# Convergence of TD(0) under Polynomial Mixing with Nonlinear Function Approximation

arXiv: https://arxiv.org/abs/2502.05706 · HTML: https://mlsanity.com/paper/2502.05706/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in RL theory and sample complexity, one of 15 directions in Deep reinforcement learning methods.
- Builds on 7 of its 23 references that are in the map.
- First posted on arXiv 8 Feb 2025.

## Placed in

- Deep reinforcement learning methods / [RL theory and sample complexity](https://mlsanity.com/deeprl/rl-theory-and-sample-complexity/)

## Builds on (most cited first, 7 of 7)

- [Proximal Policy Optimization Algorithms](https://mlsanity.com/paper/1707.06347/) (2017)
- [Finite-Time Error Bounds For Linear Stochastic Approximation and TD Learning](https://mlsanity.com/paper/1902.00923/) (2019)
- [Finite-time High-probability Bounds for Polyak-Ruppert Averaged Iterates of Linear Stochastic Approximation](https://mlsanity.com/paper/2207.04475/) (2022)
- [Finite time analysis of temporal difference learning with linear function approximation: Tail averaging and regularisation](https://mlsanity.com/paper/2210.05918/) (2022)
- [Improved High-Probability Bounds for the Temporal Difference Learning Algorithm via Exponential Stability](https://mlsanity.com/paper/2310.14286/) (2023)
- [High-probability sample complexities for policy evaluation with linear function approximation](https://mlsanity.com/paper/2305.19001/) (2023)
- [TD Convergence: An Optimization Perspective](https://mlsanity.com/paper/2306.17750/) (2023)

## Abstract (arXiv)

Temporal Difference Learning (TD(0)) is fundamental in reinforcement learning, yet its finite-sample behavior under non-i.i.d. data and nonlinear approximation remains unknown. We provide the first high-probability, finite-sample analysis of vanilla TD(0) on polynomially mixing Markov data, assuming only Holder continuity and bounded generalized gradients. This breaks with previous work, which often requires subsampling, projections, or instance-dependent step-sizes. Concretely, for mixing exponent β > 1, Holder continuity exponent γ, and step-size decay rate η ∈ (1/2, 1], we show that, with high probability, [ | θt - θ^* | ≤ C(β, γ, η), t-β/2 + C'(γ, η), t-ηγ ] after t = O(1/varepsilon2) iterations. These bounds match the known i.i.d. rates and hold even when initialization is nonstationary. Central to our proof is a novel discrete-time coupling that bypasses geometric ergodicity, yielding the first such guarantee for nonlinear TD(0) under realistic mixing.
