Is Temporal Difference Learning Optimal? An Instance-Dependent Analysis
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Abstract (arXiv)
We address the problem of policy evaluation in discounted Markov decision processes, and provide instance-dependent guarantees on the ℓ_∞-error under a generative model. We establish both asymptotic and non-asymptotic versions of local minimax lower bounds for policy evaluation, thereby providing an instance-dependent baseline by which to compare algorithms. Theory-inspired simulations show that the widely-used temporal difference (TD) algorithm is strictly suboptimal when evaluated in a non-asymptotic setting, even when combined with Polyak-Ruppert iterate averaging. We remedy this issue by introducing and analyzing variance-reduced forms of stochastic approximation, showing that they achieve non-asymptotic, instance-dependent optimality up to logarithmic factors.
Key facts. Cited by 41 papers in the map (data through 7 Oct 2026). First posted on arXiv 16 Mar 2020.
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Citing papers per year: 2021: 8; 2022: 9; 2023: 6; 2024: 8; 2025: 6; 2026: 4.
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- 2021Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysiscited by 89
- 2022Pessimistic Q-Learning for Offline Reinforcement Learning: Towards Optimal Sample Complexitycited by 84
- 2021Towards Instance-Optimal Offline Reinforcement Learning with Pessimismcited by 78
- 2021Breaking the Sample Complexity Barrier to Regret-Optimal Model-Free Reinforcement Learningcited by 51
- 2021Beyond No Regret: Instance-Dependent PAC Reinforcement Learningcited by 41
- 2022The Efficacy of Pessimism in Asynchronous Q-Learningcited by 41
- 2022Stochastic first-order methods for average-reward Markov decision processescited by 30
- 2021A Statistical Analysis of Polyak-Ruppert Averaged Q-learningcited by 29
- 2022Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizescited by 28
- 2021Optimal policy evaluation using kernel-based temporal difference methodscited by 24
- 2024Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertaintycited by 24
- 2021Instance-optimality in optimal value estimation: Adaptivity via variance-reduced Q-learningcited by 21
29 more
- 2023Improved High-Probability Bounds for the Temporal Difference Learning Algorithm via Exponential Stabilitycited by 20
- 2021Accelerated and instance-optimal policy evaluation with linear function approximationcited by 18
- 2022Pessimism for Offline Linear Contextual Bandits using ℓp Confidence Setscited by 18
- 2024Constant Stepsize Q-learning: Distributional Convergence, Bias and Extrapolationcited by 17
- 2023High-probability sample complexities for policy evaluation with linear function approximationcited by 16
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Modelcited by 15
- 2022Optimal variance-reduced stochastic approximation in Banach spacescited by 14
- 2023Robust Markov Decision Processes without Model Estimationcited by 11
- 2023On the Statistical Benefits of Temporal Difference Learningcited by 8
- 2023Variance-aware robust reinforcement learning with linear function approximation under heavy-tailed rewardscited by 8
- 2024Gap-Dependent Bounds for Q-Learning using Reference-Advantage Decompositioncited by 8
- 2023Optimal Sample Complexity of Stable Discounted Markov Decision Processescited by 6
- 2022Instance-Dependent Confidence and Early Stopping for Reinforcement Learningcited by 5
- 2024On Bellman equations for continuous-time policy evaluation I: discretization and approximationcited by 4
- 2025A General-Purpose Theorem for High-Probability Bounds of Stochastic Approximation with Polyak Averagingcited by 4
- 2022Krylov-Bellman boosting: Super-linear policy evaluation in general state spacescited by 2
