Lean module · Finite-horizon RL
BanditRLProof.RL.FiniteHorizonNaturalCausalRealizedBehaviorRegretHighProbabilityExplicitSchedule
# Explicit polynomial-prefix high-probability natural causal regret schedule This module chooses the concrete schedule `scale n = n + 1`, `burnin n = scale n`, `rounds n = scale n ^ 4`, and `returnDelta n = exp (-scale n)` for the compiled natural-causal burn-in terminal. The fourth-power prefix simultaneously absorbs the linear burn-in charge and the fixed-prefix normalized-return confidence radius. The result concerns this deterministic cofinal subsequence of prefixes. It is not an all-prefix or anytime statement, and the model-tail and return events are still combined only by a union bound.
Module map
Imports
BanditRLProof.RL.FiniteHorizonNaturalCausalRealizedBehaviorRegretHighProbabilityBurninLogRate
Imported by
BanditRLProof, BanditRLProof.RL.FiniteHorizonNaturalCausalInverseSqrtThresholdUnboundedHittingAfterIntegrableFiniteStoppingTime, BanditRLProof.RL.FiniteHorizonNaturalCausalRealizedBehaviorRegretUpperTailInProbability
Declarations
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theorem
BanditRLProof.FiniteHorizonRL.HeterogeneousAdaptiveStochasticEpisodeBatchSource.naturalCumulativeSuccessorAverageReturnVarianceProxy_le_rounds_mul
Compiled
Each positive-count normalized successor coordinate contributes at most one copy of the one-episode global return proxy.
theorem naturalCumulativeSuccessorAverageReturnVarianceProxy_le_rounds_mul (mdp : MDP State Action) (episodes : Nat -> Nat) (rounds : Nat) (rewardBound rewardVarianceProxy : NNReal) (hepisodes : forall n, 0 < episodes n) : naturalCumulativeSuccessorAverageReturnVarianceProxy mdp episodes rounds rewardBound rewardVarianceProxy <= (rounds : NNReal) * mdp.globalReturnDeviationPerEpisodeVarianceProxy rewardBound rewardVarianceProxy
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityScale
Compiled
Positive scale used by the explicit prefix schedule.
def explicitHighProbabilityScale (n : Nat) : Nat
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityBurnin
Compiled
The model-tail burn-in is linear in the schedule scale.
def explicitHighProbabilityBurnin (n : Nat) : Nat
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityRounds
Compiled
Natural successor prefixes are sampled along a fourth-power subsequence.
def explicitHighProbabilityRounds (n : Nat) : Nat
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityReturnDelta
Compiled
Exponentially vanishing fixed-prefix return failure share.
noncomputable def explicitHighProbabilityReturnDelta (n : Nat) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityScale_pos
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityScale_pos (n : Nat) : 0 < explicitHighProbabilityScale n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityBurnin_le_rounds
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityBurnin_le_rounds (n : Nat) : explicitHighProbabilityBurnin n <= explicitHighProbabilityRounds n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityRounds_pos
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityRounds_pos (n : Nat) : 0 < explicitHighProbabilityRounds n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityReturnDelta_pos
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityReturnDelta_pos (n : Nat) : 0 < explicitHighProbabilityReturnDelta n
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityReturnDelta_le_one
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityReturnDelta_le_one (n : Nat) : explicitHighProbabilityReturnDelta n <= 1
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityScale_tendsto_atTop
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityScale_tendsto_atTop : Tendsto explicitHighProbabilityScale atTop atTop
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityScale_real_tendsto_atTop
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityScale_real_tendsto_atTop : Tendsto (fun n => (explicitHighProbabilityScale n : Real)) atTop atTop
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityRounds_tendsto_atTop
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityRounds_tendsto_atTop : Tendsto explicitHighProbabilityRounds atTop atTop
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitHighProbabilityReturnDelta_tendsto_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem explicitHighProbabilityReturnDelta_tendsto_zero : Tendsto explicitHighProbabilityReturnDelta atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledNaturalCausalCumulativeReturnVarianceProxy_le_rounds_mul
Compiled
Self-consistent specialization of the generic own-count proxy bound.
theorem selfConsistentScheduledNaturalCausalCumulativeReturnVarianceProxy_le_rounds_mul (mdp : MDP State Action) (varianceProxy : NNReal) (baseVisitFloor : Real) (rounds : Nat) : selfConsistentScheduledNaturalCausalCumulativeReturnVarianceProxy mdp varianceProxy baseVisitFloor rounds <= (rounds : NNReal) * mdp.globalReturnDeviationPerEpisodeVarianceProxy 1 varianceProxy
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixAverageReturnRadius
Compiled
Return-confidence contribution after division by the scheduled prefix.
noncomputable def explicitPolynomialPrefixAverageReturnRadius (mdp : MDP State Action) (varianceProxy : NNReal) (baseVisitFloor : Real) (n : Nat) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixAverageReturnRadius_le
Compiled
A coarse `O(1 / scale)` envelope for the scheduled average radius.
theorem explicitPolynomialPrefixAverageReturnRadius_le (mdp : MDP State Action) (varianceProxy : NNReal) (baseVisitFloor : Real) (n : Nat) : explicitPolynomialPrefixAverageReturnRadius mdp varianceProxy baseVisitFloor n <= 2 * (((mdp.globalReturnDeviationPerEpisodeVarianceProxy 1 varianceProxy : NNReal) : Real) + 1) / (explicitHighProbabilityScale n : Real)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixAverageReturnRadius_tendsto_zero
Compiled
The explicit fixed-prefix return confidence contribution vanishes.
