Lean module · OFUL
BanditRLProof.OFULScheduledAllTimeConfidence
This module defines one history algorithm whose successor selector at history index n uses the confidence budget assigned to horizon n + 1. It then constructs the corresponding strict-past predictable feature and residual process and transports the all-time scalar-ridge confidence event to the actual canonical trajectory.
Module map
Imports
BanditRLProof.OFULAllTimeConfidence, BanditRLProof.OFULHistoryEnvironmentRewardLaw
Imported by
BanditRLProof, BanditRLProof.OFULScheduledAllHorizonCumulativeGap
Declarations
Open an item to read its exact compact statement and source link. Detailed teaching notes are linked when registered.
def
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeRadius
Compiled
History-indexed radius using the budget assigned to successor time `n+1`.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeRadiusReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def finiteHistoryScheduledScalarRidgeRadius {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (lambda S : Real) (n : Nat) (history : History.FinitePairHistory (Fin K) Real n) : Real
def
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticScore
Compiled
Scalar-ridge score with the successor-time confidence schedule.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticScoreReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def finiteHistoryScheduledScalarRidgeOptimisticScore {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (n : Nat) (history : History.FinitePairHistory (Fin K) Real n) (action : Fin K) : Real
theorem
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticScore_eq
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticScore_eqReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem finiteHistoryScheduledScalarRidgeOptimisticScore_eq {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (n : Nat) (history : History.FinitePairHistory (Fin K) Real n) (action : Fin K) : finiteHistoryScheduledScalarRidgeOptimisticScore lambda actionFeature R deltaAt S n history action = finiteHistoryScalarRidgeOptimisticScore lambda actionFeature R (deltaAt (n + 1)) S n history action
theorem
BanditRLProof.OFUL.measurable_finiteHistoryScheduledScalarRidgeOptimisticScore
Compiled
Every fixed-action scheduled score is measurable in finite history.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.measurable_finiteHistoryScheduledScalarRidgeOptimisticScoreReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measurable_finiteHistoryScheduledScalarRidgeOptimisticScore {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (n : Nat) (action : Fin K) : Measurable (fun history : History.FinitePairHistory (Fin K) Real n => finiteHistoryScheduledScalarRidgeOptimisticScore lambda actionFeature R deltaAt S n history action)
def
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticAction
Compiled
Deterministic strict-fold selector for the scheduled scalar-ridge score.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticActionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def finiteHistoryScheduledScalarRidgeOptimisticAction {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (n : Nat) (history : History.FinitePairHistory (Fin K) Real n) : Fin K
theorem
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticAction_eq
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticAction_eqReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem finiteHistoryScheduledScalarRidgeOptimisticAction_eq {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (n : Nat) (history : History.FinitePairHistory (Fin K) Real n) : finiteHistoryScheduledScalarRidgeOptimisticAction hK lambda actionFeature R deltaAt S n history = finiteHistoryScalarRidgeOptimisticAction hK lambda actionFeature R (deltaAt (n + 1)) S n history
theorem
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticAction_score_max
Compiled
The scheduled selector maximizes its time-indexed score.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticAction_score_maxReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem finiteHistoryScheduledScalarRidgeOptimisticAction_score_max {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (n : Nat) (history : History.FinitePairHistory (Fin K) Real n) (action : Fin K) : finiteHistoryScheduledScalarRidgeOptimisticScore lambda actionFeature R deltaAt S n history action <= finiteHistoryScheduledScalarRidgeOptimisticScore lambda actionFeature R deltaAt S n history (finiteHistoryScheduledScalarRidgeOptimisticAction hK lambda actionFeature R deltaAt S n history)
def
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticAlgorithm
Compiled
One measurable history algorithm using the supplied all-time schedule.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeOptimisticAlgorithmReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def finiteHistoryScheduledScalarRidgeOptimisticAlgorithm {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) : Thompson.HistoryAlgorithm (Fin K) Real
def
BanditRLProof.OFUL.finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm
Compiled
Scheduled algorithm specialized to the exact telescoping confidence budget.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryTelescopingScalarRidgeOptimisticAlgorithmReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R delta S : Real) : Thompson.HistoryAlgorithm (Fin K) Real
