Closing the gap between SVRG and TD-SVRG with Gradient Splitting

Temporal difference (TD) learning is a policy evaluation in reinforcement learning whose performance can be enhanced by variance reduction techniques. Recently, multiple works have sought to fuse TD learning with SVRG to obtain a policy evaluation method with a geometric rate of convergence. However, the resulting convergence rate is significantly weaker than what is achieved by SVRG in the setting of convex optimization. In this work we utilize a recent interpretation of TD-learning as the splitting of the gradient of an appropriately chosen function, thus simplifying the algorithm and fusing TD with SVRG. Our main result is a geometric convergence bound with predetermined learning rate of $1/8$, which is identical to the convergence bound available for SVRG in the convex setting. Our theoretical findings are supported by a set of experiments.