# A Non-asymptotic Analysis of Non-parametric Temporal-Difference Learning

arXiv: https://arxiv.org/abs/2205.11831 · HTML: https://mlsanity.com/paper/2205.11831/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 24 May 2022.

## Built on by (most cited first, 4 of 4)

- [Reconciling Discrete-Time Mixed Policies and Continuous-Time Relaxed Controls in Reinforcement Learning and Stochastic Control](https://mlsanity.com/paper/2504.21793/) (2025)
- [Loss Dynamics of Temporal Difference Reinforcement Learning](https://mlsanity.com/paper/2307.04841/) (2023)
- [Is Backpropagation Optimal? When Synthetic Gradients Improve Sample Efficiency](https://mlsanity.com/paper/2605.27946/) (2026)
- [Fast and Robust Convergence Rate for TD(0) with Linear Function Approximation, Universal Learning Steps and I.I.D. Samples](https://mlsanity.com/paper/2606.05967/) (2026)

## Abstract (arXiv)

Temporal-difference learning is a popular algorithm for policy evaluation. In this paper, we study the convergence of the regularized non-parametric TD(0) algorithm, in both the independent and Markovian observation settings. In particular, when TD is performed in a universal reproducing kernel Hilbert space (RKHS), we prove convergence of the averaged iterates to the optimal value function, even when it does not belong to the RKHS. We provide explicit convergence rates that depend on a source condition relating the regularity of the optimal value function to the RKHS. We illustrate this convergence numerically on a simple continuous-state Markov reward process.
