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Machine Learning

653 missions · 435 completed

The science of systems that learn from data and experience. Its scope runs from the statistical and mathematical foundations of learning, including generalization, expressivity, and computational limits, through the design of learning algorithms, deep learning, reinforcement learning, and probabilistic methods, to the empirical study of large models and the trustworthiness, interpretability, and societal impact of learned systems.

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Quantum Information·Captain: Goku

Provably efficient machine learning for quantum many-body problemsResearch Paper

Motivation

Provably efficient machine learning for quantum many-body problems establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

Fix a finite spatial dimension ddd, bounds on the number and geometric radius of sites in each Hamiltonian term, a local-term density bound bd+cdrdb_d+c_dr^dbd​+cd​rd, a spectral gap γ>0\gamma>0γ>0, an observable locality bound qqq, and a confidence parameter δ∈(0,1)\delta\in(0,1)δ∈(0,1). Consider nnn-qubit Hamiltonians H(x)=∑jhj(x)H(x)=\sum_j h_j(x)H(x)=∑j​hj​(x), smoothly parametrized by x∈[−1,1]mx\in[-1,1]^mx∈[−1,1]m. Each term is Hermitian, obeys ∥hj(x)∥∞≤1\|h_j(x)\|_\infty\le1∥hj​(x)∥∞​≤1, and has directional derivative of operator norm at most one in every Euclidean unit parameter direction. These properties hold throughout the cube; smoothness at its boundary uses a local smooth extension. Every Hamiltonian has an excited energy and a gap at least γ\gammaγ above its entire ground eigenspace. Let ρ(x)\rho(x)ρ(x) be the normalized projector onto that eigenspace, allowing degeneracy.

For a fixed Hermitian observable O=∑i=1LOiO=\sum_{i=1}^L O_iO=∑i=1L​Oi​, each term supported on at most qqq qubits (not necessarily neighboring), choose a norm budget B≥1B\ge1B≥1 satisfying ∑i∥Oi∥∞≤B\sum_i\|O_i\|_\infty\le B∑i​∥Oi​∥∞​≤B. A smaller norm budget may be replaced by one. There are uniform positive constants, depending only on the fixed physical bounds, qqq, and δ\deltaδ, such that for every fixed mean-squared error tolerance ε∈(0,1]\varepsilon\in(0,1]ε∈(0,1] and all sufficiently large mmm, public sample counts, cutoffs, and actual classical arithmetic/RAM programs can be selected before the unknown Hamiltonian family, training draw, observable entries, and test parameter. The training set consists of NNN independent uniform parameter draws, with one fresh-copy randomized Pauli snapshot SℓS_\ellSℓ​ at each point. Pauli axes are independently uniform; the joint measurement outcomes obey the Born law.

The named predictor is

σ^N(x)=1N∑ℓ=1NκΛ(x,xℓ)Sℓ,κΛ(x,y)=∑k∈Zm∥k∥2≤Λcos⁡ ⁣(πk⋅(x−y)).\widehat{\sigma}_N(x)=\frac1N\sum_{\ell=1}^N\kappa_\Lambda(x,x_\ell)S_\ell,\qquad \kappa_\Lambda(x,y)=\sum_{\substack{k\in\mathbb Z^m\\\|k\|_2\le\Lambda}} \cos\!\bigl(\pi k\cdot(x-y)\bigr).σN​(x)=N1​ℓ=1∑N​κΛ​(x,xℓ​)Sℓ​,κΛ​(x,y)=k∈Zm∥k∥2​≤Λ​∑​cos(πk⋅(x−y)).

For each observable fixed before the training draw,

Pr⁡T ⁣[Ex∼Unif[−1,1]m∣tr⁡ ⁣(Oσ^N(x))−tr⁡ ⁣(Oρ(x))∣2≤ε]≥1−δ,\Pr_{\mathcal T}\!\left[ \mathbb E_{x\sim\mathrm{Unif}[-1,1]^m} \left|\operatorname{tr}\!\left(O\widehat{\sigma}_N(x)\right) -\operatorname{tr}\!\left(O\rho(x)\right)\right|^2 \le\varepsilon\right]\ge1-\delta,TPr​[Ex∼Unif[−1,1]m​∣tr(OσN​(x))−tr(Oρ(x))∣2≤ε]≥1−δ,

with N≤CB2mCB2/εN\le C B^2m^{C B^2/\varepsilon}N≤CB2mCB2/ε and computed classical training and prediction work O((n+L)B2mO(B2/ε))O((n+L)B^2m^{O(B^2/\varepsilon)})O((n+L)B2mO(B2/ε)). The compact representation stores mNmNmN real parameter words and nNnNnN six-valued labels, encodable in 3nN3nN3nN bits. The programs read and store those data and compute the observable value; they do not materialize the represented matrix. Ground-state preparation and data generation are excluded from this classical work.

For every fixed subsystem AAA of at most qqq qubits, separately with confidence at least 1−δ1-\delta1−δ,

Ex∥tr⁡Ac(σ^N(x)−ρ(x))∥1≤4qε.\mathbb E_x\left\|\operatorname{tr}_{A^{\mathrm c}} \bigl(\widehat{\sigma}_N(x)-\rho(x)\bigr)\right\|_1 \le\sqrt{4^q\varepsilon}.Ex​​trAc​(σN​(x)−ρ(x))​1​≤4qε​.

Thus taking ε=η2/4q\varepsilon=\eta^2/4^qε=η2/4q gives the informal constant trace-norm error η\etaη on a fixed few-body reduced matrix. This conversion uses the finite Pauli expansion and allocates confidence δ/4q\delta/4^qδ/4q to its coefficients; it leaves the polynomial-in-mmm, linear-in-nnn conclusion intact at fixed accuracy and locality.

This result describes generalization in population average for the source's compact shadow predictor. It asserts neither pointwise error nor simultaneous accuracy on all observables or subsystems, and does not require the predicted representation to be positive or trace one.

Formalization Note Theorem 3 on PDF pp.29–30 explicitly identifies itself as the detailed restatement of Theorem 1. Its Eq. (F3) prints exact ground-state labels, whereas its premise and Eqs. (2), (E3), and (F27) specify shadow labels; the latter determine the model above. This discrepancy and the nonperiodic-boundary gap in Lemma 2 are recorded for independent source moderation, without adding periodicity or a gradient bound as hypotheses.

Target

Theorem 1; detailed Theorem 3, PDF pp.29–30

Fix a finite spatial dimension ddd, bounds on the number and geometric radius of sites in each Hamiltonian term, a local-term density bound bd+cdrdb_d+c_dr^dbd​+cd​rd, a spectral gap γ>0\gamma>0γ>0, an observable locality bound qqq, and a confidence parameter δ∈(0,1)\delta\in(0,1)δ∈(0,1). Consider nnn-qubit Hamiltonians H(x)=∑jhj(x)H(x)=\sum_j h_j(x)H(x)=∑j​hj​(x), smoothly parametrized by x∈[−1,1]mx\in[-1,1]^mx∈[−1,1]m. Each term is Hermitian, obeys ∥hj(x)∥∞≤1\|h_j(x)\|_\infty\le1∥hj​(x)∥∞​≤1, and has directional derivative of operator norm at most one in every Euclidean unit parameter direction. These properties hold throughout the cube; smoothness at its boundary uses a local smooth extension. Every Hamiltonian has an excited energy and a gap at least γ\gammaγ above its entire ground eigenspace. Let ρ(x)\rho(x)ρ(x) be the normalized projector onto that eigenspace, allowing degeneracy.

For a fixed Hermitian observable O=∑i=1LOiO=\sum_{i=1}^L O_iO=∑i=1L​Oi​, each term supported on at most qqq qubits (not necessarily neighboring), choose a norm budget B≥1B\ge1B≥1 satisfying ∑i∥Oi∥∞≤B\sum_i\|O_i\|_\infty\le B∑i​∥Oi​∥∞​≤B. A smaller norm budget may be replaced by one. There are uniform positive constants, depending only on the fixed physical bounds, qqq, and δ\deltaδ, such that for every fixed mean-squared error tolerance ε∈(0,1]\varepsilon\in(0,1]ε∈(0,1] and all sufficiently large mmm, public sample counts, cutoffs, and actual classical arithmetic/RAM programs can be selected before the unknown Hamiltonian family, training draw, observable entries, and test parameter. The training set consists of NNN independent uniform parameter draws, with one fresh-copy randomized Pauli snapshot SℓS_\ellSℓ​ at each point. Pauli axes are independently uniform; the joint measurement outcomes obey the Born law.

The named predictor is

σ^N(x)=1N∑ℓ=1NκΛ(x,xℓ)Sℓ,κΛ(x,y)=∑k∈Zm∥k∥2≤Λcos⁡ ⁣(πk⋅(x−y)).\widehat{\sigma}_N(x)=\frac1N\sum_{\ell=1}^N\kappa_\Lambda(x,x_\ell)S_\ell,\qquad \kappa_\Lambda(x,y)=\sum_{\substack{k\in\mathbb Z^m\\\|k\|_2\le\Lambda}} \cos\!\bigl(\pi k\cdot(x-y)\bigr).σN​(x)=N1​ℓ=1∑N​κΛ​(x,xℓ​)Sℓ​,κΛ​(x,y)=k∈Zm∥k∥2​≤Λ​∑​cos(πk⋅(x−y)).

For each observable fixed before the training draw,

Pr⁡T ⁣[Ex∼Unif[−1,1]m∣tr⁡ ⁣(Oσ^N(x))−tr⁡ ⁣(Oρ(x))∣2≤ε]≥1−δ,\Pr_{\mathcal T}\!\left[ \mathbb E_{x\sim\mathrm{Unif}[-1,1]^m} \left|\operatorname{tr}\!\left(O\widehat{\sigma}_N(x)\right) -\operatorname{tr}\!\left(O\rho(x)\right)\right|^2 \le\varepsilon\right]\ge1-\delta,TPr​[Ex∼Unif[−1,1]m​∣tr(OσN​(x))−tr(Oρ(x))∣2≤ε]≥1−δ,

with N≤CB2mCB2/εN\le C B^2m^{C B^2/\varepsilon}N≤CB2mCB2/ε and computed classical training and prediction work O((n+L)B2mO(B2/ε))O((n+L)B^2m^{O(B^2/\varepsilon)})O((n+L)B2mO(B2/ε)). The compact representation stores mNmNmN real parameter words and nNnNnN six-valued labels, encodable in 3nN3nN3nN bits. The programs read and store those data and compute the observable value; they do not materialize the represented matrix. Ground-state preparation and data generation are excluded from this classical work.

For every fixed subsystem AAA of at most qqq qubits, separately with confidence at least 1−δ1-\delta1−δ,

Ex∥tr⁡Ac(σ^N(x)−ρ(x))∥1≤4qε.\mathbb E_x\left\|\operatorname{tr}_{A^{\mathrm c}} \bigl(\widehat{\sigma}_N(x)-\rho(x)\bigr)\right\|_1 \le\sqrt{4^q\varepsilon}.Ex​​trAc​(σN​(x)−ρ(x))​1​≤4qε​.

Thus taking ε=η2/4q\varepsilon=\eta^2/4^qε=η2/4q gives the informal constant trace-norm error η\etaη on a fixed few-body reduced matrix. This conversion uses the finite Pauli expansion and allocates confidence δ/4q\delta/4^qδ/4q to its coefficients; it leaves the polynomial-in-mmm, linear-in-nnn conclusion intact at fixed accuracy and locality.

This result describes generalization in population average for the source's compact shadow predictor. It asserts neither pointwise error nor simultaneous accuracy on all observables or subsystems, and does not require the predicted representation to be positive or trace one.

Formalization Note Theorem 3 on PDF pp.29–30 explicitly identifies itself as the detailed restatement of Theorem 1. Its Eq. (F3) prints exact ground-state labels, whereas its premise and Eqs. (2), (E3), and (F27) specify shadow labels; the latter determine the model above. This discrepancy and the nonperiodic-boundary gap in Lemma 2 are recorded for independent source moderation, without adding periodicity or a gradient bound as hypotheses.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Provably efficient machine learning for quantum many-body problems, arXiv:2106.12627v4. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
1 thm1 active userReviewed
Quantum Information·Captain: Goku

Foundations for learning from noisy quantum experimentsResearch Paper

Motivation

Foundations for learning from noisy quantum experiments establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

Fix a positive finite dimension ddd and finite labelled sets X,Y,Z,BX,Y,Z,BX,Y,Z,B of preparation actions, dynamics actions, measurement actions, and measurement outcomes. Let Q\mathcal QQ be any set of world models W=({ρx}x∈X,{Ey}y∈Y,{Mzb}z∈Z,b∈B)W=(\{\rho_x\}_{x\in X},\{\mathcal E_y\}_{y\in Y},\{M_{zb}\}_{z\in Z,b\in B})W=({ρx​}x∈X​,{Ey​}y∈Y​,{Mzb​}z∈Z,b∈B​) on Cd\mathbb C^dCd: every preparation is a density matrix, every dynamics action is a CPTP map, and each measurement is a POVM. The model class may be uncountable and may contain equivalent descriptions.

Suppose every W∈QW\in\mathcal QW∈Q is universal: some preparation is pure; some finite collection of dynamics actions implements exact unitary channels whose representatives generate a dense subgroup of SU(d)\mathrm{SU}(d)SU(d); and some measurement effect is not proportional to the identity. These witnessing actions and their physical descriptions are unknown and may vary between worlds. Mathematical inverses enter the generated subgroup; physical access to inverse actions is not assumed.

Then there exists a fixed family (Lk)k∈N(L_k)_{k\in\mathbb N}(Lk​)k∈N​ of finite classical experimental procedures, chosen before the unknown world. Each procedure adaptively chooses experiments that freshly prepare ρx\rho_xρx​, apply a finite word of the available dynamics actions, and measure one of the available POVMs. Its description output is denoted W^(k)=({ρ^x(k)},{E^y(k)},{M^zb(k)})\widehat W^{(k)}=(\{\widehat\rho_x^{(k)}\},\{\widehat{\mathcal E}_y^{(k)}\},\{\widehat M_{zb}^{(k)}\})W(k)=({ρ​x(k)​},{Ey(k)​},{Mzb(k)​}). For every W∈QW\in\mathcal QW∈Q, every ϵ>0\epsilon>0ϵ>0, and every 0<δ<10<\delta<10<δ<1, there exists k0k_0k0​ such that for all k≥k0k\ge k_0k≥k0​ there is one unitary or anti-unitary gauge G\mathcal GG satisfying

Pr⁡W ⁣[∥ρx−G(ρ^x(k))∥1≤ϵ]≥1−δ(x∈X),Pr⁡W ⁣[∥Ey−G∘E^y(k)∘G−1∥⋄≤ϵ]≥1−δ(y∈Y),Pr⁡W ⁣[∥Mzb−G(M^zb(k))∥1≤ϵ]≥1−δ(z∈Z, b∈B).\begin{aligned} \Pr_W\!\left[\|\rho_x-\mathcal G(\widehat\rho_x^{(k)})\|_1\le\epsilon\right]&\ge1-\delta &&(x\in X),\\ \Pr_W\!\left[\|\mathcal E_y-\mathcal G\circ\widehat{\mathcal E}_y^{(k)}\circ\mathcal G^{-1}\|_\diamond\le\epsilon\right]&\ge1-\delta &&(y\in Y),\\ \Pr_W\!\left[\|M_{zb}-\mathcal G(\widehat M_{zb}^{(k)})\|_1\le\epsilon\right]&\ge1-\delta &&(z\in Z,\ b\in B). \end{aligned}WPr​[∥ρx​−G(ρ​x(k)​)∥1​≤ϵ]WPr​[∥Ey​−G∘Ey(k)​∘G−1∥⋄​≤ϵ]WPr​[∥Mzb​−G(Mzb(k)​)∥1​≤ϵ]​≥1−δ≥1−δ≥1−δ​​(x∈X),(y∈Y),(z∈Z, b∈B).​

Here Pr⁡W\Pr_WPrW​ is computed from the experimental outcome probabilities and internal classical randomization of LkL_kLk​. A unitary gauge has the form G(A)=UAU†\mathcal G(A)=UAU^\daggerG(A)=UAU†; an anti-unitary gauge has the form G(A)=UA‾U†\mathcal G(A)=U\overline A U^\daggerG(A)=UAU†. The same gauge is fixed outside all three collections of probability clauses. Both norms are unhalved. The output estimates need not themselves be lawful quantum objects.

The result establishes learnability of all labelled operations from untrusted experiments under universality. It gives eventual accuracy for each world, with no uniform sample bound, polynomial complexity guarantee, or certified accuracy-based stopping rule.

Formalization Note The finite-action scope is explicit in Theorem D.1 (PDF p.21), although the main-text Theorem 2 does not explicitly restrict the action sets. The stage-indexed interpretation follows the precision-halving procedure in D.2 (p.23) and D.7 (p.33).

Target

Theorem 2; formal restatement Theorem D.1 (PDF p.21)

Fix a positive finite dimension ddd and finite labelled sets X,Y,Z,BX,Y,Z,BX,Y,Z,B of preparation actions, dynamics actions, measurement actions, and measurement outcomes. Let Q\mathcal QQ be any set of world models W=({ρx}x∈X,{Ey}y∈Y,{Mzb}z∈Z,b∈B)W=(\{\rho_x\}_{x\in X},\{\mathcal E_y\}_{y\in Y},\{M_{zb}\}_{z\in Z,b\in B})W=({ρx​}x∈X​,{Ey​}y∈Y​,{Mzb​}z∈Z,b∈B​) on Cd\mathbb C^dCd: every preparation is a density matrix, every dynamics action is a CPTP map, and each measurement is a POVM. The model class may be uncountable and may contain equivalent descriptions.

Suppose every W∈QW\in\mathcal QW∈Q is universal: some preparation is pure; some finite collection of dynamics actions implements exact unitary channels whose representatives generate a dense subgroup of SU(d)\mathrm{SU}(d)SU(d); and some measurement effect is not proportional to the identity. These witnessing actions and their physical descriptions are unknown and may vary between worlds. Mathematical inverses enter the generated subgroup; physical access to inverse actions is not assumed.

Then there exists a fixed family (Lk)k∈N(L_k)_{k\in\mathbb N}(Lk​)k∈N​ of finite classical experimental procedures, chosen before the unknown world. Each procedure adaptively chooses experiments that freshly prepare ρx\rho_xρx​, apply a finite word of the available dynamics actions, and measure one of the available POVMs. Its description output is denoted W^(k)=({ρ^x(k)},{E^y(k)},{M^zb(k)})\widehat W^{(k)}=(\{\widehat\rho_x^{(k)}\},\{\widehat{\mathcal E}_y^{(k)}\},\{\widehat M_{zb}^{(k)}\})W(k)=({ρ​x(k)​},{Ey(k)​},{Mzb(k)​}). For every W∈QW\in\mathcal QW∈Q, every ϵ>0\epsilon>0ϵ>0, and every 0<δ<10<\delta<10<δ<1, there exists k0k_0k0​ such that for all k≥k0k\ge k_0k≥k0​ there is one unitary or anti-unitary gauge G\mathcal GG satisfying

Pr⁡W ⁣[∥ρx−G(ρ^x(k))∥1≤ϵ]≥1−δ(x∈X),Pr⁡W ⁣[∥Ey−G∘E^y(k)∘G−1∥⋄≤ϵ]≥1−δ(y∈Y),Pr⁡W ⁣[∥Mzb−G(M^zb(k))∥1≤ϵ]≥1−δ(z∈Z, b∈B).\begin{aligned} \Pr_W\!\left[\|\rho_x-\mathcal G(\widehat\rho_x^{(k)})\|_1\le\epsilon\right]&\ge1-\delta &&(x\in X),\\ \Pr_W\!\left[\|\mathcal E_y-\mathcal G\circ\widehat{\mathcal E}_y^{(k)}\circ\mathcal G^{-1}\|_\diamond\le\epsilon\right]&\ge1-\delta &&(y\in Y),\\ \Pr_W\!\left[\|M_{zb}-\mathcal G(\widehat M_{zb}^{(k)})\|_1\le\epsilon\right]&\ge1-\delta &&(z\in Z,\ b\in B). \end{aligned}WPr​[∥ρx​−G(ρ​x(k)​)∥1​≤ϵ]WPr​[∥Ey​−G∘Ey(k)​∘G−1∥⋄​≤ϵ]WPr​[∥Mzb​−G(Mzb(k)​)∥1​≤ϵ]​≥1−δ≥1−δ≥1−δ​​(x∈X),(y∈Y),(z∈Z, b∈B).​

Here Pr⁡W\Pr_WPrW​ is computed from the experimental outcome probabilities and internal classical randomization of LkL_kLk​. A unitary gauge has the form G(A)=UAU†\mathcal G(A)=UAU^\daggerG(A)=UAU†; an anti-unitary gauge has the form G(A)=UA‾U†\mathcal G(A)=U\overline A U^\daggerG(A)=UAU†. The same gauge is fixed outside all three collections of probability clauses. Both norms are unhalved. The output estimates need not themselves be lawful quantum objects.

The result establishes learnability of all labelled operations from untrusted experiments under universality. It gives eventual accuracy for each world, with no uniform sample bound, polynomial complexity guarantee, or certified accuracy-based stopping rule.

Formalization Note The finite-action scope is explicit in Theorem D.1 (PDF p.21), although the main-text Theorem 2 does not explicitly restrict the action sets. The stage-indexed interpretation follows the precision-halving procedure in D.2 (p.23) and D.7 (p.33).

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Foundations for learning from noisy quantum experiments, arXiv:2204.13691v1. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
1 thm1 active userReviewed
Quantum Information·Captain: Goku

Robust shadow estimationResearch Paper

Motivation

Robust shadow estimation establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

Consider Protocol 1 of Chen, Yu, Zeng and Flammia on n≥1n\ge 1n≥1 qubits, with Hilbert space dimension d=2nd=2^nd=2n. The same completely positive, trace-preserving noise channel Λ\LambdaΛ acts after each ideal global Clifford gate; fixed computational-basis measurement noise is absorbed into Λ\LambdaΛ. Calibration perfectly prepares ∣0⟩⊗n|0\rangle^{\otimes n}∣0⟩⊗n. The full Clifford group modulo global phase is sampled uniformly and calibration shots are independent and identically distributed.

Let ε>0\varepsilon>0ε>0 and 0<δ≤10<\delta\le 10<δ≤1. Define the Z-basis average fidelity by FZ(Λ)=d−1∑b⟨b∣Λ(∣b⟩⟨b∣)∣b⟩F_Z(\Lambda)=d^{-1}\sum_b\langle b|\Lambda(|b\rangle\langle b|)|b\rangleFZ​(Λ)=d−1∑b​⟨b∣Λ(∣b⟩⟨b∣)∣b⟩, and suppose FZ(Λ)>1/dF_Z(\Lambda)>1/dFZ​(Λ)>1/d. Set

A=(1+ε2)(1+1/d)2ε2(FZ(Λ)−1/d)2.A=\frac{(1+\varepsilon^2)(1+1/d)^2}{\varepsilon^2(F_Z(\Lambda)-1/d)^2}.A=ε2(FZ​(Λ)−1/d)2(1+ε2)(1+1/d)2​.

The printed sample scale in Theorem 7 is Rprinted=136ln⁡(2/δ)AR_{\rm printed}=136\ln(2/\delta)ARprinted​=136ln(2/δ)A. Interpret its real-valued batch parameters operationally as positive integers N≥⌈68A⌉N\ge\lceil68A\rceilN≥⌈68A⌉ and K≥⌈2ln⁡(2/δ)⌉K\ge\lceil2\ln(2/\delta)\rceilK≥⌈2ln(2/δ)⌉, with actual calibration count R=NKR=NKR=NK.

For each recorded ideal Clifford UUU and noisy outcome bbb, compute f^(r)=(d∣⟨b∣U(∣0⟩⊗n)∣2−1)/(d−1)\widehat f^{(r)}=(d|\langle b|U(|0\rangle^{\otimes n})|^2-1)/(d-1)f​(r)=(d∣⟨b∣U(∣0⟩⊗n)∣2−1)/(d−1). Let f^\widehat ff​ be the median of the KKK means of batches of NNN such scores. The estimated inverse sends an operator XXX to (Tr⁡X/d)I+f^−1(X−(Tr⁡X/d)I)(\operatorname{Tr}X/d)I+\widehat f^{-1}(X-(\operatorname{Tr}X/d)I)(TrX/d)I+f​−1(X−(TrX/d)I). Let M~(X)=EU[U†MZ(Λ(UXU†))U]\widetilde{\mathcal M}(X)=\mathbb E_U[U^\dagger\mathcal M_Z(\Lambda(UXU^\dagger))U]M(X)=EU​[U†MZ​(Λ(UXU†))U], where MZ\mathcal M_ZMZ​ removes off-diagonal computational-basis entries, and let O0=O−(Tr⁡O/d)IO_0=O-(\operatorname{Tr}O/d)IO0​=O−(TrO/d)I.

With probability at least 1−δ1-\delta1−δ over calibration records, f^≠0\widehat f\ne0f​=0 and the subsequent single-shot retrieval expectation satisfies, simultaneously for every Hermitian observable OOO and every density matrix ρ\rhoρ,

∣EU,b∣ρ[Tr⁡(OM^−1(U†∣b⟩⟨b∣U))]−Tr⁡(Oρ)∣=∣Tr⁡(OM^−1M~(ρ))−Tr⁡(Oρ)∣≤ε∥O0∥∞.\left|\mathbb E_{U,b\mid\rho}[\operatorname{Tr}(O\widehat{\mathcal M}^{-1}(U^\dagger|b\rangle\langle b|U))]-\operatorname{Tr}(O\rho)\right| =\left|\operatorname{Tr}(O\widehat{\mathcal M}^{-1}\widetilde{\mathcal M}(\rho))-\operatorname{Tr}(O\rho)\right| \le\varepsilon\|O_0\|_\infty.​EU,b∣ρ​[Tr(OM−1(U†∣b⟩⟨b∣U))]−Tr(Oρ)​=​Tr(OM−1M(ρ))−Tr(Oρ)​≤ε∥O0​∥∞​.

Here ∥⋅∥∞\|\cdot\|_\infty∥⋅∥∞​ is the operator norm, and the expectation is conditional on the calibration result. This guarantee controls the systematic, asymptotic bias of robust shadow retrieval; it applies to all observables and states on the same successful calibration event.

Formalization Note The statement retains the printed 1+ε21+\varepsilon^21+ε2 factor. The source proof's substitution instead gives (1+ε)2(1+\varepsilon)^2(1+ε)2 from the stated variance bound; this discrepancy and the integer rounding interpretation remain subject to independent source moderation. The product of rounded batch parameters is not asserted to equal, or be bounded above by the ceiling of, the printed total scale. The frozen calibration probability law, overlap scores, median and retrieval expectation compute the named protocol directly.

Target

Theorem 7, Eqs. (B24)-(B25), Protocol 1

Consider Protocol 1 of Chen, Yu, Zeng and Flammia on n≥1n\ge 1n≥1 qubits, with Hilbert space dimension d=2nd=2^nd=2n. The same completely positive, trace-preserving noise channel Λ\LambdaΛ acts after each ideal global Clifford gate; fixed computational-basis measurement noise is absorbed into Λ\LambdaΛ. Calibration perfectly prepares ∣0⟩⊗n|0\rangle^{\otimes n}∣0⟩⊗n. The full Clifford group modulo global phase is sampled uniformly and calibration shots are independent and identically distributed.

Let ε>0\varepsilon>0ε>0 and 0<δ≤10<\delta\le 10<δ≤1. Define the Z-basis average fidelity by FZ(Λ)=d−1∑b⟨b∣Λ(∣b⟩⟨b∣)∣b⟩F_Z(\Lambda)=d^{-1}\sum_b\langle b|\Lambda(|b\rangle\langle b|)|b\rangleFZ​(Λ)=d−1∑b​⟨b∣Λ(∣b⟩⟨b∣)∣b⟩, and suppose FZ(Λ)>1/dF_Z(\Lambda)>1/dFZ​(Λ)>1/d. Set

A=(1+ε2)(1+1/d)2ε2(FZ(Λ)−1/d)2.A=\frac{(1+\varepsilon^2)(1+1/d)^2}{\varepsilon^2(F_Z(\Lambda)-1/d)^2}.A=ε2(FZ​(Λ)−1/d)2(1+ε2)(1+1/d)2​.

The printed sample scale in Theorem 7 is Rprinted=136ln⁡(2/δ)AR_{\rm printed}=136\ln(2/\delta)ARprinted​=136ln(2/δ)A. Interpret its real-valued batch parameters operationally as positive integers N≥⌈68A⌉N\ge\lceil68A\rceilN≥⌈68A⌉ and K≥⌈2ln⁡(2/δ)⌉K\ge\lceil2\ln(2/\delta)\rceilK≥⌈2ln(2/δ)⌉, with actual calibration count R=NKR=NKR=NK.

For each recorded ideal Clifford UUU and noisy outcome bbb, compute f^(r)=(d∣⟨b∣U(∣0⟩⊗n)∣2−1)/(d−1)\widehat f^{(r)}=(d|\langle b|U(|0\rangle^{\otimes n})|^2-1)/(d-1)f​(r)=(d∣⟨b∣U(∣0⟩⊗n)∣2−1)/(d−1). Let f^\widehat ff​ be the median of the KKK means of batches of NNN such scores. The estimated inverse sends an operator XXX to (Tr⁡X/d)I+f^−1(X−(Tr⁡X/d)I)(\operatorname{Tr}X/d)I+\widehat f^{-1}(X-(\operatorname{Tr}X/d)I)(TrX/d)I+f​−1(X−(TrX/d)I). Let M~(X)=EU[U†MZ(Λ(UXU†))U]\widetilde{\mathcal M}(X)=\mathbb E_U[U^\dagger\mathcal M_Z(\Lambda(UXU^\dagger))U]M(X)=EU​[U†MZ​(Λ(UXU†))U], where MZ\mathcal M_ZMZ​ removes off-diagonal computational-basis entries, and let O0=O−(Tr⁡O/d)IO_0=O-(\operatorname{Tr}O/d)IO0​=O−(TrO/d)I.

With probability at least 1−δ1-\delta1−δ over calibration records, f^≠0\widehat f\ne0f​=0 and the subsequent single-shot retrieval expectation satisfies, simultaneously for every Hermitian observable OOO and every density matrix ρ\rhoρ,

∣EU,b∣ρ[Tr⁡(OM^−1(U†∣b⟩⟨b∣U))]−Tr⁡(Oρ)∣=∣Tr⁡(OM^−1M~(ρ))−Tr⁡(Oρ)∣≤ε∥O0∥∞.\left|\mathbb E_{U,b\mid\rho}[\operatorname{Tr}(O\widehat{\mathcal M}^{-1}(U^\dagger|b\rangle\langle b|U))]-\operatorname{Tr}(O\rho)\right| =\left|\operatorname{Tr}(O\widehat{\mathcal M}^{-1}\widetilde{\mathcal M}(\rho))-\operatorname{Tr}(O\rho)\right| \le\varepsilon\|O_0\|_\infty.​EU,b∣ρ​[Tr(OM−1(U†∣b⟩⟨b∣U))]−Tr(Oρ)​=​Tr(OM−1M(ρ))−Tr(Oρ)​≤ε∥O0​∥∞​.

Here ∥⋅∥∞\|\cdot\|_\infty∥⋅∥∞​ is the operator norm, and the expectation is conditional on the calibration result. This guarantee controls the systematic, asymptotic bias of robust shadow retrieval; it applies to all observables and states on the same successful calibration event.

Formalization Note The statement retains the printed 1+ε21+\varepsilon^21+ε2 factor. The source proof's substitution instead gives (1+ε)2(1+\varepsilon)^2(1+ε)2 from the stated variance bound; this discrepancy and the integer rounding interpretation remain subject to independent source moderation. The product of rounded batch parameters is not asserted to equal, or be bounded above by the ceiling of, the printed total scale. The frozen calibration probability law, overlap scores, median and retrieval expectation compute the named protocol directly.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Robust shadow estimation, arXiv:2011.09636v2. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
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Quantum Information·Captain: Goku

Predicting Many Properties of a Quantum System from Very Few MeasurementsResearch Paper

Motivation

Predicting Many Properties of a Quantum System from Very Few Measurements establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

Let n≥0n\ge0n≥0, d=2nd=2^nd=2n, and let ρ\rhoρ be any density matrix on an nnn-qubit system. Fix a tomographically complete measurement primitive: a probability ensemble μ\muμ of unitary matrices, whose averaged measurement channel M\mathcal MM is invertible. A shot samples U∼μU\sim\muU∼μ, measures UρU†U\rho U^\daggerUρU† in the computational basis with Born outcome bbb, and forms the snapshot ρ^=M−1(U†∣b⟩⟨b∣U)\widehat\rho=\mathcal M^{-1}(U^\dagger|b\rangle\langle b|U)ρ​=M−1(U†∣b⟩⟨b∣U). The ensemble may be continuous and need not be uniform.

Fix M≥1M\ge1M≥1 Hermitian observables O1,…,OMO_1,\ldots,O_MO1​,…,OM​, independently of the sampled outcomes, and 0<ε≤10<\varepsilon\le10<ε≤1, 0<δ≤10<\delta\le10<δ≤1. For a Hermitian matrix AAA, define

∥A∥shadow2=max⁡σ a density matrixEU∼μ∑b∈{0,1}n⟨b∣UσU†∣b⟩ ⟨b∣UM−1(A)U†∣b⟩2.\|A\|_{\mathrm{shadow}}^2=\max_{\sigma\text{ a density matrix}}\mathbb E_{U\sim\mu}\sum_{b\in\{0,1\}^n}\langle b|U\sigma U^\dagger|b\rangle\,\langle b|U\mathcal M^{-1}(A)U^\dagger|b\rangle^2.∥A∥shadow2​=σ a density matrixmax​EU∼μ​b∈{0,1}n∑​⟨b∣UσU†∣b⟩⟨b∣UM−1(A)U†∣b⟩2.

Set V=max⁡1≤i≤M∥Oi−tr⁡(Oi)I/d∥shadow2V=\max_{1\le i\le M}\|O_i-\operatorname{tr}(O_i)I/d\|_{\mathrm{shadow}}^2V=max1≤i≤M​∥Oi​−tr(Oi​)I/d∥shadow2​, K=⌈2log⁡(2M/δ)⌉K=\lceil2\log(2M/\delta)\rceilK=⌈2log(2M/δ)⌉, and N=max⁡{1,⌈34V/ε2⌉}N=\max\{1,\lceil34V/\varepsilon^2\rceil\}N=max{1,⌈34V/ε2⌉}. Here log⁡\loglog is natural logarithm. Draw exactly KNKNKN independent snapshots in KKK batches of NNN shots. Let o^i\widehat o_ioi​ be the median of the KKK batch means of tr⁡(Oiρ^)\operatorname{tr}(O_i\widehat\rho)tr(Oi​ρ​), using the lower median for even KKK. Then

Pr⁡ ⁣[∀i∈{1,…,M},∣o^i−tr⁡(Oiρ)∣≤ε]≥1−δ.\Pr\!\left[\forall i\in\{1,\ldots,M\},\quad |\widehat o_i-\operatorname{tr}(O_i\rho)|\le\varepsilon\right]\ge1-\delta.Pr[∀i∈{1,…,M},∣oi​−tr(Oi​ρ)∣≤ε]≥1−δ.

This is the paper's simultaneous linear-prediction guarantee, with observable-dependent sample size and no purity, locality, positivity, operator-norm, or computational-cost restriction on the observables.

Formalization Note The printed zero endpoints in (S13) are undefined and are excluded. Integer counts are rounded upward and each batch has at least one sample, including scalar observables with V=0V=0V=0. Lean concludes positivity of the constructed counts instead of assuming it. Real parts of traces express the real expectations of Hermitian observables.

Target

Supplementary Information §1.B, Theorem 1, Eqs. (S13)–(S14)

Let n≥0n\ge0n≥0, d=2nd=2^nd=2n, and let ρ\rhoρ be any density matrix on an nnn-qubit system. Fix a tomographically complete measurement primitive: a probability ensemble μ\muμ of unitary matrices, whose averaged measurement channel M\mathcal MM is invertible. A shot samples U∼μU\sim\muU∼μ, measures UρU†U\rho U^\daggerUρU† in the computational basis with Born outcome bbb, and forms the snapshot ρ^=M−1(U†∣b⟩⟨b∣U)\widehat\rho=\mathcal M^{-1}(U^\dagger|b\rangle\langle b|U)ρ​=M−1(U†∣b⟩⟨b∣U). The ensemble may be continuous and need not be uniform.

