Temporal Difference – Reinforcement Learning

  • Type of Incremental learning for prediction related problem [2].
  • Difference for conventional prediction learning:
    • Conventional prediction – based on error between predicted and actual outcomes
    • TD methods – based on error or difference between temporally successive predictions (if there is change in prediction over time, then learning occurs)
  • Based on the paper [2] (page 10, paragraph 2), two advantages of TD methods:
    • First: Incremental and thus easy to compute.
    • Second: More efficient use of experience, converging faster and better productions

Weatherman Prediction Example

Predicting the chance of rain on Saturday.
Conventional: Waits until Saturday to compare each prediction to the outcome.
TD Method: Compares each day to the next day’s prediction, learning incrementally.

Ready. Choose a simulation method above.

Resources:

  • [1] “9 Temporal-Difference Learning,” Stanford.edu, Dec. 16, 2015. https://web.stanford.edu/group/pdplab/pdphandbook/handbookch10.html
  • [2] R. S. Sutton, “Learning to predict by the methods of temporal differences,” Mach Learn, vol. 3, no. 1, pp. 9–44, Aug. 1988, doi: 10.1007/BF00115009.
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