A Finite Sample Analysis for Quantile Temporal Difference Learning in Distributional Reinforcement Learning

Abstract:We establish a global finite-sample guarantee for synchronous quantile temporal-difference learning (QTD) in tabular distributional reinforcement learning. The proof separates two stability mechanisms. A global comparison argument, based on the order monotonicity of reward cumulative distribution functions and the $W_\infty$ contraction of the distributional Bellman operator, brings an arbitrarily initialized iterate into a local neighborhood. Inside that neighborhood, we linearize the QTD mean field. Its Jacobian is a nonsingular $M$-matrix, and the associated positive semigroup permits a variance-sensitive martingale analysis. For stepsizes $\alpha_t=c(t+1)^{-a}$ with $a\in(1/2,1)$, the leading last-iterate fluctuation is of order $\widetilde O\bigl(T^{-a/2}/\sqrt{1-\gamma}\bigr)$ and has no polynomial dependence on the number of quantiles. The deterministic transient and the required burn-in can still depend on the smallest Bellman-target density, which is of order $m^{-1}$ in the worst case. The result therefore distinguishes sharply between the local stochastic fluctuation and the global sample complexity.

Machine Learning (stat.ML); Machine Learning (cs.LG)

arXiv:2608.27313 [stat.ML]

(or arXiv:2608.27313v1 [stat.ML] for this version)

https://doi.org/10.48550/arXiv.2608.27313 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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