July 2017
Beginner to intermediate
442 pages
10h 8m
English
Content preview from Statistics for Machine Learning
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Comparison between Monte Carlo methods and temporal difference learning
Though Monte-Carlo methods and Temporal Difference learning have similarities, there are inherent advantages of TD-learning over Monte Carlo methods.
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Monte Carlo methods |
Temporal Difference learning |
|
MC must wait until the end of the episode before the return is known. |
TD can learn online after every step and does not need to wait until the end of episode. |
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MC has high variance and low bias. |
TD has low variance and some decent bias. |
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MC does not exploit the Markov property. |
TD exploits the Markov property. |
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