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A Contraction Framework for Stochastic Operators with Bootstrapping: Application to TD Learning

arXiv机器学习 2026-09-24 23:18 5 阅读 查看原文

Many iterative algorithms rely on bootstrapping. A variable is updated using a second, frozen copy as a target, which is periodically replaced with the updated variable.

Majorize-minimize and inexact proximal-point methods share this structure, as does temporal-difference (TD) learning.

However, existing convergence guarantees for scenarios that combine sampled updates with targets refreshed only every $K$ steps rely on the specific structure of the update, such as linear approximation or gradient-based inner steps, and on uniformly bounded sampling error.

We instead model the sampled update as a stochastic operator on the parameter space, which reduces the analysis to a contraction argument that needs no gradient structure and allows the sampling error to grow with the iterates.

Within this framework, we derive a finite-time bound for i.i.d. samples and any target-update period $K$.

We show that the iterates converge geometrically in root mean square to a ball around the fixed point, provided the sensitivity to the frozen target is smaller than the contraction slack of the inner map.

Existing deterministic frozen-target contraction and stochastic-gradient-type bounds follow as special cases of our framework, and simulations of TD learning reproduce the predicted contraction rate and scaling of the error floor with the step size.