theorem explicitPolynomialPrefixAverageReturnRadius_tendsto_zero (mdp : MDP State Action) (varianceProxy : NNReal) (baseVisitFloor : Real) : Tendsto (explicitPolynomialPrefixAverageReturnRadius mdp varianceProxy baseVisitFloor) atTop (nhds 0)
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixTailModelReturnFailureBudget
Compiled
Exact tail-model plus return-share budget along the explicit schedule.
noncomputable def explicitPolynomialPrefixTailModelReturnFailureBudget (mdp : MDP State Action) (n : Nat) : ENNReal
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixAverageRealizedBehaviorRegretRate
Compiled
Scheduled positive-prefix average realized behavior-regret envelope.
noncomputable def explicitPolynomialPrefixAverageRealizedBehaviorRegretRate (mdp : MDP State Action) (varianceProxy : NNReal) (baseVisitFloor : Real) (n : Nat) : Real
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixTailModelReturnFailureBudget_tendsto_zero
Compiled
The exact union-bound failure budget vanishes along the schedule.
theorem explicitPolynomialPrefixTailModelReturnFailureBudget_tendsto_zero (mdp : MDP State Action) : Tendsto (explicitPolynomialPrefixTailModelReturnFailureBudget mdp) atTop (nhds 0)
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixAverageRealizedBehaviorRegretRate_tendsto_zero
Compiled
The full scheduled average realized-regret envelope vanishes.
theorem explicitPolynomialPrefixAverageRealizedBehaviorRegretRate_tendsto_zero (mdp : MDP State Action) (varianceProxy : NNReal) (baseVisitFloor : Real) : Tendsto (explicitPolynomialPrefixAverageRealizedBehaviorRegretRate mdp varianceProxy baseVisitFloor) atTop (nhds 0)
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixTailModelReturnBadEvent
Compiled
Scheduled model-tail/normalized-return union event.
noncomputable def explicitPolynomialPrefixTailModelReturnBadEvent (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (n : Nat) : Set (HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t))
def
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.explicitPolynomialPrefixAverageRealizedBehaviorRegretViolationSet
Compiled
Scheduled one-sided average realized behavior-regret violation set.
noncomputable def explicitPolynomialPrefixAverageRealizedBehaviorRegretViolationSet (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (n : Nat) : Set (HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t))
theorem
BanditRLProof.FiniteHorizonRL.AdaptiveStochasticSampledEmpiricalOptimisticSource.selfConsistentScheduledCausalSource_explicitPolynomialPrefixHighProbabilityAverageRealizedBehaviorRegretConsistency
Compiled
Scheduled one-sided average realized behavior-regret violation set. -/ noncomputable def explicitPolynomialPrefixAverageRealizedBehaviorRegretViolationSet (mdp : MDP State Action) (initialState : Measure State) [IsProbabilityMeasure initialState] (rewardSource : mdp.MeanCompatibleRewardKernel) (initialTable : DeterministicMarkovPolicyTable mdp) (defaultState : State) (varianceProxy : NNReal) (baseVisitFloor : Real) (n : Nat) : Set (HeterogeneousStochasticEpisodeBatchTrajectory mdp (fun t => AdaptiveStochasticEpisodeBatchSource.selfConsistentScheduledEpisodes mdp varianceProxy baseVisitFloor t)) := selfConsistentScheduledNaturalCausalBurninAverageRealizedBehaviorRegretLogarithmicViolationSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (explicitHighProbabilityBurnin n) (explicitHighProbabilityRounds n) (explicitHighProbabilityReturnDelta n) /- Terminal scheduled-prefix high-probability average realized behavior-regret consistency certificate. It packages every fixed-prefix event and pathwise certificate together with the two vanishing deterministic envelopes.
theorem selfConsistentScheduledCausalSource_explicitPolynomialPrefixHighProbabilityAverageRealizedBehaviorRegretConsistency (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 : 0 < mdp.horizon) (hbaseVisitFloor : 0 < baseVisitFloor) : let source := selfConsistentScheduledCausalSource mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor let event := fun n => explicitPolynomialPrefixTailModelReturnBadEvent mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor n let averageViolation := fun n => explicitPolynomialPrefixAverageRealizedBehaviorRegretViolationSet mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor n Tendsto (explicitPolynomialPrefixTailModelReturnFailureBudget mdp) atTop (nhds 0) ∧ Tendsto (explicitPolynomialPrefixAverageRealizedBehaviorRegretRate mdp varianceProxy baseVisitFloor) atTop (nhds 0) ∧ (∀ᶠ n in atTop, explicitPolynomialPrefixTailModelReturnFailureBudget mdp n < 1) ∧ forall n, MeasurableSet (event n) ∧ MeasurableSet (averageViolation n) ∧ source.trajectoryMeasure (event n) <= explicitPolynomialPrefixTailModelReturnFailureBudget mdp n ∧ averageViolation n ⊆ event n ∧ source.trajectoryMeasure (averageViolation n) <= explicitPolynomialPrefixTailModelReturnFailureBudget mdp n ∧ (explicitPolynomialPrefixTailModelReturnFailureBudget mdp n < 1 -> source.trajectoryMeasure (event n) < 1 ∧ source.trajectoryMeasure (averageViolation n) < 1) ∧ forall trajectory, trajectory ∉ event n -> selfConsistentScheduledNaturalCausalAverageRealizedBehaviorRegretProcess mdp initialState rewardSource initialTable defaultState varianceProxy baseVisitFloor (explicitHighProbabilityRounds n) trajectory <= explicitPolynomialPrefixAverageRealizedBehaviorRegretRate mdp varianceProxy baseVisitFloor n