𝓐 R) : Measure (ℕ → 𝓐 → R) := Measure.infinitePi fun _ ↦ Measure.infinitePi ν end MeasureSpace end Bandits end -- ═══ Online.Bandit.SumRewards ═══ section open MeasureTheory ProbabilityTheory Finset Learning open scoped ENNReal NNReal namespace Bandits namespace ArrayModel variable {𝓐 : Type*} {m𝓐 : MeasurableSpace 𝓐} [DecidableEq 𝓐] [Countable 𝓐] [StandardBorelSpace 𝓐] [Nonempty 𝓐] {ν : Kernel 𝓐 ℝ} [IsMarkovKernel ν] local notation "A" => action alg local notation "R" => reward alg local notation "𝔓" => arrayMeasure ν end ArrayModel variable {𝓐 Ω Ω' : Type*} [DecidableEq 𝓐] {m𝓐 : MeasurableSpace 𝓐} {mΩ : MeasurableSpace Ω} {mΩ' : MeasurableSpace Ω'} {P : Measure Ω} [IsProbabilityMeasure P] {P' : Measure Ω'} [IsProbabilityMeasure P'] {ν : Kernel 𝓐 ℝ} [IsMarkovKernel ν] {A : ℕ → Ω → 𝓐} {R : ℕ → Ω → ℝ} {A₂ : ℕ → Ω' → 𝓐} {R₂ : ℕ → Ω' → ℝ} {ω : Ω} {m n t : ℕ} {a : 𝓐} variable [Nonempty 𝓐] section Subgaussian open Real omit [DecidableEq 𝓐] [Nonempty 𝓐] in lemma prob_avg_add_sqrt_log_le {σ2 : ℝ≥0} {c : ℝ} (hν : ∀ a, HasSubgaussianMGF (fun x ↦ x - (ν a)[id]) σ2 (ν a)) (hσ2 : σ2 ≠ 0) (hc : 0 ≤ c) (a : 𝓐) (n k : ℕ) (hk : k ≠ 0) : streamMeasure ν {ω | (∑ m ∈ range k, ω m a) / k + √(2 * c * σ2 * log (n + 1) / k) ≤ (ν a)[id]} ≤ 1 / (n + 1) ^ c := sorry end Subgaussian end Bandits end