"Reinforcement learning is learning what to do – how to map situations to actions – so as to maximize a numerical reward signal. The learner is not told which actions to take, as in most forms of machine learning, but instead must discover which actions yield the most reward by trying them." – Sutton, Richard S. and Andrew G. Barto. Reinforcement Learning: An Introduction. (1.1). MIT Press, Cambridge, MA, 1998.
Sample complexity and regret bounds are given that depend on the so-called eluder dimension of the function set and are independent of other parameters. The agnostic case is considered as well.
SARSA is an on-policy algorithm to learn a Markov decision process policy in reinforcement learning. We investigate the SARSA algorithm with linear function approximation under the non-i.i.d.