theorem
BanditRLProof.OFUL.finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm_initialAction
Compiled
The telescoping scheduled policy starts from the fixed canonical arm.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm_initialActionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm_initialAction {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R delta S : Real) : (finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm hK lambda actionFeature R delta S).initialAction = Measure.dirac ⟨0, hK⟩
theorem
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidge_historyStepKernel_map_snd
Compiled
The scheduled history-step reward marginal is the environment feedback law at the scheduled selected action.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidge_historyStepKernel_map_sndReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem finiteHistoryScheduledScalarRidge_historyStepKernel_map_snd {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (n : Nat) (history : History.FinitePairHistory (Fin K) Real n) : (Thompson.historyStepKernel (finiteHistoryScheduledScalarRidgeOptimisticAlgorithm hK lambda actionFeature R deltaAt S) environment n).map Prod.snd history = environment.feedback n (history, finiteHistoryScheduledScalarRidgeOptimisticAction hK lambda actionFeature R deltaAt S n history)
def
BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeSelectedFeature
Compiled
Feature selected from the scheduled finite-history ridge state.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.finiteHistoryScheduledScalarRidgeSelectedFeatureReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def finiteHistoryScheduledScalarRidgeSelectedFeature {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (n : Nat) (history : History.FinitePairHistory (Fin K) Real n) : Feature -> Real
theorem
BanditRLProof.OFUL.canonicalHistoryTrajectory_observedFeature_succ_ae_eq_scheduledSelectedFeature
Compiled
The actual canonical successor feature agrees with the scheduled selector.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.canonicalHistoryTrajectory_observedFeature_succ_ae_eq_scheduledSelectedFeatureReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem canonicalHistoryTrajectory_observedFeature_succ_ae_eq_scheduledSelectedFeature {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (n : Nat) : ∀ᵐ trajectory ∂ Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryScheduledScalarRidgeOptimisticAlgorithm hK lambda actionFeature R deltaAt S) environment, actionFeature (Thompson.canonicalHistoryTrajectoryAction trajectory (n + 1)) = finiteHistoryScheduledScalarRidgeSelectedFeature hK lambda actionFeature R deltaAt S n (History.finitePairHistoryOfTrace (Thompson.canonicalHistoryTrajectoryAction trajectory) (Thompson.canonicalHistoryTrajectoryReward trajectory) n)
theorem
BanditRLProof.OFUL.measurable_finiteHistoryScheduledScalarRidgeOptimisticAction
Compiled
The scheduled selector is measurable in its finite history.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.measurable_finiteHistoryScheduledScalarRidgeOptimisticActionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measurable_finiteHistoryScheduledScalarRidgeOptimisticAction {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (n : Nat) : Measurable (finiteHistoryScheduledScalarRidgeOptimisticAction hK lambda actionFeature R deltaAt S n)
def
BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectoryPredictableFeature
Compiled
Strict-past scheduled feature process on the canonical trajectory space.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectoryPredictableFeatureReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def scheduledCanonicalHistoryTrajectoryPredictableFeature {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) : Nat -> (Nat -> Fin K × Real) -> Feature -> Real | 0, _trajectory => actionFeature ⟨0, hK⟩ | n + 1, trajectory => finiteHistoryScheduledScalarRidgeSelectedFeature hK lambda actionFeature R deltaAt S n (Preorder.frestrictLe n trajectory) /-- Every scheduled predictable-feature coordinate is strict-past measurable. -/ theorem scheduledCanonicalHistoryTrajectoryPredictableFeature_stronglyMeasurable {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (t : Nat) (j : Feature) : StronglyMeasurable[ canonicalHistoryTrajectoryBeforeFiltration (K := K) t] (fun trajectory => scheduledCanonicalHistoryTrajectoryPredictableFeature hK lambda actionFeature R deltaAt S t trajectory j)
theorem
BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectoryPredictableFeature_stronglyMeasurable
Compiled
Every scheduled predictable-feature coordinate is strict-past measurable.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectoryPredictableFeature_stronglyMeasurableReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem scheduledCanonicalHistoryTrajectoryPredictableFeature_stronglyMeasurable {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (t : Nat) (j : Feature) : StronglyMeasurable[ canonicalHistoryTrajectoryBeforeFiltration (K := K) t] (fun trajectory => scheduledCanonicalHistoryTrajectoryPredictableFeature hK lambda actionFeature R deltaAt S t trajectory j)
theorem
BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectory_action_zero_ae_eq_initialArm
