Remove a sorry

LeanBandits/RewardByCountMeasure.lean

@@ -31,12 +31,11 @@ omit [DecidableEq α] [MeasurableSingletonClass α] in
 lemma hasLaw_Z (a : α) (m : ℕ) :
   HasLaw (fun ω ↦ ω.2 m a) (ν a) (Bandit.measure alg ν) where
   map_eq := by
-    calc ((Bandit.trajMeasure alg ν).prod (Bandit.streamMeasure ν)).map (fun ω ↦ ω.2 m a)
-    _ = (((Bandit.trajMeasure alg ν).prod (Bandit.streamMeasure ν)).map (fun ω ↦ ω.2)).map
-        (fun ω ↦ ω m a) := by
-      rw [Measure.map_map (by fun_prop) (by fun_prop)]
+    calc (Bandit.measure alg ν).map (fun ω ↦ ω.2 m a)
+    _ = ((Bandit.measure alg ν).snd).map (fun ω ↦ ω m a) := by
+      rw [Measure.snd, Measure.map_map (by fun_prop) (by fun_prop)]
       rfl
-    _ = (Bandit.streamMeasure ν).map (fun ω ↦ ω m a) := by simp [Measure.map_snd_prod]
+    _ = (Bandit.streamMeasure ν).map (fun ω ↦ ω m a) := by simp
     _ = ((Measure.infinitePi fun _ ↦ Measure.infinitePi ν).map (fun ω ↦ ω m)).map
         (fun ω ↦ ω a) := by
       rw [Bandit.streamMeasure, Measure.map_map (by fun_prop) (by fun_prop)]
@@ -59,11 +58,8 @@ lemma condDistrib_reward'' [StandardBorelSpace α] [Nonempty α] (n : ℕ) :
       =ᵐ[(𝔓).map (fun ω ↦ arm n ω.1)] ν := by
   have h_ra' : 𝓛[reward n | arm n; 𝔓t] =ᵐ[(𝔓t).map (arm n)] ν := condDistrib_reward alg ν n
   have h_law : (𝔓).map (fun ω ↦ arm n ω.1) = (𝔓t).map (arm n) := by
-    calc (𝔓).map (fun ω ↦ arm n ω.1)
-    _ = ((𝔓).map (fun ω ↦ ω.1)).map (fun ω ↦ arm n ω) := by
-      rw [Measure.map_map (by fun_prop) (by fun_prop)]
-      rfl
-    _ = _ := by unfold Bandit.measure; simp [Measure.map_fst_prod]
+    rw [← Bandit.fst_measure, Measure.fst, Measure.map_map (by fun_prop) (by fun_prop)]
+    rfl
   rw [h_law]
   have h_prod : 𝓛[fun ω ↦ reward n ω.1 | fun ω ↦ arm n ω.1; 𝔓]
       =ᵐ[(𝔓t).map (arm n)] 𝓛[reward n | arm n; 𝔓t] :=

LeanBandits/SequentialLearning/FiniteActions.lean

@@ -27,6 +27,8 @@ namespace Learning
 variable {α R : Type*} {mα : MeasurableSpace α} {mR : MeasurableSpace R} [DecidableEq α]
   {a : α} {m n t : ℕ} {h : ℕ → α × R}
 
+section PullCount
+
 /-- Number of times action `a` was chosen up to time `t` (excluding `t`). -/
 noncomputable
 def pullCount (a : α) (t : ℕ) (h : ℕ → α × R) : ℕ :=
@@ -107,6 +109,24 @@ lemma pullCount_congr {h' : ℕ → α × R} (h_eq : ∀ i ≤ n, action i h = a
   rw [Nat.lt_add_one_iff] at hs
   rw [h_eq s hs]
 
+lemma pullCount_lt_of_forall_ne (h_lt : ∀ s, pullCount a (s + 1) h ≠ t) (ht : t ≠ 0) :
+    pullCount a n h < t := by
+  induction n with
+  | zero => simpa using ht.bot_lt
+  | succ n hn =>
+    specialize h_lt n
+    rw [pullCount_add_one] at h_lt ⊢
+    grind
+
+lemma exists_pullCount_eq_of_le (hnm : t ≤ pullCount a (n + 1) h) (ht : t ≠ 0) :
+    ∃ s, pullCount a (s + 1) h = t := by
+  by_contra! h_contra
+  refine lt_irrefl (pullCount a (n + 1) h) ?_
+  refine lt_of_lt_of_le ?_ hnm
+  exact pullCount_lt_of_forall_ne h_contra ht
+
+section Measurability
+
 @[fun_prop]
 lemma measurable_pullCount [MeasurableSingletonClass α] (a : α) (t : ℕ) :
     Measurable (fun h : ℕ → α × R ↦ pullCount a t h) := by
@@ -142,7 +162,13 @@ lemma isPredictable_pullCount [MeasurableSingletonClass α] (a : α) :
   simp only [pullCount_zero]
   fun_prop
 
