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

Temporal difference (TD) learning is a simple algorithm for policy evaluation in reinforcement learning. The performance of TD learning is affected by high variance and it can be naturally enhanced with variance reduction techniques, such as the Stochastic Variance Reduced Gradient (SVRG) method. 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. We prove a geometric convergence bound with predetermined learning rate of 1/8, that is identical to the convergence bound available for SVRG in the convex setting.