For a Markov chain , consider the reward function

associated with rewards given by . We approximate the reward function with a linear approximation,

Continue reading “Temporal Difference Learning – Linear Function Approximation”

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# Category: Machine Learning

## Temporal Difference Learning – Linear Function Approximation

## Bayesian Online Learning

For a Markov chain , consider the reward function

associated with rewards given by . We approximate the reward function with a linear approximation,

Continue reading “Temporal Difference Learning – Linear Function Approximation”

We briefly describe an Online Bayesian Framework which is sometimes referred to as Assumed Density Filer (ADF). And we review a heuristic proof of its convergence in the Gaussian case.