Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonAdaptiveCumulativeDecayingExplorationRealizedBehaviorConsistency
# Decaying-exploration realized behavior consistency This module closes the scalar asymptotic boundary left by the finite-window realized-regret transport. The coarse whole-batch return proxy simplifies exactly, so the scheduled normalized return radius is bounded by `2 * horizon / (n + 2)` and tends to zero independently of the scheduled batch size. Adding this radius to the compiled exploratory-behavior expected-regret certificate yields a realized certificate tending to zero, while the union of the count and return events has a two-share failure budget tending to zero. The terminal theorem is a dependent family of finite-window certificates. Its sample space and trajectory measure may change with `n`; it does not claim one common process, convergence in probability, an almost-sure result, or an anytime theorem.
Module map
Imports
BanditRLProof.RL.FiniteHorizonAdaptiveCumulativeRealizedBehaviorRegret
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonAdaptiveCumulativeEpisodewiseRealizedBehaviorConsistency
Declarations
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theorem
BanditRLProof.FiniteHorizonRL.MarkovPolicy.batchReturnVarianceProxy_coe
Compiled
The coarse bounded-return proxy is exactly the square of the batch range.
theorem batchReturnVarianceProxy_coe (mdp : MDP State Action) (episodes : Nat) : ((batchReturnVarianceProxy mdp episodes : NNReal) : Real) = ((episodes : Real) * (mdp.horizon : Real)) ^ 2
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.cumulativeSuccessorReturnVarianceProxy_coe
Compiled
The successor-return proxy contains exactly `rounds` nonzero batch terms.
theorem cumulativeSuccessorReturnVarianceProxy_coe (mdp : MDP State Action) (episodes rounds : Nat) : ((cumulativeSuccessorReturnVarianceProxy mdp episodes rounds : NNReal) : Real) = (rounds : Real) * ((episodes : Real) * (mdp.horizon : Real)) ^ 2
def
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedSuccessorReturnConfidenceRadius
Compiled
Return-deviation radius after normalization by all successor episodes.
noncomputable def normalizedSuccessorReturnConfidenceRadius (mdp : MDP State Action) (episodes rounds : Nat) (delta : Real) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedSuccessorReturnConfidenceRadius_nonneg
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem normalizedSuccessorReturnConfidenceRadius_nonneg (mdp : MDP State Action) (episodes rounds : Nat) (delta : Real) : 0 <= normalizedSuccessorReturnConfidenceRadius mdp episodes rounds delta
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedSuccessorReturnConfidenceRadius_eq
Compiled
The scheduled batch size cancels exactly from the normalized radius.
theorem normalizedSuccessorReturnConfidenceRadius_eq (mdp : MDP State Action) (episodes rounds : Nat) (delta : Real) (hepisodes : 0 < episodes) (hrounds : 0 < rounds) (hdelta : 0 < delta) (hdelta_le_one : delta <= 1) : normalizedSuccessorReturnConfidenceRadius mdp episodes rounds delta = (mdp.horizon : Real) * Real.sqrt (2 * Real.log (2 / delta) / (rounds : Real))
def
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationReturnRadiusEnvelope
Compiled
Elementary deterministic envelope for the normalized return radius.
noncomputable def decayingExplorationReturnRadiusEnvelope (mdp : MDP State Action) (n : Nat) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedSuccessorReturnConfidenceRadius_le_decayingEnvelope
Compiled
The decaying schedule dominates the normalized logarithmic return radius.
theorem normalizedSuccessorReturnConfidenceRadius_le_decayingEnvelope (mdp : MDP State Action) (episodes : Nat) (n : Nat) (hepisodes : 0 < episodes) : normalizedSuccessorReturnConfidenceRadius mdp episodes (decayingExplorationRounds mdp n) (vanishingAverageConfidenceDelta n) <= decayingExplorationReturnRadiusEnvelope mdp n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes_pos
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationScheduledEpisodes_pos (mdp : MDP State Action) (baseVisitFloor : Real) (n : Nat) : 0 < decayingExplorationScheduledEpisodes mdp baseVisitFloor n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationReturnRadiusEnvelope_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationReturnRadiusEnvelope_tendsto_zero (mdp : MDP State Action) : Tendsto (decayingExplorationReturnRadiusEnvelope mdp) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationNormalizedReturnRadius_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationNormalizedReturnRadius_tendsto_zero (mdp : MDP State Action) (baseVisitFloor : Real) : Tendsto (fun n => normalizedSuccessorReturnConfidenceRadius mdp (decayingExplorationScheduledEpisodes mdp baseVisitFloor n) (decayingExplorationRounds mdp n) (vanishingAverageConfidenceDelta n)) atTop (nhds 0)
def
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationAverageRealizedBehaviorRegretBound
Compiled
Deterministic realized-behavior certificate at schedule index `n`.
noncomputable def decayingExplorationAverageRealizedBehaviorRegretBound (mdp : MDP State Action) (baseVisitFloor : Real) (n : Nat) : Real
def
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationRealizedFailureBudget
Compiled
Count and return deviations each consume one scheduled confidence share.
