Lean module · Tsallis-FTRL
BanditRLProof.TsallisScheduledExpectedStability
# Expected scheduled half-Tsallis successor stability This module transports the one-round ordinary-importance-weighted conjugate-potential bound through the generated scheduled action law. Round `n + 1` uses `eta (n + 1)`, so the finite sum can vary the learning rate without weakening the deterministic stability theorem. Only successor rounds are treated here. The initial action has a different conditioning surface and remains a separate leaf. Rates above `1 / 2` also remain outside this theorem.
Module map
Imports
BanditRLProof.TsallisScheduledScoreAlignment, BanditRLProof.TsallisConjugatePotentialFiniteHorizon
Imported by
BanditRLProof, BanditRLProof.TsallisScheduledInitialExpectedStability
Declarations
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def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisHistoryAt
Compiled
Visible environment/pair-history state before scheduled action `n + 1`.
def sampledScheduledHalfTsallisHistoryAt {Env : Type u} {Action : Type v} (n : Nat) (sample : Env × ((k : Nat) -> Action × Real)) : Env × History.FinitePairHistory Action Real n
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisActionAt
Compiled
Scheduled successor action after the visible prefix through `n`.
def sampledScheduledHalfTsallisActionAt {Env : Type u} {Action : Type v} (n : Nat) (sample : Env × ((k : Nat) -> Action × Real)) : Action
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisScoreAt
Compiled
Scheduled recursive score on an environment/prefix state.
noncomputable def sampledScheduledHalfTsallisScoreAt {Env : Type u} {Action : Type v} [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (n : Nat) : Env × History.FinitePairHistory Action Real n -> Action -> Real
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisPredictableLossAt
Compiled
Predictable successor loss on a scheduled environment/prefix state.
def sampledScheduledHalfTsallisPredictableLossAt {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] (loss : Exp3.PredictableLossVector Env Action) (n : Nat) : Env × History.FinitePairHistory Action Real n -> Action -> Real
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisProbabilityAt
Compiled
Scheduled successor probability on an environment/prefix state.
noncomputable def sampledScheduledHalfTsallisProbabilityAt {Env : Type u} {Action : Type v} [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (n : Nat) : Env × History.FinitePairHistory Action Real n -> Action -> Real
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisUpdatedAt
Compiled
Same-rate canonical update after sampling scheduled action `n + 1`.
noncomputable def sampledScheduledHalfTsallisUpdatedAt {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (loss : Exp3.PredictableLossVector Env Action) (n : Nat) : Env × History.FinitePairHistory Action Real n -> Action -> Action -> Real
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisEnvironmentHistoryDistributionSource
Compiled
Environment-lifted measurable scheduled probability source.
noncomputable def sampledScheduledHalfTsallisEnvironmentHistoryDistributionSource {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (selector : HalfTsallisScheduleFiniteHistorySelectorMeasurability arms harms eta) (n : Nat) : Exp3.MeasurableFiniteActionDistribution arms (sampledScheduledHalfTsallisProbabilityAt (Env
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisPolicyAt
Compiled
The scheduled policy comapped to the environment/prefix state.
noncomputable def sampledScheduledHalfTsallisPolicyAt {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (selector : HalfTsallisScheduleFiniteHistorySelectorMeasurability arms harms eta) (n : Nat) : Kernel (Env × History.FinitePairHistory Action Real n) Action
theorem
BanditRLProof.Tsallis.sampledScheduledHalfTsallisPolicyAt_eq_finiteActionKernel
Compiled
The environment-lifted scheduled policy is the corresponding finite action kernel.
theorem sampledScheduledHalfTsallisPolicyAt_eq_finiteActionKernel {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (selector : HalfTsallisScheduleFiniteHistorySelectorMeasurability arms harms eta) (n : Nat) : sampledScheduledHalfTsallisPolicyAt (Env
structure
BanditRLProof.Tsallis.HalfTsallisScheduleGeneratedSelectorMeasurability
Compiled
Coordinate regularity for the scheduled current and same-rate updated selectors.
structure HalfTsallisScheduleGeneratedSelectorMeasurability {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (loss : Exp3.PredictableLossVector Env Action) : Prop where
theorem
BanditRLProof.Tsallis.measurable_sampledScheduledHalfTsallisUpdatedAt_canonical
Compiled
Every supported coordinate of the scheduled same-rate update is measurable.
theorem measurable_sampledScheduledHalfTsallisUpdatedAt_canonical {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (loss : Exp3.PredictableLossVector Env Action) (n : Nat) (candidate : Action) (hcandidate : candidate ∈ arms) : Measurable (fun sample : (Env × History.FinitePairHistory Action Real n) × Action => sampledScheduledHalfTsallisUpdatedAt arms harms eta loss n sample.1 sample.2 candidate)
def
BanditRLProof.Tsallis.canonicalHalfTsallisScheduleGeneratedSelectorMeasurability
Compiled
The canonical scheduled selector satisfies current and updated coordinate measurability at every successor round.
noncomputable def canonicalHalfTsallisScheduleGeneratedSelectorMeasurability {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (loss : Exp3.PredictableLossVector Env Action) : HalfTsallisScheduleGeneratedSelectorMeasurability arms harms eta loss where
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt
Compiled
Scheduled one-round conjugate-potential score on a visible prefix and sampled successor action.
noncomputable def sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (loss : Exp3.PredictableLossVector Env Action) (n : Nat) : (Env × History.FinitePairHistory Action Real n) × Action -> Real
def
BanditRLProof.Tsallis.sampledScheduledHalfTsallisRefinedPotentialStabilityBoundAt
Compiled
Refined one-round budget for scheduled successor action `n + 1`.
