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Lean module · ETC

BanditRLProof.Algorithms.ETCMeasurability

# ETC measurability canaries This module starts the probability-facing ETC layer with event measurability. It deliberately avoids measures, probability inequalities, empirical means, filtrations, concentration, and final regret theorems.

Module map

Teaching chapter
3. Explore-Then-Commit
Declarations
19
Placeholders
0

Imports

BanditRLProof.Core, BanditRLProof.Algorithms.ETC

Imported by

BanditRLProof, BanditRLProof.Algorithms.ETCArgmaxOracle, BanditRLProof.Algorithms.ETCGeneratedHistoryPolicy

Declarations

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theorem BanditRLProof.ETC.measurableSet_commitArm_ne_bestArm Compiled

If the commit arm is measurable, then the event that it is not the selected best arm is measurable. This is the first wrong-commit event canary after the deterministic fixed-commit ETC layer. It is intentionally only an event measurability fact.

theorem measurableSet_commitArm_ne_bestArm {Omega : Type u} {K : Nat} [MeasurableSpace Omega] [MeasurableSpace (Fin K)] [MeasurableSingletonClass (Fin K)] (model : FiniteBanditModel K) (commitArm : Omega -> Fin K) (hmeas_commit : Measurable commitArm) : MeasurableSet {omega : Omega | commitArm omega = model.bestArm -> False}
theorem BanditRLProof.ETC.measurable_empMeanVector_of_forall_measurable Compiled

Coordinatewise empirical-mean measurability packages into measurability of the empirical-mean score vector. This is the `ETC-EMPMEAN-VECTOR-MEASURABILITY-BRIDGE` project-local leaf selected by the Extended Pro review after `ETC-COMMIT-ORACLE-CHOICE-MEASURABILITY-BRIDGE`. It is a direct producer for `measurable_commitOracle_choose_of_measurable_empMeanVector`; it does not construct an oracle, prove argmax correctness, add concentration, or introduce filtration.

theorem measurable_empMeanVector_of_forall_measurable {Omega : Type u} {K : Nat} [MeasurableSpace Omega] [MeasurableSpace Rat] (empMean : Omega -> Fin K -> Rat) (hmeas_coord : forall a : Fin K, Measurable (fun omega : Omega => empMean omega a)) : Measurable (fun omega : Omega => (empMean omega : Fin K -> Rat))
theorem BanditRLProof.ETC.measurable_commitOracle_choose_of_measurable_empMeanVector Compiled

An abstract commit oracle has a measurable composed choice map whenever the empirical-mean score vector is measurable and the finite-score-vector domain is countable with measurable singletons. This is the compiled candidate identified by the `ETC-COMMIT-ORACLE-CHOICE-MEASURABILITY-ROUTE-CARD`. It discharges the direct `hmeas_choose` contract used by `measurableSet_commitOracle_ne_bestArm` for the current `Rat` score-vector surface. It does not construct a concrete argmax oracle, prove argmax correctness, introduce concentration, or use filtration.

theorem measurable_commitOracle_choose_of_measurable_empMeanVector {Omega : Type u} {K : Nat} [MeasurableSpace Omega] [MeasurableSpace (Fin K)] [MeasurableSpace (Fin K -> Rat)] [MeasurableSingletonClass (Fin K -> Rat)] [Countable (Fin K -> Rat)] (oracle : ETC.CommitOracle K) (empMean : Omega -> Fin K -> Rat) (hmeas_emp : Measurable (fun omega : Omega => (empMean omega : Fin K -> Rat))) : Measurable (fun omega : Omega => oracle.choose (empMean omega))
theorem BanditRLProof.ETC.measurable_commitOracle_choose_of_forall_measurable_empMean Compiled

Coordinatewise empirical-mean measurability is enough to make an abstract commit oracle's composed choice map measurable. This is the `ETC-COMMIT-ORACLE-CHOICE-MEASURABILITY-OF-COORDINATES` project-local leaf selected after `ETC-EMPMEAN-VECTOR-MEASURABILITY-BRIDGE`. It composes the Mathlib Pi-space empirical-mean vector bridge with the countable score-vector oracle-choice bridge. It does not construct a concrete oracle, prove argmax correctness, introduce probability, or use concentration/filtration facts.

