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feat: state-action absorbing MDPs and the net of their optimal policies [LWCGC24, Lemmas 3–4] - #382
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…es [LWCGC24, Lemmas 3–4] Co-Authored-By: Claude Code <noreply@github.com>
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This PR adds the state-action absorbing modifications
M.saAbsorbing p cof an MDP and proves the two decoupling lemmas of [LWCGC24] that they serve: Lemma 3 (with rewardQ* p - γ v* sthe modification keepsv*andQ*) and Lemma 4 (when the optimal policy ofMis separated byω > 0, a uniform grid of rewards fixed in advance contains one whose modification has the same greedy optimal policy). Lemma 4 goes through the Lipschitz bound (88) of the optimal action values in the absorbing reward.Roadmap target: ReinforcementLearning, Layer 15.4 (c), "Theorem 1, perturbed plug-in" [LWCGC24, Theorem 1]. The proof of Theorem 1 runs Lemma 6 (tie-breaking, merged in #377,
MarkovDecisionProcess/TieBreaking.lean), then Lemma 4 to replace the data-dependent optimal policyπ̂*of the perturbed empirical MDP by the optimal policy of one of finitely many(s, a)-absorbing modifications, each independent of the samples at(s, a), then Lemma 5 (Bernstein on these fixed modifications plus a union bound over the pairs and the grid). After this PR, what remains for 15.4 (c) is Lemma 5 and the final assembly of Theorem 1 (Fubini overstreamMeasure M.Pand the law of the perturbation). The(s, a)-version is needed because the state-absorbing modifications ofMarkovDecisionProcess/Absorbing.lean[AKY20] change every action ats, so they do not preserve the greedy policy ats.Roadmap: ReinforcementLearning
Contents:
MarkovDecisionProcess/Absorbing/StateAction.lean(new):Learning.MDP.saAbsorbingand its apply lemmas,saAbsorbing_congr(the modification only depends on the rows outsidep),lookahead_saAbsorbing_of_eq, Lemma 3 for optimal values (optValue_saAbsorbing_optQValue,optQValue_saAbsorbing_optQValue) and for a stationary policy (value_saAbsorbing_qValue,qValue_saAbsorbing_qValue), the|c - c'| / (1 - γ)Lipschitz bounds foroptQValue,optValue,qValue,value,abs_optQValue_sub_optQValue_saAbsorbing_le, the separation transferoptQValue_saAbsorbing_add_le(ω becomes ω / 2, [LWCGC24, (91)]),greedy_optValue_saAbsorbing_eq, and Lemma 4exists_greedy_optValue_saAbsorbing_eqon the grid-B + 2 B k / K,k ≤ K, with8 B ≤ (1 - γ) ω K. The grid comes from the existingLMLExplore.exists_abs_sub_grid_le.MarkovDecisionProcess/Optimality.lean:greedy_optValue_eq_of_forall_optQValue_lt. Ifd sis the strict maximiser ofQ* (s, ·)at every state, thendis the greedy policy forv*.MarkovDecisionProcess/RunValue.lean:abs_optQValue_sub_mul_optValue_le,|Q* (s, a) - γ v* s| ≤ (1 + γ) C / (1 - γ). This gives a boundBfor Lemma 4, sinceQ* p - γ v* sis the reward of Lemma 3.Statement shape: Lemma 4 is stated for any deterministic policy
dseparated in the paper's sense (the eventB_ωof (41):Q* (s', a') + ω ≤ Q* (s', d s')fora' ≠ d s'). Bygreedy_optValue_eq_of_forall_optQValue_lt, such adis the greedy optimal policy ofM. The separation produced by Lemma 6 inTieBreaking.lean(pairwise gaps> ω) implies this form throughoptQValue_add_lt_optValue_of_forall_lt_abs_optQValue_sub. The paper takesu ∈ [-1/(1-γ), 1/(1-γ)]for rewards in[0, 1]. Here any boundBon|Q* p - γ v* s|works.File move (the new file shares the
Absorbingprefix, so the two files now live in a directory; only the module path and one import change, no declaration is renamed):LMLExplore.MarkovDecisionProcess.AbsorbingLMLExplore.MarkovDecisionProcess.Absorbing.BasicNo public declaration is removed or renamed.
Source: G. Li, Y. Wei, Y. Chi, Y. Gu and Y. Chen, Breaking the sample size barrier in model-based reinforcement learning with a generative model, Operations Research 2024 (arXiv:2005.12900), §6.3.2, Lemmas 3–4, Appendices B.2–B.3. The file credits it in its module docstring and in its docstrings.
Local checks (not CI):
tauceti-local-checks verify --policy ordinaryexited 0;scope: full: deleted module: LMLExplore/MarkovDecisionProcess/Absorbing.lean; whole-librarylake build --iofailsucceeded;local-axioms: checked 5 changed module(s), 168 declaration(s); 0 violation(s).🤖 Prepared with Claude Code