A Single Stepsize Suffices for Unprojected Linear TD(0): Simultaneous Robust and Fast Rates via Polyak--Ruppert Averaging
Wei-Cheng Lee, Francesco Orabona
cs.LG, math.OC, stat.ML
Submitted: 2026-06-23
License: http://creativecommons.org/licenses/by/4.0/
The gist: We study linear TD(0) under Markovian sampling, where data are generated along a single trajectory.
Terminology
Abstract
We study linear TD(0) under Markovian sampling, where data are generated along a single trajectory. We provide high-probability guarantees for a plain unprojected TD(0) algorithm with Polyak-Ruppert (PR) averaging, using a single stepsize schedule eta t proportional to 1 over tau mix (t) sqrt t that depends on the mixing time but requires no prior knowledge of the curvature parameter omega. Our first result shows that such a choice of the stepsize guarantees that the TD(0) iterates are automatically and uniformly bounded with high probability, without projections and without any stability argument based on omega. Building on this result, we establish a simultaneous high-probability convergence guarantee for the PR average: the same stepsize yields both a robust curvature-free ! (tau mix over sqrt T) rate and a fast curvature-dependent ! (tau mix squared over omega T) rate, with the bound taking the minimum of the two. The core technical ingredient is a Poisson-equation toolkit for geometrically mixing Markov chains, which decomposes Markov noise into a martingale term plus a controlled remainder and enables a new self-bounding inductive argument for pathwise stability.
Sources
- Asymptotic and Finite Sample Analysis of Nonexpansive Stochastic Approximations with Markovian Noise
- A Robust $\widetilde{\mathcal{O}}(1/\sqrt{T})$ Rate for Unprojected TD Learning with Linear Function Approximation
- Towards Parameter-Free Temporal Difference Learning
- Approximate Temporal Difference Learning is a Gradient Descent for Reversible Policies
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