Sutton and Barto state in the 2018-version of "Reinforcement Learning: An Introduction" in the context of Expected SARSA (p. 133) the following sentences:
Expected SARSA is more complex computationally than Sarsa but, in return, it eliminates the variance due to the random selection of $A_{t+1}$. Given the same amount of experience we might expect it to perform slightly better than Sarsa, and indeed it generally does.
I have three questions concerning this statement:
- Why is the action selection random with Sarsa? Isn't it on-policy and therefore $\epsilon$-greedy?
- Because Expected-Sarsa is off-policy the experience it learns from can be from any policy that at least explores everything in the limit e.g. random action-selection with equal probabilities for every action. How can Exected-Sarsa learning from such policy be generally better than normal Sarsa learning from an $\epsilon$-greedy policy, especially with the same amount of experience?
- Probably more general: How can on-policy and off-policy algorithms be compared in such way (e.g. through variance) even though their concepts and assumptions are so different?