theorem measurable_commitOracle_choose_of_forall_measurable_empMean {Omega : Type u} {K : Nat} [MeasurableSpace Omega] [MeasurableSpace Rat] [MeasurableSpace (Fin K)] [MeasurableSingletonClass (Fin K -> Rat)] [Countable (Fin K -> Rat)] (oracle : ETC.CommitOracle K) (empMean : Omega -> Fin K -> Rat) (hmeas_coord : forall a : Fin K, Measurable (fun omega : Omega => empMean omega a)) : Measurable (fun omega : Omega => oracle.choose (empMean omega))
theorem BanditRLProof.ETC.measurableSet_commitOracle_ne_bestArm Compiled

If an abstract commit oracle's composed choice map is measurable, then the event that the oracle-selected arm is not the selected best arm is measurable. This is the `ETC-COMMIT-ORACLE-WRONG-EVENT-MEASURABILITY` project-local leaf. It deliberately assumes measurability of the composed oracle choice directly, so it does not construct a concrete argmax oracle, prove oracle measurability from empirical means, add probability assumptions, or introduce concentration and filtration obligations.

theorem measurableSet_commitOracle_ne_bestArm {Omega : Type u} {K : Nat} [MeasurableSpace Omega] [MeasurableSpace (Fin K)] [MeasurableSingletonClass (Fin K)] (model : FiniteBanditModel K) (oracle : ETC.CommitOracle K) (empMean : Omega -> Fin K -> Rat) (hmeas_choose : Measurable (fun omega : Omega => oracle.choose (empMean omega))) : MeasurableSet {omega : Omega | oracle.choose (empMean omega) = model.bestArm -> False}
theorem BanditRLProof.ETC.measurableSet_commitOracle_ne_bestArm_of_forall_measurable_empMean Compiled

Coordinatewise empirical-mean measurability is enough to make the oracle-selected wrong-commit event measurable. This is the `ETC-COMMIT-ORACLE-WRONG-EVENT-MEASURABILITY-OF-COORDINATES` project-local leaf. It composes the coordinatewise oracle-choice measurability wrapper with the oracle-selected wrong-event measurability wrapper. It does not construct a concrete oracle, prove argmax correctness, introduce a probability measure, or use concentration/filtration facts.

theorem measurableSet_commitOracle_ne_bestArm_of_forall_measurable_empMean {Omega : Type u} {K : Nat} [MeasurableSpace Omega] [MeasurableSpace Rat] [MeasurableSpace (Fin K)] [MeasurableSingletonClass (Fin K)] [MeasurableSingletonClass (Fin K -> Rat)] [Countable (Fin K -> Rat)] (model : FiniteBanditModel K) (oracle : ETC.CommitOracle K) (empMean : Omega -> Fin K -> Rat) (hmeas_coord : forall a : Fin K, Measurable (fun omega : Omega => empMean omega a)) : MeasurableSet {omega : Omega | oracle.choose (empMean omega) = model.bestArm -> False}
theorem BanditRLProof.ETC.measurableSet_empMean_ge_empMean Compiled

Pairwise empirical-mean comparison events are measurable when each empirical mean coordinate is measurable. This is an ordered-event regularity canary for the wrong-mean event. It does not use measures, probability, commit-arm argmax, finite unions, concentration, or filtration assumptions.

theorem measurableSet_empMean_ge_empMean {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (empMean : Omega -> Fin K -> Rat) (hmeas_empMean : forall a : Fin K, Measurable (fun omega : Omega => empMean omega a)) (a b : Fin K) : MeasurableSet {omega : Omega | empMean omega a >= empMean omega b}
theorem BanditRLProof.ETC.measurableSet_exists_ne_bestArm_empMean_ge_bestArm Compiled

The finite existential wrong-mean event is measurable when each empirical mean coordinate is measurable. This packages the pairwise empirical-mean comparison canary into the exact finite event shape used by the wrong-commit probability bridge. It does not use measures, probability, commit-arm argmax, concentration, filtration, or an empirical-mean construction.

