The Best Things in Life Are Model Free

This is the tenth part of "An Outsider's Tour of Reinforcement Learning." Though I've spent the last few posts casting shade at model-free methods for reinforcement learning, I am not blindly against the model-free paradigm. In fact, the most popular methods in core control systems are model free! The most ubiquitous control scheme out there is PID control, and PID has only three parameters. I'd like to use this post to briefly describe PID control, explain how it is closely connected to many of the most popular methods in machine learning, and then turn to explain what PID brings to the table over the model-free methods that drive contemporary RL research.