# Variance-Reduced Off-Policy TDC Learning: Non-Asymptotic Convergence Analysis

arXiv: https://arxiv.org/abs/2010.13272 · HTML: https://mlsanity.com/paper/2010.13272/

## Key facts

- Cited by 12 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 26 Oct 2020.

## Built on by (most cited first, 12 of 12)

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- [Sample and Communication-Efficient Decentralized Actor-Critic Algorithms with Finite-Time Analysis](https://mlsanity.com/paper/2109.03699/) (2021)
- [Fast Two-Time-Scale Stochastic Gradient Method with Applications in Reinforcement Learning](https://mlsanity.com/paper/2405.09660/) (2024)
- [Non-Asymptotic Analysis for Two Time-scale TDC with General Smooth Function Approximation](https://mlsanity.com/paper/2104.02836/) (2021)
- [Central Limit Theorem for Two-Timescale Stochastic Approximation with Markovian Noise: Theory and Applications](https://mlsanity.com/paper/2401.09339/) (2024)
- [Multi-Agent Off-Policy TD Learning: Finite-Time Analysis with Near-Optimal Sample Complexity and Communication Complexity](https://mlsanity.com/paper/2103.13147/) (2021)
- [An Approximate Policy Iteration Viewpoint of Actor-Critic Algorithms](https://mlsanity.com/paper/2208.03247/) (2022)
- [Finite-Time Error Bounds for Greedy-GQ](https://mlsanity.com/paper/2209.02555/) (2022)
- [Finite-Time Error Bounds for Distributed Linear Stochastic Approximation](https://mlsanity.com/paper/2111.12665/) (2021)
- [Closing the gap between SVRG and TD-SVRG with Gradient Splitting](https://mlsanity.com/paper/2211.16237/) (2022)
- [A Communication-Efficient Decentralized Actor-Critic Algorithm](https://mlsanity.com/paper/2510.19199/) (2025)
- [Robust Reinforcement Learning in Finance: Modeling Market Impact with Elliptic Uncertainty Sets](https://mlsanity.com/paper/2510.19950/) (2025)

## Abstract (arXiv)

Variance reduction techniques have been successfully applied to temporal-difference (TD) learning and help to improve the sample complexity in policy evaluation. However, the existing work applied variance reduction to either the less popular one time-scale TD algorithm or the two time-scale GTD algorithm but with a finite number of i.i.d. samples, and both algorithms apply to only the on-policy setting. In this work, we develop a variance reduction scheme for the two time-scale TDC algorithm in the off-policy setting and analyze its non-asymptotic convergence rate over both i.i.d. and Markovian samples. In the i.i.d. setting, our algorithm matches the best-known lower bound tildeO(ε-1). In the Markovian setting, our algorithm achieves the state-of-the-art sample complexity O(ε-1 log ε-1) that is near-optimal. Experiments demonstrate that the proposed variance-reduced TDC achieves a smaller asymptotic convergence error than both the conventional TDC and the variance-reduced TD.
