Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonAdaptiveCumulativeInverseSqrtAverageConsistency
This module chooses an explicit natural number of exploratory episodes per batch. The schedule simultaneously clears the normalized calibration threshold and places the logarithmic factor below one batch's visit mass. The resulting scalar average recommendation-regret bound is at most a fixed constant times 1 / sqrt(rounds) and therefore tends to zero.
Module map
Imports
BanditRLProof.RL.FiniteHorizonAdaptiveCumulativeInverseSqrtAverageRate
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonAdaptiveCumulativeInverseSqrtHighProbabilityAverageConsistency
Declarations
Open an item to read its exact compact statement and source link. Detailed teaching notes are linked when registered.
def
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThreshold
Compiled
Real-valued batch-size target that clears both normalized calibration and the one-batch logarithmic visit-mass requirement.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThresholdReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def normalizedCumulativeInverseSqrtScheduledEpisodeThreshold (mdp : MDP State Action) (rounds : Nat) (delta visitFloor : Real) : Real
def
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodes
Compiled
Explicit positive natural batch size associated with the scheduled target.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodesReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def normalizedCumulativeInverseSqrtScheduledEpisodes (mdp : MDP State Action) (rounds : Nat) (delta visitFloor : Real) : Nat
def
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageEnvelope
Compiled
The inverse-square-root envelope for the scheduled average bound.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageEnvelopeReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
noncomputable def normalizedCumulativeInverseSqrtScheduledAverageEnvelope (mdp : MDP State Action) (rounds : Nat) (visitFloor : Real) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.cumulativeInverseSqrtLogFactor_pos
Compiled
The valid global confidence budget makes the shared logarithm strict.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.cumulativeInverseSqrtLogFactor_posReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem cumulativeInverseSqrtLogFactor_pos (mdp : MDP State Action) {rounds : Nat} (hhorizon : 0 < mdp.horizon) (hrounds : 0 < rounds) {delta : Real} (hdelta : 0 < delta) (hdelta_le_one : delta <= 1) : 0 < cumulativeInverseSqrtLogFactor mdp rounds delta
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThreshold_nonneg
Compiled
The scheduled real-valued target is nonnegative under valid parameters.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThreshold_nonnegReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem normalizedCumulativeInverseSqrtScheduledEpisodeThreshold_nonneg (mdp : MDP State Action) {rounds : Nat} (hhorizon : 0 < mdp.horizon) (hrounds : 0 < rounds) {delta visitFloor : Real} (hdelta : 0 < delta) (hdelta_le_one : delta <= 1) (hvisitFloor : 0 < visitFloor) : 0 <= normalizedCumulativeInverseSqrtScheduledEpisodeThreshold mdp rounds delta visitFloor
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodes_pos
Compiled
Every scheduled batch size is positive.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodes_posReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem normalizedCumulativeInverseSqrtScheduledEpisodes_pos (mdp : MDP State Action) (rounds : Nat) (delta visitFloor : Real) : 0 < normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThreshold_lt_episodes
Compiled
The real-valued target is strictly below the scheduled natural batch size.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThreshold_lt_episodesReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem normalizedCumulativeInverseSqrtScheduledEpisodeThreshold_lt_episodes (mdp : MDP State Action) (rounds : Nat) (delta visitFloor : Real) : normalizedCumulativeInverseSqrtScheduledEpisodeThreshold mdp rounds delta visitFloor < (normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor : Real)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtEpisodeThreshold_lt_scheduledEpisodes
Compiled
The schedule strictly clears the parent normalized calibration threshold.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtEpisodeThreshold_lt_scheduledEpisodesReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem normalizedCumulativeInverseSqrtEpisodeThreshold_lt_scheduledEpisodes (mdp : MDP State Action) (rounds : Nat) (delta visitFloor : Real) : normalizedCumulativeInverseSqrtEpisodeThreshold mdp rounds delta visitFloor < (normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor : Real)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.cumulativeInverseSqrtLogFactor_lt_scheduledEpisodeVisitMass
Compiled
One scheduled batch has strictly more visit mass than the log factor.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.cumulativeInverseSqrtLogFactor_lt_scheduledEpisodeVisitMassReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem cumulativeInverseSqrtLogFactor_lt_scheduledEpisodeVisitMass (mdp : MDP State Action) (rounds : Nat) (delta : Real) {visitFloor : Real} (hvisitFloor : 0 < visitFloor) : cumulativeInverseSqrtLogFactor mdp rounds delta < (normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor : Real) * visitFloor / 2