Compiled
The scheduled algorithm starts from the same deterministic arm.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectory_action_zero_ae_eq_initialArmReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem scheduledCanonicalHistoryTrajectory_action_zero_ae_eq_initialArm {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) : ∀ᵐ trajectory ∂ Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryScheduledScalarRidgeOptimisticAlgorithm hK lambda actionFeature R deltaAt S) environment, Thompson.canonicalHistoryTrajectoryAction trajectory 0 = ⟨0, hK⟩
theorem
BanditRLProof.OFUL.canonicalHistoryTrajectoryFeature_ae_eq_scheduledPredictableFeature
Compiled
Actual and scheduled predictable features agree at each time.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.canonicalHistoryTrajectoryFeature_ae_eq_scheduledPredictableFeatureReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem canonicalHistoryTrajectoryFeature_ae_eq_scheduledPredictableFeature {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (t : Nat) : canonicalHistoryTrajectoryFeature actionFeature t =ᵐ[ Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryScheduledScalarRidgeOptimisticAlgorithm hK lambda actionFeature R deltaAt S) environment] scheduledCanonicalHistoryTrajectoryPredictableFeature hK lambda actionFeature R deltaAt S t
theorem
BanditRLProof.OFUL.canonicalHistoryTrajectoryFeature_ae_eq_scheduledPredictableFeature_all
Compiled
Actual and scheduled predictable features agree simultaneously.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.canonicalHistoryTrajectoryFeature_ae_eq_scheduledPredictableFeature_allReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem canonicalHistoryTrajectoryFeature_ae_eq_scheduledPredictableFeature_all {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) : ∀ᵐ trajectory ∂ Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryScheduledScalarRidgeOptimisticAlgorithm hK lambda actionFeature R deltaAt S) environment, ∀ t, canonicalHistoryTrajectoryFeature actionFeature t trajectory = scheduledCanonicalHistoryTrajectoryPredictableFeature hK lambda actionFeature R deltaAt S t trajectory
def
BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectoryPredictableResidual
Compiled
Reward residual around the scheduled strict-past selected feature.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectoryPredictableResidualReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def scheduledCanonicalHistoryTrajectoryPredictableResidual {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (i : Nat) (trajectory : Nat -> Fin K × Real) : Real
theorem
BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectoryPredictableResidual_stronglyAdapted
Compiled
The zero-initialized scheduled residual process is strongly adapted.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.scheduledCanonicalHistoryTrajectoryPredictableResidual_stronglyAdaptedReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem scheduledCanonicalHistoryTrajectoryPredictableResidual_stronglyAdapted {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) : StronglyAdapted (canonicalHistoryTrajectoryBeforeFiltration (K := K)) (fun t trajectory => match t with | 0 => 0 | i + 1 => scheduledCanonicalHistoryTrajectoryPredictableResidual hK lambda thetaStar actionFeature R deltaAt S i trajectory)
theorem
BanditRLProof.OFUL.scheduledPredictableFeature_projection_le_finiteActionProjectionBound
Compiled
Scheduled selected features obey the same finite-action projection cap.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.scheduledPredictableFeature_projection_le_finiteActionProjectionBoundReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem scheduledPredictableFeature_projection_le_finiteActionProjectionBound {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (deltaAt : Nat -> Real) (S : Real) (theta : EuclideanSpace Real Feature) (i : Nat) (trajectory : Nat -> Fin K × Real) : |dotProduct (WithLp.ofLp theta) (scheduledCanonicalHistoryTrajectoryPredictableFeature hK lambda actionFeature R deltaAt S i trajectory)| <= finiteActionProjectionBound hK actionFeature theta
structure
BanditRLProof.OFUL.CanonicalScheduledPredictableScalarRidgeResidualLaw
Compiled
All stochastic input needed by scheduled canonical all-time confidence. The field is intentionally all-time and is stated on the one trajectory measure generated by the telescoping-schedule algorithm.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.CanonicalScheduledPredictableScalarRidgeResidualLawReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
structure CanonicalScheduledPredictableScalarRidgeResidualLaw {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R delta S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) : Prop where
def
BanditRLProof.OFUL.canonicalScheduledPredictableScalarRidgeResidualLaw_of_linearSubgaussianEnvironment
Compiled
The kernel-level linear sub-Gaussian environment contract constructs the all-time predictable residual law for the single telescoping scheduled policy.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.canonicalScheduledPredictableScalarRidgeResidualLaw_of_linearSubgaussianEnvironmentReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def canonicalScheduledPredictableScalarRidgeResidualLaw_of_linearSubgaussianEnvironment {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R delta S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (source : CanonicalLinearSubgaussianEnvironmentLaw hK thetaStar actionFeature R S environment) : CanonicalScheduledPredictableScalarRidgeResidualLaw hK lambda thetaStar actionFeature R delta S environment where
