Lean module · Tsallis-FTRL
BanditRLProof.TsallisFiniteArmIIDHistoryAdaptiveCorruptedRewardLaw
# History-adaptive corrupted finite-arm IID reward laws The base reward vector is fresh IID at every round. Before the current action is sampled, a measurable arm-dependent reward shift may be selected from the preceding finite pair history. Shifted rewards are clipped to `[0, 1]`. A deterministic time-and-arm envelope controls the resulting baseline-gap perturbation and therefore supplies the additive regret budget.
Module map
Imports
BanditRLProof.TsallisFiniteArmIIDTimeVaryingCorruptedRewardLaw, BanditRLProof.TsallisScheduledIIDHistoryAdaptive, BanditRLProof.TsallisScheduledReferenceGapSelfBounding
Imported by
BanditRLProof, BanditRLProof.TsallisFiniteArmIIDHistoryAdaptiveRefinedCorruptedRewardLaw
Declarations
Open an item to read its exact compact statement and source link. Detailed teaching notes are linked when registered.
structure
BanditRLProof.Tsallis.FiniteArmIIDHistoryAdaptiveRewardShiftSource
Compiled
A predictable reward-shift process and its deterministic envelope.
structure FiniteArmIIDHistoryAdaptiveRewardShiftSource (K : Nat) where
theorem
BanditRLProof.Tsallis.measurable_clippedUnitReal
Compiled
Projection to the real unit interval is measurable.
theorem measurable_clippedUnitReal : Measurable clippedUnitReal
theorem
BanditRLProof.Tsallis.measurable_finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_initial
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem measurable_finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_initial {K : Nat} (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) : Measurable (fun input : (Nat -> (Fin K -> Rat)) × Fin K => finiteArmIIDStationaryCorruptedRewardVectorLoss source.initial (input.1 0) input.2)
theorem
BanditRLProof.Tsallis.measurable_finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_successor
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem measurable_finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_successor {K : Nat} (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) (n : Nat) : Measurable (fun input : (Nat -> (Fin K -> Rat)) × (History.FinitePairHistory (Fin K) Real n × Fin K) => finiteArmIIDStationaryCorruptedRewardVectorLoss (source.successor n input.2.1) (input.1 (n + 1)) input.2.2)
def
BanditRLProof.Tsallis.finiteArmIIDHistoryAdaptiveCorruptedRewardLoss
Compiled
Predictable clipped loss generated by a history-adaptive reward shift.
noncomputable def finiteArmIIDHistoryAdaptiveCorruptedRewardLoss {K : Nat} (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) : Exp3.PredictableLossVector (Nat -> (Fin K -> Rat)) (Fin K) where
theorem
BanditRLProof.Tsallis.finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_hasIIDStateCoordinateLocality
Compiled
The concrete history-adaptive loss reads no future IID state coordinate.
theorem finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_hasIIDStateCoordinateLocality {K : Nat} (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) : HasIIDStateCoordinateLocality (finiteArmIIDHistoryAdaptiveCorruptedRewardLoss source)
theorem
BanditRLProof.Tsallis.predictableLossAt_finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem predictableLossAt_finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_zero {K : Nat} (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) (sample : (Nat -> (Fin K -> Rat)) × ((k : Nat) -> Fin K × Real)) (arm : Fin K) : Exp3.predictableLossAt (finiteArmIIDHistoryAdaptiveCorruptedRewardLoss source) 0 sample arm = finiteArmIIDStationaryCorruptedRewardVectorLoss source.initial (sample.1 0) arm
theorem
BanditRLProof.Tsallis.predictableLossAt_finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_succ
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem predictableLossAt_finiteArmIIDHistoryAdaptiveCorruptedRewardLoss_succ {K : Nat} (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) (n : Nat) (sample : (Nat -> (Fin K -> Rat)) × ((k : Nat) -> Fin K × Real)) (arm : Fin K) : Exp3.predictableLossAt (finiteArmIIDHistoryAdaptiveCorruptedRewardLoss source) (n + 1) sample arm = finiteArmIIDStationaryCorruptedRewardVectorLoss (source.successor n (Preorder.frestrictLe n sample.2)) (sample.1 (n + 1)) arm
theorem
BanditRLProof.Tsallis.abs_historyAdaptiveCorruptedPredictableLossDiff_sub_baseLossDiff_le
Compiled
Pointwise actual/reference gap deviation under the source envelope.