theorem measurableSet_exists_ne_bestArm_empMean_ge_bestArm {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (model : FiniteBanditModel K) (empMean : Omega -> Fin K -> Rat) (hmeas_empMean : forall a : Fin K, Measurable (fun omega : Omega => empMean omega a)) : MeasurableSet {omega : Omega | exists a : Fin K, (a = model.bestArm -> False) /\ empMean omega a >= empMean omega model.bestArm}
theorem BanditRLProof.ETC.wrong_commit_subset_exists_empMean_ge_bestArm Compiled

The wrong-commit event is contained in the event that some non-best arm's empirical mean beats or ties the selected best arm's empirical mean, assuming the commit arm is an empirical-mean argmax. This is a pure event-reduction leaf: no measurability, measure, probability, or concentration assumptions are used.

theorem wrong_commit_subset_exists_empMean_ge_bestArm {Omega : Type u} {K : Nat} (model : FiniteBanditModel K) (commitArm : Omega -> Fin K) (empMean : Omega -> Fin K -> Rat) (hcommit_argmax : forall omega : Omega, forall a : Fin K, empMean omega a <= empMean omega (commitArm omega)) : Set.Subset {omega : Omega | commitArm omega = model.bestArm -> False} {omega : Omega | exists a : Fin K, (a = model.bestArm -> False) /\ empMean omega a >= empMean omega model.bestArm}
theorem BanditRLProof.ETC.wrong_commit_subset_exists_empMean_ge_bestArm_of_commitOracle Compiled

A commit oracle with an explicit argmax certificate satisfies the deterministic wrong-commit event reduction when used as the commit-arm selector. This is the `ETC-COMMIT-ORACLE-ARGMAX-CONSUMER` project-local leaf. It consumes only the oracle's abstract argmax contract and the compiled set-inclusion event reduction; it does not prove oracle optimality, oracle measurability, concentration, filtration, or final ETC regret.

theorem wrong_commit_subset_exists_empMean_ge_bestArm_of_commitOracle {Omega : Type u} {K : Nat} (model : FiniteBanditModel K) (oracle : ETC.CommitOracle K) (empMean : Omega -> Fin K -> Rat) (hchoose_argmax : forall scores : Fin K -> Rat, forall a : Fin K, scores a <= scores (oracle.choose scores)) : Set.Subset {omega : Omega | oracle.choose (empMean omega) = model.bestArm -> False} {omega : Omega | exists a : Fin K, (a = model.bestArm -> False) /\ empMean omega a >= empMean omega model.bestArm}
theorem BanditRLProof.ETC.prob_commitArm_ne_bestArm_le_wrong_mean_events_of_subset Compiled

The measure of the wrong-commit event is bounded by the measure of the empirical wrong-mean event, using only the compiled set inclusion and measure monotonicity. This is a probability-facing wrapper leaf, but it does not require a probability measure, event measurability, empirical-mean measurability, concentration, or filtration assumptions.

theorem prob_commitArm_ne_bestArm_le_wrong_mean_events_of_subset {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (commitArm : Omega -> Fin K) (empMean : Omega -> Fin K -> Rat) (hcommit_argmax : forall omega : Omega, forall a : Fin K, empMean omega a <= empMean omega (commitArm omega)) : mu {omega : Omega | commitArm omega = model.bestArm -> False} <= mu {omega : Omega | exists a : Fin K, (a = model.bestArm -> False) /\ empMean omega a >= empMean omega model.bestArm}
theorem BanditRLProof.ETC.prob_exists_ne_bestArm_empMean_ge_bestArm_le_sum Compiled

The finite existential wrong-mean event is bounded by the finite sum of its guarded pairwise arm events. This is an outer-measure finite-union wrapper. It intentionally does not require event measurability, a probability measure, empirical-mean measurability, commit-arm argmax, concentration, filtration, or an empirical-mean construction.

theorem prob_exists_ne_bestArm_empMean_ge_bestArm_le_sum {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (empMean : Omega -> Fin K -> Rat) : mu {omega : Omega | exists a : Fin K, (a = model.bestArm -> False) /\ empMean omega a >= empMean omega model.bestArm} <= (Finset.univ : Finset (Fin K)).sum (fun a : Fin K => mu {omega : Omega | (a = model.bestArm -> False) /\ empMean omega a >= empMean omega model.bestArm})
theorem BanditRLProof.ETC.prob_commitArm_ne_bestArm_le_sum_wrong_mean_events Compiled