Fix M≥1M\ge1M≥1 Hermitian observables O1,…,OMO_1,\ldots,O_MO1​,…,OM​, independently of the sampled outcomes, and 0<ε≤10<\varepsilon\le10<ε≤1, 0<δ≤10<\delta\le10<δ≤1. For a Hermitian matrix AAA, define

∥A∥shadow2=max⁡σ a density matrixEU∼μ∑b∈{0,1}n⟨b∣UσU†∣b⟩ ⟨b∣UM−1(A)U†∣b⟩2.\|A\|_{\mathrm{shadow}}^2=\max_{\sigma\text{ a density matrix}}\mathbb E_{U\sim\mu}\sum_{b\in\{0,1\}^n}\langle b|U\sigma U^\dagger|b\rangle\,\langle b|U\mathcal M^{-1}(A)U^\dagger|b\rangle^2.∥A∥shadow2​=σ a density matrixmax​EU∼μ​b∈{0,1}n∑​⟨b∣UσU†∣b⟩⟨b∣UM−1(A)U†∣b⟩2.

Set V=max⁡1≤i≤M∥Oi−tr⁡(Oi)I/d∥shadow2V=\max_{1\le i\le M}\|O_i-\operatorname{tr}(O_i)I/d\|_{\mathrm{shadow}}^2V=max1≤i≤M​∥Oi​−tr(Oi​)I/d∥shadow2​, K=⌈2log⁡(2M/δ)⌉K=\lceil2\log(2M/\delta)\rceilK=⌈2log(2M/δ)⌉, and N=max⁡{1,⌈34V/ε2⌉}N=\max\{1,\lceil34V/\varepsilon^2\rceil\}N=max{1,⌈34V/ε2⌉}. Here log⁡\loglog is natural logarithm. Draw exactly KNKNKN independent snapshots in KKK batches of NNN shots. Let o^i\widehat o_ioi​ be the median of the KKK batch means of tr⁡(Oiρ^)\operatorname{tr}(O_i\widehat\rho)tr(Oi​ρ​), using the lower median for even KKK. Then

Pr⁡ ⁣[∀i∈{1,…,M},∣o^i−tr⁡(Oiρ)∣≤ε]≥1−δ.\Pr\!\left[\forall i\in\{1,\ldots,M\},\quad |\widehat o_i-\operatorname{tr}(O_i\rho)|\le\varepsilon\right]\ge1-\delta.Pr[∀i∈{1,…,M},∣oi​−tr(Oi​ρ)∣≤ε]≥1−δ.

This is the paper's simultaneous linear-prediction guarantee, with observable-dependent sample size and no purity, locality, positivity, operator-norm, or computational-cost restriction on the observables.

Formalization Note The printed zero endpoints in (S13) are undefined and are excluded. Integer counts are rounded upward and each batch has at least one sample, including scalar observables with V=0V=0V=0. Lean concludes positivity of the constructed counts instead of assuming it. Real parts of traces express the real expectations of Hermitian observables.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Predicting Many Properties of a Quantum System from Very Few Measurements, arXiv:2002.08953v2. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
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Quantum Information·Captain: Goku

Shadow Tomography of Quantum StatesResearch Paper

Motivation

Shadow Tomography of Quantum States establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

There are universal constants C>0C>0C>0 and p∈Np\in\mathbb Np∈N and one explicit adaptive measurement constructor with the following property. Let D,M≥1D,M\ge1D,M≥1 be integers, let E1,…,EME_1,\ldots,E_ME1​,…,EM​ be known two-outcome measurement effects on CD\mathbb C^DCD (so 0⪯Ei⪯I0\preceq E_i\preceq I0⪯Ei​⪯I), and let 0<ε,δ<10<\varepsilon,\delta<10<ε,δ<1. The constructor depends on these known data and not on the unknown state.

Write LD=max⁡{1,log⁡D}L_D=\max\{1,\log D\}LD​=max{1,logD}, LM=max⁡{1,log⁡M}L_M=\max\{1,\log M\}LM​=max{1,logM}, Lδ=max⁡{1,log⁡(1/δ)}L_\delta=\max\{1,\log(1/\delta)\}Lδ​=max{1,log(1/δ)}, Lε=max⁡{1,log⁡(1/ε)}L_\varepsilon=\max\{1,\log(1/\varepsilon)\}Lε​=max{1,log(1/ε)}, LLM=max⁡{1,log⁡LM}L_{LM}=\max\{1,\log L_M\}LLM​=max{1,logLM​}, and LLD=max⁡{1,log⁡LD}L_{LD}=\max\{1,\log L_D\}LLD​=max{1,logLD​}. The constructed procedure uses kkk independent copies of the unknown state, with

k≤⌈Cε−4LδLM4LD(1+LLM+LLD+Lε)p⌉.k\le\left\lceil C\varepsilon^{-4}L_\delta L_M^4 L_D(1+L_{LM}+L_{LD}+L_\varepsilon)^p\right\rceil.k≤⌈Cε−4Lδ​LM4​LD​(1+LLM​+LLD​+Lε​)p⌉.

For every density matrix ρ\rhoρ on CD\mathbb C^DCD, a run on ρ⊗k\rho^{\otimes k}ρ⊗k returns numbers b1,…,bM∈[0,1]b_1,\ldots,b_M\in[0,1]b1​,…,bM​∈[0,1] satisfying

Pr⁡ ⁣[∀i∈{1,…,M}, ∣bi−Tr⁡(Eiρ)∣≤ε]≥1−δ.\Pr\!\left[\forall i\in\{1,\ldots,M\},\ |b_i-\operatorname{Tr}(E_i\rho)|\le\varepsilon\right]\ge1-\delta.Pr[∀i∈{1,…,M}, ∣bi​−Tr(Ei​ρ)∣≤ε]≥1−δ.

Collective measurements, adaptive measurements, temporary ancillas, and unrestricted known-data classical computation are permitted. The procedure composes physical quantum-OR decision programs, the paper's binary gentle search over signed amplified deviation effects, and classical matrix multiplicative weights. This estimates the entire specified list simultaneously without reconstructing the unknown density matrix in trace distance.

Formalization Note The finite adaptive instrument programs carry normalized Kraus families. The constructor supplies actual physical decision programs, not an assumed accuracy contract or a state oracle. The source composition is executed by chunk-local recursive definitions. The logarithm floors extend the asymptotic notation to D=1D=1D=1, M=1M=1M=1, and other finite boundary regimes; they introduce no additional asymptotic parameter dependence. No computation-time or gate-complexity assertion is made.

Target

Theorem 2 (Shadow Tomography Theorem); Problem 1

There are universal constants C>0C>0C>0 and p∈Np\in\mathbb Np∈N and one explicit adaptive measurement constructor with the following property. Let D,M≥1D,M\ge1D,M≥1 be integers, let E1,…,EME_1,\ldots,E_ME1​,…,EM​ be known two-outcome measurement effects on CD\mathbb C^DCD (so 0⪯Ei⪯I0\preceq E_i\preceq I0⪯Ei​⪯I), and let 0<ε,δ<10<\varepsilon,\delta<10<ε,δ<1. The constructor depends on these known data and not on the unknown state.

Write LD=max⁡{1,log⁡D}L_D=\max\{1,\log D\}LD​=max{1,logD}, LM=max⁡{1,log⁡M}L_M=\max\{1,\log M\}LM​=max{1,logM}, Lδ=max⁡{1,log⁡(1/δ)}L_\delta=\max\{1,\log(1/\delta)\}Lδ​=max{1,log(1/δ)}, Lε=max⁡{1,log⁡(1/ε)}L_\varepsilon=\max\{1,\log(1/\varepsilon)\}Lε​=max{1,log(1/ε)}, LLM=max⁡{1,log⁡LM}L_{LM}=\max\{1,\log L_M\}LLM​=max{1,logLM​}, and LLD=max⁡{1,log⁡LD}L_{LD}=\max\{1,\log L_D\}LLD​=max{1,logLD​}. The constructed procedure uses kkk independent copies of the unknown state, with

k≤⌈Cε−4LδLM4LD(1+LLM+LLD+Lε)p⌉.k\le\left\lceil C\varepsilon^{-4}L_\delta L_M^4 L_D(1+L_{LM}+L_{LD}+L_\varepsilon)^p\right\rceil.k≤⌈Cε−4Lδ​LM4​LD​(1+LLM​+LLD​+Lε​)p⌉.

For every density matrix ρ\rhoρ on CD\mathbb C^DCD, a run on ρ⊗k\rho^{\otimes k}ρ⊗k returns numbers b1,…,bM∈[0,1]b_1,\ldots,b_M\in[0,1]b1​,…,bM​∈[0,1] satisfying

Pr⁡ ⁣[∀i∈{1,…,M}, ∣bi−Tr⁡(Eiρ)∣≤ε]≥1−δ.\Pr\!\left[\forall i\in\{1,\ldots,M\},\ |b_i-\operatorname{Tr}(E_i\rho)|\le\varepsilon\right]\ge1-\delta.Pr[∀i∈{1,…,M}, ∣bi​−Tr(Ei​ρ)∣≤ε]≥1−δ.

Collective measurements, adaptive measurements, temporary ancillas, and unrestricted known-data classical computation are permitted. The procedure composes physical quantum-OR decision programs, the paper's binary gentle search over signed amplified deviation effects, and classical matrix multiplicative weights. This estimates the entire specified list simultaneously without reconstructing the unknown density matrix in trace distance.

Formalization Note The finite adaptive instrument programs carry normalized Kraus families. The constructor supplies actual physical decision programs, not an assumed accuracy contract or a state oracle. The source composition is executed by chunk-local recursive definitions. The logarithm floors extend the asymptotic notation to D=1D=1D=1, M=1M=1M=1, and other finite boundary regimes; they introduce no additional asymptotic parameter dependence. No computation-time or gate-complexity assertion is made.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Shadow Tomography of Quantum States, arXiv:1711.01053v2. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
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Quantum Information·Captain: Goku

The Power of Two Bases: Robust and copy-optimal certification of nearly all quantum states with few-qubit measurementsResearch Paper

Motivation

The Power of Two Bases: Robust and copy-optimal certification of nearly all quantum states with few-qubit measurements establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

There is a single efficient oracle procedure for certifying a pure target state using one copy of an arbitrary mixed lab state. The classical oracle returns the exact amplitudes of the target in the computational basis and in the full-register Hadamard basis, as in Definition 1 of the paper.

More precisely, there exist a polynomial resource bound ppp, a constant C>0C>0C>0, a threshold n0≥1n_0\ge1n0​≥1, a nonnegative sequence ηn→0\eta_n\to0ηn​→0, and measurable sets GnG_nGn​ of normalized nnn-qubit target states such that, for all n≥n0n\ge n_0n≥n0​,

Pr⁡ψ∼Haarn[ψ∉Gn]≤C2−n.\Pr_{\psi\sim\mathrm{Haar}_n}[\psi\notin G_n]\le C2^{-n}.ψ∼Haarn​Pr​[ψ∈/Gn​]≤C2−n.

For every ψ∈Gn\psi\in G_nψ∈Gn​ and every density matrix ρ\rhoρ on the same nnn qubits, write F(ψ,ρ)=⟨ψ∣ρ∣ψ⟩F(\psi,\rho)=\langle\psi|\rho|\psi\rangleF(ψ,ρ)=⟨ψ∣ρ∣ψ⟩. The procedure satisfies

Pr⁡[accept]≥F(ψ,ρ),Pr⁡[reject]≥1−F(ψ,ρ)2−ηn.\Pr[\mathrm{accept}]\ge F(\psi,\rho),\qquad \Pr[\mathrm{reject}]\ge\frac{1-F(\psi,\rho)}{2}-\eta_n.Pr[accept]≥F(ψ,ρ),Pr[reject]≥21−F(ψ,ρ)​−ηn​.

It flips one fair classical bit and measures the first r=n−kr=n-kr=n−k qubits either all in the ZZZ basis or all in the XXX basis, where k=min⁡{n,⌈2log⁡2(max⁡{2,n})⌉}k=\min\{n,\lceil2\log_2(\max\{2,n\})\rceil\}k=min{n,⌈2log2​(max{2,n})⌉}. Given the observed prefix, it reads the 2k2^k2k oracle amplitudes for that prefix, computes the conditional target, and performs one projector/complement measurement on the fixed suffix of kkk qubits. In the XXX branch, the full-Hadamard oracle fiber is transformed by H⊗kH^{\otimes k}H⊗k to obtain the physical conditional target. A zero target fiber is always rejected. The executed oracle calls, scalar instructions, and suffix circuit gates are bounded by p(n)p(n)p(n), uniformly over normalized targets and every branch; the compiled accepting effect is the conditional target projector.

The same good set and error sequence apply simultaneously to all lab density matrices. This provides the paper's constant robustness with only one measurement involving logarithmically many qubits.

Formalization Note The suffix rounding fixes the proof's choice γ=1\gamma=1γ=1. Efficiency is relative to exact complex-answer classical oracle access and ideal scalar operations, with arbitrary one- and two-qubit unitaries for exact synthesis. No finite-precision or oracle-simulation cost is claimed. The Lean statement uses the concrete frozen conditional measurement program and its execution-derived resource counts, and gives the additive soundness of Theorem 1.

Target

Theorem 1

There is a single efficient oracle procedure for certifying a pure target state using one copy of an arbitrary mixed lab state. The classical oracle returns the exact amplitudes of the target in the computational basis and in the full-register Hadamard basis, as in Definition 1 of the paper.

More precisely, there exist a polynomial resource bound ppp, a constant C>0C>0C>0, a threshold n0≥1n_0\ge1n0​≥1, a nonnegative sequence ηn→0\eta_n\to0ηn​→0, and measurable sets GnG_nGn​ of normalized nnn-qubit target states such that, for all n≥n0n\ge n_0n≥n0​,

Pr⁡ψ∼Haarn[ψ∉Gn]≤C2−n.\Pr_{\psi\sim\mathrm{Haar}_n}[\psi\notin G_n]\le C2^{-n}.ψ∼Haarn​Pr​[ψ∈/Gn​]≤C2−n.

For every ψ∈Gn\psi\in G_nψ∈Gn​ and every density matrix ρ\rhoρ on the same nnn qubits, write F(ψ,ρ)=⟨ψ∣ρ∣ψ⟩F(\psi,\rho)=\langle\psi|\rho|\psi\rangleF(ψ,ρ)=⟨ψ∣ρ∣ψ⟩. The procedure satisfies

Pr⁡[accept]≥F(ψ,ρ),Pr⁡[reject]≥1−F(ψ,ρ)2−ηn.\Pr[\mathrm{accept}]\ge F(\psi,\rho),\qquad \Pr[\mathrm{reject}]\ge\frac{1-F(\psi,\rho)}{2}-\eta_n.Pr[accept]≥F(ψ,ρ),Pr[reject]≥21−F(ψ,ρ)​−ηn​.

It flips one fair classical bit and measures the first r=n−kr=n-kr=n−k qubits either all in the ZZZ basis or all in the XXX basis, where k=min⁡{n,⌈2log⁡2(max⁡{2,n})⌉}k=\min\{n,\lceil2\log_2(\max\{2,n\})\rceil\}k=min{n,⌈2log2​(max{2,n})⌉}. Given the observed prefix, it reads the 2k2^k2k oracle amplitudes for that prefix, computes the conditional target, and performs one projector/complement measurement on the fixed suffix of kkk qubits. In the XXX branch, the full-Hadamard oracle fiber is transformed by H⊗kH^{\otimes k}H⊗k to obtain the physical conditional target. A zero target fiber is always rejected. The executed oracle calls, scalar instructions, and suffix circuit gates are bounded by p(n)p(n)p(n), uniformly over normalized targets and every branch; the compiled accepting effect is the conditional target projector.

The same good set and error sequence apply simultaneously to all lab density matrices. This provides the paper's constant robustness with only one measurement involving logarithmically many qubits.

Formalization Note The suffix rounding fixes the proof's choice γ=1\gamma=1γ=1. Efficiency is relative to exact complex-answer classical oracle access and ideal scalar operations, with arbitrary one- and two-qubit unitaries for exact synthesis. No finite-precision or oracle-simulation cost is claimed. The Lean statement uses the concrete frozen conditional measurement program and its execution-derived resource counts, and gives the additive soundness of Theorem 1.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • The Power of Two Bases: Robust and copy-optimal certification of nearly all quantum states with few-qubit measurements, arXiv:2602.11616v1. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
1 thm1 active userReviewed
Quantum Information·Captain: Goku

Quantum state tomography via compressed sensingResearch Paper

Motivation

Quantum state tomography via compressed sensing establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

Let n≥0n\ge 0n≥0 be the number of qubits, d=2nd=2^nd=2n, and let ρ∈Cd×d\rho\in\mathbb C^{d\times d}ρ∈Cd×d be a fixed density matrix (positive semidefinite with trace one) of exact rank rrr. There are absolute constants a,b,c0>0a,b,c_0>0a,b,c0​>0, independent of n,r,ρn,r,\rhon,r,ρ, such that the following holds for every c≥c0c\ge c_0c≥c0​.

Set m=⌈cdr(ln⁡d)2⌉m=\lceil cdr(\ln d)^2\rceilm=⌈cdr(lnd)2⌉. Independently sample mmm unphased Pauli strings w(Ai)w(A_i)w(Ai​), uniformly with replacement from all d2d^2d2 tensor products of I,X,Y,ZI,X,Y,ZI,X,Y,Z, including the identity. Suppose their exact expectations yi=Tr⁡(w(Ai)ρ)y_i=\operatorname{Tr}(w(A_i)\rho)yi​=Tr(w(Ai​)ρ) are known. Write O(A,y)\mathcal O(A,y)O(A,y) for the set of minimizers of

min⁡σ=σ†∥σ∥trsubject toTr⁡σ=1,Tr⁡(w(Ai)σ)=yi(1≤i≤m).\min_{\sigma=\sigma^\dagger}\|\sigma\|_{\mathrm{tr}} \quad\text{subject to}\quad \operatorname{Tr}\sigma=1,\qquad \operatorname{Tr}(w(A_i)\sigma)=y_i\quad(1\le i\le m).σ=σ†min​∥σ∥tr​subject toTrσ=1,Tr(w(Ai​)σ)=yi​(1≤i≤m).

The trace norm is the sum of the singular values; competitors need not be positive semidefinite and have no rank constraint. Then

Pr⁡A ⁣[O(A,y)≠{ρ}]≤ae−bc.\Pr_A\!\left[\mathcal O(A,y)\ne\{\rho\}\right]\le a e^{-bc}.APr​[O(A,y)={ρ}]≤ae−bc.

Thus this specific convex program attains its minimum uniquely at the unknown state with exponentially small failure probability. The probability is over the design for each fixed state, and mmm counts exact expectation settings, rather than physical copies or computation time.

Formalization Note Natural logarithms and integer rounding pin down the paper's asymptotic notation using its closing proof on PDF p.3. The sampling law and optimizer set are frozen definitions depending only on public n,mn,mn,m, and on the design and supplied data, respectively. For n=0n=0n=0, d=r=1d=r=1d=r=1 and m=0m=0m=0; trace one alone gives unique recovery.

Target

Theorem 1 (Low-rank tomography), convex program (1)

Let n≥0n\ge 0n≥0 be the number of qubits, d=2nd=2^nd=2n, and let ρ∈Cd×d\rho\in\mathbb C^{d\times d}ρ∈Cd×d be a fixed density matrix (positive semidefinite with trace one) of exact rank rrr. There are absolute constants a,b,c0>0a,b,c_0>0a,b,c0​>0, independent of n,r,ρn,r,\rhon,r,ρ, such that the following holds for every c≥c0c\ge c_0c≥c0​.

Set m=⌈cdr(ln⁡d)2⌉m=\lceil cdr(\ln d)^2\rceilm=⌈cdr(lnd)2⌉. Independently sample mmm unphased Pauli strings w(Ai)w(A_i)w(Ai​), uniformly with replacement from all d2d^2d2 tensor products of I,X,Y,ZI,X,Y,ZI,X,Y,Z, including the identity. Suppose their exact expectations yi=Tr⁡(w(Ai)ρ)y_i=\operatorname{Tr}(w(A_i)\rho)yi​=Tr(w(Ai​)ρ) are known. Write O(A,y)\mathcal O(A,y)O(A,y) for the set of minimizers of

min⁡σ=σ†∥σ∥trsubject toTr⁡σ=1,Tr⁡(w(Ai)σ)=yi(1≤i≤m).\min_{\sigma=\sigma^\dagger}\|\sigma\|_{\mathrm{tr}} \quad\text{subject to}\quad \operatorname{Tr}\sigma=1,\qquad \operatorname{Tr}(w(A_i)\sigma)=y_i\quad(1\le i\le m).σ=σ†min​∥σ∥tr​subject toTrσ=1,Tr(w(Ai​)σ)=yi​(1≤i≤m).

The trace norm is the sum of the singular values; competitors need not be positive semidefinite and have no rank constraint. Then

Pr⁡A ⁣[O(A,y)≠{ρ}]≤ae−bc.\Pr_A\!\left[\mathcal O(A,y)\ne\{\rho\}\right]\le a e^{-bc}.APr​[O(A,y)={ρ}]≤ae−bc.

Thus this specific convex program attains its minimum uniquely at the unknown state with exponentially small failure probability. The probability is over the design for each fixed state, and mmm counts exact expectation settings, rather than physical copies or computation time.

Formalization Note Natural logarithms and integer rounding pin down the paper's asymptotic notation using its closing proof on PDF p.3. The sampling law and optimizer set are frozen definitions depending only on public n,mn,mn,m, and on the design and supplied data, respectively. For n=0n=0n=0, d=r=1d=r=1d=r=1 and m=0m=0m=0; trace one alone gives unique recovery.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Quantum state tomography via compressed sensing, arXiv:0909.3304v4. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
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Quantum Information·Captain: Goku

Quantum chi-squared tomography and mutual information testingResearch Paper

Motivation

Quantum chi-squared tomography and mutual information testing establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

There are absolute constants C>0C>0C>0 and 0<ϵ0≤1/20<\epsilon_0\le 1/20<ϵ0​≤1/2 with the following property. For every integer dimension d≥1d\ge 1d≥1, supplied integer rank bound 1≤r≤d1\le r\le d1≤r≤d, and accuracy 0<ϵ≤ϵ00<\epsilon\le\epsilon_00<ϵ≤ϵ0​, one can choose a copy count n≥0n\ge 0n≥0 and a lawful collective measurement on nnn independent identical copies of a state, with a density matrix as its classical outcome, such that

n≤Crdϵ(ln⁡dϵ)2,Pr⁡ρ^∼M(ρ⊗n) ⁣[S(ρ∥ρ^)≤ϵ]≥0.99.n\le C\frac{rd}{\epsilon}\left(\ln\frac{d}{\epsilon}\right)^2,\qquad \Pr_{\widehat\rho\sim\mathcal M(\rho^{\otimes n})}\!\left[S(\rho\Vert\widehat\rho)\le\epsilon\right]\ge 0.99.n≤Cϵrd​(lnϵd​)2,ρ​∼M(ρ⊗n)Pr​[S(ρ∥ρ​)≤ϵ]≥0.99.

The probability guarantee holds for every unknown positive semidefinite d×dd\times dd×d matrix ρ\rhoρ of trace one and rank at most rrr. The measurement is chosen using only d,r,ϵd,r,\epsilond,r,ϵ, before ρ\rhoρ. Here SSS is Umegaki quantum relative entropy with natural logarithms: S(ρ∥σ)=Tr⁡(ρln⁡ρ−ρln⁡σ)S(\rho\Vert\sigma)=\operatorname{Tr}(\rho\ln\rho-\rho\ln\sigma)S(ρ∥σ)=Tr(ρlnρ−ρlnσ) when supp⁡ρ⊆supp⁡σ\operatorname{supp}\rho\subseteq\operatorname{supp}\sigmasuppρ⊆suppσ, and +∞+\infty+∞ otherwise; zero-eigenvalue terms use their continuous limits. The estimate may have any rank.

This gives relative entropy tomography with O~(rd/ϵ)\widetilde O(rd/\epsilon)O(rd/ϵ) copies, including singular input states. Larger positive accuracies follow by running at a fixed smaller accuracy. The explicit squared-logarithm bound is stated on PDF p.12 immediately after Theorem 2.34.

Formalization Note The measurement uses the frozen general operator-valued POVM on the space of density matrices, and its output distribution is the Born law on ρ⊗n\rho^{\otimes n}ρ⊗n. The extended divergence uses the frozen kernel-containment support guard.

Target

Corollary 1.8

There are absolute constants C>0C>0C>0 and 0<ϵ0≤1/20<\epsilon_0\le 1/20<ϵ0​≤1/2 with the following property. For every integer dimension d≥1d\ge 1d≥1, supplied integer rank bound 1≤r≤d1\le r\le d1≤r≤d, and accuracy 0<ϵ≤ϵ00<\epsilon\le\epsilon_00<ϵ≤ϵ0​, one can choose a copy count n≥0n\ge 0n≥0 and a lawful collective measurement on nnn independent identical copies of a state, with a density matrix as its classical outcome, such that

n≤Crdϵ(ln⁡dϵ)2,Pr⁡ρ^∼M(ρ⊗n) ⁣[S(ρ∥ρ^)≤ϵ]≥0.99.n\le C\frac{rd}{\epsilon}\left(\ln\frac{d}{\epsilon}\right)^2,\qquad \Pr_{\widehat\rho\sim\mathcal M(\rho^{\otimes n})}\!\left[S(\rho\Vert\widehat\rho)\le\epsilon\right]\ge 0.99.n≤Cϵrd​(lnϵd​)2,ρ​∼M(ρ⊗n)Pr​[S(ρ∥ρ​)≤ϵ]≥0.99.

The probability guarantee holds for every unknown positive semidefinite d×dd\times dd×d matrix ρ\rhoρ of trace one and rank at most rrr. The measurement is chosen using only d,r,ϵd,r,\epsilond,r,ϵ, before ρ\rhoρ. Here SSS is Umegaki quantum relative entropy with natural logarithms: S(ρ∥σ)=Tr⁡(ρln⁡ρ−ρln⁡σ)S(\rho\Vert\sigma)=\operatorname{Tr}(\rho\ln\rho-\rho\ln\sigma)S(ρ∥σ)=Tr(ρlnρ−ρlnσ) when supp⁡ρ⊆supp⁡σ\operatorname{supp}\rho\subseteq\operatorname{supp}\sigmasuppρ⊆suppσ, and +∞+\infty+∞ otherwise; zero-eigenvalue terms use their continuous limits. The estimate may have any rank.

This gives relative entropy tomography with O~(rd/ϵ)\widetilde O(rd/\epsilon)O(rd/ϵ) copies, including singular input states. Larger positive accuracies follow by running at a fixed smaller accuracy. The explicit squared-logarithm bound is stated on PDF p.12 immediately after Theorem 2.34.

Formalization Note The measurement uses the frozen general operator-valued POVM on the space of density matrices, and its output distribution is the Born law on ρ⊗n\rho^{\otimes n}ρ⊗n. The extended divergence uses the frozen kernel-containment support guard.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Quantum chi-squared tomography and mutual information testing, arXiv:2305.18519v2. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
1 thm1 active userReviewed
Quantum Information·Captain: Goku

Improved quantum data analysisResearch Paper

Motivation

Improved quantum data analysis establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

There are a universal constant C>0C>0C>0 and a copy-count function nTS(m,ε,δ)n_{\mathrm{TS}}(m,\varepsilon,\delta)nTS​(m,ε,δ), depending only on the number of tests mmm and the accuracy and failure parameters ε,δ\varepsilon,\deltaε,δ, with the following property. For every integer m≥1m\ge1m≥1 and every 0<ε,δ<1/20<\varepsilon,\delta<1/20<ε,δ<1/2, write L=log⁡(1/δ)L=\log(1/\delta)L=log(1/δ). Then

nTS(m,ε,δ)≤⌈C ((log⁡m)2+L)Lε2⌉.n_{\mathrm{TS}}(m,\varepsilon,\delta) \le \left\lceil C\,\frac{((\log m)^2+L)L}{\varepsilon^2}\right\rceil.nTS​(m,ε,δ)≤⌈Cε2((logm)2+L)L​⌉.

For every dimension d≥1d\ge1d≥1, there is an online quantum protocol that begins with nTS(m,ε,δ)n_{\mathrm{TS}}(m,\varepsilon,\delta)nTS​(m,ε,δ) independent, unentangled copies of an unknown state ρ∈Cd×d\rho\in\mathbb C^{d\times d}ρ∈Cd×d, where ρ\rhoρ is positive semidefinite and tr⁡ρ=1\operatorname{tr}\rho=1trρ=1, together with a known ancillary state. Observable/threshold pairs (At,θt)(A_t,\theta_t)(At​,θt​) are then presented in order, with 0≤At≤I0\le A_t\le I0≤At​≤I and θt∈[0,1]\theta_t\in[0,1]θt​∈[0,1]. The protocol is fixed independently of ρ\rhoρ and the stream, and its decision at stage ttt depends only on the presented prefix and its retained quantum memory. It either passes or halts and selects the current index ttt. Selection asserts tr⁡(ρAt)>θt−ε\operatorname{tr}(\rho A_t)>\theta_t-\varepsilontr(ρAt​)>θt​−ε; after mmm passes it asserts tr⁡(ρAi)≤θi\operatorname{tr}(\rho A_i)\le\theta_itr(ρAi​)≤θi​ for all iii.

For every such state and stream,

Pr⁡ ⁣[the protocol selects t with tr⁡(ρAt)>θt−ε,or passes on all m pairs with tr⁡(ρAi)≤θi for every i]≥1−δ.\Pr\!\left[ \begin{array}{l} \text{the protocol selects }t\text{ with }\operatorname{tr}(\rho A_t)>\theta_t-\varepsilon,\\ \text{or passes on all }m\text{ pairs with }\operatorname{tr}(\rho A_i)\le\theta_i\text{ for every }i \end{array} \right]\ge1-\delta.Pr[the protocol selects t with tr(ρAt​)>θt​−ε,or passes on all m pairs with tr(ρAi​)≤θi​ for every i​]≥1−δ.

The stream may depend on preceding public pass responses. No promise that an expectation exceeds a threshold is required. Both kinds of claim are valid in the overlap θt−ε<tr⁡(ρAt)≤θt\theta_t-\varepsilon<\operatorname{tr}(\rho A_t)\le\theta_tθt​−ε<tr(ρAt​)≤θt​.

This theorem bounds the sample cost of online search among quantum observables independently of the state dimension.

Formalization Note Natural logarithms and a ceiling express the source's uniform big-O copy bound. Physical Kraus instruments act on the initial tensor power of ρ\rhoρ and an ancillary state; the model uses only copy access. The selected index is zero-based in Lean.

Target

Theorem 1.1

There are a universal constant C>0C>0C>0 and a copy-count function nTS(m,ε,δ)n_{\mathrm{TS}}(m,\varepsilon,\delta)nTS​(m,ε,δ), depending only on the number of tests mmm and the accuracy and failure parameters ε,δ\varepsilon,\deltaε,δ, with the following property. For every integer m≥1m\ge1m≥1 and every 0<ε,δ<1/20<\varepsilon,\delta<1/20<ε,δ<1/2, write L=log⁡(1/δ)L=\log(1/\delta)L=log(1/δ). Then

nTS(m,ε,δ)≤⌈C ((log⁡m)2+L)Lε2⌉.n_{\mathrm{TS}}(m,\varepsilon,\delta) \le \left\lceil C\,\frac{((\log m)^2+L)L}{\varepsilon^2}\right\rceil.nTS​(m,ε,δ)≤⌈Cε2((logm)2+L)L​⌉.

For every dimension d≥1d\ge1d≥1, there is an online quantum protocol that begins with nTS(m,ε,δ)n_{\mathrm{TS}}(m,\varepsilon,\delta)nTS​(m,ε,δ) independent, unentangled copies of an unknown state ρ∈Cd×d\rho\in\mathbb C^{d\times d}ρ∈Cd×d, where ρ\rhoρ is positive semidefinite and tr⁡ρ=1\operatorname{tr}\rho=1trρ=1, together with a known ancillary state. Observable/threshold pairs (At,θt)(A_t,\theta_t)(At​,θt​) are then presented in order, with 0≤At≤I0\le A_t\le I0≤At​≤I and θt∈[0,1]\theta_t\in[0,1]θt​∈[0,1]. The protocol is fixed independently of ρ\rhoρ and the stream, and its decision at stage ttt depends only on the presented prefix and its retained quantum memory. It either passes or halts and selects the current index ttt. Selection asserts tr⁡(ρAt)>θt−ε\operatorname{tr}(\rho A_t)>\theta_t-\varepsilontr(ρAt​)>θt​−ε; after mmm passes it asserts tr⁡(ρAi)≤θi\operatorname{tr}(\rho A_i)\le\theta_itr(ρAi​)≤θi​ for all iii.

For every such state and stream,

Pr⁡ ⁣[the protocol selects t with tr⁡(ρAt)>θt−ε,or passes on all m pairs with tr⁡(ρAi)≤θi for every i]≥1−δ.\Pr\!\left[ \begin{array}{l} \text{the protocol selects }t\text{ with }\operatorname{tr}(\rho A_t)>\theta_t-\varepsilon,\\ \text{or passes on all }m\text{ pairs with }\operatorname{tr}(\rho A_i)\le\theta_i\text{ for every }i \end{array} \right]\ge1-\delta.Pr[the protocol selects t with tr(ρAt​)>θt​−ε,or passes on all m pairs with tr(ρAi​)≤θi​ for every i​]≥1−δ.

The stream may depend on preceding public pass responses. No promise that an expectation exceeds a threshold is required. Both kinds of claim are valid in the overlap θt−ε<tr⁡(ρAt)≤θt\theta_t-\varepsilon<\operatorname{tr}(\rho A_t)\le\theta_tθt​−ε<tr(ρAt​)≤θt​.

This theorem bounds the sample cost of online search among quantum observables independently of the state dimension.

Formalization Note Natural logarithms and a ceiling express the source's uniform big-O copy bound. Physical Kraus instruments act on the initial tensor power of ρ\rhoρ and an ancillary state; the model uses only copy access. The selected index is zero-based in Lean.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Improved quantum data analysis, arXiv:2011.10908v4. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
1 thm1 active userReviewed
Quantum Information·Captain: Goku

Quantum Tomography via Compressed Sensing: Error Bounds, Sample Complexity, and Efficient EstimatorsResearch Paper

Motivation

Quantum Tomography via Compressed Sensing: Error Bounds, Sample Complexity, and Efficient Estimators establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

There are positive absolute constants C,C0,C1,C0′,C1′C,C_0,C_1,C'_0,C'_1C,C0​,C1​,C0′​,C1′​ and a function η:N→[0,1]\eta:\mathbb N\to[0,1]η:N→[0,1] with η(n)→0\eta(n)\to0η(n)→0 as n→∞n\to\inftyn→∞ such that the following holds. Let d=2nd=2^nd=2n, 1≤r≤d1\le r\le d1≤r≤d, and m≥1m\ge1m≥1 satisfy m≥Crd(log⁡d)6m\ge Crd(\log d)^6m≥Crd(logd)6. Sample P1,…,PmP_1,\ldots,P_mP1​,…,Pm​ independently and uniformly, with replacement, from all d2d^2d2 unsigned tensor Pauli operators, including the identity. On the real space of Hermitian matrices define A(X)i=d/m Tr⁡(PiX)\mathcal A(X)_i=\sqrt{d/m}\,\operatorname{Tr}(P_iX)A(X)i​=d/m​Tr(Pi​X) and A∗(v)=d/m∑iviPi\mathcal A^*(v)=\sqrt{d/m}\sum_i v_iP_iA∗(v)=d/m​∑i​vi​Pi​.

With probability at least 1−η(n)1-\eta(n)1−η(n) over this sampling, simultaneously for every positive semidefinite matrix ρ\rhoρ (without a trace or rank restriction), every z∈Rmz\in\mathbb R^mz∈Rm, and y=A(ρ)+zy=\mathcal A(\rho)+zy=A(ρ)+z, both conclusions below hold. Write ρr\rho_rρr​ for the spectral truncation retaining the largest rrr eigenvalues, and ρc=ρ−ρr\rho_c=\rho-\rho_rρc​=ρ−ρr​. All optimizations range over Hermitian matrices and permit nonunique minimizers.

