17. Summary

Summary

The cliff-walking task (Sutton and Barto, 2017)

The cliff-walking task (Sutton and Barto, 2017)

### Temporal-Difference Methods

  • Whereas Monte Carlo (MC) prediction methods must wait until the end of an episode to update the value function estimate, temporal-difference (TD) methods update the value function after every time step.

### TD Control

  • Sarsa(0) (or Sarsa) is an on-policy TD control method. It is guaranteed to converge to the optimal action-value function q_*, as long as the step-size parameter \alpha is sufficiently small and \epsilon is chosen to satisfy the Greedy in the Limit with Infinite Exploration (GLIE) conditions.
  • Sarsamax (or Q-Learning) is an off-policy TD control method. It is guaranteed to converge to the optimal action value function q_*, under the same conditions that guarantee convergence of the Sarsa control algorithm.
  • Expected Sarsa is an on-policy TD control method. It is guaranteed to converge to the optimal action value function q_*, under the same conditions that guarantee convergence of Sarsa and Sarsamax.

### Analyzing Performance

  • On-policy TD control methods (like Expected Sarsa and Sarsa) have better online performance than off-policy TD control methods (like Q-learning).
  • Expected Sarsa generally achieves better performance than Sarsa.