theorem abs_historyAdaptiveCorruptedPredictableLossDiff_sub_baseLossDiff_le {K : Nat} (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) (t : Nat) (sample : (Nat -> (Fin K -> Rat)) × ((k : Nat) -> Fin K × Real)) (best arm : Fin K) : |(Exp3.predictableLossAt (finiteArmIIDHistoryAdaptiveCorruptedRewardLoss source) t sample arm - Exp3.predictableLossAt (finiteArmIIDHistoryAdaptiveCorruptedRewardLoss source) t sample best) - (Exp3.predictableLossAt (iidLossStatePredictableLossVector finiteArmIIDRewardVectorLoss measurable_finiteArmIIDRewardVectorLoss finiteArmIIDRewardVectorLoss_nonneg finiteArmIIDRewardVectorLoss_le_one) t sample arm - Exp3.predictableLossAt (iidLossStatePredictableLossVector finiteArmIIDRewardVectorLoss measurable_finiteArmIIDRewardVectorLoss finiteArmIIDRewardVectorLoss_nonneg finiteArmIIDRewardVectorLoss_le_one) t sample best)| <= source.envelope t arm + source.envelope t best
def
BanditRLProof.Tsallis.finiteArmIIDHistoryAdaptiveRewardCorruptionBudget
Compiled
Explicit deterministic envelope budget for predictable corruption.
noncomputable def finiteArmIIDHistoryAdaptiveRewardCorruptionBudget {K : Nat} (model : FiniteBanditModel K) (horizon : Nat) (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) : Real
theorem
BanditRLProof.Tsallis.finiteArmIIDHistoryAdaptiveRewardCorruptionBudget_eq
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem finiteArmIIDHistoryAdaptiveRewardCorruptionBudget_eq {K : Nat} (model : FiniteBanditModel K) (horizon : Nat) (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) : finiteArmIIDHistoryAdaptiveRewardCorruptionBudget model horizon source = (Finset.range (horizon + 1)).sum (fun t => ((Finset.univ : Finset (Fin K)).erase model.bestArm).sum (fun arm => source.envelope t arm + source.envelope t model.bestArm))
def
BanditRLProof.Tsallis.zeroFiniteArmIIDHistoryAdaptiveRewardShiftSource
Compiled
The uncorrupted predictable shift source.
def zeroFiniteArmIIDHistoryAdaptiveRewardShiftSource (K : Nat) : FiniteArmIIDHistoryAdaptiveRewardShiftSource K where
theorem
BanditRLProof.Tsallis.finiteArmIIDHistoryAdaptiveRewardCorruptionBudget_zero
Compiled
No declaration docstring is present; use the chapter context and exact statement below.
theorem finiteArmIIDHistoryAdaptiveRewardCorruptionBudget_zero {K : Nat} (model : FiniteBanditModel K) (horizon : Nat) : finiteArmIIDHistoryAdaptiveRewardCorruptionBudget model horizon (zeroFiniteArmIIDHistoryAdaptiveRewardShiftSource K) = 0
theorem
BanditRLProof.Tsallis.hasScheduledIIDPrefixKernelFactorization_sampledScheduledHalfTsallisFiniteArmIIDHistoryAdaptiveTrajectoryKernel
Compiled
The actual history-adaptive canonical trajectory has the IID-prefix factorization needed to reuse the uncorrupted reference gap law.
theorem hasScheduledIIDPrefixKernelFactorization_sampledScheduledHalfTsallisFiniteArmIIDHistoryAdaptiveTrajectoryKernel {K : Nat} [Nonempty (Fin K)] (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) (arms : Finset (Fin K)) (harms : arms.Nonempty) (eta : Nat -> Real) (selector : HalfTsallisScheduleFiniteHistorySelectorMeasurability arms harms eta) (horizon : Nat) : HasScheduledIIDPrefixKernelFactorization (sampledScheduledHalfTsallisTrajectoryKernel arms harms eta selector (finiteArmIIDHistoryAdaptiveCorruptedRewardLoss source).environment) horizon
theorem
BanditRLProof.Tsallis.integral_sampledScheduledHalfTsallisFiniteArmIIDHistoryAdaptiveCorruptedRewardLawRegret_le_log
Compiled
Scheduled half-Tsallis logarithmic regret under a measurable predictable history-adaptive reward shift. The additive allowance is the deterministic envelope budget packaged by `source`, not a free theorem parameter.
theorem integral_sampledScheduledHalfTsallisFiniteArmIIDHistoryAdaptiveCorruptedRewardLawRegret_le_log {K : Nat} (model : FiniteBanditModel K) (armLaw : Fin K -> Measure Rat) (hprob : forall arm, IsProbabilityMeasure (armLaw arm)) (hbound : forall arm, ∀ᵐ reward ∂armLaw arm, ((reward : Rat) : Real) ∈ Set.Icc (0 : Real) 1) (hmean : forall arm, integral (armLaw arm) (fun reward : Rat => ((reward : Rat) : Real)) = ((model.mean arm : Rat) : Real)) (source : FiniteArmIIDHistoryAdaptiveRewardShiftSource K) (hgapPos : forall arm, arm ≠ model.bestArm -> 0 < ((model.gap arm : Rat) : Real)) (horizon : Nat) : letI : Nonempty (Fin K)