--- TODO: replace this by leastGE
+end Measurability
+
+end PullCount
+
+section StepsUntil
+
+-- TODO: replace this by leastGE, once leastGE is generalized
 /-- Number of steps until action `a` was pulled exactly `m` times. -/
 noncomputable
 def stepsUntil (a : α) (m : ℕ) (h : ℕ → α × R) : ℕ∞ := sInf ((↑) '' {s | pullCount a (s + 1) h = m})
@@ -153,11 +179,6 @@ lemma stepsUntil_eq_top_iff : stepsUntil a m h = ⊤ ↔ ∀ s, pullCount a (s +
 lemma stepsUntil_ne_top (h_exists : ∃ s, pullCount a (s + 1) h = m) : stepsUntil a m h ≠ ⊤ := by
   simpa [stepsUntil_eq_top_iff]
 
--- todo: this is in ℝ because of the limited def of leastGE
-lemma stepsUntil_eq_leastGE (a : α) (m : ℕ) :
-    stepsUntil a m = leastGE (fun n (h : ℕ → α × ℝ) ↦ pullCount a (n + 1) h) m := by
-  sorry
-
 lemma exists_pullCount_eq (h' : stepsUntil a m h ≠ ⊤) :
     ∃ s, pullCount a (s + 1) h = m := by
   by_contra! h_contra
@@ -199,6 +220,36 @@ lemma stepsUntil_eq_dite (a : α) (m : ℕ) (h : ℕ → α × R)
     ext s
     simpa using (h' s)
 
+-- todo: this is in ℝ because of the limited def of leastGE
+lemma stepsUntil_eq_leastGE (a : α) (hm : m ≠ 0) :
+    stepsUntil a m = leastGE (fun n (h : ℕ → α × ℝ) ↦ pullCount a (n + 1) h) m := by
+  classical
+  ext h
+  rw [stepsUntil_eq_dite]
+  unfold leastGE hittingAfter
+  simp only [zero_le, Set.mem_Ici, Nat.cast_le, true_and, ENat.some_eq_coe]
+  have h_iff : (∃ s, pullCount a (s + 1) h = m) ↔ (∃ s, m ≤ pullCount a (s + 1) h) := by
+    refine ⟨fun ⟨s, hs⟩ ↦ ⟨s, hs.ge⟩, fun ⟨s, hs⟩ ↦ ?_⟩
+    exact exists_pullCount_eq_of_le hs hm
+  by_cases h_exists : ∃ s, m ≤ pullCount a (s + 1) h
+  swap; · simp_rw [h_iff]; simp [h_exists]
+  rw [if_pos h_exists, dif_pos]
+  swap; · rwa [h_iff]
+  norm_cast
+  rw [Nat.find_eq_iff]
+  constructor
+  · apply le_antisymm
+    · by_contra! h_contra
+      obtain ⟨s, hs⟩ : ∃ s, pullCount a (s + 1) h = m := exists_pullCount_eq_of_le h_contra.le hm
+      rw [← hs] at h_contra
+      refine h_contra.not_ge ?_
+      gcongr
+      exact csInf_le (by simp) (by simp)
+    · exact Nat.sInf_mem (s := {j | m ≤ pullCount a (j + 1) h}) h_exists
+  · intro n hn h_contra
+    refine hn.not_ge ?_
+    exact csInf_le (by simp) (by simp [h_contra])
+
 lemma stepsUntil_pullCount_le (h : ℕ → α × R) (a : α) (t : ℕ) :
     stepsUntil a (pullCount a (t + 1) h) h ≤ t := by
   rw [stepsUntil]
@@ -346,9 +397,9 @@ lemma stepsUntil_eq_congr {h' : ℕ → α × R} (h_eq : ∀ i ≤ n, action i h
     rw [pullCount_congr]
     grind
 
-lemma isStoppingTime_stepsUntil [MeasurableSingletonClass α] (a : α) (m : ℕ) :
+lemma isStoppingTime_stepsUntil [MeasurableSingletonClass α] (a : α) (hm : m ≠ 0) :
     IsStoppingTime (Learning.filtration α ℝ) (stepsUntil a m) := by
-  rw [stepsUntil_eq_leastGE]
+  rw [stepsUntil_eq_leastGE _ hm]
   refine Adapted.isStoppingTime_leastGE _ fun n ↦ ?_
   suffices StronglyMeasurable[Learning.filtration α ℝ n] (pullCount a (n + 1)) by fun_prop
   exact adapted_pullCount_add_one a n
@@ -387,6 +438,8 @@ lemma measurable_stepsUntil' [MeasurableSingletonClass α] (a : α) (m : ℕ) :
     Measurable (fun ω : (ℕ → α × R) × (ℕ → α → R) ↦ stepsUntil a m ω.1) :=
   (measurable_stepsUntil a m).comp measurable_fst
 
+end StepsUntil
+
 section RewardByCount
 
 /-- Reward obtained when pulling action `a` for the `m`-th time.