- 2025Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learningcited by 2
- 2025Statistical and Algorithmic Foundations of Reinforcement Learningcited by 2
- 2025Achieving Tighter Finite-Time Rates for Heterogeneous Federated Stochastic Approximation under Markovian Samplingcited by 1
- 2025Corruption-Tolerant Asynchronous Q-Learning with Near-Optimal Ratescited by 1
- 2026Multiscale replay: A robust algorithm for stochastic variational inequalities with a Markovian buffercited by 1
- 2024Stochastic Optimization with Constraints: A Non-asymptotic Instance-Dependent Analysiscited by 0
- 2024Enhancing Stochastic Optimization for Statistical Efficiency Using ROOT-SGD with Diminishing Stepsizecited by 0
- 2024Variance-Reduced Cascade Q-learning: Algorithms and Sample Complexitycited by 0
- 2024To bootstrap or to rollout? An optimal and adaptive interpolationcited by 0
- 2025Accelerated Distributional Temporal Difference Learning with Linear Function Approximationcited by 0
- 2026Sharp asymptotic theory for Q-learning with LDTZ learning rate and its generalizationcited by 0
- 2026Is Backpropagation Optimal? When Synthetic Gradients Improve Sample Efficiencycited by 0
- 2026Fast and Robust Convergence Rate for TD(0) with Linear Function Approximation, Universal Learning Steps and I.I.D. Samplescited by 0
- 2026Fast and Robust Convergence Rate for TD(0) with Linear Function Approximation, Universal Learning Steps and I.I.D. Samples4 Jun 2026
- 2026Is Backpropagation Optimal? When Synthetic Gradients Improve Sample Efficiency27 May 2026
- 2026Sharp asymptotic theory for Q-learning with LDTZ learning rate and its generalization5 Apr 2026
- 2026Multiscale replay: A robust algorithm for stochastic variational inequalities with a Markovian buffer4 Jan 2026
- 2025Accelerated Distributional Temporal Difference Learning with Linear Function Approximation16 Nov 2025
- 2025Corruption-Tolerant Asynchronous Q-Learning with Near-Optimal Rates10 Sep 2025
- 2025Statistical and Algorithmic Foundations of Reinforcement Learning19 Jul 2025
- 2025Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning5 Jun 2025
- 2025A General-Purpose Theorem for High-Probability Bounds of Stochastic Approximation with Polyak Averaging27 May 2025
- 2025Achieving Tighter Finite-Time Rates for Heterogeneous Federated Stochastic Approximation under Markovian Sampling15 Apr 2025
- 2024To bootstrap or to rollout? An optimal and adaptive interpolation14 Nov 2024
- 2024Gap-Dependent Bounds for Q-Learning using Reference-Advantage Decomposition10 Oct 2024
29 more
- 2024Variance-Reduced Cascade Q-learning: Algorithms and Sample Complexity13 Aug 2024
- 2024Enhancing Stochastic Optimization for Statistical Efficiency Using ROOT-SGD with Diminishing Stepsize15 Jul 2024
- 2024On Bellman equations for continuous-time policy evaluation I: discretization and approximation8 Jul 2024
- 2024Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertainty29 Apr 2024
- 2024Stochastic Optimization with Constraints: A Non-asymptotic Instance-Dependent Analysis24 Mar 2024
- 2024Constant Stepsize Q-learning: Distributional Convergence, Bias and Extrapolation25 Jan 2024
- 2023Improved High-Probability Bounds for the Temporal Difference Learning Algorithm via Exponential Stability22 Oct 2023
- 2023High-probability sample complexities for policy evaluation with linear function approximation30 May 2023
- 2023Variance-aware robust reinforcement learning with linear function approximation under heavy-tailed rewards9 Mar 2023
- 2023Optimal Sample Complexity of Stable Discounted Markov Decision Processes15 Feb 2023
- 2023Robust Markov Decision Processes without Model Estimation2 Feb 2023
- 2023On the Statistical Benefits of Temporal Difference Learning30 Jan 2023
- 2022Krylov-Bellman boosting: Super-linear policy evaluation in general state spaces20 Oct 2022