noncomputable def decayingExplorationRealizedFailureBudget (n : Nat) : ENNReal
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationAverageRealizedBehaviorRegretBound_nonneg
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationAverageRealizedBehaviorRegretBound_nonneg (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (baseVisitFloor : Real) (hbaseVisitFloor : 0 < baseVisitFloor) (n : Nat) : 0 <= decayingExplorationAverageRealizedBehaviorRegretBound mdp baseVisitFloor n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationAverageRealizedBehaviorRegretBound_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationAverageRealizedBehaviorRegretBound_tendsto_zero (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (baseVisitFloor : Real) (hbaseVisitFloor : 0 < baseVisitFloor) : Tendsto (decayingExplorationAverageRealizedBehaviorRegretBound mdp baseVisitFloor) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationRealizedFailureBudget_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationRealizedFailureBudget_tendsto_zero : Tendsto decayingExplorationRealizedFailureBudget atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.decayingExplorationRealizedFailureAndRegretBound_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem decayingExplorationRealizedFailureAndRegretBound_tendsto_zero (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (baseVisitFloor : Real) (hbaseVisitFloor : 0 < baseVisitFloor) : Tendsto (fun n => (decayingExplorationRealizedFailureBudget n, decayingExplorationAverageRealizedBehaviorRegretBound mdp baseVisitFloor n)) atTop (nhds (0, 0))
def
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeEmpiricalOptimisticSource.decayingExplorationAverageRealizedBehaviorRegretViolationSet
Compiled
Realized-regret violation set for one decaying-exploration window.
noncomputable def decayingExplorationAverageRealizedBehaviorRegretViolationSet (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (baseVisitFloor : Real) (n : Nat) : Set (EpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_cumulativeInverseSqrtPathSupport_optimism_and_decayingExplorationAverageRealizedBehaviorConsistency
Compiled
One finite window: the realized violation set is covered by the measurable count/return union, whose tail is the two-share scheduled budget.
theorem exploratorySource_trajectoryMeasure_cumulativeInverseSqrtPathSupport_optimism_and_decayingExplorationAverageRealizedBehaviorConsistency (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (baseVisitFloor : Real) (n : Nat) [StandardBorelSpace (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] [StandardBorelSpace (EpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))] (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let rounds := AdaptiveEpisodeBatchSource.decayingExplorationRounds mdp n let delta := AdaptiveEpisodeBatchSource.vanishingAverageConfidenceDelta n let explorationRate := AdaptiveEpisodeBatchSource.decayingExplorationRate n let visitFloor := AdaptiveEpisodeBatchSource.decayingExplorationVisitFloor mdp baseVisitFloor n let episodes := AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n let countRadius := AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtCountRadius mdp rounds delta visitFloor let source := exploratorySource mdp initialState episodes initialTable defaultState countRadius explorationRate (AdaptiveEpisodeBatchSource.decayingExplorationRate_le_one n) let countBadEvent := source.adaptiveCumulativeCountBadEvent rounds delta let returnBadEvent := source.successorReturnDeviationBadEvent rounds delta let combinedBadEvent := countBadEvent ∪ returnBadEvent let violationSet := decayingExplorationAverageRealizedBehaviorRegretViolationSet mdp initialState initialTable defaultState baseVisitFloor n MeasurableSet combinedBadEvent /\ source.trajectoryMeasure combinedBadEvent <= AdaptiveEpisodeBatchSource.decayingExplorationRealizedFailureBudget n /\ violationSet ⊆ combinedBadEvent /\ source.trajectoryMeasure violationSet <= AdaptiveEpisodeBatchSource.decayingExplorationRealizedFailureBudget n /\ forall trajectory, trajectory ∉ combinedBadEvent -> (forall round : Fin rounds, forall state, mdp.optimalValueRemaining mdp.horizon le_rfl state <= (adaptiveCumulativeEmpiricalOptimisticPlanAt trajectory defaultState countRadius round).upperValueRemaining mdp.horizon le_rfl state) /\ source.realizedSuccessorAverageRegret trajectory rounds <= AdaptiveEpisodeBatchSource.decayingExplorationAverageRealizedBehaviorRegretBound mdp baseVisitFloor n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_cumulativeInverseSqrtPathSupport_decayingExplorationAverageRealizedBehaviorConsistency_allWindows
Compiled
All finite windows plus the joint scalar limit. The indexed Borel witnesses make the changing sample spaces explicit and prevent a common-space reading.
theorem exploratorySource_trajectoryMeasure_cumulativeInverseSqrtPathSupport_decayingExplorationAverageRealizedBehaviorConsistency_allWindows (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (baseVisitFloor : Real) (hbatchBorel : forall n, StandardBorelSpace (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))) (htrajectoryBorel : forall n, StandardBorelSpace (EpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : Tendsto (fun n => (AdaptiveEpisodeBatchSource.decayingExplorationRealizedFailureBudget n, AdaptiveEpisodeBatchSource.decayingExplorationAverageRealizedBehaviorRegretBound mdp baseVisitFloor n)) atTop (nhds (0, 0)) /\ forall n, letI : StandardBorelSpace (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.decayingExplorationScheduledEpisodes mdp baseVisitFloor n))