A Robust $\widetilde{\mathcal{O}}(1/\sqrt{T})$ Rate for Unprojected TD Learning with Linear Function Approximation
About
We investigate the finite-time convergence properties of Temporal Difference (TD) learning with linear function approximation, a cornerstone of reinforcement learning. We are interested in the so-called ``robust'' setting, where the convergence guarantee does not depend on the potential function's minimal curvature. While prior work has established convergence guarantees in this setting, these results typically rely on the artificial assumption that each iterate is projected onto a bounded set. Removing such a condition was left as an open problem by Bhandari et al. (COLT'18), hypothesizing the need for additional ``regularity conditions''. In this paper, we show that the simple unprojected TD(0) converges with a rate of $\widetilde{\mathcal{O}}\left(\frac{\|\theta^*\|^2_2}{\sqrt{T}}\right)$ in expectation, even in the presence of Markovian noise. We do not require an additional regularity condition, but only a minor polylog correction to the learning rate. Our analysis reveals a novel self-bounding property of the TD updates and exploits it to guarantee bounded iterates.