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Statistics for Machine Learning

You're reading from   Statistics for Machine Learning Techniques for exploring supervised, unsupervised, and reinforcement learning models with Python and R

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Product type Paperback
Published in Jul 2017
Publisher Packt
ISBN-13 9781788295758
Length 442 pages
Edition 1st Edition
Languages
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Author (1):
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Pratap Dangeti Pratap Dangeti
Author Profile Icon Pratap Dangeti
Pratap Dangeti
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Table of Contents (10) Chapters Close

Preface 1. Journey from Statistics to Machine Learning FREE CHAPTER 2. Parallelism of Statistics and Machine Learning 3. Logistic Regression Versus Random Forest 4. Tree-Based Machine Learning Models 5. K-Nearest Neighbors and Naive Bayes 6. Support Vector Machines and Neural Networks 7. Recommendation Engines 8. Unsupervised Learning 9. Reinforcement Learning

Temporal difference learning


Temporal Difference (TD) learning is the central and novel theme of reinforcement learning. TD learning is the combination of both Monte Carlo (MC) and Dynamic Programming (DP) ideas. Like Monte Carlo methods, TD methods can learn directly from the experiences without the model of environment. Similar to Dynamic Programming, TD methods update estimates based in part on other learned estimates, without waiting for a final outcome, unlike MC methods, in which estimates are updated after reaching the final outcome only.

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.

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.

MC has high variance and low...

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