  1. For every λ\lambdaλ satisfying ∥A∗(z)∥≤λ\|\mathcal A^*(z)\|\le\lambda∥A∗(z)∥≤λ, the problem minimizing ∥X∥tr\|X\|_{\mathrm{tr}}∥X∥tr​ subject to ∥A∗(A(X)−y)∥≤λ\|\mathcal A^*(\mathcal A(X)-y)\|\le\lambda∥A∗(A(X)−y)∥≤λ has a minimizer. Every such minimizer ρ^DS\widehat\rho_{\mathrm{DS}}ρ​DS​ satisfies
∥ρ^DS−ρ∥tr≤C0rλ+C1∥ρc∥tr.\|\widehat\rho_{\mathrm{DS}}-\rho\|_{\mathrm{tr}}\le C_0r\lambda+C_1\|\rho_c\|_{\mathrm{tr}}.∥ρ​DS​−ρ∥tr​≤C0​rλ+C1​∥ρc​∥tr​.
  1. For every μ>0\mu>0μ>0 satisfying ∥A∗(z)∥≤μ/2\|\mathcal A^*(z)\|\le\mu/2∥A∗(z)∥≤μ/2, the problem minimizing 12∥A(X)−y∥22+μ∥X∥tr\frac12\|\mathcal A(X)-y\|_2^2+\mu\|X\|_{\mathrm{tr}}21​∥A(X)−y∥22​+μ∥X∥tr​ has a minimizer. Every such minimizer ρ^Lasso\widehat\rho_{\mathrm{Lasso}}ρ​Lasso​ satisfies
∥ρ^Lasso−ρ∥tr≤C0′rμ+C1′∥ρc∥tr.\|\widehat\rho_{\mathrm{Lasso}}-\rho\|_{\mathrm{tr}}\le C'_0r\mu+C'_1\|\rho_c\|_{\mathrm{tr}}.∥ρ​Lasso​−ρ∥tr​≤C0′​rμ+C1′​∥ρc​∥tr​.

Here ∥⋅∥\|\cdot\|∥⋅∥ is the operator norm, ∥⋅∥2\|\cdot\|_2∥⋅∥2​ is the Euclidean vector norm, and ∥X∥tr=Tr⁡X†X\|X\|_{\mathrm{tr}}=\operatorname{Tr}\sqrt{X^\dagger X}∥X∥tr​=TrX†X​ is the full trace norm. The two bounds separate noise from the spectral tail and apply to full-rank inputs as well as exactly low-rank ones.

Formalization Note The paper's qualitative “high probability” is represented by a vanishing failure function uniform in r,mr,mr,m. Positive Lasso regularization is an explicit correction of the omitted μ=0\mu=0μ=0 domain; the source's regularized recovery argument requires it. This correction, the interpretation of unnormalized PSD inputs, and the qualitative probability convention require independent moderation.

Target

Theorem 1, §II.C

There are positive absolute constants C,C0,C1,C0′,C1′C,C_0,C_1,C'_0,C'_1C,C0​,C1​,C0′​,C1′​ and a function η:N→[0,1]\eta:\mathbb N\to[0,1]η:N→[0,1] with η(n)→0\eta(n)\to0η(n)→0 as n→∞n\to\inftyn→∞ such that the following holds. Let d=2nd=2^nd=2n, 1≤r≤d1\le r\le d1≤r≤d, and m≥1m\ge1m≥1 satisfy m≥Crd(log⁡d)6m\ge Crd(\log d)^6m≥Crd(logd)6. Sample P1,…,PmP_1,\ldots,P_mP1​,…,Pm​ independently and uniformly, with replacement, from all d2d^2d2 unsigned tensor Pauli operators, including the identity. On the real space of Hermitian matrices define A(X)i=d/m Tr⁡(PiX)\mathcal A(X)_i=\sqrt{d/m}\,\operatorname{Tr}(P_iX)A(X)i​=d/m​Tr(Pi​X) and A∗(v)=d/m∑iviPi\mathcal A^*(v)=\sqrt{d/m}\sum_i v_iP_iA∗(v)=d/m​∑i​vi​Pi​.

With probability at least 1−η(n)1-\eta(n)1−η(n) over this sampling, simultaneously for every positive semidefinite matrix ρ\rhoρ (without a trace or rank restriction), every z∈Rmz\in\mathbb R^mz∈Rm, and y=A(ρ)+zy=\mathcal A(\rho)+zy=A(ρ)+z, both conclusions below hold. Write ρr\rho_rρr​ for the spectral truncation retaining the largest rrr eigenvalues, and ρc=ρ−ρr\rho_c=\rho-\rho_rρc​=ρ−ρr​. All optimizations range over Hermitian matrices and permit nonunique minimizers.

  1. For every λ\lambdaλ satisfying ∥A∗(z)∥≤λ\|\mathcal A^*(z)\|\le\lambda∥A∗(z)∥≤λ, the problem minimizing ∥X∥tr\|X\|_{\mathrm{tr}}∥X∥tr​ subject to ∥A∗(A(X)−y)∥≤λ\|\mathcal A^*(\mathcal A(X)-y)\|\le\lambda∥A∗(A(X)−y)∥≤λ has a minimizer. Every such minimizer ρ^DS\widehat\rho_{\mathrm{DS}}ρ​DS​ satisfies
∥ρ^DS−ρ∥tr≤C0rλ+C1∥ρc∥tr.\|\widehat\rho_{\mathrm{DS}}-\rho\|_{\mathrm{tr}}\le C_0r\lambda+C_1\|\rho_c\|_{\mathrm{tr}}.∥ρ​DS​−ρ∥tr​≤C0​rλ+C1​∥ρc​∥tr​.
  1. For every μ>0\mu>0μ>0 satisfying ∥A∗(z)∥≤μ/2\|\mathcal A^*(z)\|\le\mu/2∥A∗(z)∥≤μ/2, the problem minimizing 12∥A(X)−y∥22+μ∥X∥tr\frac12\|\mathcal A(X)-y\|_2^2+\mu\|X\|_{\mathrm{tr}}21​∥A(X)−y∥22​+μ∥X∥tr​ has a minimizer. Every such minimizer ρ^Lasso\widehat\rho_{\mathrm{Lasso}}ρ​Lasso​ satisfies
∥ρ^Lasso−ρ∥tr≤C0′rμ+C1′∥ρc∥tr.\|\widehat\rho_{\mathrm{Lasso}}-\rho\|_{\mathrm{tr}}\le C'_0r\mu+C'_1\|\rho_c\|_{\mathrm{tr}}.∥ρ​Lasso​−ρ∥tr​≤C0′​rμ+C1′​∥ρc​∥tr​.

Here ∥⋅∥\|\cdot\|∥⋅∥ is the operator norm, ∥⋅∥2\|\cdot\|_2∥⋅∥2​ is the Euclidean vector norm, and ∥X∥tr=Tr⁡X†X\|X\|_{\mathrm{tr}}=\operatorname{Tr}\sqrt{X^\dagger X}∥X∥tr​=TrX†X​ is the full trace norm. The two bounds separate noise from the spectral tail and apply to full-rank inputs as well as exactly low-rank ones.

Formalization Note The paper's qualitative “high probability” is represented by a vanishing failure function uniform in r,mr,mr,m. Positive Lasso regularization is an explicit correction of the omitted μ=0\mu=0μ=0 domain; the source's regularized recovery argument requires it. This correction, the interpretation of unnormalized PSD inputs, and the qualitative probability convention require independent moderation.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Quantum Tomography via Compressed Sensing: Error Bounds, Sample Complexity, and Efficient Estimators, arXiv:1205.2300v2. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
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Quantum Information·Captain: Goku

Direct Fidelity Estimation from Few Pauli MeasurementsResearch Paper

Motivation

Direct Fidelity Estimation from Few Pauli Measurements establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

Let n≥0n\ge 0n≥0 be an integer, d=2nd=2^nd=2n, and ρ=∣ψ⟩⟨ψ∣\rho=|\psi\rangle\langle\psi|ρ=∣ψ⟩⟨ψ∣ for a normalized nnn-qubit pure state ∣ψ⟩|\psi\rangle∣ψ⟩. Let σ\sigmaσ be any density matrix on the same register, possibly mixed. For each phase-free Hermitian Pauli product Wk∈{I,X,Y,Z}⊗nW_k\in\{I,X,Y,Z\}^{\otimes n}Wk​∈{I,X,Y,Z}⊗n, write χτ(k)=Tr⁡(τWk)/d\chi_\tau(k)=\operatorname{Tr}(\tau W_k)/\sqrt dχτ​(k)=Tr(τWk​)/d​. The source's fidelity convention is F(ρ,σ)=Tr⁡(ρσ)F(\rho,\sigma)=\operatorname{Tr}(\rho\sigma)F(ρ,σ)=Tr(ρσ), the square of root fidelity.

Fix ε>0\varepsilon>0ε>0 and 0<δ≤10<\delta\le10<δ≤1. Independently draw exactly ℓ=⌈1/(ε2δ)⌉\ell=\lceil1/(\varepsilon^2\delta)\rceilℓ=⌈1/(ε2δ)⌉ settings k1,…,kℓk_1,\ldots,k_\ellk1​,…,kℓ​ with replacement, each with probability χρ(k)2\chi_\rho(k)^2χρ​(k)2. Only settings with nonzero target coefficient are drawn. For each draw, measure WkiW_{k_i}Wki​​ separately on

mi=⌈2log⁡(2/δ)dχρ(ki)2ℓε2⌉m_i=\left\lceil\frac{2\log(2/\delta)}{d\chi_\rho(k_i)^2\ell\varepsilon^2}\right\rceilmi​=⌈dχρ​(ki​)2ℓε22log(2/δ)​⌉

fresh independent copies of σ\sigmaσ, obtaining Born-rule outcomes Aij∈{−1,+1}A_{ij}\in\{-1,+1\}Aij​∈{−1,+1}, independent conditional on the settings. Set

Y~=1ℓ∑i=1ℓ∑j=1miAijmid χρ(ki),m=∑i=1ℓmi.\widetilde Y=\frac1\ell\sum_{i=1}^{\ell}\frac{\sum_{j=1}^{m_i}A_{ij}}{m_i\sqrt d\,\chi_\rho(k_i)},\qquad m=\sum_{i=1}^{\ell}m_i.Y=ℓ1​i=1∑ℓ​mi​d​χρ​(ki​)∑j=1mi​​Aij​​,m=i=1∑ℓ​mi​.

Then

Pr⁡ ⁣{F(ρ,σ)∈[Y~−2ε,Y~+2ε]}≥1−2δ,\Pr\!\left\{F(\rho,\sigma)\in[\widetilde Y-2\varepsilon,\widetilde Y+2\varepsilon]\right\}\ge1-2\delta,Pr{F(ρ,σ)∈[Y−2ε,Y+2ε]}≥1−2δ,

and at most ℓ\ellℓ distinct observables are measured. The setting-wise and total expected copy costs satisfy

E[mi]=∑k:χρ(k)≠0χρ(k)2mi(k)≤1+2dℓε2log⁡2δ,E[m]≤1+1ε2δ+2dε2log⁡2δ.\mathbb E[m_i]=\sum_{k:\chi_\rho(k)\ne0}\chi_\rho(k)^2m_i(k) \le1+\frac{2d}{\ell\varepsilon^2}\log\frac2\delta, \qquad \mathbb E[m]\le1+\frac1{\varepsilon^2\delta}+\frac{2d}{\varepsilon^2}\log\frac2\delta.E[mi​]=k:χρ​(k)=0∑​χρ​(k)2mi​(k)≤1+ℓε22d​logδ2​,E[m]≤1+ε2δ1​+ε22d​logδ2​.

This protocol estimates the fidelity to an arbitrary known pure target using single-copy Pauli measurements. Its copy cost is random; no efficient classical sampling bound is claimed for general targets.

Formalization Note The finite experiment space fixes exactly ℓ\ellℓ setting draws and their setting-dependent numbers of outcomes. Its probability weights are products of the target importance law and conditional Pauli outcome laws. The closed interval is not clipped to [0,1][0,1][0,1].

Target

Fidelity Estimation, equations (3)–(10)

Let n≥0n\ge 0n≥0 be an integer, d=2nd=2^nd=2n, and ρ=∣ψ⟩⟨ψ∣\rho=|\psi\rangle\langle\psi|ρ=∣ψ⟩⟨ψ∣ for a normalized nnn-qubit pure state ∣ψ⟩|\psi\rangle∣ψ⟩. Let σ\sigmaσ be any density matrix on the same register, possibly mixed. For each phase-free Hermitian Pauli product Wk∈{I,X,Y,Z}⊗nW_k\in\{I,X,Y,Z\}^{\otimes n}Wk​∈{I,X,Y,Z}⊗n, write χτ(k)=Tr⁡(τWk)/d\chi_\tau(k)=\operatorname{Tr}(\tau W_k)/\sqrt dχτ​(k)=Tr(τWk​)/d​. The source's fidelity convention is F(ρ,σ)=Tr⁡(ρσ)F(\rho,\sigma)=\operatorname{Tr}(\rho\sigma)F(ρ,σ)=Tr(ρσ), the square of root fidelity.

Fix ε>0\varepsilon>0ε>0 and 0<δ≤10<\delta\le10<δ≤1. Independently draw exactly ℓ=⌈1/(ε2δ)⌉\ell=\lceil1/(\varepsilon^2\delta)\rceilℓ=⌈1/(ε2δ)⌉ settings k1,…,kℓk_1,\ldots,k_\ellk1​,…,kℓ​ with replacement, each with probability χρ(k)2\chi_\rho(k)^2χρ​(k)2. Only settings with nonzero target coefficient are drawn. For each draw, measure WkiW_{k_i}Wki​​ separately on

mi=⌈2log⁡(2/δ)dχρ(ki)2ℓε2⌉m_i=\left\lceil\frac{2\log(2/\delta)}{d\chi_\rho(k_i)^2\ell\varepsilon^2}\right\rceilmi​=⌈dχρ​(ki​)2ℓε22log(2/δ)​⌉

fresh independent copies of σ\sigmaσ, obtaining Born-rule outcomes Aij∈{−1,+1}A_{ij}\in\{-1,+1\}Aij​∈{−1,+1}, independent conditional on the settings. Set

Y~=1ℓ∑i=1ℓ∑j=1miAijmid χρ(ki),m=∑i=1ℓmi.\widetilde Y=\frac1\ell\sum_{i=1}^{\ell}\frac{\sum_{j=1}^{m_i}A_{ij}}{m_i\sqrt d\,\chi_\rho(k_i)},\qquad m=\sum_{i=1}^{\ell}m_i.Y=ℓ1​i=1∑ℓ​mi​d​χρ​(ki​)∑j=1mi​​Aij​​,m=i=1∑ℓ​mi​.

Then

Pr⁡ ⁣{F(ρ,σ)∈[Y~−2ε,Y~+2ε]}≥1−2δ,\Pr\!\left\{F(\rho,\sigma)\in[\widetilde Y-2\varepsilon,\widetilde Y+2\varepsilon]\right\}\ge1-2\delta,Pr{F(ρ,σ)∈[Y−2ε,Y+2ε]}≥1−2δ,

and at most ℓ\ellℓ distinct observables are measured. The setting-wise and total expected copy costs satisfy

E[mi]=∑k:χρ(k)≠0χρ(k)2mi(k)≤1+2dℓε2log⁡2δ,E[m]≤1+1ε2δ+2dε2log⁡2δ.\mathbb E[m_i]=\sum_{k:\chi_\rho(k)\ne0}\chi_\rho(k)^2m_i(k) \le1+\frac{2d}{\ell\varepsilon^2}\log\frac2\delta, \qquad \mathbb E[m]\le1+\frac1{\varepsilon^2\delta}+\frac{2d}{\varepsilon^2}\log\frac2\delta.E[mi​]=k:χρ​(k)=0∑​χρ​(k)2mi​(k)≤1+ℓε22d​logδ2​,E[m]≤1+ε2δ1​+ε22d​logδ2​.

This protocol estimates the fidelity to an arbitrary known pure target using single-copy Pauli measurements. Its copy cost is random; no efficient classical sampling bound is claimed for general targets.

Formalization Note The finite experiment space fixes exactly ℓ\ellℓ setting draws and their setting-dependent numbers of outcomes. Its probability weights are products of the target importance law and conditional Pauli outcome laws. The closed interval is not clipped to [0,1][0,1][0,1].

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Direct Fidelity Estimation from Few Pauli Measurements, arXiv:1104.4695v3. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
1 thm1 active userReviewed
Quantum Information·Captain: Goku

Quantum versus Classical Learnability (Servedio, Gortler)Research Paper

Motivation

Quantum versus Classical Learnability (Servedio, Gortler) establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

Let CCC be a class of concepts c:{0,1}n→{0,1}c:\{0,1\}^n\to\{0,1\}c:{0,1}n→{0,1}. Write T(C)T(C)T(C) for the classical sample complexity of exact learning CCC from membership queries: the least TTT such that some randomized algorithm (a probability distribution over adaptive query trees) asking at most TTT membership queries x↦c(x)x\mapsto c(x)x↦c(x) outputs the target ccc with probability at least 2/32/32/3, for every c∈Cc\in Cc∈C. For C′⊆CC'\subseteq CC′⊆C, a∈{0,1}na\in\{0,1\}^na∈{0,1}n and b∈{0,1}b\in\{0,1\}b∈{0,1} let γ⟨a,b⟩C′=∣{c∈C′:c(a)=b}∣/∣C′∣\gamma^{C'}_{\langle a,b\rangle}=|\{c\in C':c(a)=b\}|/|C'|γ⟨a,b⟩C′​=∣{c∈C′:c(a)=b}∣/∣C′∣, and for ∣C∣≥2|C|\ge2∣C∣≥2 put

γ^C=min⁡C′⊆C, ∣C′∣≥2 max⁡a∈{0,1}n min⁡b∈{0,1}γ⟨a,b⟩C′.\hat\gamma^{C}=\min_{C'\subseteq C,\ |C'|\ge2}\ \max_{a\in\{0,1\}^n}\ \min_{b\in\{0,1\}}\gamma^{C'}_{\langle a,b\rangle}.γ^​C=C′⊆C, ∣C′∣≥2min​ a∈{0,1}nmax​ b∈{0,1}min​γ⟨a,b⟩C′​.

There are absolute constants K1,K2,K3>0K_1,K_2,K_3>0K1​,K2​,K3​>0, independent of nnn and CCC, such that for every nnn and every class CCC:

  1. (Lemma 4) if ∣C∣≥2|C|\ge2∣C∣≥2, then T(C)≥K1/γ^CT(C)\ge K_1/\hat\gamma^{C}T(C)≥K1​/γ^​C;
  2. (Lemma 8) T(C)≥K2log⁡2∣C∣T(C)\ge K_2\log_2|C|T(C)≥K2​log2​∣C∣;
  3. (Lemma 11) if ∣C∣≥2|C|\ge2∣C∣≥2, then T(C)≤K3log⁡2∣C∣/γ^CT(C)\le K_3\log_2|C|/\hat\gamma^{C}T(C)≤K3​log2​∣C∣/γ^​C.

That is, T(C)=Ω(1/γ^C)T(C)=\Omega(1/\hat\gamma^C)T(C)=Ω(1/γ^​C), T(C)=Ω(log⁡∣C∣)T(C)=\Omega(\log|C|)T(C)=Ω(log∣C∣) and T(C)=O(log⁡∣C∣/γ^C)T(C)=O(\log|C|/\hat\gamma^C)T(C)=O(log∣C∣/γ^​C). These are the classical bounds that, combined with their quantum analogues, show that quantum and classical exact learning from membership queries are polynomially equivalent in query complexity.

Formalization Note γ^C\hat\gamma^Cγ^​C is the frozen gammaParam, which is only meaningful for ∣C∣≥2|C|\ge2∣C∣≥2; that hypothesis is explicit. In (2) the cases ∣C∣≤1|C|\le1∣C∣≤1 are harmless since log⁡0=log⁡1=0\log 0=\log 1=0log0=log1=0 in Lean. The query bound is required on every input string rather than only on targets in CCC; the resulting complexities coincide.

Target

Lemmas 4, 8, 11

Let CCC be a class of concepts c:{0,1}n→{0,1}c:\{0,1\}^n\to\{0,1\}c:{0,1}n→{0,1}. Write T(C)T(C)T(C) for the classical sample complexity of exact learning CCC from membership queries: the least TTT such that some randomized algorithm (a probability distribution over adaptive query trees) asking at most TTT membership queries x↦c(x)x\mapsto c(x)x↦c(x) outputs the target ccc with probability at least 2/32/32/3, for every c∈Cc\in Cc∈C. For C′⊆CC'\subseteq CC′⊆C, a∈{0,1}na\in\{0,1\}^na∈{0,1}n and b∈{0,1}b\in\{0,1\}b∈{0,1} let γ⟨a,b⟩C′=∣{c∈C′:c(a)=b}∣/∣C′∣\gamma^{C'}_{\langle a,b\rangle}=|\{c\in C':c(a)=b\}|/|C'|γ⟨a,b⟩C′​=∣{c∈C′:c(a)=b}∣/∣C′∣, and for ∣C∣≥2|C|\ge2∣C∣≥2 put

γ^C=min⁡C′⊆C, ∣C′∣≥2 max⁡a∈{0,1}n min⁡b∈{0,1}γ⟨a,b⟩C′.\hat\gamma^{C}=\min_{C'\subseteq C,\ |C'|\ge2}\ \max_{a\in\{0,1\}^n}\ \min_{b\in\{0,1\}}\gamma^{C'}_{\langle a,b\rangle}.γ^​C=C′⊆C, ∣C′∣≥2min​ a∈{0,1}nmax​ b∈{0,1}min​γ⟨a,b⟩C′​.

There are absolute constants K1,K2,K3>0K_1,K_2,K_3>0K1​,K2​,K3​>0, independent of nnn and CCC, such that for every nnn and every class CCC:

  1. (Lemma 4) if ∣C∣≥2|C|\ge2∣C∣≥2, then T(C)≥K1/γ^CT(C)\ge K_1/\hat\gamma^{C}T(C)≥K1​/γ^​C;
  2. (Lemma 8) T(C)≥K2log⁡2∣C∣T(C)\ge K_2\log_2|C|T(C)≥K2​log2​∣C∣;
  3. (Lemma 11) if ∣C∣≥2|C|\ge2∣C∣≥2, then T(C)≤K3log⁡2∣C∣/γ^CT(C)\le K_3\log_2|C|/\hat\gamma^{C}T(C)≤K3​log2​∣C∣/γ^​C.

That is, T(C)=Ω(1/γ^C)T(C)=\Omega(1/\hat\gamma^C)T(C)=Ω(1/γ^​C), T(C)=Ω(log⁡∣C∣)T(C)=\Omega(\log|C|)T(C)=Ω(log∣C∣) and T(C)=O(log⁡∣C∣/γ^C)T(C)=O(\log|C|/\hat\gamma^C)T(C)=O(log∣C∣/γ^​C). These are the classical bounds that, combined with their quantum analogues, show that quantum and classical exact learning from membership queries are polynomially equivalent in query complexity.

Formalization Note γ^C\hat\gamma^Cγ^​C is the frozen gammaParam, which is only meaningful for ∣C∣≥2|C|\ge2∣C∣≥2; that hypothesis is explicit. In (2) the cases ∣C∣≤1|C|\le1∣C∣≤1 are harmless since log⁡0=log⁡1=0\log 0=\log 1=0log0=log1=0 in Lean. The query bound is required on every input string rather than only on targets in CCC; the resulting complexities coincide.

Observation 17

A Blum integer is N=pqN=pqN=pq with p≠qp\ne qp=q ℓ\ellℓ-bit primes, p≡q≡3(mod4)p\equiv q\equiv 3\pmod 4p≡q≡3(mod4). Assume that no polynomial-time classical randomized algorithm factors a uniformly random Blum integer with non-negligible success probability: for every such algorithm AAA and every polynomial qqq, for all sufficiently large ℓ\ellℓ,

Pr⁡N[A(N) outputs a nontrivial factor of N]<1q(ℓ)+1.\Pr_{N}\big[A(N)\text{ outputs a nontrivial factor of }N\big]<\frac{1}{q(\ell)+1}.NPr​[A(N) outputs a nontrivial factor of N]<q(ℓ)+11​.

Then there is a concept class C=⋃n≥1Cn\mathcal C=\bigcup_{n\ge1}C_nC=⋃n≥1​Cn​, CnC_nCn​ a set of Boolean functions on {0,1}n\{0,1\}^n{0,1}n, such that:

  1. C\mathcal CC is efficiently quantum PAC learnable: for all n≥1n\ge1n≥1 and accuracy and confidence parameters there is a quantum network over {H,T,CNOT}\{H,T,\mathrm{CNOT}\}{H,T,CNOT} whose TTT quantum example gates QEX(c,D):∣0n,0⟩↦∑xD(x)∣x,c(x)⟩QEX(c,\mathcal D):|0^n,0\rangle\mapsto\sum_x\sqrt{\mathcal D(x)}|x,c(x)\rangleQEX(c,D):∣0n,0⟩↦∑x​D(x)​∣x,c(x)⟩ sit at the bottom of the circuit, of size polynomial in n,1/ε,1/δn,1/\varepsilon,1/\deltan,1/ε,1/δ, which for every c∈Cnc\in C_nc∈Cn​ and every distribution D\mathcal DD on {0,1}n\{0,1\}^n{0,1}n outputs, with probability at least 1−δ1-\delta1−δ, a Boolean circuit hhh with Pr⁡x∼D[h(x)≠c(x)]≤ε\Pr_{x\sim\mathcal D}[h(x)\ne c(x)]\le\varepsilonPrx∼D​[h(x)=c(x)]≤ε;
  2. C\mathcal CC is not efficiently classically PAC learnable: no probabilistic Turing machine running in time polynomial in n,1/ε,1/δn,1/\varepsilon,1/\deltan,1/ε,1/δ achieves the same guarantee from independent labelled examples ⟨x,c(x)⟩\langle x,c(x)\rangle⟨x,c(x)⟩, x∼Dx\sim\mathcal Dx∼D.

This shows that the information-theoretic equivalence of quantum and classical PAC learning does not extend to computationally efficient learning, under a standard cryptographic assumption.

Formalization Note ε=1/a\varepsilon=1/aε=1/a and δ=1/b\delta=1/bδ=1/b with integers a,b≥2a,b\ge2a,b≥2, and polynomials in (n,1/ε,1/δ)(n,1/\varepsilon,1/\delta)(n,1/ε,1/δ) are polynomials in n+a+bn+a+bn+a+b; this is equivalent up to polynomial factors. As in the source, the quantum learner is a non-uniform family of networks while the classical learner is a uniform machine.

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • Quantum versus Classical Learnability (Servedio, Gortler), arXiv:quant-ph/0007036v1. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
2 thms1 active userReviewed
Quantum Information·Captain: Goku

The Optimal Sample Complexity of PAC Learning (Hanneke)Research Paper

Motivation

The Optimal Sample Complexity of PAC Learning (Hanneke) establishes the selected mathematical guarantees below. The mission turns those original paper results into precise Lean proof targets.

Setting

This is the optimal sample complexity of realizable PAC learning (Hanneke, Theorem 2 and Corollary 3).

Let X\mathcal XX be a nonempty measurable space (the instance space) and let C\mathcal CC be a set of measurable classifiers h:X→{−1,+1}h:\mathcal X\to\{-1,+1\}h:X→{−1,+1} with ∣C∣≥3|\mathcal C|\ge 3∣C∣≥3 and finite VC dimension ddd. For a probability measure PPP on X\mathcal XX, a target f⋆∈Cf^\star\in\mathcal Cf⋆∈C and a classifier hhh, write erP(h;f⋆)=P(x:h(x)≠f⋆(x))\mathrm{er}_P(h;f^\star)=P(x: h(x)\ne f^\star(x))erP​(h;f⋆)=P(x:h(x)=f⋆(x)). For ε,δ∈(0,1)\varepsilon,\delta\in(0,1)ε,δ∈(0,1) the sample complexity M(ε,δ)∈N∪{∞}M(\varepsilon,\delta)\in\mathbb N\cup\{\infty\}M(ε,δ)∈N∪{∞} is the smallest mmm for which some (possibly randomized) learning algorithm AAA, given the mmm i.i.d. PPP-distributed points labelled by f⋆f^\starf⋆, outputs a measurable classifier h^\hat hh^ with P(erP(h^;f⋆)≤ε)≥1−δ\mathbb P(\mathrm{er}_P(\hat h;f^\star)\le\varepsilon)\ge 1-\deltaP(erP​(h^;f⋆)≤ε)≥1−δ for every PPP and every f⋆∈Cf^\star\in\mathcal Cf⋆∈C (and ∞\infty∞ if no mmm works). Let Log(z)=ln⁡(max⁡{z,e})\mathrm{Log}(z)=\ln(\max\{z,e\})Log(z)=ln(max{z,e}). Assume, as the paper does, that the events of the uniform convergence bound for sample-consistent classifiers are measurable.

Then there are numerical constants, independent of X\mathcal XX and C\mathcal CC (in particular of ddd):

  1. ε0,δ0∈(0,1)\varepsilon_0,\delta_0\in(0,1)ε0​,δ0​∈(0,1) and c0>0c_0>0c0​>0 such that for all ε∈(0,ε0)\varepsilon\in(0,\varepsilon_0)ε∈(0,ε0​), δ∈(0,δ0)\delta\in(0,\delta_0)δ∈(0,δ0​), M(ε,δ)M(\varepsilon,\delta)M(ε,δ) is finite and
M(ε,δ)≤c0ε(d+Log1δ);M(\varepsilon,\delta)\le \frac{c_0}{\varepsilon}\Big(d+\mathrm{Log}\frac1\delta\Big);M(ε,δ)≤εc0​​(d+Logδ1​);
  1. ε1,δ1∈(0,1)\varepsilon_1,\delta_1\in(0,1)ε1​,δ1​∈(0,1) and c1>0c_1>0c1​>0 such that for all ε∈(0,ε1)\varepsilon\in(0,\varepsilon_1)ε∈(0,ε1​), δ∈(0,δ1)\delta\in(0,\delta_1)δ∈(0,δ1​),
1ε(d+Log1δ)≤c1 M(ε,δ).\frac{1}{\varepsilon}\Big(d+\mathrm{Log}\frac1\delta\Big)\le c_1\, M(\varepsilon,\delta).ε1​(d+Logδ1​)≤c1​M(ε,δ).

This removes the logarithmic factor Log(1/ε)\mathrm{Log}(1/\varepsilon)Log(1/ε) from the classical upper bound of Vapnik and Blumer et al., matching the lower bounds of Blumer et al. and Ehrenfeucht et al. up to constants.

Formalization Note M(ε,δ)M(\varepsilon,\delta)M(ε,δ) takes values in N∪{∞}\mathbb N\cup\{\infty\}N∪{∞} (ℕ∞); part 2 is stated for finite values only, the infinite case being trivially true. Randomized algorithms use an arbitrary probability space independent of the sample. The PAC failure probability is the measure of the failure set (its outer measure if that set is not measurable).

Target

Theorem 2 and Corollary 3

This is the optimal sample complexity of realizable PAC learning (Hanneke, Theorem 2 and Corollary 3).

Let X\mathcal XX be a nonempty measurable space (the instance space) and let C\mathcal CC be a set of measurable classifiers h:X→{−1,+1}h:\mathcal X\to\{-1,+1\}h:X→{−1,+1} with ∣C∣≥3|\mathcal C|\ge 3∣C∣≥3 and finite VC dimension ddd. For a probability measure PPP on X\mathcal XX, a target f⋆∈Cf^\star\in\mathcal Cf⋆∈C and a classifier hhh, write erP(h;f⋆)=P(x:h(x)≠f⋆(x))\mathrm{er}_P(h;f^\star)=P(x: h(x)\ne f^\star(x))erP​(h;f⋆)=P(x:h(x)=f⋆(x)). For ε,δ∈(0,1)\varepsilon,\delta\in(0,1)ε,δ∈(0,1) the sample complexity M(ε,δ)∈N∪{∞}M(\varepsilon,\delta)\in\mathbb N\cup\{\infty\}M(ε,δ)∈N∪{∞} is the smallest mmm for which some (possibly randomized) learning algorithm AAA, given the mmm i.i.d. PPP-distributed points labelled by f⋆f^\starf⋆, outputs a measurable classifier h^\hat hh^ with P(erP(h^;f⋆)≤ε)≥1−δ\mathbb P(\mathrm{er}_P(\hat h;f^\star)\le\varepsilon)\ge 1-\deltaP(erP​(h^;f⋆)≤ε)≥1−δ for every PPP and every f⋆∈Cf^\star\in\mathcal Cf⋆∈C (and ∞\infty∞ if no mmm works). Let Log(z)=ln⁡(max⁡{z,e})\mathrm{Log}(z)=\ln(\max\{z,e\})Log(z)=ln(max{z,e}). Assume, as the paper does, that the events of the uniform convergence bound for sample-consistent classifiers are measurable.

Then there are numerical constants, independent of X\mathcal XX and C\mathcal CC (in particular of ddd):

  1. ε0,δ0∈(0,1)\varepsilon_0,\delta_0\in(0,1)ε0​,δ0​∈(0,1) and c0>0c_0>0c0​>0 such that for all ε∈(0,ε0)\varepsilon\in(0,\varepsilon_0)ε∈(0,ε0​), δ∈(0,δ0)\delta\in(0,\delta_0)δ∈(0,δ0​), M(ε,δ)M(\varepsilon,\delta)M(ε,δ) is finite and
M(ε,δ)≤c0ε(d+Log1δ);M(\varepsilon,\delta)\le \frac{c_0}{\varepsilon}\Big(d+\mathrm{Log}\frac1\delta\Big);M(ε,δ)≤εc0​​(d+Logδ1​);
  1. ε1,δ1∈(0,1)\varepsilon_1,\delta_1\in(0,1)ε1​,δ1​∈(0,1) and c1>0c_1>0c1​>0 such that for all ε∈(0,ε1)\varepsilon\in(0,\varepsilon_1)ε∈(0,ε1​), δ∈(0,δ1)\delta\in(0,\delta_1)δ∈(0,δ1​),
1ε(d+Log1δ)≤c1 M(ε,δ).\frac{1}{\varepsilon}\Big(d+\mathrm{Log}\frac1\delta\Big)\le c_1\, M(\varepsilon,\delta).ε1​(d+Logδ1​)≤c1​M(ε,δ).

This removes the logarithmic factor Log(1/ε)\mathrm{Log}(1/\varepsilon)Log(1/ε) from the classical upper bound of Vapnik and Blumer et al., matching the lower bounds of Blumer et al. and Ehrenfeucht et al. up to constants.

Formalization Note M(ε,δ)M(\varepsilon,\delta)M(ε,δ) takes values in N∪{∞}\mathbb N\cup\{\infty\}N∪{∞} (ℕ∞); part 2 is stated for finite values only, the infinite case being trivially true. Randomized algorithms use an arbitrary probability space independent of the sample. The PAC failure probability is the measure of the failure set (its outer measure if that set is not measurable).

Significance

These are known results from the cited paper. The current contribution consists of source-reviewed, compiler-checked theorem statements and mathematical definitions. Formal proofs remain open. Only the listed selected results are in scope; no whole-paper completeness is claimed.

Difficulty

A complete solution must establish every quantified conclusion under the exact stated hypotheses, including error, probability and resource conditions wherever present. The source assumptions and conventions are recorded in the attached statements and independent readbacks.

Formalization scope

Definitions preserve the existing reviewed Lean interfaces. Every target proof is currently sorry, so each target is Open. Printed-source corrections, where necessary, are labeled with the printed claim, the change and its reason.

Selected references

  • The Optimal Sample Complexity of PAC Learning (Hanneke), arXiv:1507.00473v4. Exact result labels, PDF pages and source SHA-256 values accompany each theorem.
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ProbabilityStatistics·Captain: mikedeng1

A Robust Spectral Clustering Algorithm for Sub-Gaussian Mixture Models with Outliers 1: Robust-LP Inlier Error ≤ Cn²·max{exp(−Δ²min/64σ²max), log nmin/nmin} with Probability ≥ 1 − 2r/nminResearch Paper

Motivation

Clustering points drawn from a mixture of well-separated distributions is a basic problem of unsupervised learning. Practical data sets also contain outliers, points that belong to no cluster and may be placed anywhere. Srivastava, Sarkar and Hanasusanto (arXiv:1912.07546v3; Operations Research 71(1), 2023) propose a robust spectral clustering algorithm. It thresholds a Gaussian kernel matrix through a linear program, then applies spectral clustering to the result, and they prove that its error decays exponentially in the squared signal-to-noise ratio when the outliers, placed arbitrarily, are a small fraction of the points. The authors report that their bound is tighter than those obtained for related semidefinite relaxations, for example by Mixon, Villar and Ward (arXiv:1602.06612), which use a reference matrix in a similar way (pp. 10–11). This mission formalizes the first of the paper's two main results: the estimation error of the thresholded kernel matrix.

