training section of dqn and comparison with SVR and RF

I have some problem in understanding training section of DQN. Where is Xtrain and Ytrain in DQN? Because it is not clear in DQN algorithm.

https://cdn-images-1.medium.com/max/1600/1*nb61CxDTTAWR1EJnbCl1cA.png

Also, if I need to compare my results of dqn versus results of random forest and support vector regression . I need to have Xtrain and Ytrain for them.