Dynamic Programming

bootstrapping (in RL)

To update your guess about a state's value, you could wait until the episode ends and use the actual total reward — or you could update it right now using your current guess about the next state. That second shortcut, leaning on your own estimates to improve your estimates, is called bootstrapping: pulling yourself up by your own bootstraps, estimates teaching estimates.

Every DP backup bootstraps — a state's new value is built from the stored values of its successors, not from observed final outcomes. So do temporal-difference methods. The opposite is Monte Carlo, which uses complete returns and no bootstrapping. Bootstrapping makes updates faster and lower-variance and lets you learn before an episode ends, but it introduces bias and can interact badly with function approximation and off-policy training.

V(s)\leftarrow V(s)+\alpha\big[\,r+\gamma\,\underbrace{V(s')}_{\text{bootstrap}}-V(s)\big]

A TD update: the target leans on the current estimate of the next state.

Nothing to do with the statistical bootstrap (resampling a dataset); in RL it simply means an estimate updated from other estimates.