BanditRLwiki setting
Pure exploration and best-arm identification
Fixed-confidence identification, characteristic time, change of measure, and stopping rules.
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Comparison signature
- Problem class. Unique-best-arm one-parameter exponential-family bandits
- Feedback. Adaptive arm samples
- Objective. delta-PAC identification with minimal expected stopping time
- Parameters. Arm laws, alternatives, confidence delta, characteristic time T-star
Matching rule. A rate is called matched only when the upper and lower theorem contracts agree on the fields above; every remaining mismatch is named in the case.
1 cases
fixed-confidence-best-arm-identification
Fixed-confidence best-arm identificationTrack-and-Stop asymptotically matches the characteristic-time change-of-measure lower bound.
Asymptotically matchedPlanned
best arm identificationTrack-and-Stopdelta-PACstopping timecharacteristic time
- Reward model
- One-parameter exponential family with a unique best arm
- Guarantee
- delta-PAC best-arm recommendation
- Cost
- Expected stopping time as delta tends to zero
- Target constant
- Characteristic time T-star of the max-min information game
Comparison judgment
Asymptotically matched
The literature has a matched asymptotic fixed-confidence answer. BanditRLlib has no characteristic-time or Track-and-Stop formalization yet.
Known gap. The source's tracking parameter alpha is in [1,e/2]; appropriate tuning approaches the characteristic-time constant.
Local Lean boundary
Planned
No delta-PAC stopping-time characteristic-time terminal or Track-and-Stop algorithm is claimed locally.
Upper bound
Track-and-Stop asymptotic upper bound
Optimal Best Arm Identification with Fixed Confidence
Aurélien Garivier and Emilie Kaufmann · 2016 · Theorem 14
Upper bound guarantee. Formula renderer unavailable; readable fallback: Track-and-Stop's expected sample complexity approaches alpha times the characteristic time.\[\limsup_{\delta\to0}\frac{\mathbb E_\mu\tau_\delta}{\log(1/\delta)}\le \alpha T^*(\mu).\]Swipe to read the full formula →
Unique best arm, source exponential-family assumptions, and alpha in the theorem's allowed range.
Open primary source ↗
Lower bound
Characteristic-time lower bound
Optimal Best Arm Identification with Fixed Confidence
Aurélien Garivier and Emilie Kaufmann · 2016 · Theorem 1
Lower bound guarantee. Formula renderer unavailable; readable fallback: Every delta-PAC strategy must spend at least the characteristic-time information cost.\[\mathbb E_\mu\tau_\delta\ge T^*(\mu)\,\mathrm{kl}(\delta,1-\delta),\quad T^*(\mu)^{-1}=\sup_{w\in\Sigma_A}\inf_{\lambda\in\mathrm{Alt}(\mu)}\sum_a w_a d(\mu_a,\lambda_a).\]Swipe to read the full formula →
The source's alternative set, exponential-family divergence, and stopping/recommendation measurability.
Open primary source ↗
Local Lean evidence
Exact declarations
- No local declaration is claimed for this target.
Not yet proved here
Missing steps
- Define delta-PAC recommendation and the adapted stopping rule.
- Formalize the stopped change-of-measure inequality.
- Build the simplex max-min characteristic time and the Track-and-Stop tracking/concentration proof.
formalization frontier
How should the characteristic-time max-min game and an unbounded adaptive stopping rule be represented in Lean?
General stopping-time infrastructure exists elsewhere in BanditRLlib, but no pure-exploration semantic bridge or source theorem is mapped.
- Recommendation event
- stopping measurability
- information game
- tracking rule
- Named formalization leaf: BAI-DELTA-PAC
- Named formalization leaf: BAI-STOPPED-CHANGE-OF-MEASURE
- Named formalization leaf: BAI-CHARACTERISTIC-TIME
- Named formalization leaf: TRACK-AND-STOP