noncomputable def sampledScheduledHalfTsallisRefinedPotentialStabilityBoundAt {Env : Type u} {Action : Type v} [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (n : Nat) : Env × History.FinitePairHistory Action Real n -> Real
theorem
BanditRLProof.Tsallis.measurable_sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt
Compiled
The canonical scheduled successor potential score is measurable.
theorem measurable_sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [DecidableEq Action] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (loss : Exp3.PredictableLossVector Env Action) (n : Nat) : Measurable (sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt arms harms eta loss n)
theorem
BanditRLProof.Tsallis.integrable_sampledScheduledHalfTsallisRefinedPotentialStabilityBoundAt
Compiled
The scheduled refined budget is automatically integrable under any finite visible-history law when its local rate is positive.
theorem integrable_sampledScheduledHalfTsallisRefinedPotentialStabilityBoundAt {Env : Type u} {Action : Type v} [MeasurableSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [DecidableEq Action] (n : Nat) (historyMu : Measure (Env × History.FinitePairHistory Action Real n)) [IsFiniteMeasure historyMu] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (heta : 0 < eta (n + 1)) (selector : HalfTsallisScheduleFiniteHistorySelectorMeasurability arms harms eta) : Integrable (sampledScheduledHalfTsallisRefinedPotentialStabilityBoundAt (Env
theorem
BanditRLProof.Tsallis.integrable_sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt
Compiled
The canonical scheduled successor potential score is automatically integrable under its visible-history/action product law.
theorem integrable_sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt {Env : Type u} {Action : Type v} [MeasurableSpace Env] [StandardBorelSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [StandardBorelSpace Action] [Nonempty Action] [DecidableEq Action] (prior : Measure Env) [IsFiniteMeasure prior] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (loss : Exp3.PredictableLossVector Env Action) (n : Nat) (heta : 0 < eta (n + 1)) (heta_le : eta (n + 1) <= 1 / 2) : let selector := canonicalHalfTsallisScheduleGeneratedSelectorMeasurability arms harms eta loss let mu := prior ⊗ₘ sampledScheduledHalfTsallisTrajectoryKernel arms harms eta selector.finiteHistory loss.environment Integrable (sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt arms harms eta loss n) (mu.map (sampledScheduledHalfTsallisHistoryAt n) ⊗ₘ sampledScheduledHalfTsallisPolicyAt (Env
theorem
BanditRLProof.Tsallis.sampledScheduledHalfTsallisPotentialStabilityAtTime_succ_eq_historyAction_ae
Compiled
The actual scheduled successor potential term agrees almost surely with the canonical visible-history/action potential score.
theorem sampledScheduledHalfTsallisPotentialStabilityAtTime_succ_eq_historyAction_ae {Env : Type u} {Action : Type v} [MeasurableSpace Env] [StandardBorelSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [StandardBorelSpace Action] [Nonempty Action] [DecidableEq Action] (prior : Measure Env) [IsFiniteMeasure prior] (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (loss : Exp3.PredictableLossVector Env Action) (n : Nat) : let selector := canonicalHalfTsallisScheduleGeneratedSelectorMeasurability arms harms eta loss let mu := prior ⊗ₘ sampledScheduledHalfTsallisTrajectoryKernel arms harms eta selector.finiteHistory loss.environment (fun sample => sampledScheduledHalfTsallisPotentialStabilityAtTime arms harms eta sample (n + 1)) =ᵐ[mu] (fun sample => sampledScheduledHalfTsallisHistoryActionPotentialStabilityAt arms harms eta loss n (sampledScheduledHalfTsallisHistoryAt n sample, sampledScheduledHalfTsallisActionAt n sample))
theorem
BanditRLProof.Tsallis.integral_sum_sampledScheduledHalfTsallisSuccessorPotentialStabilityAtTime_le_refined
Compiled
Expected finite-horizon refined stability for all generated successor rounds. The left side is exactly the same-rate stability sum consumed by the pathwise scheduled score/penalty decomposition, restricted to actual times `n + 1`. Time zero and rates above `1 / 2` are deliberately not claimed.
theorem integral_sum_sampledScheduledHalfTsallisSuccessorPotentialStabilityAtTime_le_refined {Env : Type u} {Action : Type v} [MeasurableSpace Env] [StandardBorelSpace Env] [MeasurableSpace Action] [MeasurableSingletonClass Action] [StandardBorelSpace Action] [Nonempty Action] [DecidableEq Action] (prior : Measure Env) [IsFiniteMeasure prior] (horizon : Nat) (arms : Finset Action) (harms : arms.Nonempty) (eta : Nat -> Real) (heta : forall n, n < horizon -> 0 < eta (n + 1)) (heta_le : forall n, n < horizon -> eta (n + 1) <= 1 / 2) (loss : Exp3.PredictableLossVector Env Action) : let selector := canonicalHalfTsallisScheduleGeneratedSelectorMeasurability arms harms eta loss let mu := prior ⊗ₘ sampledScheduledHalfTsallisTrajectoryKernel arms harms eta selector.finiteHistory loss.environment integral mu (fun sample => (Finset.range horizon).sum (fun n => sampledScheduledHalfTsallisPotentialStabilityAtTime arms harms eta sample (n + 1))) <= integral mu (fun sample => (Finset.range horizon).sum (fun n => sampledScheduledHalfTsallisRefinedPotentialStabilityBoundAt (Env