Repository navigation
Generalization: Track-and-Stop on best arm identification without continuity hypotheses, and constants without κ - #14
Merged
Conversation
…ntinuity hypotheses discharged, and sample complexity constants without an auxiliary rate Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Adds a target to the Generalization roadmap that proves the Track-and-Stop theorems on best arm identification with every continuity hypothesis discharged. It also pins the statement shape of the sample complexity bounds: their constant
ccomes with one hypothesisD⁻¹ < c, with no auxiliary rateκ.Why.
continuousAt_of_mem_optAlloc_baiTask_restrict,continuousOn_altCost_baiTask_restrict). Yet no statement assembles them, so [GK16, Theorem 14] has no instance in LMLExplore without these hypotheses.eventually_expectedStoppingTime_trackAndStop_leandeventually_expectedStoppingTime_cTrackAndStop_letake a rateκ < Dwith1 < κ c. This is equivalent toD⁻¹ < c(withD = inf_{v ∈ C} D(μ, v, ¬i)for C-tracking): κ is a step of the proof that leaked into the statement, and every caller rebuilds it.Changes (only
LMLRoadmaps/Generalization/):Conventions: sample complexity bounds take
(task.altCost μ (w μ) i)⁻¹ < c,(⨅ v ∈ C, task.altCost μ v i)⁻¹ < cortask.charTime μ < c, or state the limsup. Only the generic reductions ofGLR.leankeep a growth rateκ.Targets 1.10 and 1.11: constants as in the Conventions. The private lemmas they delete are now called
mul_le_glr_plugInCostandmul_le_glr_plugInCost_of_mem_thickening; #182 renamed them.New target 1.25, at the end of Layer 1 so that no number changes. It discharges
hw_cont,h_lsc,h_cont,hrec_eqandh_charTimeon best arm identification:limsup_{δ→0} 𝔼[τ_δ]/log(1/δ) ≤ T*(μ)with D- and C-tracking;unionBoundThreshold, and𝔼[τ_δ]/log(1/δ) → T*(μ)at every admissible model.Identification 5.2 owns the general form, whose best arm identification case these statements are.
Completion check: no Track-and-Stop theorem has a hypothesis
κ, and for two Gaussian arms the limit is8σ²/(μ_a − μ_b)².Points to check
TrackAndStop.lean.Suggested.leanis unchanged.Drafted with Claude Opus 5.5 at the request of the code owner.
🤖 Generated with Claude Code