theorem
BanditRLProof.OFUL.mem_allTimeTelescopingScalarRidgeConfidenceFailureSet_iff_of_feature_eq
Compiled
Pointwise feature equality preserves the countable telescoping event.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.mem_allTimeTelescopingScalarRidgeConfidenceFailureSet_iff_of_feature_eqReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem mem_allTimeTelescopingScalarRidgeConfidenceFailureSet_iff_of_feature_eq {Omega : Type*} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (lambda : Real) (thetaStar : Feature -> Real) (S : Real) (feature feature' : Nat -> Omega -> Feature -> Real) (response : Nat -> Omega -> Real) (R delta : Real) (omega : Omega) (hfeature : forall i, feature i omega = feature' i omega) : omega ∈ allTimeTelescopingScalarRidgeConfidenceFailureSet lambda thetaStar S feature response R delta ↔ omega ∈ allTimeTelescopingScalarRidgeConfidenceFailureSet lambda thetaStar S feature' response R delta
theorem
BanditRLProof.OFUL.measure_telescopingCanonicalHistoryTrajectory_allTimeConfidenceFailureSet_le
Compiled
The scheduled canonical trajectory satisfies all deterministic-horizon scalar-ridge confidence ellipsoids outside one event of probability `delta`.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.measure_telescopingCanonicalHistoryTrajectory_allTimeConfidenceFailureSet_leReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measure_telescopingCanonicalHistoryTrajectory_allTimeConfidenceFailureSet_le {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] [Nonempty Feature] (hK : 0 < K) (lambda : Real) (hlambda : 0 < lambda) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (hR : 0 < R) (delta : Real) (hdelta : 0 < delta) (hdelta_one : delta <= 1) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (source : CanonicalScheduledPredictableScalarRidgeResidualLaw hK lambda thetaStar actionFeature R delta S environment) : Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm hK lambda actionFeature R delta S) environment (allTimeTelescopingScalarRidgeConfidenceFailureSet lambda thetaStar S (canonicalHistoryTrajectoryFeature actionFeature) canonicalHistoryTrajectoryResponse R delta) <= ENNReal.ofReal delta
theorem
BanditRLProof.OFUL.telescopingCanonicalHistoryTrajectory_action_succ_ae_eq_scheduledAction
Compiled
The actual successor action agrees with the scheduled strict-fold action.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.telescopingCanonicalHistoryTrajectory_action_succ_ae_eq_scheduledActionReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem telescopingCanonicalHistoryTrajectory_action_succ_ae_eq_scheduledAction {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (hK : 0 < K) (lambda : Real) (actionFeature : Fin K -> Feature -> Real) (R delta S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (n : Nat) : ∀ᵐ trajectory ∂ Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm hK lambda actionFeature R delta S) environment, Thompson.canonicalHistoryTrajectoryAction trajectory (n + 1) = finiteHistoryScheduledScalarRidgeOptimisticAction hK lambda actionFeature R (allTimeTelescopingDelta delta) S n (History.finitePairHistoryOfTrace (Thompson.canonicalHistoryTrajectoryAction trajectory) (Thompson.canonicalHistoryTrajectoryReward trajectory) n)
theorem
BanditRLProof.OFUL.telescopingCanonicalHistoryTrajectory_action_succ_gap_le_of_not_mem_confidenceFailure
Compiled
Outside the scheduled fixed-time confidence failure, the actual successor action satisfies the matching time-indexed optimism-gap certificate.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.telescopingCanonicalHistoryTrajectory_action_succ_gap_le_of_not_mem_confidenceFailureReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem telescopingCanonicalHistoryTrajectory_action_succ_gap_le_of_not_mem_confidenceFailure {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] [Nonempty Feature] (hK : 0 < K) (lambda : Real) (hlambda : 0 < lambda) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R delta S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (n : Nat) (comparator : Fin K) : ∀ᵐ trajectory ∂ Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm hK lambda actionFeature R delta S) environment, trajectory ∉ scalarRidgeConfidenceFailureAt lambda thetaStar S (canonicalHistoryTrajectoryFeature actionFeature) canonicalHistoryTrajectoryResponse R (allTimeTelescopingDelta delta (n + 1)) (n + 1) -> linearValue thetaStar (actionFeature comparator) - linearValue thetaStar (actionFeature (Thompson.canonicalHistoryTrajectoryAction trajectory (n + 1))) <= 2 * finiteHorizonScalarConfidenceRadius (canonicalHistoryTrajectoryFeature actionFeature) R (allTimeTelescopingDelta delta (n + 1)) lambda S (n + 1) trajectory * confidenceWidth (finiteHorizonScalarGram lambda (canonicalHistoryTrajectoryFeature actionFeature) (n + 1) trajectory) (actionFeature (Thompson.canonicalHistoryTrajectoryAction trajectory (n + 1)))
def
BanditRLProof.OFUL.telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet
