TD prediction
In the TD prediction method, the policy is given as input and we try to estimate the value function using the given policy. TD learning bootstraps like DP, so it does not have to wait till the end of the episode, and like the MC method, it does not require the model dynamics of the environment to compute the value function or the Q function. Now, let's see how the update rule of TD learning is designed, taking the preceding advantages into account.
In the MC method, we estimate the value of a state by taking its return:
However, a single return value cannot approximate the value of a state perfectly. So, we generate N episodes and compute the value of a state as the average return of a state across N episodes:
But with the MC method, we need to wait until the end of the episode to compute the value of a state and when the episode is long, it takes a lot of time. One more problem with the MC method is that we cannot apply it to non-episodic...