Monte Carlo prediction
In this section, we will learn how to use the Monte Carlo method to perform the prediction task. We have learned that in the prediction task, we will be given a policy and we predict the value function or Q function using the given policy to evaluate it. First, we will learn how to predict the value function using the given policy with the Monte Carlo method. Later, we will look into predicting the Q function using the given policy. Alright, let's get started with the section.
Why do we need the Monte Carlo method for predicting the value function of the given policy? Why can't we predict the value function using the dynamic programming methods we learned about in the previous chapter? We learned that in order to compute the value function using the dynamic programming method, we need to know the model dynamics (transition probability), and when we don't know the model dynamics, we use the model-free methods.
The Monte Carlo method...