BanditRLlib
Lean gate passed before this site build; local proof declarations are shown as compiled.Lean-verified build · exact declarations linked.

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

Declarations
14
Placeholders
0

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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThreshold

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodes

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageEnvelope

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.cumulativeInverseSqrtLogFactor_pos

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThreshold_nonneg

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodes_pos

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledEpisodeThreshold_lt_episodes

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtEpisodeThreshold_lt_scheduledEpisodes

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.cumulativeInverseSqrtLogFactor_lt_scheduledEpisodeVisitMass

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_nonneg

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_le_envelope

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageEnvelope_tendsto_zero

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveEpisodeBatchSource.normalizedCumulativeInverseSqrtScheduledAverageBound_tendsto_zero

Reading 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 identitydeclaration:BanditRLProof.FiniteHorizonRL.AdaptiveCumulativeEmpiricalOptimisticSource.exploratorySource_trajectoryMeasure_cumulativeInverseSqrtPathSupport_optimism_and_scheduledAverageRecommendedExpectedRegret

Reading 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