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_nonneg
Compiled
The normalized scheduled average bound is nonnegative.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_nonnegReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem normalizedCumulativeInverseSqrtScheduledAverageBound_nonneg (mdp : MDP State Action) {rounds : Nat} (hhorizon : 0 < mdp.horizon) (hrounds : 0 < rounds) {delta visitFloor : Real} (hdelta : 0 < delta) (hdelta_le_one : delta <= 1) (hvisitFloor : 0 < visitFloor) : 0 <= normalizedCumulativeInverseSqrtAverageRecommendedExpectedRegretBound mdp (normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor) rounds delta visitFloor
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_le_envelope
Compiled
The scheduled average bound is controlled by a pure inverse-square-root rate.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_le_envelopeReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem normalizedCumulativeInverseSqrtScheduledAverageBound_le_envelope (mdp : MDP State Action) {rounds : Nat} (hhorizon : 0 < mdp.horizon) (hrounds : 0 < rounds) {delta visitFloor : Real} (hdelta : 0 < delta) (hdelta_le_one : delta <= 1) (hvisitFloor : 0 < visitFloor) : normalizedCumulativeInverseSqrtAverageRecommendedExpectedRegretBound mdp (normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor) rounds delta visitFloor <= normalizedCumulativeInverseSqrtScheduledAverageEnvelope mdp rounds visitFloor
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageEnvelope_tendsto_zero
Compiled
The deterministic inverse-square-root envelope tends to zero.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageEnvelope_tendsto_zeroReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem normalizedCumulativeInverseSqrtScheduledAverageEnvelope_tendsto_zero (mdp : MDP State Action) (visitFloor : Real) : Tendsto (fun n : Nat => normalizedCumulativeInverseSqrtScheduledAverageEnvelope mdp (n + 1) visitFloor) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_tendsto_zero
Compiled
The scheduled scalar average recommendation-regret bound tends to zero.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_tendsto_zeroReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem normalizedCumulativeInverseSqrtScheduledAverageBound_tendsto_zero (mdp : MDP State Action) (hhorizon : 0 < mdp.horizon) (delta visitFloor : Real) (hdelta : 0 < delta) (hdelta_le_one : delta <= 1) (hvisitFloor : 0 < visitFloor) : Tendsto (fun n : Nat => normalizedCumulativeInverseSqrtAverageRecommendedExpectedRegretBound mdp (normalizedCumulativeInverseSqrtScheduledEpisodes mdp (n + 1) delta visitFloor) (n + 1) delta visitFloor) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_cumulativeInverseSqrtPathSupport_optimism_and_scheduledAverageRecommendedExpectedRegret
Compiled
At every positive finite window, the explicit schedule discharges calibration and preserves the parent's measurable event, delta tail, optimism, and average recommended-policy expected-regret conclusion.
Used in these reading views: Bandit Book · Reinforcement Learning Book
9. Finite-horizon reinforcement learning
Canonical node identity
declaration:BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_cumulativeInverseSqrtPathSupport_optimism_and_scheduledAverageRecommendedExpectedRegretReading membership is not a proof dependency. Exact assumptions remain in the Lean statement.
theorem exploratorySource_trajectoryMeasure_cumulativeInverseSqrtPathSupport_optimism_and_scheduledAverageRecommendedExpectedRegret (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rounds : Nat) (delta visitFloor : Real) [StandardBorelSpace (EpisodeBatch mdp (AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor))] [StandardBorelSpace (EpisodeBatchTrajectory mdp (AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor))] (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (explorationRate : NNReal) (hexplorationRate : explorationRate <= 1) (support : ExploratoryPathSupport mdp initialState) (hfloor : ExploratoryPathUniformVisitFloor support explorationRate visitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 0 < mdp.horizon) (hrounds : 0 < rounds) (hdelta : 0 < delta) (hdelta_le_one : delta <= 1) (hvisitFloor : 0 < visitFloor) : let episodes := AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodes mdp rounds delta visitFloor let countRadius := AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtCountRadius mdp rounds delta visitFloor let source := exploratorySource mdp initialState episodes initialTable defaultState countRadius explorationRate hexplorationRate MeasurableSet (source.adaptiveCumulativeCountBadEvent rounds delta) /\ source.trajectoryMeasure (source.adaptiveCumulativeCountBadEvent rounds delta) <= ENNReal.ofReal delta /\ forall trajectory, trajectory ∉ source.adaptiveCumulativeCountBadEvent rounds delta -> (forall round : Fin rounds, forall state, mdp.optimalValueRemaining mdp.horizon le_rfl state <= (adaptiveCumulativeEmpiricalOptimisticPlanAt trajectory defaultState countRadius round).upperValueRemaining mdp.horizon le_rfl state) /\ adaptiveCumulativeEmpiricalOptimisticAverageRecommendedExpectedRegret (initialState := initialState) trajectory defaultState countRadius rounds <= AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtAverageRecommendedExpectedRegretBound mdp episodes rounds delta visitFloor