arXiv Statistics ML By Wenlong Mou, Jian Qian

Temporal difference learning adapts to incomplete coverage: an oracle inequality over subgraphs

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The paper demonstrates that ordinary temporal difference (TD) learning in a tabular setting automatically combines the asymptotic efficiency of TD with the visitation requirements of Monte Carlo (MC) methods. By introducing the subgraph Bellman variance—a measure of variance arising from bootstrapping within a subgraph and rollouts outside it—the authors prove a non‑asymptotic oracle inequality: the mean squared error of full TD is bounded by this variance divided by the sample size for every sufficiently covered subgraph containing the target, plus a higher‑order remainder that depends only on that subgraph. Importantly, the algorithm does not need to be supplied with any subgraph, allowing TD to adapt to incomplete coverage without global visitation guarantees.

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