What is bootstrapping?

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醉话见心
醉话见心 2020-11-29 14:09

I keep seeing \"bootstrapping\" mentioned in discussions of application development. It seems both widespread and important, but I\'ve yet to come across even a poor explan

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  •  孤独总比滥情好
    2020-11-29 15:08

    Bootstrapping has yet another meaning in the context of reinforcement learning that may be useful to know for developers, in addition to its use in software development (most answers here, e.g. by kdgregory) and its use in statistics as discussed by Dirk Eddelbuettel.

    From Sutton and Barto:

    Widrow, Gupta, and Maitra (1973) modified the Least-Mean-Square (LMS) algorithm of Widrow and Hoff (1960) to produce a reinforcement learning rule that could learn from success and failure signals instead of from training examples. They called this form of learning “selective bootstrap adaptation” and described it as “learning with a critic” instead of “learning with a teacher.” They analyzed this rule and showed how it could learn to play blackjack. This was an isolated foray into reinforcement learning by Widrow, whose contributions to supervised learning were much more influential.

    The book describes various reinforcement algorithms where the target value is based on a previous approximation as bootstrap methods:

    Finally, we note one last special property of DP [Dynamic Programming] methods. All of them update estimates of the values of states based on estimates of the values of successor states. That is, they update estimates on the basis of other estimates. We call this general idea bootstrapping. Many reinforcement learning methods perform bootstrapping, even those that do not require, as DP requires, a complete and accurate model of the environment.

    Note that this differs from bootstrap aggregating and intelligence explosion that is mentioned on the wikipedia page on bootstrapping.

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