cs.LGJun 23, 2026

A Single Stepsize Suffices for Unprojected Linear TD(0): Simultaneous Robust and Fast Rates via Polyak--Ruppert Averaging

Authors: Wei-Cheng Lee, Francesco Orabona

Organizations: King Abdullah University of Science and Technology (KAUST) Thuwal, 23955-6900, Kingdom of Saudi Arabia

Abstract

We study linear TD(0) under Markovian sampling, where data are generated along a single trajectory. We provide high-probability guarantees for a plain unprojected TD(0) algorithm with Polyak-Ruppert (PR) averaging, using a single stepsize schedule ηt∝1τmixlog⁡(t)tη_t \propto \frac{1}{τ_{\mathrm{mix}}\log(t)\sqrt{t}} that depends on the mixing time but requires no prior knowledge of the curvature parameter ωω. Our first result shows that such a choice of the stepsize guarantees that the TD(0) iterates are automatically and uniformly bounded with high probability, without projections and without any stability argument based on ωω. Building on this result, we establish a simultaneous high-probability convergence guarantee for the PR average: the same stepsize yields both a robust curvature-free O~ ⁣(τmixT)\widetilde{\mathcal{O}}\!\left(\frac{τ_{\mathrm{mix}}}{\sqrt{T}}\right) rate and a fast curvature-dependent O~ ⁣(τmix2ωT)\widetilde{\mathcal{O}}\!\left(\frac{τ_{\mathrm{mix}}^2}{ωT}\right)rate, with the bound taking the minimum of the two. The core technical ingredient is a Poisson-equation toolkit for geometrically mixing Markov chains, which decomposes Markov noise into a martingale term plus a controlled remainder and enables a new self-bounding inductive argument for pathwise stability.

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