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| Main Authors: | , , , , , |
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| Format: | Preprint |
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2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2605.28849 |
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| _version_ | 1866918528260505600 |
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| author | Chen, Xingguo Shen, Yuchen Yang, Shangdong Li, Chao Yang, Guang Wang, Wenhao |
| author_facet | Chen, Xingguo Shen, Yuchen Yang, Shangdong Li, Chao Yang, Guang Wang, Wenhao |
| contents | Gradient temporal-difference methods provide stable off-policy prediction with linear function approximation, but their practical performance is strongly affected by the geometry induced by the auxiliary-variable metric. Existing Mirror-Prox TD methods typically use the feature covariance metric, whereas hybrid TD methods suggest that behavior-policy transition information can provide a more informative update geometry. This paper proposes a behavior-induced Mirror-Prox temporal-difference method, called STHTD-MP, which replaces the covariance metric in the primal-dual saddle-point formulation with the symmetric part of the behavior-policy Bellman matrix. The method keeps a single learning rate for the primal and auxiliary variables and applies a Mirror-Prox prediction-correction step to the resulting hybrid saddle-point operator. We provide a formal convergence analysis for fixed-policy linear prediction under standard stochastic approximation assumptions: the behavior-induced metric is positive definite, the joint mean system is Hurwitz, boundedness follows from a Lyapunov argument, and the stochastic recursion converges by the ODE method. We further derive projected-oracle ergodic gap bounds and an exact mean-operator comparison with GTD2-MP based on the spectral radius of the deterministic Mirror-Prox error matrix. The analysis shows that STHTD-MP can have a smaller mean contraction factor than GTD2-MP when the behavior-induced metric improves the saddle-point geometry. Exact numerical mean-operator analysis on two-state, Random Walk, and Boyan Chain benchmarks supports this condition, while Baird's counterexample is identified as a singular boundary case where the strict assumptions fail. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_28849 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Behavior-Induced Mirror-Prox Temporal-Difference Learning for Faster Off-Policy Prediction Chen, Xingguo Shen, Yuchen Yang, Shangdong Li, Chao Yang, Guang Wang, Wenhao Artificial Intelligence Gradient temporal-difference methods provide stable off-policy prediction with linear function approximation, but their practical performance is strongly affected by the geometry induced by the auxiliary-variable metric. Existing Mirror-Prox TD methods typically use the feature covariance metric, whereas hybrid TD methods suggest that behavior-policy transition information can provide a more informative update geometry. This paper proposes a behavior-induced Mirror-Prox temporal-difference method, called STHTD-MP, which replaces the covariance metric in the primal-dual saddle-point formulation with the symmetric part of the behavior-policy Bellman matrix. The method keeps a single learning rate for the primal and auxiliary variables and applies a Mirror-Prox prediction-correction step to the resulting hybrid saddle-point operator. We provide a formal convergence analysis for fixed-policy linear prediction under standard stochastic approximation assumptions: the behavior-induced metric is positive definite, the joint mean system is Hurwitz, boundedness follows from a Lyapunov argument, and the stochastic recursion converges by the ODE method. We further derive projected-oracle ergodic gap bounds and an exact mean-operator comparison with GTD2-MP based on the spectral radius of the deterministic Mirror-Prox error matrix. The analysis shows that STHTD-MP can have a smaller mean contraction factor than GTD2-MP when the behavior-induced metric improves the saddle-point geometry. Exact numerical mean-operator analysis on two-state, Random Walk, and Boyan Chain benchmarks supports this condition, while Baird's counterexample is identified as a singular boundary case where the strict assumptions fail. |
| title | Behavior-Induced Mirror-Prox Temporal-Difference Learning for Faster Off-Policy Prediction |
| topic | Artificial Intelligence |
| url | https://arxiv.org/abs/2605.28849 |