Eligibility Traces in Reinforcement Learning

In short and a straight forward manner, Eligibility Traces is a kind of mathematical trick that improves the performance of Temporal Difference methods, in Reinforcement Learning. Remember that in Temporal Difference and Monte Carlo methods update a state based on future rewards. This is done either by looking directly one step ahead or by waiting the episode to finish. This approach is called the Forward View. In TD(0) we look one step ahead, while in Monte Carlo we look ahead until the episode is terminated and we collect the discounted results.