Setting

There are N=n+mN = n + mN=n+m points in Rd\mathbb R^dRd: nnn inliers and mmm outliers. Each inlier iii has a label φi∈{1,…,r}\varphi_i \in \{1,\dots,r\}φi​∈{1,…,r}, and the clusters are Ck={i:φi=k}\mathcal C_k = \{i : \varphi_i = k\}Ck​={i:φi​=k} with sizes nkn_knk​ and nmin⁡=min⁡knkn_{\min} = \min_k n_knmin​=mink​nk​. The inlier observation is

yi=μφi+ξi,y_i = \mu_{\varphi_i} + \xi_i ,yi​=μφi​​+ξi​,

where μ1,…,μr\mu_1,\dots,\mu_rμ1​,…,μr​ are the cluster centres and the noise vectors ξi\xi_iξi​ are independent, identically distributed within each cluster, and sub-gaussian with parameter σφi\sigma_{\varphi_i}σφi​​: for every ν∈Rd\nu \in \mathbb R^dν∈Rd, E[eν⊤ξi]≤eσφi2∥ν∥2/2\mathbb E[e^{\nu^\top\xi_i}] \le e^{\sigma_{\varphi_i}^2\|\nu\|^2/2}E[eν⊤ξi​]≤eσφi​2​∥ν∥2/2 (Definition 3). The outliers z1,…,zmz_1,\dots,z_mz1​,…,zm​ are arbitrary random vectors, with no independence or distributional assumption. Write Δkl=∥μk−μl∥\Delta_{kl} = \|\mu_k - \mu_l\|Δkl​=∥μk​−μl​∥, Δmin⁡=min⁡k≠lΔkl\Delta_{\min} = \min_{k\ne l}\Delta_{kl}Δmin​=mink=l​Δkl​ and σmax⁡=max⁡kσk\sigma_{\max} = \max_k\sigma_kσmax​=maxk​σk​.

The algorithm forms the Gaussian kernel Kij=exp⁡(−∥yi−yj∥2/2θ2)K_{ij} = \exp(-\|y_i - y_j\|^2/2\theta^2)Kij​=exp(−∥yi​−yj​∥2/2θ2) over all NNN points and solves the Robust-LP

max⁡X ⟨K−γEN,X⟩subject to0≤Xij≤1,\max_X\ \langle K - \gamma E_N, X\rangle \quad\text{subject to}\quad 0 \le X_{ij} \le 1 ,Xmax​ ⟨K−γEN​,X⟩subject to0≤Xij​≤1,

where ⟨A,B⟩=∑ijAijBij\langle A, B\rangle = \sum_{ij}A_{ij}B_{ij}⟨A,B⟩=∑ij​Aij​Bij​ and ENE_NEN​ is the all-ones matrix. Its solution has the closed form X^ij=1\hat X_{ij} = 1X^ij​=1 if Kij>γK_{ij} > \gammaKij​>γ and 000 otherwise. The true clustering matrix X0X^0X0 has Xij0=1X^0_{ij} = 1Xij0​=1 exactly when iii and jjj are inliers with the same label. The error is measured in the entrywise norm ∥A∥1=∑ij∣Aij∣\|A\|_1 = \sum_{ij}|A_{ij}|∥A∥1​=∑ij​∣Aij​∣, and AIA_{\mathcal I}AI​ denotes the inlier block.

Formalization targets

Goal: Theorem 1 (with corrected thresholds)

Fix κ>0\kappa > 0κ>0 and υ∈(0,1)\upsilon \in (0,1)υ∈(0,1), and set θ=κΔmin⁡\theta = \kappa\Delta_{\min}θ=κΔmin​, τin=e−5Δmin⁡2/64θ2\tau_{\mathrm{in}} = e^{-5\Delta_{\min}^2/64\theta^2}τin​=e−5Δmin2​/64θ2, τout=e−Δmin⁡2/4θ2\tau_{\mathrm{out}} = e^{-\Delta_{\min}^2/4\theta^2}τout​=e−Δmin2​/4θ2 and γ=υτin+(1−υ)τout\gamma = \upsilon\tau_{\mathrm{in}} + (1-\upsilon)\tau_{\mathrm{out}}γ=υτin​+(1−υ)τout​. There are constants C,C′,C′′>0C, C', C'' > 0C,C′,C′′>0, depending only on κ\kappaκ and υ\upsilonυ, such that if nmin⁡>rn_{\min} > rnmin​>r, Δmin⁡≥8σmax⁡d\Delta_{\min} \ge 8\sigma_{\max}\sqrt dΔmin​≥8σmax​d​ and m<nm < nm<n, then with probability at least 1−2r/nmin⁡1 - 2r/n_{\min}1−2r/nmin​,

∥X^I−XI0∥1≤Cn2max⁡{e−Δmin⁡2/64σmax⁡2,log⁡nmin⁡nmin⁡}\|\hat X_{\mathcal I} - X^0_{\mathcal I}\|_1 \le Cn^2\max\Big\{e^{-\Delta^2_{\min}/64\sigma^2_{\max}}, \frac{\log n_{\min}}{n_{\min}}\Big\}∥X^I​−XI0​∥1​≤Cn2max{e−Δmin2​/64σmax2​,nmin​lognmin​​}

and

∥X^−X0∥1∥X0∥1≤C′r e−Δmin⁡2/64σmax⁡2+C′′rmax⁡{log⁡nmin⁡nmin⁡,mn}.\frac{\|\hat X - X^0\|_1}{\|X^0\|_1} \le C'r\,e^{-\Delta^2_{\min}/64\sigma^2_{\max}} + C''r\max\Big\{\frac{\log n_{\min}}{n_{\min}}, \frac{m}{n}\Big\}.∥X0∥1​∥X^−X0∥1​​≤C′re−Δmin2​/64σmax2​+C′′rmax{nmin​lognmin​​,nm​}.

The constants are left existential, as on the page.

Milestones

The milestones follow the structure of the paper's proof:

  • the closed form of X^\hat XX^ (§3);
  • Lemmas 1–3, which compare Robust-LP with a reference problem built from the reference matrix RRR of display (6);
  • the counting bound (E.2);
  • the sub-gaussian tail bounds (E.5), (E.6), (E.7)–(E.8) and (E.9)–(E.10);
  • the Bernstein inequalities for one- and two-sample U-statistics (E.11) and (E.14), and their consequences (E.13) and (E.15);
  • the threshold gap (E.18).

Significance

Theorem 1 is the quantitative core of the paper. It says that thresholding a Gaussian kernel at a level between two explicit values recovers the cluster structure among the inliers up to an error that is exponentially small in Δmin⁡2/σmax⁡2\Delta^2_{\min}/\sigma^2_{\max}Δmin2​/σmax2​, plus a sampling term of order log⁡nmin⁡/nmin⁡\log n_{\min}/n_{\min}lognmin​/nmin​, whatever the outliers do. The paper's Theorem 2 feeds this bound into Davis–Kahan perturbation theory to bound the fraction of misclassified points after spectral rounding, and Proposition 2 uses it to identify the outliers.

Formalizing it produces more than the theorem. As printed, Theorem 1 is false: the kernel uses 2θ22\theta^22θ2 while the thresholds use θ2\theta^2θ2, a factor-two mismatch that the proof silently drops. A mechanically checked statement settles the corrected thresholds. The proof also rests on three cited probabilistic results that are not proved in the paper and are not in Mathlib: the Hsu–Kakade–Zhang tail bound for quadratic forms of sub-gaussian vectors, and Bernstein inequalities for one- and two-sample U-statistics (the two-sample version is asserted "following the arguments" of earlier work, with no proof). None of these results has a machine-checked proof at present.

Difficulty

The deterministic part (Lemmas 1–3, (E.2), (E.18)) is elementary linear algebra on [0,1][0,1][0,1]-matrices. The difficulty is probabilistic. The kernel entries KijK_{ij}Kij​ are not independent: each point appears in n−1n - 1n−1 entries. So the natural first idea, a Chernoff or Hoeffding bound on the number of threshold violations treated as a sum of independent indicators, does not apply. The paper handles the dependence by writing the counts of violations as U-statistics and invoking Bernstein-type bounds for them. Those bounds need Hoeffding's representation of a U-statistic as an average of sums of independent terms, which is not available in Mathlib. A second obstacle is the Hsu–Kakade–Zhang inequality: the norm of a sub-gaussian vector whose coordinates may be dependent concentrates at the scale ddd, not d2d^2d2, and the coordinate-independent Hanson–Wright inequality does not give it.

Formalization scope

  • Points and labels. Points are indexed by Fin n ⊕ Fin m (inliers, then outliers) and vectors live in EuclideanSpace ℝ (Fin d). The labels φ\varphiφ are fixed. The paper draws them from a multinomial distribution, but its proof conditions on them, and nmin⁡n_{\min}nmin​ appears in the probability bound.
  • Sub-gaussian parameter. σk\sigma_kσk​ is the Definition 3 parameter, encoded through Mathlib's HasSubgaussianMGF of every projection ν⊤ξ\nu^\top\xiν⊤ξ. The proof uses this parameter, not the "largest eigenvalue of the second moment matrix" mentioned in §2.2.
  • Minima and maxima. Δmin⁡\Delta_{\min}Δmin​, nmin⁡n_{\min}nmin​, σmax⁡\sigma_{\max}σmax​ and τout\tau_{\mathrm{out}}τout​ are finite minima or maxima over nonempty index sets; r≥2r \ge 2r≥2 and d≥1d \ge 1d≥1 are hypotheses.
  • Corrections and additions. The thresholds are corrected from the printed e−5Δmin⁡2/32θ2e^{-5\Delta^2_{\min}/32\theta^2}e−5Δmin2​/32θ2 and e−Δkl2/2θ2e^{-\Delta^2_{kl}/2\theta^2}e−Δkl2​/2θ2 to e−5Δmin⁡2/64θ2e^{-5\Delta^2_{\min}/64\theta^2}e−5Δmin2​/64θ2 and e−Δkl2/4θ2e^{-\Delta^2_{kl}/4\theta^2}e−Δkl2​/4θ2, which are the values for which (E.7)–(E.10) hold. "θ=Θ(Δmin⁡)\theta = \Theta(\Delta_{\min})θ=Θ(Δmin​)" is read as θ=κΔmin⁡\theta = \kappa\Delta_{\min}θ=κΔmin​, as on p. 42. m<nm < nm<n is added for (12), as the proof uses it at (E.20).
  • Probability. The failure event's outer measure is bounded, and outliers need not be measurable.
  • Ruling out trivial statements. The goal does not mention the reference matrix, the corruption counts, U-statistics or ρmin⁡\rho_{\min}ρmin​, and its constants are quantified before every model datum. With CCC fixed, letting nmin⁡n_{\min}nmin​ and the signal-to-noise ratio grow forces ∥X^I−XI0∥1/n2→0\|\hat X_{\mathcal I} - X^0_{\mathcal I}\|_1/n^2 \to 0∥X^I​−XI0​∥1​/n2→0, so (11) is not implied by the trivial bound ∥X^I−XI0∥1≤n2\|\hat X_{\mathcal I} - X^0_{\mathcal I}\|_1 \le n^2∥X^I​−XI0​∥1​≤n2.
  • Reusable work. Proofs of the sub-gaussian tail bounds and the U-statistic Bernstein inequalities are welcome as standalone developments. They are reusable well beyond this mission, for example in kernel methods, random geometric graphs and two-sample testing.

Selected references

  • P. R. Srivastava, P. Sarkar, G. A. Hanasusanto, A Robust Spectral Clustering Algorithm for Sub-Gaussian Mixture Models with Outliers, Operations Research 71(1), 2023; arXiv:1912.07546v3, 2021. https://arxiv.org/abs/1912.07546
  • D. Hsu, S. Kakade, T. Zhang, A tail inequality for quadratic forms of subgaussian random vectors, Electronic Communications in Probability 17, 2012. https://doi.org/10.1214/ECP.v17-2079
  • W. Hoeffding, Probability inequalities for sums of bounded random variables, Journal of the American Statistical Association 58, 1963. https://doi.org/10.1080/01621459.1963.10500830
  • M. A. Arcones, A Bernstein-type inequality for U-statistics and U-processes, Statistics & Probability Letters 22(3):239–247, 1995 (as cited in arXiv:1912.07546v3, reference list). https://arxiv.org/abs/1912.07546
  • Y. Pitcan, A note on concentration inequalities for U-statistics, arXiv:1712.06160, 2017. https://arxiv.org/abs/1712.06160
  • D. G. Mixon, S. Villar, R. Ward, Clustering subgaussian mixtures by semidefinite programming, Information and Inference 6(4), 2017; arXiv:1602.06612. https://arxiv.org/abs/1602.06612
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Reinforcement LearningStatistics·Captain: mikedeng1

Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Model 3: Plug-In Policy Evaluation Is ε-Accurate w.p. 1−δ Once N ≥ c₀log(|S|log(e/(1−γ))/δ)/((1−γ)³ε²)Research Paper

Motivation

Policy evaluation asks for the value of a fixed decision rule in a Markov decision process whose transition probabilities are unknown. It is the inner loop of policy iteration, the subroutine behind actor-critic methods, and the question an operator faces before deploying a policy in an inventory, queueing or routing system that can only be simulated. The simplest estimator is the plug-in (model-based) one: sample transitions from a simulator, build the empirical transition kernel, and compute the value of the policy in the resulting empirical MDP.

How many samples this estimator needs has a short history. Azar, Munos and Kappen (Machine Learning, 2013) introduced the total-variance argument that yields the (1−γ)−3(1-\gamma)^{-3}(1−γ)−3 dependence for planning with a generative model. Agarwal, Kakade and Yang (COLT 2020) proved minimax-optimal guarantees for model-based planning, but only when the sample size per state-action pair exceeds roughly (1−γ)−2(1-\gamma)^{-2}(1−γ)−2. Pananjady and Wainwright (IEEE Trans. Inf. Theory, 2021) gave instance-dependent policy-evaluation bounds and a minimax lower bound, again under a sample-size requirement of order (1−γ)−2(1-\gamma)^{-2}(1−γ)−2. Li, Wei, Chi and Chen (arXiv:2005.12900v8; Operations Research, 2024) removed this barrier: their Theorem 3 shows that the plug-in estimate is accurate across the whole accuracy range once the sample size exceeds (1−γ)−1(1-\gamma)^{-1}(1−γ)−1 up to logarithmic factors. This mission formalizes that theorem and the lemmas its proof rests on.

Setting

A discounted Markov decision process consists of a finite state set S\mathcal SS, a finite action set A\mathcal AA, a transition kernel PPP (for each pair (s,a)(s,a)(s,a), P(⋅∣s,a)P(\cdot\mid s,a)P(⋅∣s,a) is a probability vector over S\mathcal SS), a reward r:S×A→[0,1]r:\mathcal S\times\mathcal A\to[0,1]r:S×A→[0,1] and a discount factor 0<γ<10<\gamma<10<γ<1. A deterministic policy is a map π:S→A\pi:\mathcal S\to\mathcal Aπ:S→A. Its value function is

Vπ(s)=E[∑t=0∞γtr(st,at) ∣ s0=s],at=π(st),st+1∼P(⋅∣st,at).V^\pi(s)=\mathbb E\Big[\sum_{t=0}^\infty\gamma^t r(s^t,a^t)\,\Big|\,s^0=s\Big],\qquad a^t=\pi(s^t),\quad s^{t+1}\sim P(\cdot\mid s^t,a^t).Vπ(s)=E[t=0∑∞​γtr(st,at)​s0=s],at=π(st),st+1∼P(⋅∣st,at).

Write Pπ(s,s′)=P(s′∣s,π(s))P_\pi(s,s')=P(s'\mid s,\pi(s))Pπ​(s,s′)=P(s′∣s,π(s)) for the state transition matrix of π\piπ and rπ(s)=r(s,π(s))r_\pi(s)=r(s,\pi(s))rπ​(s)=r(s,π(s)) for its reward vector, so that Vπ=(I−γPπ)−1rπV^\pi=(I-\gamma P_\pi)^{-1}r_\piVπ=(I−γPπ​)−1rπ​. For a vector V∈RSV\in\mathbb R^{\mathcal S}V∈RS, VarPπ(V)(s)=∑s′Pπ(s,s′)V(s′)2−(∑s′Pπ(s,s′)V(s′))2\mathrm{Var}_{P_\pi}(V)(s)=\sum_{s'}P_\pi(s,s')V(s')^2-\big(\sum_{s'}P_\pi(s,s')V(s')\big)^2VarPπ​​(V)(s)=∑s′​Pπ​(s,s′)V(s′)2−(∑s′​Pπ​(s,s′)V(s′))2 is the one-step variance of VVV under the chain.

The generative model returns, for every pair (s,a)(s,a)(s,a), NNN independent next states ss,a1,…,ss,aN∼P(⋅∣s,a)s^1_{s,a},\dots,s^N_{s,a}\sim P(\cdot\mid s,a)ss,a1​,…,ss,aN​∼P(⋅∣s,a). The empirical kernel is P^(s′∣s,a)=1N∑i=1N1{ss,ai=s′}\widehat P(s'\mid s,a)=\frac1N\sum_{i=1}^N\mathbb 1\{s^i_{s,a}=s'\}P(s′∣s,a)=N1​∑i=1N​1{ss,ai​=s′}, and for a policy π\piπ chosen independently of the data the plug-in estimate V^π\widehat V^\piVπ is the value function of π\piπ in the empirical MDP (S,A,P^,r,γ)(\mathcal S,\mathcal A,\widehat P,r,\gamma)(S,A,P,r,γ), that is, V^π=(I−γP^π)−1rπ\widehat V^\pi=(I-\gamma\widehat P_\pi)^{-1}r_\piVπ=(I−γPπ​)−1rπ​. Norms ∥⋅∥∞\|\cdot\|_\infty∥⋅∥∞​ are maxima of absolute entries; e=exp⁡(1)e=\exp(1)e=exp(1) and log⁡\loglog is natural.

Formalization targets

Goal: Theorem 3 (p. 9)

There is a universal constant c0>0c_0>0c0​>0 such that for every MDP as above, every fixed policy π\piπ, every 0<δ<10<\delta<10<δ<1 and every 0<ε≤11−γ0<\varepsilon\le\frac1{1-\gamma}0<ε≤1−γ1​,

N≥c0 log⁡(∣S∣log⁡e1−γ/δ)(1−γ)3ε2⟹P(max⁡s∣V^π(s)−Vπ(s)∣≤ε)≥1−δ.N\ge c_0\,\frac{\log\big(|\mathcal S|\log\frac{e}{1-\gamma}/\delta\big)}{(1-\gamma)^3\varepsilon^2} \quad\Longrightarrow\quad \mathbb P\Big(\max_{s}\big|\widehat V^\pi(s)-V^\pi(s)\big|\le\varepsilon\Big)\ge1-\delta .N≥c0​(1−γ)3ε2log(∣S∣log1−γe​/δ)​⟹P(smax​​Vπ(s)−Vπ(s)​≤ε)≥1−δ.

The constant c0c_0c0​ is not specified, so the goal survives any later improvement of the constants.

Milestones

In attack order: Lemma 10 (elementary facts on (I−γPπ)−1(I-\gamma P_\pi)^{-1}(I−γPπ​)−1, p. 23); the matrix form (27) of VπV^\piVπ (p. 12); Lemma 11, ∥(I−γPπ)−1VarPπ(V)∥∞≤4γ1−γ∥V∥∞\|(I-\gamma P_\pi)^{-1}\sqrt{\mathrm{Var}_{P_\pi}(V)}\|_\infty\le\frac{4}{\gamma\sqrt{1-\gamma}}\|V\|_\infty∥(I−γPπ​)−1VarPπ​​(V)​∥∞​≤γ1−γ​4​∥V∥∞​ for V=(I−γPπ)−1rπV=(I-\gamma P_\pi)^{-1}r_\piV=(I−γPπ​)−1rπ​ with rπ≥0r_\pi\ge0rπ​≥0 (p. 24); the total-variance bound (70) of Azar et al. (p. 24); the deterministic instance-dependent bound (80) under a Bernstein-type condition (pp. 25–26); Lemma 2, the worst-case bound ∥V^π−Vπ∥∞≤61−γβ1N(1−γ)\|\widehat V^\pi-V^\pi\|_\infty\le\frac{6}{1-\gamma}\sqrt{\frac{\beta_1}{N(1-\gamma)}}∥Vπ−Vπ∥∞​≤1−γ6​N(1−γ)β1​​​ under the same condition (p. 15); the high-probability Bernstein bound (82) for a fixed policy (p. 27); and Lemma 1, the explicit-constant version of the goal with an instance-dependent refinement (p. 13):

∥V^π−Vπ∥∞≤4γ2LN∥(I−γPπ)−1VarPπ[Vπ]∥∞+2γL(1−γ)N∥Vπ∥∞≤62LN(1−γ)3,\big\|\widehat V^\pi-V^\pi\big\|_\infty\le 4\gamma\sqrt{\tfrac{2L}{N}}\Big\|(I-\gamma P_\pi)^{-1}\sqrt{\mathrm{Var}_{P_\pi}[V^\pi]}\Big\|_\infty+\tfrac{2\gamma L}{(1-\gamma)N}\|V^\pi\|_\infty\le 6\sqrt{\tfrac{2L}{N(1-\gamma)^3}},​Vπ−Vπ​∞​≤4γN2L​​​(I−γPπ​)−1VarPπ​​[Vπ]​​∞​+(1−γ)N2γL​∥Vπ∥∞​≤6N(1−γ)32L​​,

with L=log⁡(4∣S∣log⁡e1−γ/δ)L=\log\big(4|\mathcal S|\log\frac{e}{1-\gamma}/\delta\big)L=log(4∣S∣log1−γe​/δ) and N≥32e21−γLN\ge\frac{32e^2}{1-\gamma}LN≥1−γ32e2​L.

Significance

The theorem says that the plug-in estimate of a fixed policy's value beats a random guess as soon as NNN exceeds 11−γ\frac1{1-\gamma}1−γ1​ up to logarithmic factors, and that its sample size matches the minimax lower bound of Pananjady and Wainwright (2019, Theorem 2(b)) up to a log⁡log⁡11−γ\log\log\frac1{1-\gamma}loglog1−γ1​ factor over the full range ε∈(0,11−γ]\varepsilon\in(0,\frac1{1-\gamma}]ε∈(0,1−γ1​]. Lemma 2, which does not require the policy to be independent of the data, is the step the paper reuses to analyze the data-dependent optimal policy of the empirical MDP (Theorems 1 and 2, posed in sibling missions of this series).

The result is proved in the paper; none of it is formalized. The mission produces a machine-checked account of the variance-aware analysis of tabular MDPs: the resolvent calculus of Lemma 10, the total-variance bounds (70) and Lemma 11, which recur across the reinforcement-learning sample-complexity literature, and a high-order expansion argument that turns a Bernstein-type condition into an error bound. A formal proof of (70), which the paper quotes without proof, would itself be a reusable result.

Difficulty

The obvious argument writes V^π−Vπ=γ(I−γP^π)−1(P^π−Pπ)Vπ\widehat V^\pi-V^\pi=\gamma(I-\gamma\widehat P_\pi)^{-1}(\widehat P_\pi-P_\pi)V^\piVπ−Vπ=γ(I−γPπ​)−1(Pπ​−Pπ​)Vπ and bounds the two factors separately. The resolvent of the empirical chain is correlated with the deviation (P^π−Pπ)Vπ(\widehat P_\pi-P_\pi)V^\pi(Pπ​−Pπ​)Vπ, and bounding (I−γP^π)−1(I-\gamma\widehat P_\pi)^{-1}(I−γPπ​)−1 crudely by its row sums 11−γ\frac1{1-\gamma}1−γ1​ loses a factor that forces N≳(1−γ)−2N\gtrsim(1-\gamma)^{-2}N≳(1−γ)−2; this is exactly the barrier in earlier work. Removing it requires controlling a whole sequence of auxiliary vectors V(l)V^{(l)}V(l), each defined through the variance of the previous one, up to a logarithmic depth, and showing that their norms do not blow up (Lemma 11). The Bernstein step must also use the variance, not the range, of V(l)V^{(l)}V(l); a Hoeffding bound gives the wrong power of 1−γ1-\gamma1−γ.

Formalization scope

States and actions are finite types; the kernel is P : S → A → S → ℝ with P s a s' =P(s′∣s,a)=P(s'\mid s,a)=P(s′∣s,a), a probability vector for each (s, a) (the published IsTransitionKernel). The standing setting is the predicate IsDiscountedMDP P r γ: a kernel, r(s,a)∈[0,1]r(s,a)\in[0,1]r(s,a)∈[0,1], 0<γ<10<\gamma<10<γ<1, and nonempty state and action sets (S={1,…,∣S∣}\mathcal S=\{1,\dots,|\mathcal S|\}S={1,…,∣S∣}, A={1,…,∣A∣}\mathcal A=\{1,\dots,|\mathcal A|\}A={1,…,∣A∣}, p. 5). Policies are deterministic maps S → A; the value function is the published series PolicyValue of the induced point-mass policy. Vector norms are Mathlib's sup norm on finite function types, matching ∥⋅∥∞\|\cdot\|_\infty∥⋅∥∞​; vector inequalities and square roots are entrywise.

The data set is the finite type of arrays of NNN next states per pair, its law is the product of the kernel probabilities, and P\mathbb PP of an event is a finite sum. "With probability at least 1−δ1-\delta1−δ, EEE" is stated as P(not E)≤δ\mathbb P(\text{not }E)\le\deltaP(not E)≤δ. The goal assumes N>0N>0N>0, the standing assumption of the empirical kernel (3), which is implied by the sample-size condition since S\mathcal SS is nonempty. Index ranges "0≤l≤log⁡e1−γ0\le l\le\log\frac{e}{1-\gamma}0≤l≤log1−γe​" range over the integers in that interval. The deterministic milestones (80) and Lemma 2 are stated for an arbitrary transition kernel P^\widehat PP, which is what their proofs use.

Three formalizations would trivialize the goal and are ruled out: computing V^π\widehat V^\piVπ from the true kernel PPP instead of the empirical one; letting π\piπ be chosen after the data are seen; and letting c0c_0c0​ depend on S\mathcal SS, A\mathcal AA, γ\gammaγ, PPP, rrr or π\piπ (the existential over c0c_0c0​ precedes all of them).

A complete development needs: the matrix form of the value function, Neumann series and nonnegativity of (I−γPπ)−1(I-\gamma P_\pi)^{-1}(I−γPπ​)−1; variance identities for finite distributions; a Bernstein inequality for i.i.d. bounded categorical samples with a union bound over states and indices; and the algebra of the recursive expansion. The resolvent and total-variance lemmas are reusable for any tabular discounted MDP. Proofs of individual milestones are welcome independently; (70) is a standalone classical result.

Selected references

  • G. Li, Y. Wei, Y. Chi, Y. Chen, Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Model, Operations Research, 2024; arXiv:2005.12900v8, 2023. https://arxiv.org/abs/2005.12900
  • M. G. Azar, R. Munos, H. J. Kappen, Minimax PAC bounds on the sample complexity of reinforcement learning with a generative model, Machine Learning 91(3), 2013. https://doi.org/10.1007/s10994-013-5368-1
  • A. Agarwal, S. Kakade, L. F. Yang, Model-Based Reinforcement Learning with a Generative Model is Minimax Optimal, COLT 2020. https://arxiv.org/abs/1906.03804
  • A. Pananjady, M. J. Wainwright, Instance-Dependent ℓ∞-Bounds for Policy Evaluation in Tabular Reinforcement Learning, IEEE Transactions on Information Theory 67(1), 2021. https://arxiv.org/abs/1909.08749
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Reinforcement LearningStatistics·Captain: mikedeng1

Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Model 4: Finite-Horizon Model-Based Planning Is ε-Optimal w.p. 1−δ Once N ≥ c₀H³log(H|S||A|/δ)/ε²Research Paper

Motivation

Reinforcement learning with a generative model (a simulator) is a basic way to measure how many samples planning needs. A learner may query, for any state sss, action aaa and step hhh, a fresh next state drawn from the unknown transition law Ph(⋅∣s,a)P_h(\cdot\mid s,a)Ph​(⋅∣s,a), and must output a near-optimal policy. Model-based planning is the simplest approach: estimate each transition law by empirical frequencies, then solve the estimated model exactly by dynamic programming. It is widely used, and its sample complexity is the reference point for model-free methods.

G. Li, Y. Wei, Y. Chi and Y. Chen (arXiv:2005.12900v8; Operations Research, 2024) show that model-based planning is minimax optimal over the full range of accuracies, for discounted MDPs (Theorems 1–3) and for time-inhomogeneous finite-horizon MDPs (Theorem 4). This mission covers the finite-horizon case. Earlier model-based analyses of the finite-horizon setting, such as Yin et al. (2021), required N≳H2N\gtrsim H^2N≳H2 samples per triple (s,a,h)(s,a,h)(s,a,h) up to logarithmic factors before any guarantee applied; Theorem 4 needs only N≳HN\gtrsim HN≳H.

Setting

A finite-horizon MDP M=(S,A,{Ph}h=1H,{rh}h=1H,H)\mathcal M=(\mathcal S,\mathcal A,\{P_h\}_{h=1}^H,\{r_h\}_{h=1}^H,H)M=(S,A,{Ph​}h=1H​,{rh​}h=1H​,H) has a finite state space S\mathcal SS, a finite nonempty action space A\mathcal AA, a horizon HHH, and for every step h∈[H]={1,…,H}h\in[H]=\{1,\dots,H\}h∈[H]={1,…,H} a transition kernel Ph(s′∣s,a)P_h(s'\mid s,a)Ph​(s′∣s,a) and a reward rh(s,a)∈[0,1]r_h(s,a)\in[0,1]rh​(s,a)∈[0,1]. The kernels may differ across steps (time inhomogeneity).

A deterministic nonstationary policy π={πh}\pi=\{\pi_h\}π={πh​} chooses action πh(s)\pi_h(s)πh​(s) at step hhh in state sss. Its value and Q-function satisfy the backward Bellman equations

VH+1π=0,Qhπ(s,a)=rh(s,a)+∑s′Ph(s′∣s,a)Vh+1π(s′),Vhπ(s)=Qhπ(s,πh(s)),V^\pi_{H+1}=0,\qquad Q^\pi_h(s,a)=r_h(s,a)+\sum_{s'}P_h(s'\mid s,a)V^\pi_{h+1}(s'),\qquad V^\pi_h(s)=Q^\pi_h(s,\pi_h(s)),VH+1π​=0,Qhπ​(s,a)=rh​(s,a)+s′∑​Ph​(s′∣s,a)Vh+1π​(s′),Vhπ​(s)=Qhπ​(s,πh​(s)),

so Vhπ(s)V^\pi_h(s)Vhπ​(s) is the expected sum of rewards from step hhh to HHH started at sss, and lies in [0,H][0,H][0,H]. The optimal values are Vh⋆(s)=max⁡πVhπ(s)V^\star_h(s)=\max_\pi V^\pi_h(s)Vh⋆​(s)=maxπ​Vhπ​(s) and Qh⋆(s,a)=rh(s,a)+∑s′Ph(s′∣s,a)Vh+1⋆(s′)Q^\star_h(s,a)=r_h(s,a)+\sum_{s'}P_h(s'\mid s,a)V^\star_{h+1}(s')Qh⋆​(s,a)=rh​(s,a)+∑s′​Ph​(s′∣s,a)Vh+1⋆​(s′).

The generative model returns, for every triple (s,a,h)(s,a,h)(s,a,h), NNN independent samples shi(s,a)∼Ph(⋅∣s,a)s^i_h(s,a)\sim P_h(\cdot\mid s,a)shi​(s,a)∼Ph​(⋅∣s,a), all samples independent. The empirical kernel is

P^h(s′∣s,a)=1N∑i=1N1{shi(s,a)=s′},\widehat P_h(s'\mid s,a)=\frac1N\sum_{i=1}^N\mathbb 1\{s^i_h(s,a)=s'\},Ph​(s′∣s,a)=N1​i=1∑N​1{shi​(s,a)=s′},

and the empirical MDP M^\widehat{\mathcal M}M replaces every PhP_hPh​ by P^h\widehat P_hPh​, keeping the rewards. Model-based planning returns the policy π^⋆\widehat\pi^\starπ⋆ obtained by backward dynamic programming on M^\widehat{\mathcal M}M: at each step, π^h⋆(s)\widehat\pi^\star_h(s)πh⋆​(s) maximizes the empirical optimal Q-function Q^h⋆(s,⋅)\widehat Q^\star_h(s,\cdot)Q​h⋆​(s,⋅). So π^h⋆\widehat\pi^\star_hπh⋆​ depends only on P^h,…,P^H\widehat P_h,\dots,\widehat P_HPh​,…,PH​.

Formalization targets

Goal: Theorem 4 (p. 10)

There is a universal constant c0>0c_0>0c0​>0 such that for every finite-horizon MDP, every δ>0\delta>0δ>0 and every 0<ε≤H0<\varepsilon\le H0<ε≤H: if

N≥c0H3log⁡(H∣S∣∣A∣/δ)ε2,N\ge\frac{c_0H^3\log\big(H|\mathcal S||\mathcal A|/\delta\big)}{\varepsilon^2},N≥ε2c0​H3log(H∣S∣∣A∣/δ)​,

then with probability at least 1−δ1-\delta1−δ,

∀(s,a,h)∈S×A×[H]:Vhπ^⋆(s)≥Vh⋆(s)−ε,Qhπ^⋆(s,a)≥Qh⋆(s,a)−ε.\forall(s,a,h)\in\mathcal S\times\mathcal A\times[H]:\qquad V^{\widehat\pi^\star}_h(s)\ge V^\star_h(s)-\varepsilon,\qquad Q^{\widehat\pi^\star}_h(s,a)\ge Q^\star_h(s,a)-\varepsilon.∀(s,a,h)∈S×A×[H]:Vhπ⋆​(s)≥Vh⋆​(s)−ε,Qhπ⋆​(s,a)≥Qh⋆​(s,a)−ε.

The constant c0c_0c0​ is not specified, so the goal survives any improvement of constants.

Milestones

  1. Lemma 12 (p. 34): the auxiliary vectors Vh(l)V^{(l)}_hVh(l)​ of (62), obtained by propagating square roots of one-step variances, obey ∥Vh(l)∥∞≤(3H)lH\|V^{(l)}_h\|_\infty\le(\sqrt{3H})^lH∥Vh(l)​∥∞​≤(3H​)lH.
  2. Lemma 9 (p. 21): if the one-step errors (P^h,π−Ph,π)Vh+1(l)(\widehat P_{h,\pi}-P_{h,\pi})V^{(l)}_{h+1}(Ph,π​−Ph,π​)Vh+1(l)​ satisfy a Bernstein-type bound (63) with parameter β1\beta_1β1​ for 0≤l≤log⁡2H0\le l\le\log_2H0≤l≤log2​H, and N>12Hβ1N>12H\beta_1N>12Hβ1​, then ∥V^hπ−Vhπ∥∞≤6H3β1H/N\|\widehat V^\pi_h-V^\pi_h\|_\infty\le6H\sqrt{3\beta_1H/N}∥Vhπ​−Vhπ​∥∞​≤6H3β1​H/N​.
  3. (66)–(67) (p. 21): for a fixed policy, the Bernstein-type bound holds for all (s,a)(s,a)(s,a) with probability at least 1−δ1-\delta1−δ, with β1=4log⁡(H∣S∣∣A∣/δ)\beta_1=4\log(H|\mathcal S||\mathcal A|/\delta)β1​=4log(H∣S∣∣A∣/δ).
  4. §7.3, second bullet (pp. 21–22): the same accuracy ∥V^hπ^⋆−Vhπ^⋆∥∞≤6H12Hlog⁡(H∣S∣∣A∣/δ)/N\|\widehat V^{\widehat\pi^\star}_h-V^{\widehat\pi^\star}_h\|_\infty\le6H\sqrt{12H\log(H|\mathcal S||\mathcal A|/\delta)/N}∥Vhπ⋆​−Vhπ⋆​∥∞​≤6H12Hlog(H∣S∣∣A∣/δ)/N​ holds for the data-dependent planner's policy.
  5. (65) (p. 21): Vh⋆−Vhπ^⋆≤(V^hπ^⋆−Vhπ^⋆)+(Vhπ⋆−V^hπ⋆)V^\star_h-V^{\widehat\pi^\star}_h\le(\widehat V^{\widehat\pi^\star}_h-V^{\widehat\pi^\star}_h)+(V^{\pi^\star}_h-\widehat V^{\pi^\star}_h)Vh⋆​−Vhπ⋆​≤(Vhπ⋆​−Vhπ⋆​)+(Vhπ⋆​−Vhπ⋆​).
  6. (68) (p. 22): 0≤Vh⋆−Vhπ^⋆≤12H12Hlog⁡(H∣S∣∣A∣/δ)/N0\le V^\star_h-V^{\widehat\pi^\star}_h\le12H\sqrt{12H\log(H|\mathcal S||\mathcal A|/\delta)/N}0≤Vh⋆​−Vhπ⋆​≤12H12Hlog(H∣S∣∣A∣/δ)/N​ with probability at least 1−2δ1-2\delta1−2δ when N≥48Hlog⁡(H∣S∣∣A∣/δ)N\ge48H\log(H|\mathcal S||\mathcal A|/\delta)N≥48Hlog(H∣S∣∣A∣/δ).