Compiled
Event that some successor action violates its scheduled optimism bound.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSetReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
def telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] (lambda : Real) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R delta S : Real) (comparator : Nat -> Fin K) : Set (Nat -> Fin K × Real)
theorem
BanditRLProof.OFUL.telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_subset_confidenceFailure_ae
Compiled
Any scheduled successor-gap violation forces a confidence failure a.e.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_subset_confidenceFailure_aeReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_subset_confidenceFailure_ae {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] [Nonempty Feature] (hK : 0 < K) (lambda : Real) (hlambda : 0 < lambda) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R delta S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (comparator : Nat -> Fin K) : ∀ᵐ trajectory ∂ Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm hK lambda actionFeature R delta S) environment, trajectory ∈ telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet lambda thetaStar actionFeature R delta S comparator -> trajectory ∈ allTimeTelescopingScalarRidgeConfidenceFailureSet lambda thetaStar S (canonicalHistoryTrajectoryFeature actionFeature) canonicalHistoryTrajectoryResponse R delta
theorem
BanditRLProof.OFUL.measure_telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_le
Compiled
Generated one-policy all-time successor-gap tail under the explicit scheduled predictable-residual law.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.measure_telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_leReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measure_telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_le {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] [Nonempty Feature] (hK : 0 < K) (lambda : Real) (hlambda : 0 < lambda) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (hR : 0 < R) (delta : Real) (hdelta : 0 < delta) (hdelta_one : delta <= 1) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (comparator : Nat -> Fin K) (source : CanonicalScheduledPredictableScalarRidgeResidualLaw hK lambda thetaStar actionFeature R delta S environment) : Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm hK lambda actionFeature R delta S) environment (telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet lambda thetaStar actionFeature R delta S comparator) <= ENNReal.ofReal delta
theorem
BanditRLProof.OFUL.measure_telescopingCanonicalHistoryTrajectory_allTimeConfidenceFailureSet_le_of_linearSubgaussianEnvironment
Compiled
Generated one-policy all-time confidence tail obtained directly from the linear sub-Gaussian history-environment contract.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.measure_telescopingCanonicalHistoryTrajectory_allTimeConfidenceFailureSet_le_of_linearSubgaussianEnvironmentReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measure_telescopingCanonicalHistoryTrajectory_allTimeConfidenceFailureSet_le_of_linearSubgaussianEnvironment {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] [Nonempty Feature] (hK : 0 < K) (lambda : Real) (hlambda : 0 < lambda) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (hR : 0 < R) (delta : Real) (hdelta : 0 < delta) (hdelta_one : delta <= 1) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (source : CanonicalLinearSubgaussianEnvironmentLaw hK thetaStar actionFeature R S environment) : Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm hK lambda actionFeature R delta S) environment (allTimeTelescopingScalarRidgeConfidenceFailureSet lambda thetaStar S (canonicalHistoryTrajectoryFeature actionFeature) canonicalHistoryTrajectoryResponse R delta) <= ENNReal.ofReal delta
theorem
BanditRLProof.OFUL.measure_telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_le_of_linearSubgaussianEnvironment
Compiled
Generated one-policy all-time successor-gap tail obtained directly from the linear sub-Gaussian history-environment contract.
Used in these reading views: Bandit Book
5. OFUL, self-normalized confidence, and stopping times
Canonical node identity
declaration:BanditRLProof.OFUL.measure_telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_le_of_linearSubgaussianEnvironmentReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem measure_telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet_le_of_linearSubgaussianEnvironment {K : Nat} {Feature : Type u} [Fintype Feature] [DecidableEq Feature] [Nonempty Feature] (hK : 0 < K) (lambda : Real) (hlambda : 0 < lambda) (thetaStar : Feature -> Real) (actionFeature : Fin K -> Feature -> Real) (R : Real) (hR : 0 < R) (delta : Real) (hdelta : 0 < delta) (hdelta_one : delta <= 1) (S : Real) (environment : Thompson.HistoryEnvironment (Fin K) Real) (comparator : Nat -> Fin K) (source : CanonicalLinearSubgaussianEnvironmentLaw hK thetaStar actionFeature R S environment) : Thompson.canonicalHistoryTrajectoryMeasure (finiteHistoryTelescopingScalarRidgeOptimisticAlgorithm hK lambda actionFeature R delta S) environment (telescopingCanonicalHistoryTrajectoryAllTimeSuccGapViolationSet lambda thetaStar actionFeature R delta S comparator) <= ENNReal.ofReal delta