BanditRLlib
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Lipschitz bandits

Source-repaired HOO on a general dissimilarity covering tree: actual causal rewards, dimension-derived all-horizon expected regret, and an arbitrary reward-family interface. Independently reviewed; full topic and ICLR evidence remain incomplete.

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Navigation changed. This URL is retained for compatibility. Canonical classification now lives in Bandit Taxonomy; techniques live in Technique Map; theorem-level bounds live in the Bound & Source Atlas; literature-open questions live in Frontier.

Result contract to fill

A separate record is required for each exact model and guarantee. Compare bounds only when assumptions, feedback, metrics and parameter regimes match.

Exact setting and model class
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Assumptions
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Feedback structure
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Algorithm / method
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Regret or other metric
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Expectation / high probability
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Horizon, dimension and other parameter dependencies
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Upper bound and conditions
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Lower bound and conditions
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Computation, oracle and relaxation requirements
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Paper / theorem / version / verification date
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Canonical Lean references and completion boundary
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Three separate evidence ledgers

  • Literature results: Mapped source and repairs reviewed within the disclosed scope; remaining source audits are incomplete.
  • Lean mapping: Mapped results independently reviewed with explicit differences; topic acceptance remains incomplete.
  • Literature open problems: none asserted. Missing formalization is not an open mathematical problem.

HOO: reviewed source-repaired full rate and reward-family interface

Reviewed full HOO chain and reward-family prototype snapshot; production port preserves proof bodies. For each real exponent above the actual dimension, the fixed causal algorithm and one infinite reward law give a positive gamma independent of horizon for all N>=1. Current build validation is reported separately.

Mapped results independently reviewed with explicit scope differences; topic incomplete.

X-Armed Bandits · S. Bubeck, R. Munos, G. Stoltz and C. Szepesvari · 2011

Frozen source provenance

PDF SHA-256: dcbbc42ae1ddc5a21153594a542d593d85b4f18913d9776a16221e2e31be68ef

Compiled source snapshot: 18d30b25e878894ffecf883d3c02d7ebaaa4af03. The page-wide banner separately reports this site's current Lean gate.

  • General asymmetric dissimilarity, contained-ball packing and no attained optimum/compactness premise.
  • Root initialization, chronological indexing, log(max(N,2)) and extended logzero repairs explicit; representatives and left ties are source-permitted fixed choices.
  • Arbitrary arm-indexed probability reward family needs no global-law measurability; countable representative-node kernel preserves actual trajectory.
  • Cantor model has infinite arms and non-Dirac distinct-mean rewards, proved dimension<=2; d=3 rate is conservative, not exact dimension or sharpness.
  • Reading references are not dependency edges. Recent comparison acceptance and all-topic ICLR evidence remain open; topic incomplete.

Mathematical contract and proof

A1 supplies a measurable binary covering, geometric diameter bounds and pairwise disjoint contained balls; A2 is weak Lipschitz smoothness for a general possibly asymmetric dissimilarity. Rewards are stationary probability laws M_x on [0,1] with mean f(x). The best value is sup f; attainment and compactness are not assumed.

For each real d strictly above the actual (4 nu1/nu2)-near-optimality dimension, there exists gamma>0, independent of N, such that expected actual and pseudo-regret are equal and at most gamma N^((d+1)/(d+2)) log(max(N,2))^(1/(d+2)) for every N>=1. This is an expected-regret statement, not a pathwise bound.

The proof first derives adaptive concentration from the true reward trajectory, then bounds poor-region visits. A1/A2 and the limsup dimension yield a horizon-independent bound on near-optimal node counts. The actual three-way tree partition bounds shallow, near-optimal and poor-branch regret. A geometric sum and an integer depth choice give the displayed rate. Bounded integrability and the actual conditional reward law identify realized and pseudo-regret expectations.

For arbitrary arm-indexed laws define Q(v)=M_(a_v), where a_v is the fixed representative of binary-word node v. The node space is countable, so Q is a measurable Markov kernel without global measurability of x -> M_x. Internally giving X the full sigma algebra lets the existing theorem apply, while preserving all regions, geometry, representatives, dimension and actions. Reducing definitions returns precisely the trajectory driven by Q. For an existing global kernel, the node-law equality is proved by reflexivity.

The family adapter reuses the existing pseudo-regret theorem, actual/pseudo expectation identity and actual-regret theorem. Its public-root canary uses the infinite binary-arm model with non-Dirac rewards and distinct means; dimension<=2 is proved, and d=3 yields the conservative N^(4/5) log(max(N,2))^(1/5) rate. Exact statements and proofs are available through the canonical declaration links below.

RoleCanonical Lean declarationSource or instance scope
modelBanditRLProof.HOO.RegularCoveringA1/A2, Algorithm1, Definitions4-5 and actual countable reward construction
algorithmBanditRLProof.HOO.actionA1/A2, Algorithm1, Definitions4-5 and actual countable reward construction
algorithmBanditRLProof.HOO.trajectoryA1/A2, Algorithm1, Definitions4-5 and actual countable reward construction
producerBanditRLProof.HOO.RegularCovering.nearOptimalNodes_power_boundA1/A2, Algorithm1, Definitions4-5 and actual countable reward construction
endpointBanditRLProof.HOO.RegularCovering.expected_pseudoRegret_rate_familyTheorem6 repaired rate / actual expected reward identity
endpointBanditRLProof.HOO.RegularCovering.expected_actual_eq_pseudoRegret_familyTheorem6 repaired rate / actual expected reward identity
endpointBanditRLProof.HOO.RegularCovering.expected_actualRegret_rate_familyTheorem6 repaired rate / actual expected reward identity
algorithmBanditRLProof.HOO.Covering.familyNodeLawA1/A2, Algorithm1, Definitions4-5 and actual countable reward construction
endpointBanditRLProof.HOO.CantorModel.expected_actual_rateTheorem6 repaired rate / actual expected reward identity

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