The wrong-commit event is bounded by the finite sum of guarded pairwise wrong-mean event measures. This is the terminal elementary probability assembly for the wrong-commit event reduction. It composes the compiled set-inclusion measure wrapper with the compiled finite-union probability wrapper, without adding empirical-mean construction, concentration, filtration, or final regret assumptions.

theorem prob_commitArm_ne_bestArm_le_sum_wrong_mean_events {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (commitArm : Omega -> Fin K) (empMean : Omega -> Fin K -> Rat) (hcommit_argmax : forall omega : Omega, forall a : Fin K, empMean omega a <= empMean omega (commitArm omega)) : mu {omega : Omega | commitArm omega = model.bestArm -> False} <= (Finset.univ : Finset (Fin K)).sum (fun a : Fin K => mu {omega : Omega | (a = model.bestArm -> False) /\ empMean omega a >= empMean omega model.bestArm})
theorem BanditRLProof.ETC.prob_commitArm_ne_bestArm_le_sum_pairwise_tail Compiled

The wrong-commit event is bounded by a finite sum of abstract pairwise tail bounds. This keeps the current ETC probability layer free of concentration, filtration, independence, and empirical-mean construction assumptions while exposing the interface that future Hoeffding-style leaves can discharge.

theorem prob_commitArm_ne_bestArm_le_sum_pairwise_tail {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (commitArm : Omega -> Fin K) (empMean : Omega -> Fin K -> Rat) (tail : Fin K -> ENNReal) (hcommit_argmax : forall omega : Omega, forall a : Fin K, empMean omega a <= empMean omega (commitArm omega)) (hpair_tail : forall a : Fin K, (a = model.bestArm -> False) -> mu {omega : Omega | empMean omega a >= empMean omega model.bestArm} <= tail a) : mu {omega : Omega | commitArm omega = model.bestArm -> False} <= (Finset.univ : Finset (Fin K)).sum tail
theorem BanditRLProof.ETC.prob_commitOracle_ne_bestArm_le_sum_pairwise_tail Compiled

The oracle-selected wrong-commit event is bounded by a finite sum of abstract pairwise tail bounds. This is the `ETC-COMMIT-ORACLE-PROB-WRAPPER` project-local leaf. It specializes the arbitrary-commit-arm pairwise-tail consumer to `oracle.choose (empMean omega)` and derives the needed commit-arm argmax contract from the abstract oracle certificate. It does not prove oracle measurability, construct a concrete argmax oracle, prove concentration, add filtration, or instantiate final ETC regret.

theorem prob_commitOracle_ne_bestArm_le_sum_pairwise_tail {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (oracle : ETC.CommitOracle K) (empMean : Omega -> Fin K -> Rat) (tail : Fin K -> ENNReal) (hchoose_argmax : forall scores : Fin K -> Rat, forall a : Fin K, scores a <= scores (oracle.choose scores)) (hpair_tail : forall a : Fin K, (a = model.bestArm -> False) -> mu {omega : Omega | empMean omega a >= empMean omega model.bestArm} <= tail a) : mu {omega : Omega | oracle.choose (empMean omega) = model.bestArm -> False} <= (Finset.univ : Finset (Fin K)).sum tail
theorem BanditRLProof.ETC.prob_commitArm_ne_bestArm_le_sum_nonbest_pairwise_tail Compiled

The wrong-commit event is bounded by a finite sum of abstract pairwise tail bounds with the selected best-arm summand forced to zero. This is a sharper tail-consumer wrapper than `prob_commitArm_ne_bestArm_le_sum_pairwise_tail`; it still avoids filtered-sum normalization, empirical-mean construction, and concentration assumptions.

theorem prob_commitArm_ne_bestArm_le_sum_nonbest_pairwise_tail {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (commitArm : Omega -> Fin K) (empMean : Omega -> Fin K -> Rat) (tail : Fin K -> ENNReal) (hcommit_argmax : forall omega : Omega, forall a : Fin K, empMean omega a <= empMean omega (commitArm omega)) (hpair_tail : forall a : Fin K, (a = model.bestArm -> False) -> mu {omega : Omega | empMean omega a >= empMean omega model.bestArm} <= tail a) : mu {omega : Omega | commitArm omega = model.bestArm -> False} <= (Finset.univ : Finset (Fin K)).sum (fun a : Fin K => if a = model.bestArm then 0 else tail a)
theorem BanditRLProof.ETC.prob_commitArm_ne_bestArm_le_filtered_sum_pairwise_tail Compiled