Significance

The result. The total number of samples is NH∣S∣∣A∣NH|\mathcal S||\mathcal A|NH∣S∣∣A∣, so Theorem 4 gives ε\varepsilonε-optimal policies from O~(∣S∣∣A∣H4/ε2)\widetilde O(|\mathcal S||\mathcal A|H^4/\varepsilon^2)O(∣S∣∣A∣H4/ε2) samples, which matches the known lower bound up to logarithmic factors, for every ε∈(0,H]\varepsilon\in(0,H]ε∈(0,H]. The extra factor of HHH compared with the discounted case is the price of time inhomogeneity: each step has its own kernel to estimate. The guarantee holds from N≳HN\gtrsim HN≳H samples per triple on, instead of N≳H2N\gtrsim H^2N≳H2. Unlike the paper's discounted results, no reward perturbation or conservative action selection is needed. The step-by-step independence of the data makes the plain planner analyzable.

Formalizing it. The theorem is proved in the paper; nothing here is open mathematically, and no machine-checked proof of it is known. A formalization checks the details the paper leaves implicit: the index ranges of the backward recursions, the use of log⁡2H\log_2Hlog2​H as an integer, the sample-size condition of Lemma 9 when it is applied to the planner's policy, and the independence argument that lets a data-dependent policy enjoy fixed-policy concentration. The finite-horizon layer here (time-inhomogeneous kernels, backward propagation, the DP planner, the empirical kernel and the finite law of the data) is reusable by other finite-horizon sample-complexity results.

Difficulty

The planner's policy π^⋆\widehat\pi^\starπ⋆ is built from the same data that define M^\widehat{\mathcal M}M, so the obvious route, applying a concentration inequality to (P^h−Ph)Vh+1π^⋆(\widehat P_h-P_h)V^{\widehat\pi^\star}_{h+1}(Ph​−Ph​)Vh+1π⋆​ as if Vh+1π^⋆V^{\widehat\pi^\star}_{h+1}Vh+1π⋆​ were fixed, is not justified by itself. The argument has to use the backward structure: the step-hhh quantities depend only on the data of later steps, which are independent of P^h\widehat P_hPh​.

A second difficulty is the sample-size range. A Hoeffding-type bound on each one-step error, summed over HHH steps, gives an accuracy that only becomes meaningful when N≳H2N\gtrsim H^2N≳H2. Reaching N≳HN\gtrsim HN≳H requires Bernstein-type bounds and the control of a whole sequence of auxiliary value vectors V(l)V^{(l)}V(l), of which Lemma 12 bounds the size. Lemma 9 then has to close the recursion in lll after about log⁡2H\log_2Hlog2​H levels.

Formalization scope

  • Steps are Fin H, 0-based: the paper's step hhh is Lean's h−1h-1h−1. Backward propagation returns 000 at every index ≥H\ge H≥H, which encodes VH+1=0V_{H+1}=0VH+1​=0. The paper's ranges 1≤h≤H−11\le h\le H-11≤h≤H−1 in (63) and (66) are written h.val + 1 < H.
  • Values are defined by the backward Bellman recursion (equal to the trajectory expectation of p. 6 for deterministic policies), Vh⋆V^\star_hVh⋆​ as a maximum over the finitely many deterministic nonstationary policies, and Qh⋆:=rh+PhVh+1⋆Q^\star_h:=r_h+P_hV^\star_{h+1}Qh⋆​:=rh​+Ph​Vh+1⋆​.
  • The planner takes a tie-breaking rule sel (any argmax rule), fixed before the data and quantified outside the probability. Empirical Q-values tie with positive probability, and the proof needs π^⋆\widehat\pi^\starπ⋆ to be a fixed function of the empirical kernels.
  • Probability. A data set is an element of the finite type [H]×S×A×[N]→S[H]\times\mathcal S\times\mathcal A\times[N]\to\mathcal S[H]×S×A×[N]→S; its law is the product of the kernels, and probabilities are finite sums. "With probability at least 1−δ1-\delta1−δ" is written as a bound ≤δ\le\delta≤δ on the probability of the failure event. N>0N>0N>0 is assumed throughout, as in (6).
  • Constants. c0c_0c0​ is quantified before the spaces, the horizon and the MDP. The page names "universal constants c0,c1>0c_0,c_1>0c0​,c1​>0", but c1c_1c1​ does not occur in Theorem 4; only c0c_0c0​ is quantified.
  • Generalizations disclosed in the items. Lemma 9 and (65) are stated for any family of transition kernels P^h\widehat P_hPh​, and (66)–(67) for any data-independent policy instead of only π⋆\pi^\starπ⋆. The second bullet of §7.3 carries the condition N≥48Hlog⁡(H∣S∣∣A∣/δ)N\ge48H\log(H|\mathcal S||\mathcal A|/\delta)N≥48Hlog(H∣S∣∣A∣/δ), which the page leaves implicit there and states with (68).

Trivializing formalizations are ruled out: the planner is computed from the empirical kernels, not from the true PhP_hPh​; the model is time-inhomogeneous, with one kernel per step; and c0c_0c0​ cannot depend on HHH, S\mathcal SS, A\mathcal AA or the MDP.

The only external definition is the published FoundationsML.ReinforcementLearning.IsTransitionKernel. A complete development needs Bernstein's inequality for bounded i.i.d. averages (on finite product laws), a union bound, and the independence of the per-step data. Contributions are welcome on all six milestones and on general lemmas about the finite law of the data, such as independence across steps and the distribution of P^h\widehat P_hPh​.

Selected references

  • G. Li, Y. Wei, Y. Chi, Y. Chen, Breaking the Sample Size Barrier in Model-Based Reinforcement Learning with a Generative Model, arXiv:2005.12900v8, 2023; Operations Research, 2024. https://arxiv.org/abs/2005.12900
  • M. G. Azar, R. Munos, H. J. Kappen, Minimax PAC bounds on the sample complexity of reinforcement learning with a generative model, Machine Learning 91(3):325–349, 2013. https://doi.org/10.1007/s10994-013-5368-1
  • A. Agarwal, S. Kakade, L. F. Yang, Model-Based Reinforcement Learning with a Generative Model is Minimax Optimal, COLT 2020. https://arxiv.org/abs/1906.03804
  • M. Yin, Y. Bai, Y.-X. Wang, Near-optimal provable uniform convergence in offline policy evaluation for reinforcement learning, AISTATS 2021, PMLR 130:1567–1575. https://proceedings.mlr.press/v130/yin21a.html
  • D. P. Bertsekas, Dynamic Programming and Optimal Control, 4th ed., Athena Scientific, 2017.
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Operations ResearchStatistics·Captain: mikedeng1

Multitask Learning and Bandits via Robust Statistics: High-Probability ℓ1 Error Bound for the Robust Multitask (Trimmed Mean + LASSO) Estimator under Sparse HeterogeneityResearch Paper

Learning many related regressions at once

Service providers such as hospitals or retail stores each fit a predictive model on their own data, and many of them have few observations. The models of different providers are usually similar but not identical: most coefficients agree, while each provider deviates from the common model in a few features of its own. Multitask learning asks how data from all providers can be pooled to estimate every provider's model better than it could estimate alone, without being misled by the providers that differ.

Xu and Bastani (arXiv:2112.14233v5) model this with sparse heterogeneity: every task parameter is a shared vector plus a sparse deviation. They propose the robust multitask estimator (RMEstimator), which combines per-task least-squares estimates by a coordinatewise trimmed mean and then corrects each task by a LASSO regression centred at that shared estimate. Their main fixed-design guarantee, Proposition 5, is a high-probability bound on the ℓ1\ell_1ℓ1​ estimation error of each task. The same estimator drives the paper's multitask contextual bandit algorithm (§5), whose regret analysis rests on this bound. The approach builds on transfer learning with a single proxy model (Bastani 2021) and on the robustness of the trimmed mean to corrupted samples (Lugosi and Mendelson 2021).

The model and the estimator

There are NNN tasks. Task j∈[N]j\in[N]j∈[N] has nj≥1n_j\ge1nj​≥1 observations, a fixed design matrix Xj∈Rnj×dX^j\in\mathbb R^{n_j\times d}Xj∈Rnj​×d whose columns satisfy the normalization 1nj∥X(⋅,i)j∥22=1\frac1{n_j}\|X^j_{(\cdot,i)}\|_2^2=1nj​1​∥X(⋅,i)j​∥22​=1 (equation (1)), and responses

Yj=Xjβj+ϵj,βj=β†+δj,∥δj∥0≤s.Y^j=X^j\beta^j+\epsilon^j,\qquad \beta^j=\beta^\dagger+\delta^j,\qquad \|\delta^j\|_0\le s .Yj=Xjβj+ϵj,βj=β†+δj,∥δj∥0​≤s.

The noise terms ϵkj\epsilon^j_kϵkj​ are mutually independent across all tasks and observations, and each is σj\sigma_jσj​-subgaussian with mean zero: E[eλϵkj]≤eσj2λ2/2\mathbb E[e^{\lambda\epsilon^j_k}]\le e^{\sigma_j^2\lambda^2/2}E[eλϵkj​]≤eσj2​λ2/2 for all λ∈R\lambda\in\mathbb Rλ∈R. Assumption 1 asks that the sample covariance matrices Σ^j=Xj⊤Xj/nj\widehat\Sigma^j=X^{j\top}X^j/n_jΣj=Xj⊤Xj/nj​ satisfy λmin⁡(Σ^j)≥ψ>0\lambda_{\min}(\widehat\Sigma^j)\ge\psi>0λmin​(Σj)≥ψ>0.

Given a trimming level ω\omegaω and regularization levels λj\lambda_jλj​, Algorithm 1 computes:

  1. the OLS estimates β^indj=(Xj⊤Xj)−1Xj⊤Yj\widehat\beta^j_{\mathrm{ind}}=(X^{j\top}X^j)^{-1}X^{j\top}Y^jβ​indj​=(Xj⊤Xj)−1Xj⊤Yj;
  2. the shared estimate β^RM,(i)†=TrimmedMean({β^ind,(i)j}j∈[N],ω)\widehat\beta^\dagger_{\mathrm{RM},(i)}=\mathrm{TrimmedMean}(\{\widehat\beta^j_{\mathrm{ind},(i)}\}_{j\in[N]},\omega)β​RM,(i)†​=TrimmedMean({β​ind,(i)j​}j∈[N]​,ω) for each coordinate iii, where the trimmed mean sorts the NNN values, discards the NωN\omegaNω smallest and the NωN\omegaNω largest, and averages the rest;
  3. for each task, β^RMj∈arg⁡min⁡β{1nj∥Xjβ−Yj∥22+λj∥β−β^RM†∥1}\widehat\beta^j_{\mathrm{RM}}\in\arg\min_\beta\big\{\frac1{n_j}\|X^j\beta-Y^j\|_2^2+\lambda_j\|\beta-\widehat\beta^\dagger_{\mathrm{RM}}\|_1\big\}β​RMj​∈argminβ​{nj​1​∥Xjβ−Yj∥22​+λj​∥β−β​RM†​∥1​}.

A coordinate iii is ζ\zetaζ-poorly-aligned, i∈Ipoorζi\in\mathcal I^\zeta_{\mathrm{poor}}i∈Ipoorζ​, if fewer than a fraction ζ\zetaζ of the tasks satisfy β(i)j≠β(i)†\beta^j_{(i)}\neq\beta^\dagger_{(i)}β(i)j​=β(i)†​; otherwise it is ζ\zetaζ-well-aligned (Definition 2).

Formalization targets

Goal: Proposition 5

For every constant C0>2C_0>2C0​>2, every 0<ζ<1/20<\zeta<1/20<ζ<1/2, every 0<η≤1/2−1/C0−ζ0<\eta\le 1/2-1/C_0-\zeta0<η≤1/2−1/C0​−ζ, every task jjj and every λj>0\lambda_j>0λj​>0, every output of Algorithm 1 with ω=ζ+η\omega=\zeta+\etaω=ζ+η satisfies

∥β^RMj−βj∥1≤6λjsζψ+4C0 d (3ζ+4η)max⁡i∈[N]σi2niψlog⁡3η\|\widehat\beta^j_{\mathrm{RM}}-\beta^j\|_1\le\frac{6\lambda_js}{\zeta\psi}+4C_0\,d\,(3\zeta+4\eta)\max_{i\in[N]}\sqrt{\frac{\sigma_i^2}{n_i\psi}\log\frac3\eta}∥β​RMj​−βj∥1​≤ζψ6λj​s​+4C0​d(3ζ+4η)i∈[N]max​ni​ψσi2​​logη3​​

with probability at least 1−(3d e−Nη2/9+2d e−λj2nj/(32σj2))1-\big(3d\,e^{-N\eta^2/9}+2d\,e^{-\lambda_j^2n_j/(32\sigma_j^2)}\big)1−(3de−Nη2/9+2de−λj2​nj​/(32σj2​)).

The printed Proposition 5 (p. 17) has C0C_0C0​ where this statement has 4C04C_04C0​. The proof on pp. 41–43 ends with ∥β^RMj−βj∥1≤6sλj/(ζψ)+4∥(β^RM†−β†)Ipoor∥1\|\widehat\beta^j_{\mathrm{RM}}-\beta^j\|_1\le 6s\lambda_j/(\zeta\psi)+4\|(\widehat\beta^\dagger_{\mathrm{RM}}-\beta^\dagger)_{\mathcal I_{\mathrm{poor}}}\|_1∥β​RMj​−βj∥1​≤6sλj​/(ζψ)+4∥(β​RM†​−β†)Ipoor​​∥1​ and combines it with (16), whose coefficient is C0C_0C0​, so it establishes the bound with 4C04C_04C0​. The goal is the bound the proof supports.

Milestones, in proof order

  1. (6): ∣Iwellζ∣≤s/ζ|\mathcal I^\zeta_{\mathrm{well}}|\le s/\zeta∣Iwellζ​∣≤s/ζ.
  2. Proposition 4: the trimmed mean of NNN samples, fewer than ζN\zeta NζN of them arbitrarily corrupted and the rest independent and subgaussian, has P[∣μ^−μ∣≥C0max⁡j∈Jcσj(3ζ+4η)log⁡(3/η)]≤3e−Nη2/9\mathbb P[|\widehat\mu-\mu|\ge C_0\max_{j\in\mathcal J^c}\sigma_j(3\zeta+4\eta)\sqrt{\log(3/\eta)}]\le 3e^{-N\eta^2/9}P[∣μ​−μ∣≥C0​maxj∈Jc​σj​(3ζ+4η)log(3/η)​]≤3e−Nη2/9.
  3. Lemma 1: P[2nj∥Xj⊤ϵj∥∞≤λj/2]≥1−2d e−λj2nj/(32σj2)\mathbb P[\tfrac2{n_j}\|X^{j\top}\epsilon^j\|_\infty\le\lambda_j/2]\ge1-2d\,e^{-\lambda_j^2n_j/(32\sigma_j^2)}P[nj​2​∥Xj⊤ϵj∥∞​≤λj​/2]≥1−2de−λj2​nj​/(32σj2​).
  4. OLS subgaussianity (p. 41): each β^ind,(i)j\widehat\beta^j_{\mathrm{ind},(i)}β​ind,(i)j​ is σj2/(njψ)\sqrt{\sigma_j^2/(n_j\psi)}σj2​/(nj​ψ)​-subgaussian with mean β(i)j\beta^j_{(i)}β(i)j​.
  5. (16): the shared estimate is accurate on Ipoor\mathcal I_{\mathrm{poor}}Ipoor​ with probability 1−3d e−Nη2/91-3d\,e^{-N\eta^2/9}1−3de−Nη2/9.
  6. (19): the LASSO cone inequality on the event of Lemma 1.
  7. Final display of p. 43: ∥β^RMj−βj∥1≤6sλj/(ζψ)+4∥(β^RM†−β†)Ipoor∥1\|\widehat\beta^j_{\mathrm{RM}}-\beta^j\|_1\le 6s\lambda_j/(\zeta\psi)+4\|(\widehat\beta^\dagger_{\mathrm{RM}}-\beta^\dagger)_{\mathcal I_{\mathrm{poor}}}\|_1∥β​RMj​−βj∥1​≤6sλj​/(ζψ)+4∥(β​RM†​−β†)Ipoor​​∥1​ on that event.

Significance

Proposition 5 separates two error sources: a LASSO term of order sλjs\lambda_jsλj​, which depends only on the task's own sample size, and a trimmed-mean term that shrinks with the number of tasks through max⁡iσi2/ni\max_i\sqrt{\sigma_i^2/n_i}maxi​σi2​/ni​​. With the hyperparameters of Appendix A.2 it yields Theorem 1, an error of order sd/nj+d/Nnj\sqrt{sd/n_j}+d/\sqrt{Nn_j}sd/nj​​+d/Nnj​​ up to logarithmic factors, against d/njd/\sqrt{n_j}d/nj​​ for a single task alone. The same decomposition underlies the paper's data-poor guarantee (Proposition 8) and the regret bounds of its multitask bandit algorithm.

The result is proved on paper; none of it has been machine-checked. A formal development checks the constant bookkeeping, including the factor 4 that the printed statement omits, and the use of the trimmed mean for samples that are independent but not identically distributed, which is where this paper departs from the classical i.i.d. robust-statistics results. Proposition 4 and Lemma 1 are reusable on their own: a corruption-robust concentration bound for the trimmed mean and a noise bound for fixed-design LASSO.

Difficulty

The obvious estimator of the shared parameter, the average of the per-task estimates, converges to the average of the βj\beta^jβj, which differs from β†\beta^\daggerβ† in up to min⁡{Ns,d}\min\{Ns,d\}min{Ns,d} coordinates, so the LASSO correction would have to undo a dense bias. The trimmed mean avoids this only on poorly-aligned coordinates, and only with high probability. The proof of Proposition 4 must control the samples that survive trimming even though they are not identically distributed and trimming biases the conditional means; that step needs a moment bound for subgaussian variables and a Hoeffding argument on a random index set. The LASSO step needs the cone inequality with a support Iˉj=Iwell∪Ij\bar{\mathcal I}_j=\mathcal I_{\mathrm{well}}\cup\mathcal I_jIˉj​=Iwell​∪Ij​ that is not the support of βj−β†\beta^j-\beta^\daggerβj−β†, and the counting bound (6) to control its size.

Formalization scope

  • Tasks, coordinates and observations are Fin N, Fin d, Fin (n j); paper index iii is Lean i − 1. Designs are deterministic matrices; only the noise is random.
  • Definition 1 with mean zero is Mathlib's HasSubgaussianMGF with variance proxy σj2\sigma_j^2σj2​, σj>0\sigma_j>0σj​>0. Independence of all noise terms is iIndepFun over the pairs (j,k)(j,k)(j,k).
  • Sparsity is ∥βj−β†∥0≤s\|\beta^j-\beta^\dagger\|_0\le s∥βj−β†∥0​≤s with δj=βj−β†\delta^j=\beta^j-\beta^\daggerδj=βj−β†. The model requires nj≥1n_j\ge1nj​≥1.
  • λmin⁡(Σ^j)≥ψ\lambda_{\min}(\widehat\Sigma^j)\ge\psiλmin​(Σj)≥ψ is written v⊤Σ^jv≥ψ∥v∥22v^\top\widehat\Sigma^jv\ge\psi\|v\|_2^2v⊤Σjv≥ψ∥v∥22​ for all vvv.
  • ∥⋅∥1\|\cdot\|_1∥⋅∥1​, ∥⋅∥∞\|\cdot\|_\infty∥⋅∥∞​, ∥⋅∥0\|\cdot\|_0∥⋅∥0​ and βI\beta_IβI​ are explicit finite sums, suprema, counts and restrictions. log⁡\loglog is the natural logarithm.
  • The trimmed mean removes ⌊Nω⌋\lfloor N\omega\rfloor⌊Nω⌋ values from each end and divides by the number kept; this is the paper's formula whenever Nω∈NN\omega\in\mathbb NNω∈N.
  • The LASSO step is the predicate "is a global minimizer", never a choice function, and λj\lambda_jλj​ is the parameter (the initialization λj=λ/nj\lambda_j=\lambda/\sqrt{n_j}λj​=λ/nj​​ is not imposed). The OLS inverse is Lean's matrix inverse, which Assumption 1 makes a genuine inverse.
  • "With probability at least 1−p1-p1−p" is: the outer probability of the failure event is at most ppp. The constant C0>2C_0>2C0​>2 is universally quantified, and the trimming level is ω=ζ+η\omega=\zeta+\etaω=ζ+η wherever the paper fixes it.
  • The deterministic milestones (19) and the final display of p. 43 are stated for an arbitrary centre bbb in place of β^RM†\widehat\beta^\dagger_{\mathrm{RM}}β​RM†​; their proofs use no property of it.

A formalization that drops Assumption 1 (making the OLS inverse a junk zero), lets the corrupted samples of Proposition 4 be independent or well-behaved, fixes a single C0C_0C0​ existentially, or reads a junk minimizer from Classical.choose, does not state the paper's result.

The development needs least-squares algebra for fixed designs, a Hoeffding bound for independent bounded variables, moment bounds for subgaussian variables, and the LASSO basic inequality. Proofs of any milestone are welcome, and so are alternative arguments for Proposition 4 with better constants.

Selected references

  • K. Xu and H. Bastani, Multitask Learning and Bandits via Robust Statistics, arXiv preprint, v5, 2024. https://arxiv.org/abs/2112.14233
  • G. Lugosi and S. Mendelson, Robust multivariate mean estimation: the optimality of trimmed mean, Annals of Statistics, 2021. https://arxiv.org/abs/1907.11391
  • H. Bastani, Predicting with Proxies: Transfer Learning in High Dimension, Management Science, 2021. https://arxiv.org/abs/1812.11097
  • P. Bühlmann and S. van de Geer, Statistics for High-Dimensional Data, Springer, 2011. https://doi.org/10.1007/978-3-642-20192-9
  • R. Tibshirani, Regression Shrinkage and Selection via the Lasso, Journal of the Royal Statistical Society B, 1996. https://doi.org/10.1111/j.2517-6161.1996.tb02080.x
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Bandit AlgorithmsOperations ResearchStatistics·Captain: mikedeng1

Online Learning and Decision-Making under Generalized Linear Model with High-Dimensional Data: The G-MCP-Bandit Algorithm Has Expected Cumulative Regret at Most Rmax(T0 + |K|) + C log(T + 1)Research Paper

Motivation

Personalized decisions — which drug to prescribe, which product to recommend, which price to quote — are made one user at a time, from user features observed on arrival, and the effect of each decision is learned only from the users it was applied to. This is the contextual (covariate) bandit. In electronic records and online platforms the feature vector is high-dimensional, often with more coordinates than there will ever be users, while the outcome is binary or count-valued, so a linear reward model is a poor fit. Wang, Wei and Yao (arXiv:1812.02962, published in Management Science, 2025) combine three ingredients: a generalized linear model (GLM) for rewards, sparsity of the parameter vectors, and the minimax concave penalty (MCP) of Zhang (2010) for estimation.

Timeline. Goldenshluger and Zeevi (2013) obtained O(log⁡T)O(\log T)O(logT) regret for a two-armed linear bandit with low-dimensional covariates, under a margin condition, and showed it is the right order. Bastani and Bayati (2020) extended the setting to high-dimensional sparse linear rewards with the LASSO, obtaining O(s02log⁡2T)O(s_0^2\log^2 T)O(s02​log2T) regret. Wang, Wei and Yao (2018 preprint) treat GLM rewards with the MCP and claim O(∣K∣s2(s+log⁡d)log⁡T)O(|\mathcal K|s^2(s+\log d)\log T)O(∣K∣s2(s+logd)logT), recovering the log⁡T\log TlogT order in the high-dimensional setting.

Setting

At each time t=1,2,…t=1,2,\dotst=1,2,… a user with covariate vector xt∈X⊆Rdx_t\in\mathcal X\subseteq\mathbb R^dxt​∈X⊆Rd arrives; the xtx_txt​ are i.i.d. with an unknown law Px\mathcal P_xPx​. The decision-maker chooses a decision πt∈K={1,…,K}\pi_t\in\mathcal K=\{1,\dots,K\}πt​∈K={1,…,K}, K≥2K\ge2K≥2, and observes only the reward of that decision.

The reward of decision kkk at covariate xxx has law g(r∣x⊤βk) ν(dr)g(r\mid x^\top\beta_k)\,\nu(dr)g(r∣x⊤βk​)ν(dr), where ν\nuν is a known base measure on [−Rmax⁡,Rmax⁡][-R_{\max},R_{\max}][−Rmax​,Rmax​], g(⋅∣η)g(\cdot\mid\eta)g(⋅∣η) a known density, and βk∈Rd\beta_k\in\mathbb R^dβk​∈Rd an unknown sparse parameter: its support Sk\mathcal S_kSk​ has at most sss elements. Write f(r∣η)=−log⁡g(r∣η)f(r\mid\eta)=-\log g(r\mid\eta)f(r∣η)=−logg(r∣η) and μ(η)=∫r g(r∣η) dν(r)\mu(\eta)=\int r\,g(r\mid\eta)\,d\nu(r)μ(η)=∫rg(r∣η)dν(r), so the expected reward is μ(x⊤βk)\mu(x^\top\beta_k)μ(x⊤βk​). The Bernoulli–logistic model is ν=δ0+δ1\nu=\delta_0+\delta_1ν=δ0​+δ1​, μ(η)=1/(1+e−η)\mu(\eta)=1/(1+e^{-\eta})μ(η)=1/(1+e−η).

The cumulative regret compares the decisions with the oracle that knows every βk\beta_kβk​:

RC(T)=∑t=1TE[max⁡kμ(xt⊤βk)−μ(xt⊤βπt)].R^C(T)=\sum_{t=1}^T\mathbb E\Big[\max_k\mu(x_t^\top\beta_k)-\mu(x_t^\top\beta_{\pi_t})\Big].RC(T)=t=1∑T​E[kmax​μ(xt⊤​βk​)−μ(xt⊤​βπt​​)].

The G-MCP-Bandit algorithm has inputs t0,h,λ1,0,λ2,0,at_0,h,\lambda_{1,0},\lambda_{2,0},at0​,h,λ1,0​,λ2,0​,a. At time ttt, with probability min⁡{1,t0/t}\min\{1,t_0/t\}min{1,t0​/t} it explores: it plays a uniformly random decision (ε-decay random sampling). Otherwise it forms a shortlist Πt\Pi_tΠt​ of the decisions whose estimated mean reward, under the random-sample estimates βkrandom\beta^{random}_kβkrandom​ (trained on exploration data only), is within h/2h/2h/2 of the best; it then plays the decision of Πt\Pi_tΠt​ with the largest estimated mean under the whole-sample estimates βkwhole\beta^{whole}_kβkwhole​ (trained on all data of kkk). Both estimates are computed by the 2-step weighted Lasso (2sWL): an ℓ1\ell_1ℓ1​-penalized maximum likelihood fit with weights λ\lambdaλ, then a refit whose weights wj=max⁡(0,λ−∣β1,j∣/a)w_j=\max(0,\lambda-|\beta_{1,j}|/a)wj​=max(0,λ−∣β1,j​∣/a) are the MCP derivatives at the first fit, both over the ball ∥β∥1≤b\|\beta\|_1\le b∥β∥1​≤b, with the anytime schedules λ1(t)=λ1,01+log⁡d/log⁡(t+1)\lambda_1(t)=\lambda_{1,0}\sqrt{1+\log d/\log(t+1)}λ1​(t)=λ1,0​1+logd/log(t+1)​ and λ2(t)=λ2,0(log⁡(t+1)+log⁡d)/(t+1)\lambda_2(t)=\lambda_{2,0}\sqrt{(\log(t+1)+\log d)/(t+1)}λ2​(t)=λ2,0​(log(t+1)+logd)/(t+1)​.

The paper assumes A.1 (bounded covariates, rewards and parameters; βmin⁡\beta_{\min}βmin​ lower-bounds the nonzero coefficients), A.2 (margin: P(0<∣μ(x⊤βi)−μ(x⊤βj)∣≤γ)≤CRmax⁡γ\mathbb P(0<|\mu(x^\top\beta_i)-\mu(x^\top\beta_j)|\le\gamma)\le CR_{\max}\gammaP(0<∣μ(x⊤βi​)−μ(x⊤βj​)∣≤γ)≤CRmax​γ), A.3 (every decision is either hhh-suboptimal everywhere or hhh-optimal on a region UkU_kUk​ of probability at least p∗p^*p∗), A.4 (a restricted eigenvalue condition with constant κ\kappaκ for samples in UkU_kUk​) and A.5 (smoothness and convexity of fff with derivative bounds σ,σ2,σ3\sigma,\sigma_2,\sigma_3σ,σ2​,σ3​).

Formalization targets

Goal: Theorem 1 (p. 15)

For every a≥2304s/(κp∗)a\ge2304s/(\kappa p^*)a≥2304s/(κp∗) there are constants C0≥10C_0\ge10C0​≥10 and C4,C5,T0,Cβ>0C_4,C_5,T_0,C_\beta>0C4​,C5​,T0​,Cβ​>0, independent of TTT, such that with t0=2C0∣K∣t_0=2C_0|\mathcal K|t0​=2C0​∣K∣, λ1,0=C5\lambda_{1,0}=C_5λ1,0​=C5​, λ2,0=C4\lambda_{2,0}=C_4λ2,0​=C4​, for every T≥T0T\ge T_0T≥T0​,

RC(T)≤Rmax⁡(T0+∣K∣)+(6Rmax⁡∣K∣C0+41Rmax⁡∣K∣+2e4σ2xmax⁡bCRmax⁡3∣K∣xmax⁡2Cβs3)log⁡(T+1).R^C(T)\le R_{\max}(T_0+|\mathcal K|)+\Big(6R_{\max}|\mathcal K|C_0+41R_{\max}|\mathcal K|+2e^{4\sigma_2x_{\max}b}CR_{\max}^3|\mathcal K|x_{\max}^2C_\beta s^3\Big)\log(T+1).RC(T)≤Rmax​(T0​+∣K∣)+(6Rmax​∣K∣C0​+41Rmax​∣K∣+2e4σ2​xmax​bCRmax3​∣K∣xmax2​Cβ​s3)log(T+1).

The goal keeps every explicit coefficient of the page and leaves the constants the paper calls "independent of TTT" existential.

Milestones

In the order the proof of Theorem 1 (pp. ec5–ec8) uses them:

  1. Proposition 2 (p. 13): the exploration count nkn_knk​ is between C0(1+log⁡(T+1)−log⁡(t0+1))C_0(1+\log(T+1)-\log(t_0+1))C0​(1+log(T+1)−log(t0​+1)) and 3C0(1+log⁡T−log⁡t0)3C_0(1+\log T-\log t_0)3C0​(1+logT−logt0​) with probability ≥1−2/(T+1)\ge1-2/(T+1)≥1−2/(T+1).
  2. Lemma EC.8, statements 2 and 3 (p. ec16): enough exploration samples of an optimal decision fall in its region UkU_kUk​.
  3. Proposition 4 (p. 18): ∥βkrandom(T)−βk∥1≤min⁡{1/(σ2xmax⁡),h/(4eσ2Rmax⁡xmax⁡)}\|\beta^{random}_k(T)-\beta_k\|_1\le\min\{1/(\sigma_2x_{\max}),h/(4e\sigma_2R_{\max}x_{\max})\}∥βkrandom​(T)−βk​∥1​≤min{1/(σ2​xmax​),h/(4eσ2​Rmax​xmax​)} with probability ≥1−15/(T+1)\ge1-15/(T+1)≥1−15/(T+1).
  4. Lemma EC.10 (p. ec20): a Lipschitz bound for μ\muμ, and the h/2h/2h/2 separation it implies on UiU_iUi​.
  5. Proposition 6 (p. 19): ∥βkwhole(T)−βk∥2≤Cβs2/(T+1)\|\beta^{whole}_k(T)-\beta_k\|_2\le\sqrt{C_\beta s^2/(T+1)}∥βkwhole​(T)−βk​∥2​≤Cβ​s2/(T+1)​ with probability ≥1−13/(T+1)\ge1-13/(T+1)≥1−13/(T+1).

Significance

Theorem 1 says that, under the stated assumptions, learning with high-dimensional GLM rewards costs regret logarithmic in the horizon, the order known to be unavoidable already for low-dimensional linear bandits. It improves the log⁡2T\log^2Tlog2T of the LASSO bandit and shows how a non-convex penalty, computed by two convex weighted-Lasso solves, can be analysed under the non-i.i.d. sampling that a bandit induces. Propositions 4 and 6 are estimation results of independent interest: tail bounds for an MCP estimator trained on random and on adaptively collected samples.

The result is proved on paper; it is not formalized anywhere. The mission produces a machine-checked statement of the full algorithm and its regret, and the milestones isolate reusable facts: an exploration-count bound for ε-decay sampling, a Lipschitz bound for GLM means, and the estimator tail bounds. Alternative arguments and sharper constants are welcome as separate theorems.

Difficulty

The whole-sample data are not i.i.d.: which samples decision kkk receives depends on the past estimates. Standard high-dimensional estimation results (restricted eigenvalue arguments for the Lasso or MCP) assume i.i.d. designs, and so does the analysis of the oracle estimator. The obvious argument — apply the i.i.d. result to βwhole\beta^{whole}βwhole — fails at this step. The paper instead extracts an i.i.d. subsample, the exploration samples in UkU_kUk​, and controls the rest through a martingale count. A second difficulty is that the MCP objective is non-convex; the 2sWL estimate must be shown to coincide with the oracle estimator, which requires a minimum signal strength βmin⁡\beta_{\min}βmin​ and a sufficiently large aaa.

Formalization scope

Covariates are Fin d → ℝ with d≥1d\ge1d≥1, decisions are Fin K with K≥2K\ge2K≥2 (the paper's decision kkk is k.val + 1), times are t≥1t\ge1t≥1. Norms are explicit sums. Pinned readings, all disclosed in the items:

  • The reward family is a base measure ν\nuν concentrated on [−Rmax⁡,Rmax⁡][-R_{\max},R_{\max}][−Rmax​,Rmax​] with a jointly measurable, positive, normalized density ggg; E[Rk∣x,β]=μ(x⊤β)\mathbb E[R_k\mid x,\beta]=\mu(x^\top\beta)E[Rk​∣x,β]=μ(x⊤β).
  • A.5's derivatives are in the linear predictor η\etaη, bounded for ∣η∣≤bxmax⁡|\eta|\le bx_{\max}∣η∣≤bxmax​; smoothness is ContDiff ℝ ∞.
  • Both weighted-Lasso steps minimize over Bb={∥β∥1≤b}B_b=\{\|\beta\|_1\le b\}Bb​={∥β∥1​≤b} (A.1's "all feasible β").
  • A.3's "every xxx" means every x∈Xx\in\mathcal Xx∈X; A.4 is required for k∈Kok\in\mathcal K_ok∈Ko​ only.
  • Exploration is driven by exogenous coins Vt∼Unif[0,1]V_t\sim\mathrm{Unif}[0,1]Vt​∼Unif[0,1] and uniform draws AtA_tAt​, independent of the covariates and rewards. The rewards of different decisions at the same time may be dependent.
  • The algorithm uses the box's anytime λ1(t),λ2(t)\lambda_1(t),\lambda_2(t)λ1​(t),λ2​(t), with λ1,0=C5\lambda_{1,0}=C_5λ1,0​=C5​, λ2,0=C4\lambda_{2,0}=C_4λ2,0​=C4​.
  • Propositions 4 and 6 are stated for k∈Kok\in\mathcal K_ok∈Ko​, with the algorithm parameters and the threshold on TTT that Lemma EC.9 supplies. Lemma EC.10 adds the bound ∣f′∣≤σ2|f'|\le\sigma_2∣f′∣≤σ2​ its proof uses.

