Lean module · ETC
BanditRLProof.Algorithms.ETCCenteredDiffRewardSubGaussian
# ETC centered reward-difference sub-Gaussian transfer This module transfers per-time centered reward sub-Gaussian witnesses through the deterministic centered pairwise reward-difference transform used by the ETC wrong-commit probability route.
Module map
Imports
BanditRLProof.Algorithms.ETCWrongCommitCanonicalTail, BanditRLProof.Algorithms.ETCCenteredDiffRewardIndependence
Imported by
BanditRLProof, BanditRLProof.Algorithms.ETCBoundedRewardSubGaussian, BanditRLProof.Algorithms.ETCCondSubGaussianWitnesses
Declarations
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def
BanditRLProof.ETC.centeredPairwiseRewardDiffVarianceProxy
Compiled
Variance proxy induced on the centered pairwise reward-difference summand by per-arm centered reward variance proxies. Only the arm pulled by `ETC.actionWithCommit spec commitArm t` contributes: arm `a`, the model best arm, or zero if neither is pulled at time `t`.
noncomputable def centeredPairwiseRewardDiffVarianceProxy {K : Nat} (spec : ETC.Spec K) (model : FiniteBanditModel K) (commitArm : Fin K) (cReward : Fin K -> Nat -> NNReal) (a : Fin K) (t : Nat) : NNReal
theorem
BanditRLProof.ETC.centeredPairwiseRewardDiff_hasSubgaussianMGF_of_centeredReward
Compiled
Transfer a centered reward sub-Gaussian witness at one time index to the corresponding centered pairwise reward-difference summand. This is the `ETC-CENTERED-DIFF-SUBGAUSSIAN-REWARD-WITNESS` leaf. It handles the deterministic action cases and the sign flip for the best-arm centered reward. It does not prove the raw centered reward is sub-Gaussian from a distributional model.
theorem centeredPairwiseRewardDiff_hasSubgaussianMGF_of_centeredReward {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsZeroOrProbabilityMeasure mu] (spec : ETC.Spec K) (model : FiniteBanditModel K) (commitArm : Fin K) (reward : Omega -> RewardTrace Rat) (cReward : Fin K -> Nat -> NNReal) (a : Fin K) (t : Nat) (hne : a = model.bestArm -> False) (h_subG : forall b : Fin K, ETC.actionWithCommit spec commitArm t = b -> ProbabilityTheory.HasSubgaussianMGF (fun omega : Omega => (((reward omega t - model.mean b : Rat) : Real))) (cReward b t) mu) : ProbabilityTheory.HasSubgaussianMGF (fun omega : Omega => ETC.centeredPairwiseRewardDiff spec model commitArm reward a t omega) (ETC.centeredPairwiseRewardDiffVarianceProxy spec model commitArm cReward a t) mu
theorem
BanditRLProof.ETC.prob_argmaxCommitOracle_ne_bestArm_le_filtered_sum_centeredDiffSubGaussianTail_of_reward_iIndepFun_centeredReward_subG
Compiled
Canonical concrete argmax-oracle wrong-commit probability bound from trace-level reward independence plus per-time centered reward sub-Gaussian witnesses. This is the `ETC-WRONG-COMMIT-REWARD-LAW-SUBGAUSSIAN-BOUND` leaf. It composes the reward-coordinate independence transfer, the centered reward sub-Gaussian transfer, and the canonical wrong-commit probability consumer. It still leaves the source of trace-level independence and centered reward sub-Gaussianity as explicit assumptions.
theorem prob_argmaxCommitOracle_ne_bestArm_le_filtered_sum_centeredDiffSubGaussianTail_of_reward_iIndepFun_centeredReward_subG {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (hK : 0 < K) (mu : MeasureTheory.Measure Omega) [MeasureTheory.IsFiniteMeasure mu] [MeasureTheory.IsZeroOrProbabilityMeasure mu] (spec : ETC.Spec K) (model : FiniteBanditModel K) (commitArm : Fin K) (reward : Omega -> RewardTrace Rat) (cReward : Fin K -> Nat -> NNReal) (hexplorationPulls_pos : 0 < spec.explorationPulls) (h_reward_indep : ProbabilityTheory.iIndepFun (fun t omega => reward omega t) mu) (h_reward_subG : forall b : Fin K, forall t, t < spec.explorationPulls * K -> ProbabilityTheory.HasSubgaussianMGF (fun omega : Omega => (((reward omega t - model.mean b : Rat) : Real))) (cReward b t) mu) : mu {omega : Omega | (ETC.argmaxCommitOracle hK).choose (fun a : Fin K => ETC.empMeanAtExploration spec commitArm (reward omega) a) = model.bestArm -> False} <= ((Finset.univ : Finset (Fin K)).filter (fun a : Fin K => a = model.bestArm -> False)).sum (ETC.centeredDiffSubGaussianTail spec model (ETC.centeredPairwiseRewardDiffVarianceProxy spec model commitArm cReward))