Reinforcement Learning Algorithms with Python

TD learning

Monte Carlo methods are a powerful way to learn directly by sampling from the environment, but they have a big drawback—they rely on the full trajectory. They have to wait until the end of the episode, and only then can they update the state values. Therefore, a crucial factor is knowing what happens when the trajectory has no end, or if it's very long. The answer is that it will produce terrifying results. A similar solution to this problem has already come up in DP algorithms, where the state values are updated at each step, without waiting until the end. Instead of using the complete return accumulated during the trajectory, it just uses the immediate reward and the estimate of the next state value. A visual example of this ...