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Bayesian regret of Thompson sampling - #61

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RemyDegenne merged 179 commits into
LeanMachineLearning:mainfrom
paulorauber:bayesian_space
Jun 18, 2026
Merged

RemyDegenne merged 179 commits into
LeanMachineLearning:mainfrom
paulorauber:bayesian_space

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@paulorauber

@paulorauber paulorauber commented Jan 20, 2026 •

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@paulorauber paulorauber changed the title BayesianStationaryEnv and TS BayesStationaryEnv and TS Jan 20, 2026
Comment thread LeanBandits/BanditAlgorithms/Uniform.lean Outdated
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Comment thread LeanBandits/SequentialLearning/BayesStationaryEnv.lean Outdated
Comment thread LeanBandits/SequentialLearning/BayesStationaryEnv.lean Outdated
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Why do you work within a particular probability space, with particular action, reward, etc., instead of introducing generic variables A, R, E, that satisfy an alg-env-sequence condition?
In the other parts of the repository, everything is done under such a condition, and the probability space coming from trajMeasure is not even used (as perhaps best seen on the dependency graph)

Comment thread LeanMachineLearning/SequentialLearning/Algorithms/Uniform.lean Outdated
Comment thread LeanMachineLearning/SequentialLearning/BayesStationaryEnv.lean Outdated
Comment thread LeanMachineLearning/SequentialLearning/BayesStationaryEnv.lean Outdated
Comment thread LeanMachineLearning/SequentialLearning/BayesStationaryEnv.lean Outdated
Comment thread LeanMachineLearning/SequentialLearning/BayesStationaryEnv.lean Outdated
Comment thread LeanMachineLearning/Online/Bandit/Algorithms/TS.lean Outdated
Comment thread LeanMachineLearning/Online/Bandit/Algorithms/TS.lean
Comment thread LeanMachineLearning/Online/Bandit/Algorithms/Regret/BayesRegretTS.lean Outdated
@RemyDegenne
RemyDegenne merged commit 873ff97 into LeanMachineLearning:main Jun 18, 2026
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2 participants