In supervised learning, the machine (agent) learns from training data which has a labeled set of input and output. The objective is that the model extrapolates and generalizes its learning so that it can be well applied to the unseen data. There is an external supervisor who has a complete knowledge base of the environment and supervises the agent to complete a task.
Consider the dog analogy we just discussed; in supervised learning, to teach the dog to catch a ball, we will teach it explicitly by specifying turn left, go right, move forward five steps, catch the ball, and so on. But instead in RL we just throw a ball, and every time the dog catches the ball, we give it a cookie (reward). So the dog will learn to catch the ball that meant it received a cookie.
In unsupervised learning, we provide the model with training data which only has a set of inputs; the model learns to determine the hidden pattern in the input. There is a common misunderstanding that RL is a kind of unsupervised learning but it is not. In unsupervised learning, the model learns the hidden structure whereas in RL the model learns by maximizing the rewards. Say we want to suggest new movies to the user. Unsupervised learning analyses the similar movies the person has viewed and suggests movies, whereas RL constantly receives feedback from the user, understands his movie preferences, and builds a knowledge base on top of it and suggests a new movie.
There is also another kind of learning called semi-supervised learning which is basically a combination of supervised and unsupervised learning. It involves function estimation on both the labeled and unlabeled data, whereas RL is essentially an interaction between the agent and its environment. Thus, RL is completely different from all other machine learning paradigms.