- 2022Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizes3 Oct 2022
- 2022Minimax-Optimal Multi-Agent RL in Markov Games With a Generative Model22 Aug 2022
- 2022Pessimism for Offline Linear Contextual Bandits using ℓp Confidence Sets21 May 2022
- 2022Stochastic first-order methods for average-reward Markov decision processes11 May 2022
- 2022The Efficacy of Pessimism in Asynchronous Q-Learning14 Mar 2022
- 2022Pessimistic Q-Learning for Offline Reinforcement Learning: Towards Optimal Sample Complexity28 Feb 2022
- 2022Instance-Dependent Confidence and Early Stopping for Reinforcement Learning21 Jan 2022
- 2022Optimal variance-reduced stochastic approximation in Banach spaces21 Jan 2022
- 2021A Statistical Analysis of Polyak-Ruppert Averaged Q-learning29 Dec 2021
- 2021Accelerated and instance-optimal policy evaluation with linear function approximation24 Dec 2021
- 2021Towards Instance-Optimal Offline Reinforcement Learning with Pessimism17 Oct 2021
- 2021Breaking the Sample Complexity Barrier to Regret-Optimal Model-Free Reinforcement Learning9 Oct 2021
- 2021Optimal policy evaluation using kernel-based temporal difference methods24 Sep 2021
- 2021Beyond No Regret: Instance-Dependent PAC Reinforcement Learning5 Aug 2021
- 2021Instance-optimality in optimal value estimation: Adaptivity via variance-reduced Q-learning28 Jun 2021
- 2021Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysis12 Feb 2021
- 2021Is Q-Learning Minimax Optimal? A Tight Sample Complexity Analysiscited by 89
- 2021Breaking the Sample Complexity Barrier to Regret-Optimal Model-Free Reinforcement Learningcited by 51
- 2021Beyond No Regret: Instance-Dependent PAC Reinforcement Learningcited by 41
- 2022The Efficacy of Pessimism in Asynchronous Q-Learningcited by 41
- 2022Stochastic first-order methods for average-reward Markov decision processescited by 30
- 2021A Statistical Analysis of Polyak-Ruppert Averaged Q-learningcited by 29
- 2022Bias and Extrapolation in Markovian Linear Stochastic Approximation with Constant Stepsizescited by 28
- 2021Optimal policy evaluation using kernel-based temporal difference methodscited by 24
- 2024Sample-Efficient Robust Multi-Agent Reinforcement Learning in the Face of Environmental Uncertaintycited by 24
- 2021Instance-optimality in optimal value estimation: Adaptivity via variance-reduced Q-learningcited by 21
- 2023Improved High-Probability Bounds for the Temporal Difference Learning Algorithm via Exponential Stabilitycited by 20
- 2021Accelerated and instance-optimal policy evaluation with linear function approximationcited by 18
12 most cited of 39 All 39 (JSON)
- 2026Fast and Robust Convergence Rate for TD(0) with Linear Function Approximation, Universal Learning Steps and I.I.D. Samples4 Jun 2026
- 2026Is Backpropagation Optimal? When Synthetic Gradients Improve Sample Efficiency27 May 2026
- 2026Sharp asymptotic theory for Q-learning with LDTZ learning rate and its generalization5 Apr 2026
- 2026Multiscale replay: A robust algorithm for stochastic variational inequalities with a Markovian buffer4 Jan 2026
- 2025Accelerated Distributional Temporal Difference Learning with Linear Function Approximation16 Nov 2025
- 2025Corruption-Tolerant Asynchronous Q-Learning with Near-Optimal Rates10 Sep 2025
- 2025Statistical and Algorithmic Foundations of Reinforcement Learning19 Jul 2025
- 2025Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning5 Jun 2025
- 2025A General-Purpose Theorem for High-Probability Bounds of Stochastic Approximation with Polyak Averaging27 May 2025
- 2025Achieving Tighter Finite-Time Rates for Heterogeneous Federated Stochastic Approximation under Markovian Sampling15 Apr 2025
- 2024To bootstrap or to rollout? An optimal and adaptive interpolation14 Nov 2024
- 2024Gap-Dependent Bounds for Q-Learning using Reference-Advantage Decomposition10 Oct 2024
12 newest of 39 All 39 (JSON)