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In the TD ( lambda ) algorithm, zt is computed recursively. Express zt only in terms of the states visited in the past. This
In the TDlambda algorithm, zt
is computed recursively. Express zt only in terms of the states
visited in the past. This representation of the eligibility vector will show that eligibility
vectors combine the frequency heuristic and recency heuristic to address the credit assignment problem. For the rewards received, the frequency heuristic assigns higher credit to
the frequently visited states while the recency heuristic assigns higher credit to the recently
visited states. The eligibility vector assigns higher credits to the frequently and recently
visited states.
Note that in the TDlambda algorithm, value function estimate for every state gets updated different
from the nstep TD algorithms, where only the estimate for the current state gets updated. If
a state has not been visited recently and frequently then the eligibility of that state ie the
associated entry of the eligibility vector will be close to zero. Therefore, the update via the
TDerror will take very small steps for such states.
Though lambda return is forwardlooking while TDlambda is backward looking, they are equivalent
as you will show next for the finite horizon problem with horizon length T infty
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