The wrong-commit event is bounded by the filtered finite sum of abstract non-best pairwise tail bounds. This is a presentation-normalization wrapper around `prob_commitArm_ne_bestArm_le_sum_nonbest_pairwise_tail`: it replaces the if-zeroed `Finset.univ` sum by an explicit filtered sum over non-best arms.

theorem prob_commitArm_ne_bestArm_le_filtered_sum_pairwise_tail {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (commitArm : Omega -> Fin K) (empMean : Omega -> Fin K -> Rat) (tail : Fin K -> ENNReal) (hcommit_argmax : forall omega : Omega, forall a : Fin K, empMean omega a <= empMean omega (commitArm omega)) (hpair_tail : forall a : Fin K, (a = model.bestArm -> False) -> mu {omega : Omega | empMean omega a >= empMean omega model.bestArm} <= tail a) : mu {omega : Omega | commitArm omega = model.bestArm -> False} <= ((Finset.univ : Finset (Fin K)).filter (fun a : Fin K => a = model.bestArm -> False)).sum tail
theorem BanditRLProof.ETC.prob_commitOracle_ne_bestArm_le_filtered_sum_pairwise_tail Compiled

The oracle-selected wrong-commit event is bounded by the filtered finite sum of abstract non-best pairwise tail bounds. This is the `ETC-COMMIT-ORACLE-FILTERED-SUM-PAIRWISE-TAIL` project-local leaf. It specializes the arbitrary-commit-arm filtered probability consumer to `oracle.choose (empMean omega)` and derives the needed commit-arm argmax contract from the abstract oracle certificate. It does not add oracle measurability, a concrete argmax oracle, concentration, filtration, or final ETC regret.

theorem prob_commitOracle_ne_bestArm_le_filtered_sum_pairwise_tail {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (oracle : ETC.CommitOracle K) (empMean : Omega -> Fin K -> Rat) (tail : Fin K -> ENNReal) (hchoose_argmax : forall scores : Fin K -> Rat, forall a : Fin K, scores a <= scores (oracle.choose scores)) (hpair_tail : forall a : Fin K, (a = model.bestArm -> False) -> mu {omega : Omega | empMean omega a >= empMean omega model.bestArm} <= tail a) : mu {omega : Omega | oracle.choose (empMean omega) = model.bestArm -> False} <= ((Finset.univ : Finset (Fin K)).filter (fun a : Fin K => a = model.bestArm -> False)).sum tail
theorem BanditRLProof.ETC.prob_commitOracle_ne_bestArm_le_sum_nonbest_pairwise_tail Compiled

The oracle-selected wrong-commit event is bounded by the if-zeroed finite sum of abstract non-best pairwise tail bounds. This is the `ETC-COMMIT-ORACLE-NONBEST-PAIRWISE-TAIL` project-local leaf. It specializes the arbitrary-commit-arm if-zeroed probability consumer to `oracle.choose (empMean omega)` and derives the needed commit-arm argmax contract from the abstract oracle certificate. It does not add oracle measurability, a concrete argmax oracle, concentration, filtration, or final ETC regret.

theorem prob_commitOracle_ne_bestArm_le_sum_nonbest_pairwise_tail {Omega : Type u} {K : Nat} [MeasurableSpace Omega] (mu : Measure Omega) (model : FiniteBanditModel K) (oracle : ETC.CommitOracle K) (empMean : Omega -> Fin K -> Rat) (tail : Fin K -> ENNReal) (hchoose_argmax : forall scores : Fin K -> Rat, forall a : Fin K, scores a <= scores (oracle.choose scores)) (hpair_tail : forall a : Fin K, (a = model.bestArm -> False) -> mu {omega : Omega | empMean omega a >= empMean omega model.bestArm} <= tail a) : mu {omega : Omega | oracle.choose (empMean omega) = model.bestArm -> False} <= (Finset.univ : Finset (Fin K)).sum (fun a : Fin K => if a = model.bestArm then 0 else tail a)