Trivializing formalizations are ruled out: the estimates are minimizers of the stated objective over BbB_bBb​ (not arbitrary functions), the selection and tie-breaking rules are measurable (otherwise every expectation would be the junk value 000), and every existential constant comes before the probability space, the rules and TTT, so that CβC_\betaCβ​ and T0T_0T0​ cannot depend on the horizon. The trailing O(∣K∣s2(s+log⁡d)log⁡T)O(|\mathcal K|s^2(s+\log d)\log T)O(∣K∣s2(s+logd)logT) and the explicit lower bound on T0T_0T0​ are not formalized.

A complete development needs a measurable argmin selection over a compact ball, Chernoff bounds for sums of independent non-identical Bernoulli variables, differentiation under the integral for GLM means, a restricted-eigenvalue oracle inequality for the weighted Lasso with GLM loss, and a martingale concentration bound. The first three are reusable beyond this mission. Contributions on any milestone are welcome.

Selected references

  • X. Wang, M. M. Wei and T. Yao, Online Learning and Decision-Making under Generalized Linear Model with High-Dimensional Data, arXiv preprint, 2018 (Management Science, 2025). https://arxiv.org/abs/1812.02962
  • H. Bastani and M. Bayati, Online Decision Making with High-Dimensional Covariates, Operations Research 68(1), 2020. https://doi.org/10.1287/opre.2019.1902
  • A. Goldenshluger and A. Zeevi, A Linear Response Bandit Problem, Stochastic Systems 3(1), 2013. https://doi.org/10.1287/11-SSY032
  • C.-H. Zhang, Nearly Unbiased Variable Selection under Minimax Concave Penalty, Annals of Statistics 38(2), 2010. https://doi.org/10.1214/09-AOS729
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Dynamic ProgrammingOperations ResearchReinforcement Learning·Captain: mikedeng1

The Role of Lookahead and Approximate Policy Evaluation in Reinforcement Learning with Linear Value Function Approximation: Error Bound for Least-Squares Policy Iteration with LookaheadResearch Paper

Motivation

Approximate policy iteration is the template behind most practical reinforcement-learning systems for large state spaces: alternate between choosing a policy that looks good under the current value estimate and estimating the value of that policy, with errors in both steps. Game-playing systems such as AlphaZero add two ingredients to this template: a multi-step lookahead (tree search) when choosing the policy, and a linear or neural value-function approximation fitted from a few evaluated states. Classical error bounds for approximate policy iteration (Bertsekas and Tsitsiklis, 1996) assume that each evaluation error is bounded by a fixed δ\deltaδ; Efroni, Dalal, Scherrer and Mannor (2019) extended them to HHH-step lookahead policies. Neither analysis asks whether a fitted value function actually meets such a bound.

Winnicki, Lubars, Livesay and Srikant (arXiv:2109.13419, Operations Research, 2025) show that it need not: with least-squares fitting on a subset of states, the iterates of approximate policy iteration can diverge (their Section 3.2). They then prove that sufficient lookahead HHH and rollout length mmm restore convergence, with an explicit finite-time error bound. This mission formalizes that bound.

Setting

A Markov decision process (S,A,P,r,α)(\mathcal S,\mathcal A,P,r,\alpha)(S,A,P,r,α) has a finite set of states S\mathcal SS, a finite set of actions A\mathcal AA, transition probabilities Pij(a)P_{ij}(a)Pij​(a) of moving from state iii to state jjj under action aaa, mean rewards r(s,a)∈[0,1]r(s,a)\in[0,1]r(s,a)∈[0,1], and a discount factor α∈(0,1)\alpha\in(0,1)α∈(0,1). A deterministic policy is a map μ:S→A\mu:\mathcal S\to\mathcal Aμ:S→A. Its value is the expected discounted reward

Jμ(s)=E[∑k≥0αkr(sk,μ(sk)) ∣ s0=s],J^\mu(s)=E\Big[\sum_{k\ge0}\alpha^k r(s_k,\mu(s_k))\,\Big|\,s_0=s\Big],Jμ(s)=E[k≥0∑​αkr(sk​,μ(sk​))​s0​=s],

and the optimal reward-to-go is J∗(s)=max⁡μJμ(s)J^*(s)=\max_\mu J^\mu(s)J∗(s)=maxμ​Jμ(s). Vectors J∈R∣S∣J\in\mathbb R^{|\mathcal S|}J∈R∣S∣ are compared in the sup norm ∥⋅∥∞\|\cdot\|_\infty∥⋅∥∞​. The policy operator and the Bellman operator are

(TμJ)(s)=r(s,μ(s))+α∑jPsj(μ(s))J(j),(TJ)(s)=max⁡a{r(s,a)+α∑jPsj(a)J(j)}.(T_\mu J)(s)=r(s,\mu(s))+\alpha\sum_jP_{sj}(\mu(s))J(j),\qquad (TJ)(s)=\max_{a}\Big\{r(s,a)+\alpha\sum_jP_{sj}(a)J(j)\Big\}.(Tμ​J)(s)=r(s,μ(s))+αj∑​Psj​(μ(s))J(j),(TJ)(s)=amax​{r(s,a)+αj∑​Psj​(a)J(j)}.

Each state iii has a feature vector ϕ(i)∈Rd\phi(i)\in\mathbb R^dϕ(i)∈Rd; Φ\PhiΦ is the matrix with rows ϕ(i)\phi(i)ϕ(i). For a set of states D\mathcal DD, ΦD\Phi_{\mathcal D}ΦD​ keeps the rows indexed by D\mathcal DD and PD\mathcal P_{\mathcal D}PD​ selects the entries of a vector indexed by D\mathcal DD.

Algorithm 2 starts from an arbitrary J0J_0J0​ and, at iteration kkk, (i) picks a policy μk+1\mu_{k+1}μk+1​ with ∥THJk−Tμk+1TH−1Jk∥∞≤εLA\|T^HJ_k-T_{\mu_{k+1}}T^{H-1}J_k\|_\infty\le\varepsilon_{LA}∥THJk​−Tμk+1​​TH−1Jk​∥∞​≤εLA​ (an inexact HHH-step lookahead); (ii) forms the noisy return J^μk+1(i)=Tμk+1mTH−1Jk(i)+wk+1(i)\hat J^{\mu_{k+1}}(i)=T^m_{\mu_{k+1}}T^{H-1}J_k(i)+w_{k+1}(i)J^μk+1​(i)=Tμk+1​m​TH−1Jk​(i)+wk+1​(i) on an evaluation set Dk\mathcal D_kDk​; (iii) fits θk+1\theta_{k+1}θk+1​ by least squares on Dk\mathcal D_kDk​ and sets Jk+1=Φθk+1J_{k+1}=\Phi\theta_{k+1}Jk+1​=Φθk+1​. Assumption 1 asks that the features of Dk\mathcal D_kDk​ have rank ddd for every kkk and that ∥wk∥∞≤εPE\|w_k\|_\infty\le\varepsilon_{PE}∥wk​∥∞​≤εPE​. Under it the fit is linear, Jk+1=Mk+1J^μk+1J_{k+1}=\mathcal M_{k+1}\hat J^{\mu_{k+1}}Jk+1​=Mk+1​J^μk+1​ with M=Φ(ΦD⊤ΦD)−1ΦD⊤PD\mathcal M=\Phi(\Phi_{\mathcal D}^\top\Phi_{\mathcal D})^{-1}\Phi_{\mathcal D}^\top\mathcal P_{\mathcal D}M=Φ(ΦD⊤​ΦD​)−1ΦD⊤​PD​, and the paper defines

δFV=sup⁡k∥Mk∥∞,δapp=sup⁡k,μ∥MkJμ−Jμ∥∞,β=αm+H−1δFV,τ=αm+αm+H−11−αδFV+δapp+δFVεPE.\delta_{FV}=\sup_k\|\mathcal M_k\|_\infty,\qquad \delta_{app}=\sup_{k,\mu}\|\mathcal M_kJ^\mu-J^\mu\|_\infty,\qquad \beta=\alpha^{m+H-1}\delta_{FV},\qquad \tau=\frac{\alpha^m+\alpha^{m+H-1}}{1-\alpha}\delta_{FV}+\delta_{app}+\delta_{FV}\varepsilon_{PE}.δFV​=ksup​∥Mk​∥∞​,δapp​=k,μsup​∥Mk​Jμ−Jμ∥∞​,β=αm+H−1δFV​,τ=1−ααm+αm+H−1​δFV​+δapp​+δFV​εPE​.

Formalization targets

Goal: Theorem 1 (p. 14, eq. (10))

If m+H−1>log⁡(δFV)/log⁡(1/α)m+H-1>\log(\delta_{FV})/\log(1/\alpha)m+H−1>log(δFV​)/log(1/α), then under Assumption 1 every run of Algorithm 2 satisfies, for every k≥0k\ge0k≥0,

∥Jμk−J∗∥∞≤αkH1−α+2αH∥Jμ0−J0∥∞1−α kmax⁡(αH,β)k−1+2αHτ1−β+εLA(1−αH)(1−α).\|J^{\mu_k}-J^*\|_\infty\le\frac{\alpha^{kH}}{1-\alpha}+\frac{2\alpha^H\|J^{\mu_0}-J_0\|_\infty}{1-\alpha}\,k\max(\alpha^H,\beta)^{k-1}+\frac{2\alpha^H\frac{\tau}{1-\beta}+\varepsilon_{LA}}{(1-\alpha^H)(1-\alpha)}.∥Jμk​−J∗∥∞​≤1−ααkH​+1−α2αH∥Jμ0​−J0​∥∞​​kmax(αH,β)k−1+(1−αH)(1−α)2αH1−βτ​+εLA​​.

Milestones

In the order the proof uses them:

  1. Section 2: the Bellman equations Jμ=TμJμJ^\mu=T_\mu J^\muJμ=Tμ​Jμ (unique solution) and J∗=TJ∗J^*=TJ^*J∗=TJ∗ (eq. (2)); the contraction ∥TJ−J∗∥∞≤α∥J−J∗∥∞\|TJ-J^*\|_\infty\le\alpha\|J-J^*\|_\infty∥TJ−J∗∥∞​≤α∥J−J∗∥∞​; shift and monotonicity of TTT, TμT_\muTμ​ (eqs. (3)–(4)).
  2. Section 3.1, eq. (6): the closed form Jk+1=Mk+1J^μk+1J_{k+1}=\mathcal M_{k+1}\hat J^{\mu_{k+1}}Jk+1​=Mk+1​J^μk+1​ of the least-squares step.
  3. Appendix A, eq. (15): one lookahead step with evaluation error δk\delta_kδk​,
∥Jμk+1−J∗∥∞≤αH∥Jμk−J∗∥∞+2αHδk+εLA1−α.\|J^{\mu_{k+1}}-J^*\|_\infty\le\alpha^H\|J^{\mu_k}-J^*\|_\infty+\frac{2\alpha^H\delta_k+\varepsilon_{LA}}{1-\alpha}.∥Jμk+1​−J∗∥∞​≤αH∥Jμk​−J∗∥∞​+1−α2αHδk​+εLA​​.
  1. Proposition 1 (p. 13): the bound for Algorithm 3, an abstract scheme whose evaluation error at step kkk is at most δk\delta_kδk​, in three displays: the general bound, the bound under δk≤βkδ0+μ\delta_k\le\beta^k\delta_0+\muδk​≤βkδ0​+μ, and its limsup.
  2. Appendix B, eq. (19): for Algorithm 2, δk=∥Jk−Jμk∥∞\delta_k=\|J_k-J^{\mu_k}\|_\inftyδk​=∥Jk​−Jμk​∥∞​ satisfies δk≤βδk−1+τ\delta_k\le\beta\delta_{k-1}+\tauδk​≤βδk−1​+τ and, if β<1\beta<1β<1, δk≤βkδ0+τ/(1−β)\delta_k\le\beta^k\delta_0+\tau/(1-\beta)δk​≤βkδ0​+τ/(1−β).

Significance

Theorem 1 states a sufficient condition for convergence that does not depend on the size of the state space: lookahead plus rollout depth must exceed log⁡δFV/log⁡(1/α)\log\delta_{FV}/\log(1/\alpha)logδFV​/log(1/α), where δFV\delta_{FV}δFV​ depends only on the features and the evaluation sets. Paired with the divergence example of Section 3.2, it shows that lookahead is not merely a heuristic improvement but can be what makes approximate policy iteration with linear function approximation stable. Proposition 1 is a reusable interface: any policy-evaluation scheme whose errors satisfy a geometric-plus-floor bound inherits the same convergence guarantee; the paper's gradient-descent variant is obtained this way.

The result is proved on paper; it has not been machine-checked. The Prove2Me platform has the finite-MDP layer used here (transition kernels, policy values as discounted series, the Bellman optimality operator), exact modified policy iteration, and a one-step bound for greedy approximate policy iteration with QQQ-functions (H=1H=1H=1, no lookahead error). It has no lookahead bound, no least-squares value-function fit, and no finite-time bound for approximate policy iteration with function approximation. A complete development would add the Bellman equations for deterministic policies, the lookahead step (15), the least-squares projection identity, and the error recursion, all of which are reusable for other analyses of approximate dynamic programming.

Difficulty

The obvious argument fails at the evaluation step. Classical analyses treat ∥Jk−Jμk∥∞≤δ\|J_k-J^{\mu_k}\|_\infty\le\delta∥Jk​−Jμk​∥∞​≤δ as given; here the error is produced by the algorithm and fed back: the fitted JkJ_kJk​ is the input of the next lookahead, and the least-squares operator can amplify sup-norm errors by a factor δFV\delta_{FV}δFV​, which is at least 111 whenever d≥1d\ge1d≥1. The error recursion therefore contracts only when αm+H−1δFV<1\alpha^{m+H-1}\delta_{FV}<1αm+H−1δFV​<1. A second point is the lookahead step (15), which must hold for an arbitrary previous policy and an inexact lookahead, and rests on the increase of TnJμT^nJ^\muTnJμ in nnn rather than on contraction alone. Finally, combining the geometric decay of the evaluation errors with the αH\alpha^HαH-contraction of (15) requires a convolution estimate that yields the factor kmax⁡(αH,β)k−1k\max(\alpha^H,\beta)^{k-1}kmax(αH,β)k−1.

Formalization scope

States and actions are finite nonempty types; the transition kernel is the published IsTransitionKernel, JμJ^\muJμ is the published PolicyValue (a discounted series of expected rewards, not a fixed point of TμT_\muTμ​) of the point-mass policy at μ\muμ, TTT is the published BellmanOperator, and J∗J^*J∗ is the maximum of JμJ^\muJμ over the finitely many deterministic policies. Rewards enter only through their means r(s,a)∈[0,1]r(s,a)\in[0,1]r(s,a)∈[0,1]. Vectors are functions S→R\mathcal S\to\mathbb RS→R with the sup norm; matrix norms are Mathlib's ℓ∞\ell^\inftyℓ∞ operator norm (maximum absolute row sum). The rank condition of Assumption 1 is det⁡(ΦDk⊤ΦDk)≠0\det(\Phi_{\mathcal D_k}^\top\Phi_{\mathcal D_k})\ne0det(ΦDk​⊤​ΦDk​​)=0 for every kkk; Lean's matrix inverse is zero on singular matrices, so no statement relies on it without this hypothesis.

Conventions fixed where the page is loose: Algorithms 2 and 3 are predicates on whole runs, quantified over every admissible lookahead policy, noise and minimiser. μ0\mu_0μ0​, which Algorithm 2 never produces, is free, so every bound holds for every deterministic μ0\mu_0μ0​. Mk\mathcal M_kMk​ is the operator of Dk\mathcal D_kDk​ (eq. (6) calls it Mk+1\mathcal M_{k+1}Mk+1​; the suprema agree). δapp\delta_{app}δapp​ is the supremum over all kkk and all deterministic policies. Algorithm 3 is stated with ∥Jk−Jμk∥∞≤δk\|J_k-J^{\mu_k}\|_\infty\le\delta_k∥Jk​−Jμk​∥∞​≤δk​, the index of (15) and Appendix B, and without the representation Jk=ΦθkJ_k=\Phi\theta_kJk​=Φθk​, which Proposition 1 does not use. Proposition 1's first display divides by 1−αH−11-\alpha^{H-1}1−αH−1 and is stated for H≥2H\ge2H≥2; the other results take H≥1H\ge1H≥1. The noise bound ∥wk∥∞≤εPE\|w_k\|_\infty\le\varepsilon_{PE}∥wk​∥∞​≤εPE​ is imposed on the whole vector instead of setting wk(i)=0w_k(i)=0wk​(i)=0 off Dk\mathcal D_kDk​; off Dk\mathcal D_kDk​ it constrains only entries the run never reads. The limsup is stated as "for every ε>0\varepsilon>0ε>0, eventually ≤\le≤ bound +ε+\varepsilon+ε". The hypothesis of Theorem 1 is kept with the real logarithm as printed; for δFV>0\delta_{FV}>0δFV​>0 it is equivalent to β<1\beta<1β<1, and when δFV=0\delta_{FV}=0δFV​=0 (possible only if d=0d=0d=0) it reads m+H−1>0m+H-1>0m+H−1>0.

A formalization that fixes the lookahead policy to an exact argmax, the noise to zero, or μ0\mu_0μ0​ to a convenient policy proves a special case and is ruled out; so is defining JμJ^\muJμ or J∗J^*J∗ as a fixed point, which would make eq. (2) definitional.

Contributions welcome: proofs of the Section 2 milestones from the series definition of JμJ^\muJμ, the least-squares identity (6), the lookahead step (15), and the recursions of Proposition 1 and Appendix B. Theorem 2 of the paper (gradient-descent fitting) is not part of this mission: its Assumption 2 places no lower bound on the step size, and the statement fails for negative step sizes.

Selected references

  • A. Winnicki, J. Lubars, M. Livesay, R. Srikant, The Role of Lookahead and Approximate Policy Evaluation in Reinforcement Learning with Linear Value Function Approximation, Operations Research, 2025; arXiv:2109.13419v7. https://arxiv.org/abs/2109.13419
  • Y. Efroni, G. Dalal, B. Scherrer, S. Mannor, How to Combine Tree-Search Methods in Reinforcement Learning, AAAI, 2019. https://arxiv.org/abs/1809.01843
  • D. P. Bertsekas, J. N. Tsitsiklis, Neuro-Dynamic Programming, Athena Scientific, 1996.
  • D. P. Bertsekas, Reinforcement Learning and Optimal Control, Athena Scientific, 2019.
  • M. G. Lagoudakis, R. Parr, Least-Squares Policy Iteration, Journal of Machine Learning Research 4, 2003. https://www.jmlr.org/papers/v4/lagoudakis03a.html
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Corruption-Robust Exploration in Episodic Reinforcement Learning II: Uniformly Action-Eliminating Algorithms Suffer Expected Regret at Least K/8 for K ≤ A^H/4Research Paper

Why action elimination is the question

In stochastic multi-armed bandits, a robust way to explore is action elimination: keep confidence intervals for every arm, discard an arm once its upper confidence bound falls below another arm's lower confidence bound, and sample uniformly among the arms that survive. Uniform sampling is what makes the first corruption-robust bandit algorithm work (Lykouris, Mirrokni & Paes Leme, STOC 2018): an adversary that corrupts a few rounds cannot steer a learner whose choice among surviving arms is random.

Lykouris, Simchowitz, Slivkins and Sun (arXiv:1911.08689v4, Mathematics of Operations Research) extend corruption-robust exploration to episodic reinforcement learning. Their algorithm also maintains active sets of actions, but it does not play uniformly among them; it follows an optimistic (UCB) policy restricted to the active sets. Section 7 of the paper explains why: Theorem 7.1 shows that the bandit recipe, transplanted verbatim to episodic MDPs, suffers linear regret for exponentially many episodes, even when every confidence statement it makes is correct. This mission formalizes that lower bound.

Setting

An episodic environment E=(X,A,H)\mathscr E=(\mathcal X,\mathcal A,H)E=(X,A,H) has a finite state set X\mathcal XX, a finite action set A\mathcal AA with ∣A∣=A|\mathcal A|=A∣A∣=A, and a horizon HHH. A stochastic problem instance M=(p0,p,Drew)\mathcal M=(p_0,p,\mathcal D_{\mathrm{rew}})M=(p0​,p,Drew​) on it fixes an initial state law p0p_0p0​, a transition kernel p(⋅∣x,a)p(\cdot\mid x,a)p(⋅∣x,a) (the same at every stage), and reward laws Drew(x,a)\mathcal D_{\mathrm{rew}}(x,a)Drew​(x,a) on [0,1][0,1][0,1] with means r⋆(x,a)r^\star(x,a)r⋆(x,a). The optimal Q-function and value are defined backwards from VH+1⋆≡0V^\star_{H+1}\equiv0VH+1⋆​≡0 by Qh⋆(x,a)=r⋆(x,a)+∑x′p(x′∣x,a)Vh+1⋆(x′)Q^\star_h(x,a)=r^\star(x,a)+\sum_{x'}p(x'\mid x,a)V^\star_{h+1}(x')Qh⋆​(x,a)=r⋆(x,a)+∑x′​p(x′∣x,a)Vh+1⋆​(x′) and Vh⋆(x)=max⁡aQh⋆(x,a)V^\star_h(x)=\max_aQ^\star_h(x,a)Vh⋆​(x)=maxa​Qh⋆​(x,a); the optimal actions are πh⋆(x)={a:Qh⋆(x,a)=Vh⋆(x)}\pi^\star_h(x)=\{a:Q^\star_h(x,a)=V^\star_h(x)\}πh⋆​(x)={a:Qh⋆​(x,a)=Vh⋆​(x)}, and V⋆=∑xp0(x)V1⋆(x)V^\star=\sum_xp_0(x)V^\star_1(x)V⋆=∑x​p0​(x)V1⋆​(x).

A Q-supervisor T=(Qˉ,Q‾,A,πucb)\mathcal T=(\bar Q,\underline Q,\mathscr A,\pi^{\mathrm{ucb}})T=(Qˉ​,Q​,A,πucb) holds estimates Qˉh(x,a),Q‾h(x,a)∈[0,H]\bar Q_h(x,a),\underline Q_h(x,a)\in[0,H]Qˉ​h​(x,a),Q​h​(x,a)∈[0,H], active sets Ah(x)⊆A\mathscr A_h(x)\subseteq\mathcal AAh​(x)⊆A, and a policy πucb\pi^{\mathrm{ucb}}πucb greedy for Qˉ\bar QQˉ​. It is confidence-admissible for M\mathcal MM (Definition 4.1) if πh⋆(x)⊆Ah(x)\pi^\star_h(x)\subseteq\mathscr A_h(x)πh⋆​(x)⊆Ah​(x) and Q‾h≤Qh⋆≤Qˉh\underline Q_h\le Q^\star_h\le\bar Q_hQ​h​≤Qh⋆​≤Qˉ​h​ everywhere. Its plausible sets are

Ahplaus(x)={a∈Ah(x): Qˉh(x,a)≥Q‾h(x,a′)  ∀a′∈Ah(x)}.\mathscr A^{\mathrm{plaus}}_h(x)=\{a\in\mathscr A_h(x):\ \bar Q_h(x,a)\ge\underline Q_h(x,a')\ \ \forall a'\in\mathscr A_h(x)\}.Ahplaus​(x)={a∈Ah​(x): Qˉ​h​(x,a)≥Q​h​(x,a′)  ∀a′∈Ah​(x)}.

An algorithm is uniformly action-eliminating if before each episode kkk it outputs a Q-supervisor Tk\mathcal T_kTk​, possibly at random and depending on everything observed so far, and at each stage hhh plays ak;ha_{k;h}ak;h​ uniformly at random from Ak;hplaus(xk;h)\mathscr A^{\mathrm{plaus}}_{k;h}(x_{k;h})Ak;hplaus​(xk;h​), independently across stages. It is uniformly admissible for E\mathscr EE if for every instance on E\mathscr EE its Q-supervisors are confidence-admissible with probability at least 12\tfrac1221​. The regret over KKK episodes is RegretKM=∑k=1K(V⋆−VM,πk)\mathrm{Regret}^{\mathcal M}_K=\sum_{k=1}^K\bigl(V^\star-V^{\mathcal M,\pi_k}\bigr)RegretKM​=∑k=1K​(V⋆−VM,πk​), with πk\pi_kπk​ the uniformly-at-random policy of episode kkk.

Formalization targets

Goal: Theorem 7.1

For every H≥1H\ge1H≥1 and A≥2A\ge2A≥2 there is an instance M\mathcal MM on an environment with ∣X∣=H+1|\mathcal X|=H+1∣X∣=H+1 and ∣A∣=A|\mathcal A|=A∣A∣=A such that every uniformly action-eliminating, uniformly admissible algorithm satisfies

K≤AH4⟹EM[RegretKM]≥K8.K\le\frac{A^H}{4}\quad\Longrightarrow\quad\mathbb E^{\mathcal M}\bigl[\mathrm{Regret}^{\mathcal M}_K\bigr]\ge\frac K8 .K≤4AH​⟹EM[RegretKM​]≥8K​.

Milestones (Appendix A)

The witness is the combination lock M\mathcal MM: states x(0),…,x(H)x^{(0)},\dots,x^{(H)}x(0),…,x(H), action 111 advances x(h)→x(h+1)x^{(h)}\to x^{(h+1)}x(h)→x(h+1), any other action falls into the sink x(0)x^{(0)}x(0), and the only reward is 111 for action 111 at x(H)x^{(H)}x(H). Its twin M0\mathcal M_0M0​ has the same transitions and zero rewards. The milestones are the steps of the paper's proof:

  1. (A.1) M\mathcal MM and M0\mathcal M_0M0​ induce the same law on histories in which (1,…,1)(1,\dots,1)(1,…,1) was never played.
  2. (A.2) If no action is eliminated, the combination is played with probability A−HA^{-H}A−H.
  3. Observation 2 If no action is eliminated, V⋆−VM,πk=1−A−HV^\star-V^{\mathcal M,\pi_k}=1-A^{-H}V⋆−VM,πk​=1−A−H.
  4. Observation 3 Admissibility for M0\mathcal M_0M0​ forces no elimination.
  5. Union bound PM0[⋂k(Ekcombi)c∩⋂kEkadm]≥PM0[⋂kEkadm]−∑kPM0[Ekcombi∩Ekadm]\mathbb P^{\mathcal M_0}[\bigcap_k(\mathcal E^{\mathrm{combi}}_k)^c\cap\bigcap_k\mathcal E^{\mathrm{adm}}_k]\ge\mathbb P^{\mathcal M_0}[\bigcap_k\mathcal E^{\mathrm{adm}}_k]-\sum_k\mathbb P^{\mathcal M_0}[\mathcal E^{\mathrm{combi}}_k\cap\mathcal E^{\mathrm{adm}}_k]PM0​[⋂k​(Ekcombi​)c∩⋂k​Ekadm​]≥PM0​[⋂k​Ekadm​]−∑k​PM0​[Ekcombi​∩Ekadm​].
  6. Chain (i)–(iii) EM[RegretKM]≥(1−A−H)K PM0[⋂k(Ekcombi)c∩⋂kEkadm]\mathbb E^{\mathcal M}[\mathrm{Regret}^{\mathcal M}_K]\ge(1-A^{-H})K\,\mathbb P^{\mathcal M_0}[\bigcap_k(\mathcal E^{\mathrm{combi}}_k)^c\cap\bigcap_k\mathcal E^{\mathrm{adm}}_k]EM[RegretKM​]≥(1−A−H)KPM0​[⋂k​(Ekcombi​)c∩⋂k​Ekadm​].

Significance

The theorem separates two exploration principles that coincide in bandits. For KKK episodes of uniform elimination the regret is Ω(K)\Omega(K)Ω(K) until KKK is of order AHA^HAH, while optimistic exploration over the same confidence sets attains regret polynomial in HHH, ∣X∣|\mathcal X|∣X∣, ∣A∣|\mathcal A|∣A∣ and K\sqrt KK​ (Azar, Osband & Munos, ICML 2017). It is the reason the paper's SuperVIsed.C algorithm combines active sets with a UCB policy rather than sampling uniformly, and it applies to any uniformly admissible construction of the confidence bounds, so better estimators do not escape it.

The result is proved in the paper (Appendix A); it is not formalized anywhere. A machine-checked version adds a precise account of what "algorithm" means here (a learner that may use all past observations and internal randomness), of the probability space of a whole run, and of the change-of-instance argument (A.1), which is the template for many reinforcement-learning lower bounds.

Difficulty

The arithmetic of the final step is elementary. The work is in the probability space: the run of an adaptive learner over KKK episodes is a sequential composition of the learner's choice of supervisor, the episode's states, actions and rewards, and the learner's update. Equation (A.1) needs a likelihood argument on this composed law: on histories that never play (1,…,1)(1,\dots,1)(1,…,1), every factor of the two run laws agrees, because the two instances differ only at a state–action pair such histories never visit. Equation (A.2) needs that, conditionally on the supervisor of episode kkk, the episode's actions are independent and uniform. Neither can be read off the per-episode description; both require induction over episodes on the run law.

A tempting shortcut is to apply admissibility one episode at a time. It does not suffice: the proof needs the joint event ⋂k≤KEkadm\bigcap_{k\le K}\mathcal E^{\mathrm{adm}}_k⋂k≤K​Ekadm​ to have probability at least 12\tfrac1221​ (see the scope section).

Formalization scope

  • Representation. States are Fin (H+1), actions Fin A; the paper's action 111 is 0, the sink is state 0. Stages and episodes are 0-based. Transitions, initial laws, rewards, supervisor laws and action laws are PMFs. The value V⋆V^\starV⋆ is the backward recursion on p. 8, written on the number of remaining stages since the kernel is stage-independent.
  • The algorithm. A learner is a map from the observed history (past Q-supervisors and episodes with their states, actions and rewards, oldest first) to a discrete law of the next Q-supervisor. It sees nothing of the instance beyond these observations. If a plausible set is empty, the action is drawn uniformly from A\mathcal AA; this only enlarges the class of algorithms.
  • Uniform admissibility (pinned). §7 says each Q-supervisor is admissible "with probability at least 1/2"; the proof uses P[⋂k=1KEkadm]≥12\mathbb P[\bigcap_{k=1}^K\mathcal E^{\mathrm{adm}}_k]\ge\tfrac12P[⋂k=1K​Ekadm​]≥21​ ("By assumption", p. 39). The formalization uses the joint event, for every instance on the environment, over the same KKK episodes as the regret.
  • Unstated parts of the construction (pinned). Both instances start at x(1)x^{(1)}x(1); actions at x(H)x^{(H)}x(H) lead to the sink. The page states neither. The start is what makes the combination have probability A−HA^{-H}A−H; the second choice is never used because x(H)x^{(H)}x(H) is reached only at the last stage.
  • Reward laws of the instances quantified in the hypothesis are discrete; this weakens the hypothesis and strengthens the theorem.
  • Not trivial. The hypothesis is satisfiable: the learner that always outputs Qˉ≡H\bar Q\equiv HQˉ​≡H, Q‾≡0\underline Q\equiv0Q​≡0, A≡A\mathscr A\equiv\mathcal AA≡A is uniformly admissible for every KKK. A statement in which the instance is fixed in the admissibility hypothesis, or in which admissibility is relative to M\mathcal MM rather than to every instance, would be a different theorem.
  • Not posed. The paper's headline upper bounds (Theorems 2.1, 2.2) are stated with ≲\lesssim≲ and belong to a separate mission of this series.

Welcome contributions: lemmas on the run law of an adaptive learner (marginals of the kkk-th supervisor, conditional independence of episode kkk given its supervisor), which are reusable for other episodic lower bounds.

Selected references

  • T. Lykouris, M. Simchowitz, A. Slivkins, W. Sun, Corruption-robust exploration in episodic reinforcement learning, Mathematics of Operations Research; arXiv:1911.08689v4, 2023. https://arxiv.org/abs/1911.08689
  • T. Lykouris, V. Mirrokni, R. Paes Leme, Stochastic bandits robust to adversarial corruptions, STOC 2018. https://arxiv.org/abs/1803.09353
  • M. G. Azar, I. Osband, R. Munos, Minimax regret bounds for reinforcement learning, ICML 2017. https://arxiv.org/abs/1703.05449
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Bandit AlgorithmsOperations ResearchReinforcement Learning·Captain: mikedeng1

Corruption-Robust Exploration in Episodic Reinforcement Learning I: Regret of SuperVIsed.C Is Bounded by the Bonus Sums of Its Critically Tolerant and Robust Base LearnersResearch Paper

Motivation

Reinforcement-learning algorithms with regret guarantees, such as UCBVI (Azar, Osband & Munos 2017), assume that every episode is generated by the same Markov decision process. In practice a fraction of episodes can be generated by something else: fraudulent users of a recommender, sensor faults, a strategic participant. Corruption-robust learning asks for regret that degrades gracefully with the number CCC of corrupted episodes, without knowing CCC in advance.

Timeline. For stochastic multi-armed bandits, Lykouris, Mirrokni & Paes Leme (STOC 2018) introduced the corruption model and a multi-layer active arm elimination algorithm whose regret grows linearly in CCC; Gupta, Koren & Talwar (COLT 2019) improved the dependence to additive. For episodic reinforcement learning, Lykouris, Simchowitz, Slivkins & Sun (abstract at COLT 2021; Mathematics of Operations Research 2025) gave SuperVIsed.C, the first algorithm with sublinear regret under any deviation from i.i.d. episodes in this setting: in tabular MDPs with TTT steps its regret is of order C H3SATC\,H^3\sqrt{SAT}CH3SAT​ up to logarithmic factors and lower-order terms (their Theorem 2.1), with an analogous bound for linear MDPs, without knowing CCC. Their analysis isolates a deterministic regret guarantee, Theorem 4.1, from which the headline bounds follow by concentration.

Setting

An episodic tabular MDP has a finite state set X\mathcal XX, a finite nonempty action set A\mathcal AA and a horizon H≥1H\ge1H≥1. The nominal MDP consists of an initial distribution p0⋆p^\star_0p0⋆​, stage-independent transition probabilities p⋆(x′∣x,a)p^\star(x'\mid x,a)p⋆(x′∣x,a) and mean rewards r⋆(x,a)∈[0,1]r^\star(x,a)\in[0,1]r⋆(x,a)∈[0,1]. With VH+1⋆≡0V^\star_{H+1}\equiv0VH+1⋆​≡0, the optimal values are Qh⋆(x,a)=r⋆(x,a)+p⋆(x,a)⊤Vh+1⋆Q^\star_h(x,a)=r^\star(x,a)+p^\star(x,a)^\top V^\star_{h+1}Qh⋆​(x,a)=r⋆(x,a)+p⋆(x,a)⊤Vh+1⋆​ and Vh⋆(x)=max⁡aQh⋆(x,a)V^\star_h(x)=\max_aQ^\star_h(x,a)Vh⋆​(x)=maxa​Qh⋆​(x,a), and V⋆=Ex1∼p0⋆[V1⋆(x1)]V^\star=E_{x_1\sim p^\star_0}[V^\star_1(x_1)]V⋆=Ex1​∼p0⋆​​[V1⋆​(x1​)]. A randomized Markovian policy π\piπ is a probability distribution over finitely many deterministic Markov policies, and VπV^\piVπ is its expected total reward.

