July 2017
Beginner to intermediate
442 pages
10h 8m
English
Content preview from Statistics for Machine Learning
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Key advantages of MC over DP methods
The following are the key advantages of MC over DP methods:
- In terms of computational expense, MC methods are more attractive due to the advantage of estimating the value of single state independent of the number of states
- Many sample episodes can be generated, starting from the state of interest, averaging returns from only these states and ignoring all the other states
- MC methods have the ability to learn from actual experience or simulated experience
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