2
$\begingroup$

In Sutton & Barto (2nd edition), the following is mentioned on page 150 (p. 172 of the pdf), section 7.4:

the importance sampling ratio has expected value one (Section 5.9) and is uncorrelated with the estimate.

How can we prove the importance sampling ratio is uncorrelated with the estimate?

$\endgroup$
1
$\begingroup$

Sutton and Barto explain it themselves in section 5.9. I post it with a bit of context. The equation you're looking for is 5.13.Excerpt from Section 5.9

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.