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20 changes: 19 additions & 1 deletion LeanMachineLearning/Bandit/Bandit.lean
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Expand Up @@ -16,7 +16,25 @@ public import Mathlib.Probability.Independence.Integration
public import Mathlib.Probability.Kernel.Representation

/-!
# Bandit
# Array-of-rewards probability space for stochastic bandits

We build a particular probability space for stochastic bandits, called the "array model", in which
an infinite array of i.i.d. rewards is first produced for all actions. When the algorithm chooses
action `a` for the `n`th time, it receives the reward in the row `a` of the array and column `n`.

Some statements about bandit algorithms are easier to prove in this space, and can then be
transfered to any other probability space using the fact that the conditinonal distributions of the
arms and rewards specified in the bandit model determine their laws uniquely.

## Main definitions

* `streamMeasure ν`: probability measure on the space of infinite arrays of rewards,
where the rewards in each row are i.i.d. according to `ν`.
* `probSpace α R`: probability space for the array model of stochastic bandits with action space `α`
and reward space `R`.
* `arrayMeasure ν`: probability measure on `probSpace α R` for the array model of stochastic bandits
with reward kernel `ν`.

-/

@[expose] public section
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25 changes: 25 additions & 0 deletions home_page/Gemfile
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source "https://rubygems.org"

# To upgrade, run `bundle update github-pages`.
gem "github-pages", group: :jekyll_plugins
# If you have any plugins, put them here!
group :jekyll_plugins do
#gem "jekyll-feed", "~> 0.12"
end

# Windows and JRuby does not include zoneinfo files, so bundle the tzinfo-data gem
# and associated library.
platforms :mingw, :x64_mingw, :mswin, :jruby do
gem "tzinfo", "~> 1.2"
gem "tzinfo-data"
end

# Performance-booster for watching directories on Windows.
gem "wdm", "~> 0.1.1", :platforms => [:mingw, :x64_mingw, :mswin]

# Lock `http_parser.rb` gem to `v0.6.x` on JRuby builds since newer versions of the gem
# do not have a Java counterpart.
gem "http_parser.rb", "~> 0.6.0", :platforms => [:jruby]

# Used for locally serving the website.
gem "webrick", "~> 1.7"
34 changes: 34 additions & 0 deletions home_page/_config.yml
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# Welcome to Jekyll!
#
# This config file is meant for settings that affect your whole blog, values
# which you are expected to set up once and rarely edit after that. If you find
# yourself editing this file very often, consider using Jekyll's data files
# feature for the data you need to update frequently.
#
# For technical reasons, this file is *NOT* reloaded automatically when you use
# 'bundle exec jekyll serve'. If you change this file, please restart the server process.
#
# If you need help with YAML syntax, here are some quick references for you:
# https://learn-the-web.algonquindesign.ca/topics/markdown-yaml-cheat-sheet/#yaml
# https://learnxinyminutes.com/docs/yaml/
#
# Site settings
# These are used to personalize your new site. If you look in the HTML files,
# you will see them accessed via {{ site.title }}, {{ site.email }}, and so on.
# You can create any custom variable you would like, and they will be accessible
# in the templates via {{ site.myvariable }}.

title: Lean Machine Learning
#email: your-email@example.com
description: The Lean library for machine learning research.
baseurl: "" # the subpath of your site, e.g. /blog
url: "https://RemyDegenne.github.io/lean-bandits" # the base hostname & protocol for your site, e.g. http://example.com
twitter_username:
github_username: RemyDegenne
repository: RemyDegenne/lean-bandits

# Build settings
remote_theme: pages-themes/cayman@v0.2.0
plugins:
- jekyll-remote-theme
- jekyll-github-metadata
5 changes: 0 additions & 5 deletions website/Main.lean
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@@ -1,8 +1,3 @@
/-
Copyright (c) 2026 Lean FRO, LLC. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: David Thrane Christiansen
-/
import VersoBlog

import Site
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5 changes: 0 additions & 5 deletions website/Site.lean
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@@ -1,8 +1,3 @@
/-
Copyright (c) 2026 Lean FRO, LLC. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: David Thrane Christiansen
-/
import Site.FrontPage
import Site.Roadmap
import Site.Meta
5 changes: 0 additions & 5 deletions website/Site/FrontPage.lean
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@@ -1,8 +1,3 @@
/-
Copyright (c) 2026 Lean FRO, LLC. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: David Thrane Christiansen
-/
import VersoBlog
import Site.Meta

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5 changes: 0 additions & 5 deletions website/Site/Meta.lean
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@@ -1,8 +1,3 @@
/-
Copyright (c) 2026 Lean FRO, LLC. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: David Thrane Christiansen
-/
import VersoBlog

open Verso Genre Blog Site Output Html Template Theme
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5 changes: 0 additions & 5 deletions website/Site/Roadmap.lean
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/-
Copyright (c) 2026 Lean FRO, LLC. All rights reserved.
Released under Apache 2.0 license as described in the file LICENSE.
Authors: Rémy Degenne
-/
import VersoBlog
import Site.Meta

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