A Q-supervisor T=(Qˉ,Q‾,A,πucb)\mathcal T=(\bar Q,\underline Q,\mathcal A,\pi^{\mathrm{ucb}})T=(Qˉ​,Q​,A,πucb) holds upper and lower estimates of Q⋆Q^\starQ⋆, active sets Ah(x)\mathcal A_h(x)Ah​(x) of actions, and a UCB policy maximizing Qˉ\bar QQˉ​ over the active set. It is confidence-admissible if Q‾≤Q⋆≤Qˉ\underline Q\le Q^\star\le\bar QQ​≤Q⋆≤Qˉ​ and every optimal action is active. A policy is Q-supervised if it plays only plausible actions, those a∈Ah(x)a\in\mathcal A_h(x)a∈Ah​(x) with Qˉh(x,a)≥Q‾h(x,a′)\bar Q_h(x,a)\ge\underline Q_h(x,a')Qˉ​h​(x,a)≥Q​h​(x,a′) for all active a′a'a′. The Bellman errors are Bell‾h=Qˉh−(r⋆+p⋆⊤Vˉh+1)\overline{\mathbf{Bell}}_h=\bar Q_h-(r^\star+p^{\star\top}\bar V_{h+1})Bellh​=Qˉ​h​−(r⋆+p⋆⊤Vˉh+1​) and Bell‾h=Q‾h−(r⋆+p⋆⊤V‾h+1)\underline{\mathbf{Bell}}_h=\underline Q_h-(r^\star+p^{\star\top}\underline V_{h+1})Bell​h​=Q​h​−(r⋆+p⋆⊤V​h+1​). A policy has UCB visitation ratio at most ρ\rhoρ if switching to πucb\pi^{\mathrm{ucb}}πucb at any stage hhh multiplies the probability of any later state-action pair by at most ρ\rhoρ. A model-estimate (r^,p^,b)(\hat r,\hat p,b)(r^,p^​,b) is valid if the bonus bbb bounds ∣r^−r⋆+(p^−p⋆)⊤Vh+1⋆∣|\hat r-r^\star+(\hat p-p^\star)^\top V^\star_{h+1}|∣r^−r⋆+(p^​−p⋆)⊤Vh+1⋆​∣.

SuperVIsed.C runs ℓmax⁡\ell_{\max}ℓmax​ base learners. Learner ℓ\ellℓ runs a two-estimate value iteration, UCBVI-BASE, with a global model-estimate (all data, bonus inflated by 2ℓ2^\ell2ℓ) and a subsampled one, inside the active sets handed down by learner ℓ+1\ell+1ℓ+1; it returns its base policy πℓbase\pi^{\mathrm{base}}_\ellπℓbase​ and the active sets for learner ℓ−1\ell-1ℓ−1. In each episode a nondecreasing random layer schedule (ℓ1,…,ℓH)(\ell_1,\dots,\ell_H)(ℓ1​,…,ℓH​) decides whose base policy is played at each stage; the master policy πmaster\pi^{\mathrm{master}}πmaster is the resulting mixture, and πℓmaster\pi^{\mathrm{master}}_\ellπℓmaster​, π≤ℓmaster\pi^{\mathrm{master}}_{\le\ell}π≤ℓmaster​ are its conditionings on the final layer, with probabilities qℓq_\ellqℓ​, q≤ℓq_{\le\ell}q≤ℓ​.

Formalization targets

Goal: Theorem 4.1

With ℓ⋆=min⁡{ℓ≥1:2ℓ≥C}\ell_\star=\min\{\ell\ge1:2^\ell\ge C\}ℓ⋆​=min{ℓ≥1:2ℓ≥C} and expected bonus sums Δk,ℓ\Delta_{k,\ell}Δk,ℓ​ (subsampled, along πk,ℓmaster\pi^{\mathrm{master}}_{k,\ell}πk,ℓmaster​) and Δk,≤ℓ⋆\Delta_{k,\le\ell_\star}Δk,≤ℓ⋆​​ (global, along πk,≤ℓ⋆master\pi^{\mathrm{master}}_{k,\le\ell_\star}πk,≤ℓ⋆​master​): if the global and subsampled model-estimates of every learner ℓ≥ℓ⋆\ell\ge\ell_\starℓ≥ℓ⋆​ are valid in every episode, then

CH+∑k=1K(V⋆−Vπkmaster)≤CH+8eH2∑ℓ>ℓ⋆ℓ qℓ∑kΔk,ℓ+8eCH2log⁡2(2C) q≤ℓ⋆∑kΔk,≤ℓ⋆.CH+\sum_{k=1}^K\big(V^\star-V^{\pi^{\mathrm{master}}_k}\big)\le CH+8eH^2\sum_{\ell>\ell_\star}\ell\,q_\ell\sum_k\Delta_{k,\ell}+8eCH^2\log_2(2C)\,q_{\le\ell_\star}\sum_k\Delta_{k,\le\ell_\star}.CH+k=1∑K​(V⋆−Vπkmaster​)≤CH+8eH2ℓ>ℓ⋆​∑​ℓqℓ​k∑​Δk,ℓ​+8eCH2log2​(2C)q≤ℓ⋆​​k∑​Δk,≤ℓ⋆​​.

The left side is the paper's upper bound (2.2) on the regret. The statement leaves the estimates arbitrary apart from their ranges and validity, so it holds for every data realization.

Milestones

The milestones follow the proof: the value decomposition over final layers (Lemma 4.4), admissibility from validity (Lemma 4.6), supervision of the master policies (Lemma 4.5), the Bellman-error decompositions (Lemma D.1, Propositions 4.1 and 4.2), the bonus bound on Bellman errors (Lemma 4.7), and the schedule estimates (Claims 4.8, 4.9 and Lemma 4.10).

Significance

Theorem 4.1 is the explicit core of the paper's results: Theorems 2.1 and 2.2, stated only up to constant and logarithmic factors, follow from it by bounding the bonus sums. Its proof architecture, which supervises less robust learners with more robust ones and bounds their mismatch through the visitation ratio, is independent of the tabular setting; the paper applies it to linear MDPs as well.

The result is proved in the paper; no machine-checked proof exists. Formalizing it requires a fully explicit account of the master policy as a mixture over schedules, of concatenated policies, and of the step of Proposition 4.2 from fictitious trajectories to real ones. Several printed constants and statements need correction, which the formal statements record (see the scope section).

Difficulty

The obvious argument, optimism plus the Bellman-error decomposition of UCBVI, fails because the master policy does not play the UCB policy of any single learner. The regret of a supervised but non-greedy policy is controlled only along fictitious trajectories that switch to the UCB policy (Proposition 4.1), and turning those back into the policy's own trajectories needs a bound on the visitation ratio that holds for every schedule prefix of a mixture, not only for marginal layer probabilities. A second difficulty is bookkeeping: nested active sets, two estimates per learner, and conditioning the schedule on its final layer.

Formalization scope

  • Representation. Finite types X, A with [Nonempty A]; stages 0-based (the paper's stage hhh is Lean's h - 1, terminal values at index H); policies ℕ → X → A; randomized policies as finite weighted families of deterministic ones; trajectory laws as finite products, values and occupancies as finite sums; schedules Fin H → Fin ℓmax. Rewards enter through their mean r⋆r^\starr⋆; the regret is the bound (2.2). Logarithms are base 2.
  • Pinned departures from the page, each disclosed in the item's note. (1) 8eH28eH^28eH2 in place of the printed 4eH24eH^24eH2, the constant the printed proof produces. (2) Positive parts in Proposition 4.2 and in the summands of Δ\DeltaΔ: Proposition 4.2 is false as printed when Bellman errors are negative. (3) Lemma 4.5 assumes admissibility of the supervising learner, without which it is false. (4) The UCB policy maximizes over the active set (Algorithm 2), for every argmax selector; an empty filtered active set is replaced by the learner's own, which never happens for admissible learners. (5) Estimated transitions are probability vectors, as in the tabular setting.
  • No trivialization. The schedule weights, qℓq_\ellqℓ​ and the master mixtures are computed from the schedule (3.3), never free inputs; validity is satisfiable (exact estimates with zero bonus are valid); the visitation ratio is cross-multiplied with ρ≥1\rho\ge1ρ≥1.
  • Not posed. Theorems 2.1, 2.2 and 5.1 (bounds up to ≲\lesssim≲), the concentration lemmas of §5–6, and the adversarial regret (2.1).
  • Reusable infrastructure. Finite-horizon tabular MDPs with mixtures of deterministic policies, concatenation and occupancy measures; Q-supervisors and Bellman errors. Contributions of proofs of any milestone are welcome, and the schedule lemmas (Claims 4.8, 4.9, Lemma 4.10) are independent of the rest.

Selected references

  • T. Lykouris, M. Simchowitz, A. Slivkins, W. Sun, Corruption-robust exploration in episodic reinforcement learning, Mathematics of Operations Research, 2025; arXiv:1911.08689v4. https://arxiv.org/abs/1911.08689
  • M. G. Azar, I. Osband, R. Munos, Minimax regret bounds for reinforcement learning, ICML 2017. https://arxiv.org/abs/1703.05449
  • T. Lykouris, V. Mirrokni, R. Paes Leme, Stochastic bandits robust to adversarial corruptions, STOC 2018. https://arxiv.org/abs/1803.09353
  • A. Gupta, T. Koren, K. Talwar, Better algorithms for stochastic bandits with adversarial corruptions, COLT 2019. https://arxiv.org/abs/1902.08647
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Convex OptimizationOperations ResearchOptimization·Captain: mikedeng1

Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation 2: SONATA with Push-Sum Converges R-Linearly over Time-Varying Directed GraphsResearch Paper

Motivation

In distributed optimization a network of mmm agents minimizes a sum of private functions while each agent talks only to its neighbours. Applications include federated and decentralized learning, sensor networks and multi-robot systems, where the data cannot be pooled at one site. Many of these networks are directed (communication links are one-way, for instance because transmission powers differ) and time-varying (links come and go). On such networks no doubly stochastic mixing matrix is available in general, and plain averaging drifts toward a weighted average instead of the true one. The push-sum protocol corrects this drift by carrying an auxiliary weight ϕi\phi_iϕi​ at every agent (Kempe, Dobra & Gehrke 2003; Nedić & Olshevsky 2015).

Y. Sun, A. Daneshmand and G. Scutari (arXiv:1905.02637v2) analyse SONATA, a gradient-tracking method in which each agent solves a strongly convex surrogate of its local problem instead of taking a gradient step, for composite problems (a convex, possibly nonsmooth regulariser GGG and a convex constraint set). They prove linear convergence on undirected graphs (their Theorem 3.9, the companion mission of this series) and, in Section 4, for a push-sum version over time-varying digraphs (Theorem 4.5). This mission formalizes the second result.

Timeline. Gradient tracking with push-sum over time-varying digraphs appears in NEXT/SONATA (Di Lorenzo & Scutari 2016; Scutari & Sun 2019), where convergence was proved without rates for nonconvex problems. Linear rates for smooth unconstrained strongly convex problems over time-varying digraphs were obtained for Push-DIGing (Nedić, Olshevsky & Shi 2017). Sun, Daneshmand and Scutari (2019, revised 2020) extend the linear rate to the composite, constrained setting with surrogates, and require only the average FFF, not every fif_ifi​, to be strongly convex.

Setting

Problem (P). Agent i∈[m]i\in[m]i∈[m] holds fi:Rd→Rf_i:\mathbb R^d\to\mathbb Rfi​:Rd→R; the agents solve

min⁡x∈KU(x)≜F(x)+G(x),F=1m∑i=1mfi.\min_{x\in\mathcal K}U(x)\triangleq F(x)+G(x),\qquad F=\frac1m\sum_{i=1}^mf_i .x∈Kmin​U(x)≜F(x)+G(x),F=m1​i=1∑m​fi​.

Assumption A: K\mathcal KK is nonempty, closed and convex; each fif_ifi​ is twice differentiable on an open set O⊇K\mathcal O\supseteq\mathcal KO⊇K and convex; μI⪯∇2F(x)⪯LI\mu I\preceq\nabla^2F(x)\preceq LIμI⪯∇2F(x)⪯LI on K\mathcal KK with μ>0\mu>0μ>0; GGG is convex on K\mathcal KK. x⋆x^\starx⋆ is the solution and U⋆=U(x⋆)U^\star=U(x^\star)U⋆=U(x⋆).

Surrogates (Assumption C). Each agent has f~i(x;z)\tilde f_i(x;z)f~​i​(x;z), C2C^2C2 on O×O\mathcal O\times\mathcal OO×O, with ∇f~i(x;x)=∇fi(x)\nabla\tilde f_i(x;x)=\nabla f_i(x)∇f~​i​(x;x)=∇fi​(x), ∇f~i(⋅;x)\nabla\tilde f_i(\cdot;x)∇f~​i​(⋅;x) L~i\tilde L_iL~i​-Lipschitz and f~i(⋅;x)\tilde f_i(\cdot;x)f~​i​(⋅;x) μ~i\tilde\mu_iμ~​i​-strongly convex on K\mathcal KK. Constants Diℓ≤DiuD^\ell_i\le D^u_iDiℓ​≤Diu​ satisfy DiℓI⪯∇2f~i(x;y)−∇2F(x)⪯DiuID^\ell_iI\preceq\nabla^2\tilde f_i(x;y)-\nabla^2F(x)\preceq D^u_iIDiℓ​I⪯∇2f~​i​(x;y)−∇2F(x)⪯Diu​I on K×K\mathcal K\times\mathcal KK×K (15); μ~mn=min⁡iμ~i\tilde\mu_{\rm mn}=\min_i\tilde\mu_iμ~​mn​=mini​μ~​i​, Dmnℓ=min⁡iDiℓD^\ell_{\rm mn}=\min_iD^\ell_iDmnℓ​=mini​Diℓ​.

Network (Assumption B′). At time ν\nuν the digraph Gν\mathcal G^\nuGν has edge set Eν\mathcal E^\nuEν; (i,j)∈Eν(i,j)\in\mathcal E^\nu(i,j)∈Eν is a link from iii to jjj. There is an integer B>0B>0B>0 such that the union of the edge sets over every window [νB,(ν+1)B−1][\nu B,(\nu+1)B-1][νB,(ν+1)B−1] is strongly connected.

Weights (Assumption E). Cν=(cijν)C^\nu=(c^\nu_{ij})Cν=(cijν​) is column stochastic, ciiν≥cℓ>0c^\nu_{ii}\ge c_\ell>0ciiν​≥cℓ​>0, cijν≥cℓc^\nu_{ij}\ge c_\ellcijν​≥cℓ​ if (j,i)∈Eν(j,i)\in\mathcal E^\nu(j,i)∈Eν and cijν=0c^\nu_{ij}=0cijν​=0 for other j≠ij\ne ij=i.

Algorithm 3. From xi0∈Kx_i^0\in\mathcal Kxi0​∈K, yi0=∇fi(xi0)y_i^0=\nabla f_i(x_i^0)yi0​=∇fi​(xi0​), ϕi0=1\phi_i^0=1ϕi0​=1, each agent computes

x^iν∈argmin⁡xi∈K f~i(xi;xiν)+(yiν−∇fi(xiν))⊤(xi−xiν)+G(xi),xiν+1/2=xiν+α(x^iν−xiν),\hat x_i^\nu\in\operatorname*{argmin}_{x_i\in\mathcal K}\ \tilde f_i(x_i;x_i^\nu)+(y_i^\nu-\nabla f_i(x_i^\nu))^\top(x_i-x_i^\nu)+G(x_i),\qquad x_i^{\nu+1/2}=x_i^\nu+\alpha(\hat x_i^\nu-x_i^\nu),x^iν​∈xi​∈Kargmin​ f~​i​(xi​;xiν​)+(yiν​−∇fi​(xiν​))⊤(xi​−xiν​)+G(xi​),xiν+1/2​=xiν​+α(x^iν​−xiν​),

then ϕiν+1=∑jcijνϕjν\phi_i^{\nu+1}=\sum_jc^\nu_{ij}\phi_j^\nuϕiν+1​=∑j​cijν​ϕjν​, xiν+1=1ϕiν+1∑jcijνϕjνxjν+1/2x_i^{\nu+1}=\frac1{\phi_i^{\nu+1}}\sum_jc^\nu_{ij}\phi_j^\nu x_j^{\nu+1/2}xiν+1​=ϕiν+1​1​∑j​cijν​ϕjν​xjν+1/2​ and yiν+1=1ϕiν+1∑jcijν(ϕjνyjν+∇fj(xjν+1)−∇fj(xjν))y_i^{\nu+1}=\frac1{\phi_i^{\nu+1}}\sum_jc^\nu_{ij}(\phi_j^\nu y_j^\nu+\nabla f_j(x_j^{\nu+1})-\nabla f_j(x_j^\nu))yiν+1​=ϕiν+1​1​∑j​cijν​(ϕjν​yjν​+∇fj​(xjν+1​)−∇fj​(xjν​)).

The analysis uses the weighted gap pϕν=∑iϕiν(U(xiν)−U⋆)p_\phi^\nu=\sum_i\phi_i^\nu(U(x_i^\nu)-U^\star)pϕν​=∑i​ϕiν​(U(xiν​)−U⋆), the tracking error δiν=∇F(xiν)−yiν\delta_i^\nu=\nabla F(x_i^\nu)-y_i^\nuδiν​=∇F(xiν​)−yiν​, and the consensus errors xϕ,⊥νx^\nu_{\phi,\perp}xϕ,⊥ν​, yϕ,⊥νy^\nu_{\phi,\perp}yϕ,⊥ν​ measured against the ϕ\phiϕ-weighted averages.

Formalization targets

Goal: Theorem 4.5

If μ~mn≥Dmnℓ\tilde\mu_{\rm mn}\ge D^\ell_{\rm mn}μ~​mn​≥Dmnℓ​, there is αˉ∈(0,1]\bar\alpha\in(0,1]αˉ∈(0,1] such that for every α∈(0,αˉ)\alpha\in(0,\bar\alpha)α∈(0,αˉ), every run and every agent iii,

∃ C, z∈[0,1):∣U(xiν)−U⋆∣≤C zν∀ν.\exists\,C,\ z\in[0,1):\qquad|U(x_i^\nu)-U^\star|\le C\,z^\nu\quad\forall\nu .∃C, z∈[0,1):∣U(xiν​)−U⋆∣≤Czν∀ν.

The goal is qualitative: neither αˉ\bar\alphaαˉ nor the rate is fixed, so it survives any improvement of the constants.

Milestones

In attack order: the weighted tracking identity (74) and its consequence yˉϕν=∇f‾ν\bar y^\nu_\phi=\overline{\nabla f}^\nuyˉ​ϕν​=∇f​ν; the bounds ϕlb≤ϕiν≤ϕub\phi_{lb}\le\phi_i^\nu\le\phi_{ub}ϕlb​≤ϕiν​≤ϕub​ (p. 29); the per-agent descent inequality (Lemma I.1); the lower bound on the weighted step length (Lemma I.2); the tracking-error bound ∥δν∥2≤8Lmx2∥xϕ,⊥ν∥2+2∥yϕ,⊥ν∥2\|\delta^\nu\|^2\le8L^2_{\rm mx}\|x^\nu_{\phi,\perp}\|^2+2\|y^\nu_{\phi,\perp}\|^2∥δν∥2≤8Lmx2​∥xϕ,⊥ν​∥2+2∥yϕ,⊥ν​∥2 (Lemma I.3); the contraction pϕν+1≤σ(α)pϕν+η(α)ϕub(⋯ )p_\phi^{\nu+1}\le\sigma(\alpha)p_\phi^\nu+\eta(\alpha)\phi_{ub}(\cdots)pϕν+1​≤σ(α)pϕν​+η(α)ϕub​(⋯) (Proposition 4.1); the bound of ∥dν∥2\|d^\nu\|^2∥dν∥2 by pϕνp_\phi^\nupϕν​ and ∥yϕ,⊥ν∥2\|y^\nu_{\phi,\perp}\|^2∥yϕ,⊥ν​∥2 (Proposition 4.3).

Significance

Theorem 4.5 gives a linear rate for distributed composite and constrained optimization over time-varying directed networks. Two features matter: the individual fif_ifi​ need not be strongly convex, and the surrogates cover proximal-gradient steps, DANE-type local solves and mirror-descent steps under one analysis. The rate depends on the surrogate-mismatch constants DiD_iDi​, which is the mechanism by which the paper shows that local computation helps when the fif_ifi​ are similar.

The result is proved in the paper; the proof of Theorem 4.5 refers to the undirected argument, and several of its supporting statements (Propositions 4.1 and 4.3) have their proofs omitted or relegated to the supplement, with consensus estimates quoted from Scutari & Sun (2019). To our knowledge none of it is machine-checked. A formalization produces a checked proof of the directed result together with reusable statements about push-sum weights over BBB-strongly connected digraphs.

Difficulty

The obvious argument is to repeat the undirected proof with weighted averages. Two steps fail. First, the ϕ\phiϕ-weighted average is not the minimiser of ∑i∥xi−c∥2\sum_i\|x_i-c\|^2∑i​∥xi​−c∥2, so consensus errors measured against it lose a constant (the 8 in Lemma I.3 instead of 4), and every passage between weighted and unweighted sums needs the bounds ϕlb≤ϕiν≤ϕub\phi_{lb}\le\phi_i^\nu\le\phi_{ub}ϕlb​≤ϕiν​≤ϕub​, which rest on a product-of-matrices argument over windows of length (m−1)B(m-1)B(m−1)B. Second, the matrices change with ν\nuν, so there is no single contraction factor; geometric decay of the consensus errors holds only over windows, and the coupling between the optimality gap, the consensus errors and the step lengths must be closed by a small-gain argument whose constants are uniform over the run. The step-size threshold must not depend on the starting point.

Formalization scope

Points are EuclideanSpace ℝ (Fin d); stacked vectors are Fin m → ℝ^d with the Euclidean norm ∥v∥2=∑i∥vi∥2\|v\|^2=\sum_i\|v_i\|^2∥v∥2=∑i​∥vi​∥2, never Lean's sup norm. The Hessian is the derivative of the gradient, and Loewner bounds are quadratic-form inequalities. Time is 0-based. A run is a relational predicate: x^iν\hat x_i^\nux^iν​ is some minimizer of the subproblem, whose existence the paper takes for granted; x⋆x^\starx⋆ is assumed to exist. The divisions by ϕiν+1\phi_i^{\nu+1}ϕiν+1​ appear as in the paper and are genuine, since Assumption E keeps the weights positive. fif_ifi​ is convex on K\mathcal KK and locally convex on O\mathcal OO (positive semidefinite Hessian; O\mathcal OO need not be convex), μ~i>0\tilde\mu_i>0μ~​i​>0, and Diℓ,DiuD^\ell_i,D^u_iDiℓ​,Diu​ are parameters: the statements hold for every valid choice. The graph sequence, BBB, cℓc_\ellcℓ​ and the matrices CνC^\nuCν come before αˉ\bar\alphaαˉ; the starting point and the run come after α\alphaα. The bounds on ϕ\phiϕ are stated for m≥2m\ge2m≥2 (the printed ϕub\phi_{ub}ϕub​ is 000 at m=1m=1m=1), and positivity of σ(α)\sigma(\alpha)σ(α) is claimed only when Dmx>0D_{\rm mx}>0Dmx​>0 or α<1\alpha<1α<1.

The following do not count as a formalization of the goal: an unsatisfiable run predicate (a sorry-free verification file exhibits a run satisfying every hypothesis), a αˉ\bar\alphaαˉ chosen after the run, the ϕ\phiϕ bounds or a contraction factor assumed in place of Assumptions B′ and E, and dropping the 1/ϕiν+11/\phi_i^{\nu+1}1/ϕiν+1​ normalisation.

Not posed: the explicit rate (Theorem III.1), the complexity corollaries, and the consensus estimates Lemma 4.2 and Proposition 4.4, whose constants c0,ρBc_0,\rho_Bc0​,ρB​ come from Scutari & Sun (2019) (as printed, c0c_0c0​ is negative). A complete development needs Taylor expansions with integral remainder along segments, first-order optimality for composite problems on convex sets, and products of column-stochastic matrices over strongly connected windows; the last is reusable for any push-sum method. Contributions to any milestone, and to the missing consensus estimates as auxiliary lemmas, are welcome.

Selected references

  • Y. Sun, A. Daneshmand, G. Scutari, Distributed Optimization Based on Gradient-tracking Revisited: Enhancing Convergence Rate via Surrogation, arXiv:1905.02637v2, 2020; SIAM J. Optim. 32(2), 2022. https://arxiv.org/abs/1905.02637v2
  • G. Scutari, Y. Sun, Distributed nonconvex constrained optimization over time-varying digraphs, Math. Program. 176, 2019. https://doi.org/10.1007/s10107-018-01357-w
  • P. Di Lorenzo, G. Scutari, NEXT: In-Network Nonconvex Optimization, IEEE Trans. Signal Inf. Process. Netw. 2(2), 2016. https://doi.org/10.1109/TSIPN.2016.2524588
  • A. Nedić, A. Olshevsky, W. Shi, Achieving Geometric Convergence for Distributed Optimization over Time-Varying Graphs, SIAM J. Optim. 27(4), 2017. https://doi.org/10.1137/16M1084316
  • A. Nedić, A. Olshevsky, Distributed optimization over time-varying directed graphs, IEEE Trans. Autom. Control 60(3), 2015. https://doi.org/10.1109/TAC.2014.2364096
  • D. Kempe, A. Dobra, J. Gehrke, Gossip-based computation of aggregate information, FOCS 2003. https://doi.org/10.1109/SFCS.2003.1238221
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Convex OptimizationOperations ResearchOptimization·Captain: mikedeng1

Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation 1: SONATA Converges R-Linearly over Undirected Graphs for Small Step SizesResearch Paper

Motivation

In distributed optimization, mmm agents connected by a communication network jointly minimize the average of their private losses, exchanging vectors only with their neighbours. This is the computational model of decentralized machine learning (data held by many machines, no central server), of sensor networks and of multi-agent control. A central family of methods is gradient tracking: each agent keeps, besides its copy of the decision variable, an estimate of the network-wide average gradient, refreshed by mixing with neighbours. Gradient tracking removes the steady-state bias of plain decentralized gradient descent and, for smooth strongly convex problems, converges linearly (Nedić, Olshevsky & Shi 2017; Qu & Li 2018).

Sun, Daneshmand and Scutari (arXiv:1905.02637v2, SIAM J. Optim. 2022) study SONATA, a gradient-tracking scheme in which each agent replaces its loss by a strongly convex surrogate and solves a small local problem per round. The setting is broader than earlier linear-rate results in three ways: the problem may be composite (a convex, possibly nonsmooth regularizer GGG), constrained (a closed convex set K\mathcal KK), and only the average loss needs to be strongly convex, not each local loss. Linearizing surrogates recover proximal gradient tracking; surrogates that keep the full local loss recover DANE- and CEASE-type methods, whose rates improve when the local losses are similar.

Setting

Agents i=1,…,mi=1,\dots,mi=1,…,m hold functions fi:Rd→Rf_i:\mathbb R^d\to\mathbb Rfi​:Rd→R. With F=1m∑ifiF=\frac1m\sum_if_iF=m1​∑i​fi​, Problem (P) is

min⁡x∈K U(x)=F(x)+G(x).\min_{\mathbf x\in\mathcal K}\ U(\mathbf x)=F(\mathbf x)+G(\mathbf x).x∈Kmin​ U(x)=F(x)+G(x).

Assumption A: K\mathcal KK is nonempty, closed and convex; each fif_ifi​ is twice differentiable on an open set O⊇K\mathcal O\supseteq\mathcal KO⊇K and convex; μI⪯∇2F(x)⪯LI\mu\mathbf I\preceq\nabla^2F(\mathbf x)\preceq L\mathbf IμI⪯∇2F(x)⪯LI on K\mathcal KK with μ>0\mu>0μ>0; GGG is convex on K\mathcal KK. Then μiI⪯∇2fi⪯LiI\mu_i\mathbf I\preceq\nabla^2f_i\preceq L_i\mathbf Iμi​I⪯∇2fi​⪯Li​I on K\mathcal KK for some constants (display (1)), and Lmx=max⁡iLiL_{\rm mx}=\max_iL_iLmx​=maxi​Li​.

The network is a connected undirected graph G\mathcal GG on the agents (Assumption B) and a doubly stochastic weight matrix W=(wij)\mathbf W=(w_{ij})W=(wij​) with wii>0w_{ii}>0wii​>0, wij>0w_{ij}>0wij​>0 on edges and wij=0w_{ij}=0wij​=0 off edges (Assumption D). Its mixing rate is ρ=σ(W^−J)\rho=\sigma(\widehat{\mathbf W}-\mathbf J)ρ=σ(W−J), the largest singular value of W−1m11⊤\mathbf W-\frac1m\mathbf 1\mathbf 1^\topW−m1​11⊤ (tensored with Id\mathbf I_dId​).

Each agent has a surrogate f~i(x;z)\tilde f_i(\mathbf x;\mathbf z)f~​i​(x;z), C2C^2C2 on O×O\mathcal O\times\mathcal OO×O, whose gradient in x\mathbf xx matches ∇fi\nabla f_i∇fi​ at x=z\mathbf x=\mathbf zx=z, is L~i\tilde L_iL~i​-Lipschitz, and which is μ~i\tilde\mu_iμ~​i​-strongly convex in x\mathbf xx (Assumption C). Display (15) supplies constants with DiℓI⪯∇2f~i(x,y)−∇2F(x)⪯DiuID_i^\ell\mathbf I\preceq\nabla^2\tilde f_i(\mathbf x,\mathbf y)-\nabla^2F(\mathbf x)\preceq D_i^u\mathbf IDiℓ​I⪯∇2f~​i​(x,y)−∇2F(x)⪯Diu​I on K×K\mathcal K\times\mathcal KK×K; Di=max⁡{∣Diℓ∣,∣Diu∣}D_i=\max\{|D_i^\ell|,|D_i^u|\}Di​=max{∣Diℓ​∣,∣Diu​∣}, μ~mn=min⁡iμ~i\tilde\mu_{\rm mn}=\min_i\tilde\mu_iμ~​mn​=mini​μ~​i​, Dmnℓ=min⁡iDiℓD^\ell_{\rm mn}=\min_iD_i^\ellDmnℓ​=mini​Diℓ​, Dmx=max⁡iDiD_{\rm mx}=\max_iD_iDmx​=maxi​Di​.

SONATA (Algorithm 1) with step size α∈(0,1]\alpha\in(0,1]α∈(0,1] starts from xi0∈K\mathbf x_i^0\in\mathcal Kxi0​∈K, yi0=∇fi(xi0)\mathbf y_i^0=\nabla f_i(\mathbf x_i^0)yi0​=∇fi​(xi0​) and repeats

x^iν∈argmin⁡xi∈Kf~i(xi;xiν)+(yiν−∇fi(xiν))⊤(xi−xiν)+G(xi),xiν+1/2=xiν+α(x^iν−xiν),\hat{\mathbf x}_i^\nu\in\operatorname*{argmin}_{\mathbf x_i\in\mathcal K}\tilde f_i(\mathbf x_i;\mathbf x_i^\nu)+(\mathbf y_i^\nu-\nabla f_i(\mathbf x_i^\nu))^\top(\mathbf x_i-\mathbf x_i^\nu)+G(\mathbf x_i),\qquad \mathbf x_i^{\nu+1/2}=\mathbf x_i^\nu+\alpha(\hat{\mathbf x}_i^\nu-\mathbf x_i^\nu),x^iν​∈xi​∈Kargmin​f~​i​(xi​;xiν​)+(yiν​−∇fi​(xiν​))⊤(xi​−xiν​)+G(xi​),xiν+1/2​=xiν​+α(x^iν​−xiν​), xiν+1=∑jwijxjν+1/2,yiν+1=∑jwij(yjν+∇fj(xjν+1)−∇fj(xjν)).\mathbf x_i^{\nu+1}=\sum_jw_{ij}\mathbf x_j^{\nu+1/2},\qquad \mathbf y_i^{\nu+1}=\sum_jw_{ij}\big(\mathbf y_j^\nu+\nabla f_j(\mathbf x_j^{\nu+1})-\nabla f_j(\mathbf x_j^\nu)\big).xiν+1​=j∑​wij​xjν+1/2​,yiν+1​=j∑​wij​(yjν​+∇fj​(xjν+1​)−∇fj​(xjν​)).

With x⋆\mathbf x^\starx⋆ the optimal solution, the analysis tracks the optimality gap pν=∑i(U(xiν)−U(x⋆))p^\nu=\sum_i(U(\mathbf x_i^\nu)-U(\mathbf x^\star))pν=∑i​(U(xiν​)−U(x⋆)), the consensus errors x⊥ν\mathbf x_\perp^\nux⊥ν​, y⊥ν\mathbf y_\perp^\nuy⊥ν​ (deviations from the network averages), the tracking error δiν=∇F(xiν)−yiν\boldsymbol\delta_i^\nu=\nabla F(\mathbf x_i^\nu)-\mathbf y_i^\nuδiν​=∇F(xiν​)−yiν​ and the step diν=x^iν−xiν\mathbf d_i^\nu=\hat{\mathbf x}_i^\nu-\mathbf x_i^\nudiν​=x^iν​−xiν​.

Formalization targets

Goal: Theorem 3.9

If μ~mn≥Dmnℓ\tilde\mu_{\rm mn}\ge D^\ell_{\rm mn}μ~​mn​≥Dmnℓ​, there is αˉ∈(0,1]\bar\alpha\in(0,1]αˉ∈(0,1] such that for every α∈(0,αˉ)\alpha\in(0,\bar\alpha)α∈(0,αˉ), every SONATA run and every agent iii,

∃ C, z∈[0,1):∣U(xiν)−U⋆∣≤C zνfor all ν.\exists\,C,\ z\in[0,1):\qquad |U(\mathbf x_i^\nu)-U^\star|\le C\,z^\nu\quad\text{for all }\nu .∃C, z∈[0,1):∣U(xiν​)−U⋆∣≤Czνfor all ν.

The goal fixes no rate: it asserts R-linear convergence for all small step sizes, which is the shape the paper proves. The explicit rate of Theorem 3.10 and the iteration counts of Corollaries 3.11–3.14 are not posed.

Milestones

In the order of the proof: the tracking invariant (19); Lemma 3.1 (per-agent descent); Lemma 3.2 (a lower bound on ∥dν∥2\|\mathbf d^\nu\|^2∥dν∥2); Lemma 3.3 (∥δν∥2≤4Lmx2∥x⊥ν∥2+2∥y⊥ν∥2\|\boldsymbol\delta^\nu\|^2\le4L_{\rm mx}^2\|\mathbf x_\perp^\nu\|^2+2\|\mathbf y_\perp^\nu\|^2∥δν∥2≤4Lmx2​∥x⊥ν​∥2+2∥y⊥ν​∥2); Proposition 3.4 (pν+1≤σ(α)pν+η(α)(⋯ )p^{\nu+1}\le\sigma(\alpha)p^\nu+\eta(\alpha)(\cdots)pν+1≤σ(α)pν+η(α)(⋯)); Proposition 3.5 (consensus errors contract at rate ρ\rhoρ up to ∥dν∥\|\mathbf d^\nu\|∥dν∥); Proposition 3.6 (∥dν∥2\|\mathbf d^\nu\|^2∥dν∥2 bounded by pνp^\nupν and ∥y⊥ν∥2\|\mathbf y_\perp^\nu\|^2∥y⊥ν​∥2); Proposition 3.8 (the four inequalities (50a)–(50d) for the transformed sequences SK(z)=max⁡ν≤K∣sν∣z−νS^K(z)=\max_{\nu\le K}|s^\nu|z^{-\nu}SK(z)=maxν≤K​∣sν∣z−ν); and (54), DK(z)≤P(α,z)DK(z)+R(α,z)D^K(z)\le\mathcal P(\alpha,z)D^K(z)+\mathcal R(\alpha,z)DK(z)≤P(α,z)DK(z)+R(α,z).

Significance

Theorem 3.9 gives a linear rate for distributed composite, constrained optimization with gradient tracking, under strong convexity of the average loss only. It covers, through the choice of surrogate, proximal gradient tracking and the distributed versions of DANE and CEASE, and the constants DiD_iDi​ quantify how much a surrogate gains when local losses are similar. The chain of Propositions 3.4–3.8 is a reusable template: an optimality-gap recursion, consensus recursions and a step bound, closed by a small-gain argument.

The result is proved in the paper; to our knowledge no part of it has been formalized. The mission produces a machine-checked statement of the model and of the full chain. Useful contributions include proofs of the individual milestones, a proof of the goal from the milestones, and the general facts they rest on.

Difficulty

The obvious argument fails in two places. First, the local step does not descend on UUU by itself: the tracker yiν\mathbf y_i^\nuyiν​ is not ∇F(xiν)\nabla F(\mathbf x_i^\nu)∇F(xiν​), and the surrogate's curvature differs from FFF's, so Lemma 3.1 must compare Hessians of f~i\tilde f_if~​i​ and FFF along a segment through (15), and the descent holds only up to the tracking error. Second, no single quantity contracts: pνp^\nupν contracts up to consensus errors, consensus errors contract up to ∥dν∥\|\mathbf d^\nu\|∥dν∥, and ∥dν∥\|\mathbf d^\nu\|∥dν∥ is bounded back by pνp^\nupν. No Lyapunov function is given, and the loop gain P(α,z)\mathcal P(\alpha,z)P(α,z) of (55) involves every constant of the problem, so showing it can be pushed below 1 for some z<1z<1z<1 is where the step-size threshold αˉ\bar\alphaαˉ comes from. Also, ρ<1\rho<1ρ<1 is not an assumption: it must be derived from connectivity and Assumption D.

