import Mathlib.MeasureTheory.Order.Lattice 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.CompProdEqIff import Mathlib.Probability.Kernel.Composition.MeasureComp import Mathlib.Probability.Kernel.Composition.MeasureCompProd /-! # Standalone extraction for `Learning.IsAlgEnvSeq.absolutelyContinuous_map_history` 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 ENNReal end ENNReal namespace Learning end Learning namespace Learning.Algorithm end Learning.Algorithm namespace Learning.IsAlgEnvSeq end Learning.IsAlgEnvSeq -- ═══ 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 -- ═══ SequentialLearning.Algorithm ═══ section open MeasureTheory ProbabilityTheory Filter Real Finset open scoped ENNReal NNReal namespace Learning variable {𝓐 𝓨 Ω : Type*} {m𝓐 : MeasurableSpace 𝓐} {m𝓨 : MeasurableSpace 𝓨} {mΩ : MeasurableSpace Ω} /-- A stochastic, sequential algorithm. -/ 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] /-- A stochastic environment. -/ 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] section IsAlgEnvSeq variable {A : ℕ → Ω → 𝓐} {Y : ℕ → Ω → 𝓨} {alg : Algorithm 𝓐 𝓨} {env : Environment 𝓐 𝓨} {P : Measure Ω} [IsFiniteMeasure P] {N : ℕ} /-- History of the algorithm-environment sequence up to time `n`. -/ 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) /-- An algorithm-environment sequence: a sequence of actions and feedbacks generated by an algorithm interacting with an environment. -/ 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) := sorry /-- The feedback sequence is measurable. -/ measurable_feedback n : Measurable (Y n) := sorry /-- 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 end IsAlgEnvSeq end Learning end -- ═══ SequentialLearning.AlgorithmDensity ═══ section open MeasureTheory ProbabilityTheory Finset open scoped ENNReal namespace Learning variable {𝓐 𝓨 : Type*} [MeasurableSpace 𝓐] [MeasurableSpace 𝓨] namespace Algorithm /-- For every time and history, the distribution over actions according to `alg` is absolutely continuous with respect to the distribution over actions according to `alg₀`. -/ structure AbsolutelyContinuous (alg alg₀ : Algorithm 𝓐 𝓨) : Prop where p0 : alg.p0 ≪ alg₀.p0 policy n h : alg.policy n h ≪ alg₀.policy n h @[inherit_doc AbsolutelyContinuous] scoped notation:50 alg " ≪ₐ " alg₀ => AbsolutelyContinuous alg alg₀ end Algorithm open scoped Algorithm namespace IsAlgEnvSeq variable {Ω : Type*} [MeasurableSpace Ω] variable {alg : Algorithm 𝓐 𝓨} {env : Environment 𝓐 𝓨} variable {A : ℕ → Ω → 𝓐} {Y : ℕ → Ω → 𝓨} variable {P : Measure Ω} [IsFiniteMeasure P] variable {Ω₀ : Type*} [MeasurableSpace Ω₀] variable {alg₀ : Algorithm 𝓐 𝓨} variable {A₀ : ℕ → Ω₀ → 𝓐} {Y₀ : ℕ → Ω₀ → 𝓨} variable {P₀ : Measure Ω₀} [IsProbabilityMeasure P₀] lemma absolutelyContinuous_map_history (h : IsAlgEnvSeq A Y alg env P) (h₀ : IsAlgEnvSeq A₀ Y₀ alg₀ env P₀) (hc : alg ≪ₐ alg₀) (n : ℕ) : P.map (history A Y n) ≪ P₀.map (history A₀ Y₀ n) := sorry variable [MeasurableSpace.CountablyGenerated 𝓐] end IsAlgEnvSeq end Learning end