Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterPolynomialSecondMomentExpectedAbsoluteBound
# Polynomial moment envelope for the uncapped inverse-sqrt hitting time This module bounds the explicit ceiling tail start by a model-dependent natural coefficient times the schedule scale. The resulting fourth-power checkpoint square is an explicit degree-eight polynomial in the fixed threshold index. The result remains fixed-index. It does not establish uniform integrability, L1 convergence, or an optional-stopping identity.
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Imports
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterPolynomialSecondMomentExpectedAbsoluteAsymptotics
Declarations
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def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterPolynomialScaleCoefficient
Compiled
Natural model coefficient used by the polynomial tail-start envelope.
noncomputable def inverseSqrtThresholdUnboundedHittingAfterPolynomialScaleCoefficient (mdp : MDP State Action) (varianceProxy : NNReal) : Nat
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterExplicitTailStart_succ_le_polynomialScale
Compiled
The explicit ceiling start grows at most linearly in the schedule scale.
theorem inverseSqrtThresholdUnboundedHittingAfterExplicitTailStart_succ_le_polynomialScale (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) : inverseSqrtThresholdUnboundedHittingAfterExplicitTailStart mdp varianceProxy scheduleIndex + 1 <= inverseSqrtThresholdUnboundedHittingAfterPolynomialScaleCoefficient mdp varianceProxy * explicitHighProbabilityScale scheduleIndex
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterPolynomialCheckpointSquare
Compiled
Explicit degree-eight natural checkpoint-square envelope.
noncomputable def inverseSqrtThresholdUnboundedHittingAfterPolynomialCheckpointSquare (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) : Nat
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterExplicitCheckpointSquare_le_polynomial
Compiled
The exact explicit-start checkpoint square is bounded by the polynomial envelope.
theorem inverseSqrtThresholdUnboundedHittingAfterExplicitCheckpointSquare_le_polynomial (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) : (explicitHighProbabilityRounds (inverseSqrtThresholdUnboundedHittingAfterExplicitTailStart mdp varianceProxy scheduleIndex) + 1) ^ 2 <= inverseSqrtThresholdUnboundedHittingAfterPolynomialCheckpointSquare mdp varianceProxy scheduleIndex
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterWeightedFailureSecondMomentENNRealConstant
Compiled
The weighted model/return failure contribution to the stopping-round second moment. It depends only on the MDP.
noncomputable def inverseSqrtThresholdUnboundedHittingAfterWeightedFailureSecondMomentENNRealConstant (mdp : MDP State Action) : ENNReal
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterWeightedFailureSecondMomentENNRealConstant_ne_top
Compiled
The weighted failure constant is finite under the horizon-five contract.
theorem inverseSqrtThresholdUnboundedHittingAfterWeightedFailureSecondMomentENNRealConstant_ne_top (mdp : MDP State Action) (hhorizon : 4 < mdp.horizon) : inverseSqrtThresholdUnboundedHittingAfterWeightedFailureSecondMomentENNRealConstant mdp ≠ ∞
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterWeightedFailureSecondMomentConstant
Compiled
Real-valued form of the weighted model/return failure constant.
noncomputable def inverseSqrtThresholdUnboundedHittingAfterWeightedFailureSecondMomentConstant (mdp : MDP State Action) : Real
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget
Compiled
ENNReal polynomial stopping-round second-moment budget.
noncomputable def inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) : ENNReal
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget_ne_top
Compiled
The polynomial ENNReal budget is finite under the same horizon contract.
theorem inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget_ne_top (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) (hhorizon : 4 < mdp.horizon) : inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget mdp varianceProxy scheduleIndex ≠ ∞
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentBudget
Compiled
Real polynomial stopping-round second-moment budget, displayed as a degree-eight checkpoint term plus the named MDP failure constant.
noncomputable def inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentBudget (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget_toReal
Compiled
Taking `toReal` of the polynomial ENNReal budget gives its displayed real polynomial-plus-constant form.
theorem inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget_toReal (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) (hhorizon : 4 < mdp.horizon) : (inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget mdp varianceProxy scheduleIndex).toReal = inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentBudget mdp varianceProxy scheduleIndex
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterExplicitStoppingRoundSecondMomentENNRealBudget_le_polynomial
Compiled
The ceiling-start ENNReal budget is bounded by the polynomial budget.
theorem inverseSqrtThresholdUnboundedHittingAfterExplicitStoppingRoundSecondMomentENNRealBudget_le_polynomial (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) : inverseSqrtThresholdUnboundedHittingAfterExplicitStoppingRoundSecondMomentENNRealBudget mdp varianceProxy scheduleIndex <= inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentENNRealBudget mdp varianceProxy scheduleIndex
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.inverseSqrtThresholdUnboundedHittingAfterExplicitStoppingRoundSecondMomentBudget_le_polynomial
Compiled
The real ceiling-start second-moment budget is bounded by its displayed polynomial-plus-constant envelope.
theorem inverseSqrtThresholdUnboundedHittingAfterExplicitStoppingRoundSecondMomentBudget_le_polynomial (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) (hhorizon : 4 < mdp.horizon) : inverseSqrtThresholdUnboundedHittingAfterExplicitStoppingRoundSecondMomentBudget mdp varianceProxy scheduleIndex <= inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentBudget mdp varianceProxy scheduleIndex
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_integral_stoppingRound_sq_le_polynomialBudget
Compiled
The actual successor stopping-round second moment is bounded by the polynomial-plus-model-constant budget.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_integral_stoppingRound_sq_le_polynomialBudget (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let tau := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor scheduleIndex integral source.trajectoryMeasure (fun trajectory => ((((tau trajectory).untopA + 1 : Nat) : Real)) ^ 2) <= inverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentBudget mdp varianceProxy scheduleIndex
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentAbsoluteFirstMomentBudget
Compiled
Polynomial-envelope absolute-first-moment budget.
noncomputable def selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentAbsoluteFirstMomentBudget (mdp : MDP State Action) (varianceProxy : NNReal) (scheduleIndex : Nat) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_abs_le_polynomialStoppingRoundSecondMomentBudget
Compiled
For each fixed threshold index, the stopped average realized behavior regret has a polynomial-plus-model-constant absolute first-moment bound.
theorem selfConsistentScheduledCausalSource_inverseSqrtThresholdUnboundedHittingAfter_stoppedAverageRealizedBehaviorRegret_integrable_and_integral_abs_le_polynomialStoppingRoundSecondMomentBudget (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] [StandardBorelSpace State] [StandardBorelSpace Action] (rewardSource : mdp.MeanCompatibleRewardKernel) (varianceProxy : NNReal) (hvarianceProxy : 0 < varianceProxy) (law : rewardSource.UniformSubgaussianRewardLaw varianceProxy) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (support : ExploratoryPathSupport mdp initialState) (baseVisitFloor : Real) (hbaseFloor : ExploratoryPathUniformVisitFloor support 1 baseVisitFloor) (hrewardBound : forall state action, |mdp.reward state action| <= 1) (hhorizon : 4 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) (scheduleIndex : Nat) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppingPrefix := selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterStoppingPrefix mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let stoppedProcess := selfConsistentScheduledNaturalCausalStoppingTimeAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor stoppingPrefix scheduleIndex Integrable stoppedProcess source.trajectoryMeasure /\ integral source.trajectoryMeasure (fun trajectory => |stoppedProcess trajectory|) <= selfConsistentScheduledNaturalCausalInverseSqrtThresholdUnboundedHittingAfterPolynomialStoppingRoundSecondMomentAbsoluteFirstMomentBudget mdp varianceProxy scheduleIndex