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Identification, Bandits: MGFDominatedOn in place of MGFDominatedAbove and MGFDominatedBelow - #15

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roadmaps/mgf-dominated-on
Nov 6, 2026
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RemyDegenne merged 1 commit into
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roadmaps/mgf-dominated-on

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Updates the names of LMLExplore's MGF domination predicates that the Identification and Bandits roadmaps cite, to follow LeanMachineLearning/LMLExplore#191. That PR replaces MGFDominatedAbove and MGFDominatedBelow with one predicate, MGFDominatedOn X P Y Q Λ, domination on a set Λ of parameters. Domination above is Set.Ici 0, below is Set.Iic 0, and two-sided is Set.univ.

Why. Workers follow the names the roadmaps cite, so the old ones would bring back the two parallel predicates.

Changes (LMLRoadmaps/Identification/, LMLRoadmaps/Bandits/):

  • Identification:
    • the dependency table points to Probability/Moments/MGF/Dominated.lean (renamed by #188) and MGFDominatedOn;
    • Layer 1.2 (the Cramér–Chernoff bound with the rate function) says "dominated on [0, ∞)" and "on (−∞, 0]", and "on ℝ" for the two-sided bound. It drops the reference to the completed Refactors roadmap's form;
    • Layer 4.2: the unconditional MGF bound by cgf Y Q on Λ ∩ integrableExpSet Y Q is MGFDominatedOn X P Y Q Λ (mgfDominatedOn_iff_hasMGFBound), and sub-Gaussian variables are conditionally dominated on ℝ;
    • two docstrings in Suggested.lean.
  • Bandits:
    • the table of LMLExplore material: MGFDominatedOn, mgfDominatedOn_Ici_bernoulliMeasure, mgfDominatedOn_Iic_bernoulliMeasure;
    • Layer 1.4's conditional Bernoulli domination;
    • the definition of an arm dominated by its family, "on ℝ".

Points to check

Suggested.lean builds (lake build LMLRoadmaps.Identification.Suggested).

Drafted with Claude Opus 5.5 at the request of the code owner.

🤖 Generated with Claude Code

… and MGFDominatedBelow

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
@RemyDegenne
RemyDegenne merged commit 527d085 into main Nov 6, 2026
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