The most important feature distinguishing reinforcement learning from other types of learning is that it uses training information that evaluates the actions taken rather than instructs by giving correct actions. This is what creates the need for active exploration, for an explicit trial-and-error search for good behavior. Purely evaluative feedback indicates how good the action taken is, but not whether it is the best or the worst action possible. Evaluative feedback is the basis of methods for function optimization, including evolutionary methods. Purely instructive feedback, on the other hand, indicates the correct action to take, independently of the action actually taken. This kind of feedback is the basis of supervised learning, which includes large parts of pattern classification, artificial neural networks, and system identification. In their pure forms, these two kinds of feedback are quite distinct: evaluative feedback depends entirely on the action taken, whereas instructive feedback is independent of the action taken. There are also interesting intermediate cases in which evaluation and instruction blend together.
In this chapter we study the evaluative aspect of reinforcement learning in a simplified setting, one that does not involve learning to act in more than one situation. This nonassociative setting is the one in which most prior work involving evaluative feedback has been done, and it avoids much of the complexity of the full reinforcement learning problem. Studying this case will enable us to see most clearly how evaluative feedback differs from, and yet can be combined with, instructive feedback.
The particular nonassociative, evaluative feedback problem that we explore is a simple version of the -armed bandit problem. We use this problem to introduce a number of basic learning methods which we extend in later chapters to apply to the full reinforcement learning problem. At the end of this chapter, we take a step closer to the full reinforcement learning problem by discussing what happens when the bandit problem becomes associative, that is, when actions are taken in more than one situation.