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Issue 163: LinUCB Martingale And Fixed-Direction Concentration Infrastructure - #168
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FawadHa1der wants to merge 95 commits into
Closed
FawadHa1der wants to merge 95 commits into
FawadHa1der wants to merge 95 commits into
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… + 2 * √(n * β n) * √W
… its uncertainty bonus
…initial design matrix
…ted squared-width sum equals the old sum plus the new final term at time n
…ted quadratic squared-width sum equals the old quadratic sum plus the new final term at time n
…bility statements
…ction LinUCB algorithm object and its process-level API.
…ra needed for ridge regression, widths, determinant ratios, and design-matrix updates.
…nts used by the regret proof
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This PR is dependent #161
This PR address #163
Review ConcentrationCore.lean for this PR
prove the scalar/fixed-direction martingale concentration pieces used before the Gaussian mixture step.