Sample Complexity and Overparameterization Bounds for Temporal-Difference Learning With Neural Network Approximation

Semih Çaycı, Siddhartha Satpathi, Niao He, R. Srikant · IEEE Transactions on Automatic Control · 2023

In this article, we study the dynamics of temporal-difference (TD) learning with neural network-based value function approximation over a general state space, namely, neural TD learning. We consider two practically used algorithms, projection-free and max-norm regularized neural TD learning, and establish the first convergence bounds for these algorithms. An interesting observation from our results is that max-norm regularization can dramatically improve the performance of TD learning algorithms in terms of sample complexity and overparameterization. The results in this work rely on a Lyapunov drift analysis of the network parameters as a stopped and controlled random process.

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