Formalization scope

Agents' vectors live in EuclideanSpace ℝ (Fin d), stacked vectors are Fin m → EuclideanSpace ℝ (Fin d), and their norm is always the Euclidean norm written out (∑i∥xi∥2\sum_i\|\mathbf x_i\|^2∑i​∥xi​∥2), never Lean's sup norm. Hessians are derivatives of gradients; Loewner bounds are quadratic-form inequalities. The surrogate's gradient and Hessian are in its first argument. ρ\rhoρ is the operator norm of W−1m11⊤\mathbf W-\frac1m\mathbf 1\mathbf 1^\topW−m1​11⊤ on Euclidean Rm\mathbb R^mRm. Time is 0-based.

A SONATA run is a relation: x^iν\hat{\mathbf x}_i^\nux^iν​ is any minimizer of the local problem, and x⋆\mathbf x^\starx⋆ any minimizer of UUU on K\mathcal KK. Assumption A gives no lower semicontinuity of GGG, so minimizers need not exist in general; the paper assumes they do, and so does the formalization, without adding a hypothesis on GGG. A sanity file exhibits instances of all assumptions and of runs (including a nonconstant one), so the run predicate is not empty. "fif_ifi​ convex" is read as convexity on K\mathcal KK plus a positive semidefinite Hessian on O\mathcal OO; GGG is convex on K\mathcal KK only. The constants of (1) and (15) are parameters: each statement holds for every valid choice. All of Assumptions A–D are hypotheses of every statement (the paper's standing assumption of §3.3).

Trivializing formalizations are ruled out: ρ<1\rho<1ρ<1 is not assumed in place of Assumptions B and D; αˉ\bar\alphaαˉ is chosen before the step size, the starting point and the run; z<1z<1z<1 is required; norms of stacked vectors are Euclidean. Two printed slips are handled openly: σ(α)∈(0,1)\sigma(\alpha)\in(0,1)σ(α)∈(0,1) in Proposition 3.4 is stated with positivity only when Dmx>0D_{\rm mx}>0Dmx​>0 or α<1\alpha<1α<1 (at Dmx=0D_{\rm mx}=0Dmx​=0, α=1\alpha=1α=1 (41) gives σ=0\sigma=0σ=0), and C2=4/μ~mn2C_2=4/\tilde\mu_{\rm mn}^2C2​=4/μ~​mn2​ is kept as printed in (52d) although (47) has 3. In Lemma 3.2, Lean's μ/0=0\mu/0=0μ/0=0 makes the bound trivial when Dmx=0D_{\rm mx}=0Dmx​=0.

A full development needs: the mean-value and Taylor estimates for functions with bounded Hessian on a convex set, first-order optimality for constrained convex minimization, the spectral bound ρ<1\rho<1ρ<1 for graph-compliant doubly stochastic matrices (posed elsewhere on the platform as StochGradTrack.Const.lemma_1 for a closely related model), and elementary estimates on finite maxima. These are reusable beyond this mission.

Selected references

  • Y. Sun, A. Daneshmand, G. Scutari, Distributed Optimization Based on Gradient-tracking Revisited: Enhancing Convergence Rate via Surrogation, arXiv:1905.02637v2, 2020; SIAM J. Optim. 32 (2022). https://arxiv.org/abs/1905.02637v2
  • A. Nedić, A. Olshevsky, W. Shi, Achieving Geometric Convergence for Distributed Optimization over Time-Varying Graphs, SIAM J. Optim. 27 (2017). https://doi.org/10.1137/16M1084316
  • G. Qu, N. Li, Harnessing Smoothness to Accelerate Distributed Optimization, IEEE Trans. Control Netw. Syst. 5 (2018). https://doi.org/10.1109/TCNS.2017.2698261
  • P. Di Lorenzo, G. Scutari, NEXT: In-Network Nonconvex Optimization, IEEE Trans. Signal Inf. Process. Netw. 2 (2016). https://doi.org/10.1109/TSIPN.2016.2524588
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Bandit AlgorithmsProbabilityStatistics·Captain: mikedeng1

Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability: FALCON+ Has Regret ≤ 14.3·Σₘ√(K𝓔(τₘ₋₁−τₘ₋₂))(τₘ−τₘ₋₁) + τ₁ + √(8T log(2/δ)) w.p. 1−δResearch Paper

Contextual bandits and the reduction to regression

A contextual bandit is a sequential decision problem: in each round a learner sees a context (a user's features, a patient's covariates), picks one of KKK actions, and observes the reward of that action only. Applications include recommendation, dynamic pricing and adaptive clinical decisions. The difficulty is statistical and computational at once: the learner must explore to learn which action is best for which context, and the class of models it learns over is typically huge.

A long-standing question was whether contextual bandits can be solved optimally with nothing more than an offline regression oracle, a black-box supervised learning routine that fits a predictor of rewards to i.i.d. data. Earlier optimal algorithms either required a cost-sensitive classification oracle called many times per round (the "monster" of Agarwal et al., 2014) or an online regression oracle that must handle adversarially generated data (Foster and Rakhlin, 2020). Simchi-Levi and Xu (2022) answered the question with FALCON+, which calls an arbitrary offline regression oracle once per epoch, O(log⁡T)O(\log T)O(logT) or O(log⁡log⁡T)O(\log\log T)O(loglogT) times in total, and whose regret is governed by the oracle's estimation error.

Timeline:

  • 2014: Agarwal, Hsu, Kale, Langford, Li and Schapire, Taming the Monster: optimal regret with O~(KT)\tilde O(\sqrt{KT})O~(KT​) calls to a classification oracle.
  • 2020: Foster and Rakhlin, Beyond UCB: SquareCB, optimal regret with an online regression oracle, via inverse gap weighting.
  • 2020 (arXiv) / 2022 (journal): Simchi-Levi and Xu, FALCON and FALCON+: optimal regret with an offline regression oracle.

Setting

There is a finite set A\mathcal AA of KKK actions and a set X\mathcal XX of contexts. In round ttt nature draws a context xtx_txt​ and a reward vector rt∈[0,1]Ar_t\in[0,1]^{\mathcal A}rt​∈[0,1]A from a fixed unknown distribution D\mathcal DD; the learner sees xtx_txt​, picks ata_tat​ and observes rt(at)r_t(a_t)rt​(at​). The conditional mean reward is f∗(x,a)=E[rt(a)∣xt=x]f^*(x,a)=\mathbb E[r_t(a)\mid x_t=x]f∗(x,a)=E[rt​(a)∣xt​=x], and πf∗(x)\pi_{f^*}(x)πf∗​(x) is an action maximizing f∗(x,⋅)f^*(x,\cdot)f∗(x,⋅). The regret after TTT rounds is

∑t=1T(rt(πf∗(xt))−rt(at)).\sum_{t=1}^T\big(r_t(\pi_{f^*}(x_t))-r_t(a_t)\big).t=1∑T​(rt​(πf∗​(xt​))−rt​(at​)).

An action selection kernel p(a∣x)p(a\mid x)p(a∣x) gives a probability distribution over actions for each context. The offline regression oracle OffRegF\mathrm{OffReg}_{\mathcal F}OffRegF​ takes nnn samples (xi,ai,ri(ai))(x_i,a_i,r_i(a_i))(xi​,ai​,ri​(ai​)) and returns a predictor f^:X×A→R\hat f:\mathcal X\times\mathcal A\to\mathbb Rf^​:X×A→R. It satisfies Assumption 2 with error function EF,δ(n)\mathcal E_{\mathcal F,\delta}(n)EF,δ​(n) if, for every kernel ppp, when the samples are i.i.d. with (xi,ri)∼D(x_i,r_i)\sim\mathcal D(xi​,ri​)∼D and ai∼p(⋅∣xi)a_i\sim p(\cdot\mid x_i)ai​∼p(⋅∣xi​), then with probability at least 1−δ1-\delta1−δ,

Ex∼DX, a∼p(⋅∣x)[(f^(x,a)−f∗(x,a))2]≤EF,δ(n).\mathbb E_{x\sim\mathcal D_{\mathcal X},\,a\sim p(\cdot\mid x)}\big[(\hat f(x,a)-f^*(x,a))^2\big]\le\mathcal E_{\mathcal F,\delta}(n).Ex∼DX​,a∼p(⋅∣x)​[(f^​(x,a)−f∗(x,a))2]≤EF,δ​(n).

FALCON+ runs in epochs given by a schedule 0=τ0<τ1<τ2<⋯0=\tau_0<\tau_1<\tau_2<\cdots0=τ0​<τ1​<τ2​<⋯. In epoch mmm it sets γ1=1\gamma_1=1γ1​=1 and γm=12K/EF,δ/(2m2)(τm−1−τm−2)\gamma_m=\tfrac12\sqrt{K/\mathcal E_{\mathcal F,\delta/(2m^2)}(\tau_{m-1}-\tau_{m-2})}γm​=21​K/EF,δ/(2m2)​(τm−1​−τm−2​)​ for m≥2m\ge2m≥2; it obtains f^m\hat f_mf^​m​ by feeding only the data of epoch m−1m-1m−1 to the oracle (f^1≡0\hat f_1\equiv0f^​1​≡0); and in every round ttt of the epoch it plays

pt(a)=1K+γm(f^m(xt,a^t)−f^m(xt,a))  (a≠a^t),pt(a^t)=1−∑a≠a^tpt(a),p_t(a)=\frac{1}{K+\gamma_m\big(\hat f_m(x_t,\hat a_t)-\hat f_m(x_t,a)\big)}\ \ (a\ne\hat a_t),\qquad p_t(\hat a_t)=1-\sum_{a\ne\hat a_t}p_t(a),pt​(a)=K+γm​(f^​m​(xt​,a^t​)−f^​m​(xt​,a))1​  (a=a^t​),pt​(a^t​)=1−a=a^t​∑​pt​(a),

where a^t\hat a_ta^t​ maximizes f^m(xt,⋅)\hat f_m(x_t,\cdot)f^​m​(xt​,⋅). The epoch of round ttt is m(t)=min⁡{m≥1:t≤τm}m(t)=\min\{m\ge1:t\le\tau_m\}m(t)=min{m≥1:t≤τm​}.

Formalization targets

Goal: Theorem 2 in explicit form

If τm≥2m\tau_m\ge2^mτm​≥2m and γ1≤⋯≤γm(T)\gamma_1\le\cdots\le\gamma_{m(T)}γ1​≤⋯≤γm(T)​ for m≤m(T)m\le m(T)m≤m(T), then for every T≥1T\ge1T≥1 and δ>0\delta>0δ>0, with probability at least 1−δ1-\delta1−δ,

∑t=1T(rt(πf∗(xt))−rt(at))≤14.3∑m=2m(T)K EF,δ/(2m2)(τm−1−τm−2) (τm−τm−1)+τ1+8Tlog⁡(2/δ).\sum_{t=1}^T\big(r_t(\pi_{f^*}(x_t))-r_t(a_t)\big)\le 14.3\sum_{m=2}^{m(T)}\sqrt{K\,\mathcal E_{\mathcal F,\delta/(2m^2)}(\tau_{m-1}-\tau_{m-2})}\,(\tau_m-\tau_{m-1})+\tau_1+\sqrt{8T\log(2/\delta)}.t=1∑T​(rt​(πf∗​(xt​))−rt​(at​))≤14.3m=2∑m(T)​KEF,δ/(2m2)​(τm−1​−τm−2​)​(τm​−τm−1​)+τ1​+8Tlog(2/δ)​.

The paper states Theorem 2 as an O(⋅)O(\cdot)O(⋅) bound; this is the explicit inequality its proof establishes, with the additive terms kept. It holds for every oracle, error function and schedule satisfying the hypotheses, so it is the shape of the result rather than a rate for a particular class.

Milestones

In attack order: Lemma A.2 (each oracle call is accurate with probability 1−δ/(2m2)1-\delta/(2m^2)1−δ/(2m2); the good event Γ2\Gamma_2Γ2​ has probability 1−δ/21-\delta/21−δ/2); Lemma A.3 (the kernel pmp_mpm​ is induced by a randomized policy QmQ_mQm​ on Ψ=AX\Psi=\mathcal A^{\mathcal X}Ψ=AX); Lemma A.4 (the conditional expected regret of a round is the implicit regret of Qm(t)Q_{m(t)}Qm(t)​); Lemmas A.5 and A.6 (low predicted regret and bounded divergence V(pm,π)≤K+γmReg^(π)V(p_m,\pi)\le K+\gamma_m\widehat{\mathrm{Reg}}(\pi)V(pm​,π)≤K+γm​Reg​(π)); Lemma A.7 (prediction error of implicit rewards on Γ2\Gamma_2Γ2​); Lemma A.8 (true and predicted implicit regret agree up to factor 2 and 5.15K/γm5.15K/\gamma_m5.15K/γm​); Lemma A.9 (∑πQm(π)Reg(π)≤7.15K/γm\sum_\pi Q_m(\pi)\mathrm{Reg}(\pi)\le7.15K/\gamma_m∑π​Qm​(π)Reg(π)≤7.15K/γm​); Lemma A.10 in expectation; the Azuma display (A.10); and Lemma A.10 with high probability.

Significance

Theorem 2 makes contextual bandits reducible to offline regression with no loss in rate: for any function class with an estimation-error bound, plugging that bound into the theorem gives the regret. With empirical entropy O(ε−p)O(\varepsilon^{-p})O(ε−p) this yields O(T(1+p)/(2+p)log⁡T)O(T^{(1+p)/(2+p)}\log T)O(T(1+p)/(2+p)logT), matching the known lower bound, and for linear classes it improves the best known bound when K≪TK\ll TK≪T (Examples 1–2 of the paper). The oracle is called once per epoch on i.i.d. data, so any off-the-shelf supervised learner can be used, with a guarantee transferred automatically.

Formalizing the result produces a machine-checked offline-to-online reduction, independent of the function class. The paper's result is proved, but it has no machine-checked proof; the platform has formal statements for the online-oracle algorithm SquareCB and for the classification-oracle algorithm of Agarwal et al., not for this reduction. The milestones isolate reusable facts about inverse-gap-weighted kernels (Lemmas A.3, A.5, A.6) and an epoch-wise induction pattern (Lemma A.8) that recur in later work on bandits and reinforcement learning with regression oracles.

Difficulty

The obvious argument fails at the regression step. A natural approach feeds all past data to the oracle, but those data are adaptively collected and not i.i.d., so an offline guarantee does not apply to them; FALCON+ uses only the previous epoch's data, which are i.i.d. given the past, and the analysis must make this conditional application of Assumption 2 rigorous on a product space (Lemma A.2). The second obstacle is that the oracle's error is measured under the kernel of the previous epoch, while regret is incurred under the current one. Transferring the error across epochs requires the divergence V(p,π)V(p,\pi)V(p,π) and the two-sided comparison of true and predicted implicit regret in Lemma A.8, proved by induction on epochs with exact constants; a one-sided bound does not close the induction.

Formalization scope

Lean representation and conventions:

  • Finite contexts. X\mathcal XX is a Fintype with the discrete σ-algebra. The paper claims Theorem 2 for arbitrary X\mathcal XX, but its detailed proof (App. A.1–A.6) is "under the condition that ∣X∣<∞|\mathcal X|<\infty∣X∣<∞"; the uncountable case (App. A.7) is not formalized. No bound depends on ∣X∣|\mathcal X|∣X∣.
  • Rewards in [0,1][0,1][0,1], the model of §1.2 and the assumption of the proof of Theorem 2. Setup 2's heavy-tailed generality (Condition (5)) is not formalized.
  • Nature's law is a context marginal DX\mathcal D_{\mathcal X}DX​ with a Markov reward kernel; f∗(x,a)f^*(x,a)f∗(x,a) is the kernel mean.
  • The run lives on the canonical space N→(X×RA)×[0,1]\mathbb N\to(\mathcal X\times\mathbb R^{\mathcal A})\times[0,1]N→(X×RA)×[0,1] with the i.i.d. product law of D⊗Uniform[0,1]\mathcal D\otimes\mathrm{Uniform}[0,1]D⊗Uniform[0,1]; actions are drawn by the inverse CDF from the uniform coordinate.
  • Probabilities in failure form: "with probability at least 1−δ1-\delta1−δ" is "the failure set has outer measure at most δ\deltaδ".
  • Added hypotheses (disclosed in every statement): EF,δ(n)>0\mathcal E_{\mathcal F,\delta}(n)>0EF,δ​(n)>0 (Algorithm 2 divides by it); measurability of the oracle and of the tie-breaking rule for a^t\hat a_ta^t​ (App. A.7, p. 1929, assumes such conditions directly); δ>0\delta>0δ>0; T≥1T\ge1T≥1.
  • The tie-breaking rule for a^t\hat a_ta^t​ and the maximizer πf∗\pi_{f^*}πf∗​ are universally quantified.
  • Quantities the paper indexes by a round ttt are indexed by its epoch; Υt−1\Upsilon_{t-1}Υt−1​ is replaced by the coordinate filtration, which contains it.

A trivializing formalization is ruled out: the goal is a bound on the realized regret of the run of Algorithm 2, whose oracle sees only (x,a,r(a))(x,a,r(a))(x,a,r(a)) samples of the previous epoch; it is not a bound for an algorithm that is handed f∗f^*f∗ or its population error, or that observes the full reward vector.

Infrastructure needed: conditional application of an i.i.d. guarantee inside a product measure (Fubini over Measure.infinitePi), Azuma–Hoeffding for bounded martingale differences (proved on the platform as bounded_diff_martingale_two_sided), and finite-sum algebra for inverse gap weighting. The kernel lemmas A.3, A.5 and A.6 are reusable beyond this mission. Proofs of any milestone are welcome, as are proofs of the goal from the milestones.

Selected references

  • D. Simchi-Levi and Y. Xu, Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability, Mathematics of Operations Research 47(3):1904–1931, 2022. https://doi.org/10.1287/moor.2021.1193
  • D. J. Foster and A. Rakhlin, Beyond UCB: Optimal and Efficient Contextual Bandits with Regression Oracles, ICML 2020. https://arxiv.org/abs/2002.04926
  • A. Agarwal, D. Hsu, S. Kale, J. Langford, L. Li and R. E. Schapire, Taming the Monster: A Fast and Simple Algorithm for Contextual Bandits, ICML 2014. https://arxiv.org/abs/1402.0555
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Convex OptimizationOperations ResearchOptimization·Captain: mikedeng1

Sinkhorn Distributionally Robust Optimization 2: Biased Stochastic Mirror Descent with SG or RT-MLMC Subgradient Estimators Reaches a δ-Optimal SolutionResearch Paper

Motivation

Sinkhorn distributionally robust optimization (Wang, Gao and Xie, arXiv:2109.11926) hedges a learning or decision problem against distribution shift. It minimizes the worst-case expected loss over all distributions within an entropically regularized optimal-transport distance (the Sinkhorn distance) of a nominal distribution P^\widehat{\mathbb P}P. Strong duality, the subject of the first mission of this series, reduces the problem at a fixed Lagrange multiplier λ>0\lambda>0λ>0 to minimizing an objective of nested-expectation form,

F(θ)=Ex∼P^[λϵlog⁡Ez∼Qx[efθ(z)/(λϵ)]].F(\theta)=\mathbb E_{x\sim\widehat{\mathbb P}}\Big[\lambda\epsilon\log\mathbb E_{z\sim\mathbb Q_{x}}\big[e^{f_\theta(z)/(\lambda\epsilon)}\big]\Big].F(θ)=Ex∼P​[λϵlogEz∼Qx​​[efθ​(z)/(λϵ)]].

A logarithm sits between the two expectations, so a mini-batch of samples gives a biased estimate of FFF and of its subgradients, and stochastic gradient methods do not apply directly. Problems of this shape are known as conditional stochastic optimization (Hu, Chen and He 2020, 2021; references [54], [55] of arXiv:2109.11926v5). The paper's algorithmic contribution is a biased stochastic mirror descent (BSMD) for this objective, with two subgradient estimators and explicit complexity guarantees. This mission formalizes that guarantee, Theorem 2 of the paper.

Setting

The decision θ\thetaθ lives in a closed convex set Θ⊆Rdθ\Theta\subseteq\mathbb R^{d_\theta}Θ⊆Rdθ​. A norm ∥⋅∥\|\cdot\|∥⋅∥ on Rdθ\mathbb R^{d_\theta}Rdθ​ satisfies c∥⋅∥2≤∥⋅∥≤d∥⋅∥2\mathfrak c\|\cdot\|_2\le\|\cdot\|\le\mathfrak d\|\cdot\|_2c∥⋅∥2​≤∥⋅∥≤d∥⋅∥2​ with c>0\mathfrak c>0c>0 (Assumption EC.1), and has dual norm ∥⋅∥∗\|\cdot\|_*∥⋅∥∗​. A distance generating function ω\omegaω is continuously differentiable on Θ\ThetaΘ and κ\kappaκ-strongly convex with respect to ∥⋅∥\|\cdot\|∥⋅∥. It induces the Bregman divergence Dω(θ,θ′)=ω(θ′)−ω(θ)−⟨∇ω(θ),θ′−θ⟩D_\omega(\theta,\theta')=\omega(\theta')-\omega(\theta)-\langle\nabla\omega(\theta),\theta'-\theta\rangleDω​(θ,θ′)=ω(θ′)−ω(θ)−⟨∇ω(θ),θ′−θ⟩ and the prox-mapping Proxθ(y)=arg⁡min⁡θ′∈Θ{⟨y,θ′−θ⟩+Dω(θ,θ′)}\mathrm{Prox}_\theta(y)=\arg\min_{\theta'\in\Theta}\{\langle y,\theta'-\theta\rangle+D_\omega(\theta,\theta')\}Proxθ​(y)=argminθ′∈Θ​{⟨y,θ′−θ⟩+Dω​(θ,θ′)}.

The data are a probability measure P^\widehat{\mathbb P}P and a Markov kernel x↦Qxx\mapsto\mathbb Q_xx↦Qx​ on a measurable space Z\mathcal ZZ, fixed λ,ϵ>0\lambda,\epsilon>0λ,ϵ>0, and a loss fθ(z)f_\theta(z)fθ​(z). Assumption 2 requires three things: (I) fθ(z)f_\theta(z)fθ​(z) is convex in θ\thetaθ; (II) it is LfL_fLf​-Lipschitz in θ\thetaθ for the Euclidean norm; (III) 0≤fθ(z)≤B0\le f_\theta(z)\le B0≤fθ​(z)≤B for θ∈Θ\theta\in\Thetaθ∈Θ. Write K=B/(λϵ)K=B/(\lambda\epsilon)K=B/(λϵ).

The level-ℓ\ellℓ approximation replaces the inner expectation by an average of 2ℓ2^\ell2ℓ i.i.d. draws:

Fℓ(θ)=E[λϵlog⁡(2−ℓ∑j=12ℓefθ(zj)/(λϵ))],x∼P^, zj∣x∼Qx.F^\ell(\theta)=\mathbb E\Big[\lambda\epsilon\log\Big(2^{-\ell}\textstyle\sum_{j=1}^{2^\ell}e^{f_\theta(z_j)/(\lambda\epsilon)}\Big)\Big],\qquad x\sim\widehat{\mathbb P},\ z_j\mid x\sim\mathbb Q_x .Fℓ(θ)=E[λϵlog(2−ℓ∑j=12ℓ​efθ​(zj​)/(λϵ))],x∼P, zj​∣x∼Qx​.

Its sample subgradient is gℓg^\ellgℓ. The SG estimator is vSG=gLv^{SG}=g^LvSG=gL. The RT-MLMC estimator draws a level ℓ^∈{0,…,L}\hat\ell\in\{0,\dots,L\}ℓ^∈{0,…,L} with probability pℓ=2−ℓ/(2−2−L)p_\ell=2^{-\ell}/(2-2^{-L})pℓ​=2−ℓ/(2−2−L) and returns pℓ^−1Gℓ^p_{\hat\ell}^{-1}G^{\hat\ell}pℓ^−1​Gℓ^, where GℓG^\ellGℓ is the antithetic difference between the level-ℓ\ellℓ subgradient and the average of its two half-sample versions. BSMD iterates θt+1=Proxθt(h v(θt))\theta_{t+1}=\mathrm{Prox}_{\theta_t}(h\,v(\theta_t))θt+1​=Proxθt​​(hv(θt​)), t=0,…,T−1t=0,\dots,T-1t=0,…,T−1, with a fresh sample at every step.

Formalization targets

Goal: Theorem 2 with the explicit parameters of its proof

For δ>0\delta>0δ>0 let L=max⁡(1,⌈log⁡2(2λϵe2K/δ)⌉)L=\max\big(1,\lceil\log_2(2\lambda\epsilon e^{2K}/\delta)\rceil\big)L=max(1,⌈log2​(2λϵe2K/δ)⌉), θ∗∈arg⁡min⁡ΘF\theta^*\in\arg\min_\Theta Fθ∗∈argminΘ​F, θˉ∗∈arg⁡min⁡ΘFL\bar\theta^*\in\arg\min_\Theta F^Lθˉ∗∈argminΘ​FL and D=Dω(θ0,θˉ∗)D=D_\omega(\theta_0,\bar\theta^*)D=Dω​(θ0​,θˉ∗). With the SG estimator and

T=⌈8Lf2Dκc2δ2⌉,h=2κc2DTLf2,T=\Big\lceil\frac{8L_f^2D}{\kappa\mathfrak c^2\delta^2}\Big\rceil,\qquad h=\sqrt{\frac{2\kappa\mathfrak c^2D}{TL_f^2}},T=⌈κc2δ28Lf2​D​⌉,h=TLf2​2κc2D​​,

or with the RT-MLMC estimator, M2=2(L+1)Lf2e4K/c2M^2=2(L+1)L_f^2e^{4K}/\mathfrak c^2M2=2(L+1)Lf2​e4K/c2 and

T=⌈16(L+1)Lf2De4Kκc2δ2⌉,h=2κDTM2,T=\Big\lceil\frac{16(L+1)L_f^2De^{4K}}{\kappa\mathfrak c^2\delta^2}\Big\rceil,\qquad h=\sqrt{\frac{2\kappa D}{TM^2}},T=⌈κc2δ216(L+1)Lf2​De4K​⌉,h=TM22κD​​,

the average θ^\hat\thetaθ^ of the iterates is δ-optimal:

E[F(θ^)]−F(θ∗)≤δ.\mathbb E[F(\hat\theta)]-F(\theta^*)\le\delta .E[F(θ^)]−F(θ∗)≤δ.

Milestones

  1. §4.1.1 (p. 15): Egℓ\mathbb E g^\ellEgℓ is a subgradient of FℓF^\ellFℓ, EGℓ=Egℓ−Egℓ−1\mathbb E G^\ell=\mathbb E g^\ell-\mathbb E g^{\ell-1}EGℓ=Egℓ−Egℓ−1, and hence EvRT-MLMC=EvSG\mathbb E v^{RT\text{-}MLMC}=\mathbb E v^{SG}EvRT-MLMC=EvSG.
  2. Lemma EC.6 (I): ∣Fℓ−F∣≤λϵe2K2−(ℓ+1)|F^\ell-F|\le\lambda\epsilon e^{2K}2^{-(\ell+1)}∣Fℓ−F∣≤λϵe2K2−(ℓ+1) on Θ\ThetaΘ.
  3. Lemma EC.6 (III): E∥gℓ∥22≤Lf2\mathbb E\|g^\ell\|_2^2\le L_f^2E∥gℓ∥22​≤Lf2​ and E∥Gℓ∥22≤Lf2e4K2−ℓ\mathbb E\|G^\ell\|_2^2\le L_f^2e^{4K}2^{-\ell}E∥Gℓ∥22​≤Lf2​e4K2−ℓ.
  4. Lemma EC.7: BSMD with subgradient bias ΔF\Delta_FΔF​ and second moment M∗2M_*^2M∗2​ satisfies E[F(θ^)−F(θ∗)]≤2ΔF+M∗2D/(κT)\mathbb E[F(\hat\theta)-F(\theta^*)]\le2\Delta_F+M_*\sqrt{2D/(\kappa T)}E[F(θ^)−F(θ∗)]≤2ΔF​+M∗​2D/(κT)​.
  5. The RT-MLMC second-moment bound E∥vRT-MLMC∥∗2≤2(L+1)Lf2e4K/c2\mathbb E\|v^{RT\text{-}MLMC}\|_*^2\le2(L+1)L_f^2e^{4K}/\mathfrak c^2E∥vRT-MLMC∥∗2​≤2(L+1)Lf2​e4K/c2 (p. ec20).

Significance

Theorem 2 converts into sample complexities: O(δ−2)O(\delta^{-2})O(δ−2) draws from P^\widehat{\mathbb P}P with either estimator. From Qx\mathbb Q_xQx​, SG needs O(λϵe2Kδ−3)O(\lambda\epsilon e^{2K}\delta^{-3})O(λϵe2Kδ−3) draws and RT-MLMC O~(K2e4Kδ−2)\tilde O(K^2e^{4K}\delta^{-2})O~(K2e4Kδ−2). The P^\widehat{\mathbb P}P-rate matches the lower bound for general convex stochastic programming. This is what makes Sinkhorn DRO computationally competitive with empirical risk minimization, and it is the inner oracle of the paper's bisection search over λ\lambdaλ (Theorem 3, not part of this mission). Lemma EC.7 is a reusable statement in its own right: mirror descent with uniformly biased stochastic subgradients loses only an additive 2ΔF2\Delta_F2ΔF​.

The result is proved in the paper, partly by citation: the bias and variance bounds are attributed to Hu et al. and the BSMD bound to Nemirovski et al. To our knowledge none of it is machine-checked. The mission produces a self-contained Lean proof and, along the way, a formal mirror-descent analysis with biased oracles and an MLMC variance bound for log-sum-exp functionals.

Difficulty

The obvious route is to treat vvv as an unbiased stochastic subgradient of FFF and cite standard stochastic mirror descent. That fails because Ev\mathbb E vEv is a subgradient of FLF^LFL, not of FFF. Closing the gap requires the uniform bias bound of Lemma EC.6 (I), a second-order Taylor bound for log⁡\loglog on [1,eK][1,e^K][1,eK] against the variance of a sample mean. The RT-MLMC bound requires the antithetic cancellation in GℓG^\ellGℓ to be exhibited explicitly. The naive bound ∥Gℓ∥≤2Lf\|G^\ell\|\le2L_f∥Gℓ∥≤2Lf​ gives no decay in ℓ\ellℓ, and the estimator's second moment then grows like 2L2^L2L instead of LLL. Finally, the expectation over a run of TTT dependent iterates needs a careful product-measure argument: the iterate θt\theta_tθt​ is a function of ξ0,…,ξt−1\xi_0,\dots,\xi_{t-1}ξ0​,…,ξt−1​, and ξt\xi_tξt​ is independent of it.

Formalization scope

  • Representation. Rdθ\mathbb R^{d_\theta}Rdθ​ is EuclideanSpace ℝ (Fin d). The mirror norm is a function with the norm axioms and Assumption EC.1, and its dual norm is a real supremum over its unit ball. ∇ω\nabla\omega∇ω is a gradient within Θ\ThetaΘ.

  • Prox-mapping. It is a map characterized by its argmin property on Θ\ThetaΘ.

  • The kernel. Q\mathbb QQ is an arbitrary Markov kernel. This contains the paper's Gibbs kernel Qx,ϵ\mathbb Q_{x,\epsilon}Qx,ϵ​, which the BSMD analysis never uses.

  • Subgradients. "∇θ\nabla_\theta∇θ​" always means a selected subgradient; no differentiability of the loss is assumed. gℓg^\ellgℓ and GℓG^\ellGℓ are given in explicit chain-rule form, the same selected subgradients in every block.

  • Randomness. A run of length TTT is driven by TTT i.i.d. samples under Measure.pi. The RT-MLMC sample is (ℓ^,x,z1,…,z2L)(\hat\ell,x,z_1,\dots,z_{2^L})(ℓ^,x,z1​,…,z2L​), with level ℓ^\hat\ellℓ^ reading the first 2ℓ^2^{\hat\ell}2ℓ^ draws.

  • Measurability and integrability. The prox-mapping and the subgradient selector are measurable. Every expectation in a conclusion comes with its integrability, which rules out a vacuous reading in which a non-integrable quantity has expectation 000.

  • Explicit forms of the paper's O(⋅)O(\cdot)O(⋅). The paper writes O(⋅)O(\cdot)O(⋅) and O~(⋅)\tilde O(\cdot)O~(⋅); its proof (p. ec20) yields the hyper-parameters stated above. They are fixed in the goal, not quantified existentially:

    • L=max⁡(1,⌈log⁡(2λϵe2K/δ)/log⁡2⌉)L=\max(1,\lceil\log(2\lambda\epsilon e^{2K}/\delta)/\log2\rceil)L=max(1,⌈log(2λϵe2K/δ)/log2⌉) for both estimators;
    • SG: T=max⁡(1,⌈8Lf2D/(κc2δ2)⌉)T=\max(1,\lceil8L_f^2D/(\kappa\mathfrak c^2\delta^2)\rceil)T=max(1,⌈8Lf2​D/(κc2δ2)⌉) and h=2κc2D/(TLf2)h=\sqrt{2\kappa\mathfrak c^2D/(TL_f^2)}h=2κc2D/(TLf2​)​;
    • RT-MLMC: M2=2(L+1)Lf2e4K/c2M^2=2(L+1)L_f^2e^{4K}/\mathfrak c^2M2=2(L+1)Lf2​e4K/c2, T=max⁡(1,⌈16(L+1)Lf2De4K/(κc2δ2)⌉)T=\max(1,\lceil16(L+1)L_f^2De^{4K}/(\kappa\mathfrak c^2\delta^2)\rceil)T=max(1,⌈16(L+1)Lf2​De4K/(κc2δ2)⌉) and h=2κD/(TM2)h=\sqrt{2\kappa D/(TM^2)}h=2κD/(TM2)​.

    The max 1 guards enforce the paper's L∈N+L\in\mathbb N_+L∈N+​ and T≥1T\ge1T≥1. The sample counts are not stated as Lean claims, since they follow by construction: per iteration, one draw from P^\widehat{\mathbb P}P, plus 2L2^L2L draws from Qx\mathbb Q_xQx​ for SG or (L+1)/(2−2−L)(L+1)/(2-2^{-L})(L+1)/(2−2−L) in expectation for RT-MLMC. Remark EC.1 prints the latter as L/(2−2−L)L/(2-2^{-L})L/(2−2−L).

  • Two corrections to the printed text.

    • The output averages θ0,…,θT−1\theta_0,\dots,\theta_{T-1}θ0​,…,θT−1​. The paper prints θ1,…,θT\theta_1,\dots,\theta_Tθ1​,…,θT​, for which Lemma EC.7 has a two-dimensional counterexample with T=1T=1T=1 (in the Lemma EC.7 item).
    • The RT-MLMC constant M2M^2M2 keeps the factor c−2\mathfrak c^{-2}c−2 that the paper's display drops; the paper's TTT already carries it. Both versions agree in the Euclidean case c=1\mathfrak c=1c=1.
  • Contributions welcome. Proofs of the milestones. A reusable Lean development of stochastic mirror descent with biased oracles. The MLMC bias and variance lemmas for log⁡\loglog of a sample mean. A follow-up mission on the bisection search (Theorem 3).

Selected references

  • J. Wang, R. Gao, Y. Xie, Sinkhorn Distributionally Robust Optimization, arXiv:2109.11926v5, 2025. https://arxiv.org/abs/2109.11926v5
  • A. Nemirovski, A. Juditsky, G. Lan, A. Shapiro, Robust Stochastic Approximation Approach to Stochastic Programming, SIAM J. Optim. 19(4):1574–1609, 2009 (reference [77] of arXiv:2109.11926v5).
  • Y. Hu, X. Chen, N. He, Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization, SIAM J. Optim. 30(3):2103–2133, 2020 (reference [54] of arXiv:2109.11926v5).
  • Y. Hu, X. Chen, N. He, On the Bias-Variance-Cost Tradeoff of Stochastic Optimization, NeurIPS 2021 (reference [55] of arXiv:2109.11926v5).
  • J. H. Blanchet, P. W. Glynn, Unbiased Monte Carlo for Optimization and Functions of Expectations via Multi-Level Randomization, Winter Simulation Conference, 3656–3667, 2015 (reference [22] of arXiv:2109.11926v5).
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