Variational Auto-Regressive Gaussian Processes for Continual Learning

By Sanyam Kapoor, Theofanis Karaletsos, Thang D. Bui. 2020

33 citations recorded by the source corpus.

This paper proposes Variational Auto-Regressive Gaussian Process (VAR-GP), a principled Bayesian updating mechanism to incorporate new data for sequential tasks in the context of continual learning. It relies on a novel auto-regressive characterization of the variational distribution and inference is made scalable using sparse inducing point approximations. Experiments on standard continual learning benchmarks demonstrate the ability of VAR-GPs to perform well at new tasks without compromising performance on old ones, yielding competitive results to state-of-the-art methods. In addition, we qualitatively show how VAR-GP improves the predictive entropy estimates as we train on new tasks. Further, we conduct a thorough ablation study to verify the effectiveness of inferential choices.

Subfields: Probabilistic & Bayesian Methods, Meta & Continual Learning

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Probabilistic & Bayesian Methods

  1. Jun Zhu
  2. Yarin Gal
  3. Yee Whye Teh
  4. Eric Eaton
  5. Tim G. J. Rudner
  6. Jorge Armando Mendez Mendez
  7. Qixuan Feng
  8. Liyuan Wang

In Meta & Continual Learning

  1. Jorge Armando Mendez Mendez
  2. Eric Eaton
  3. Xingxing Zhang
  4. Liyuan Wang
  5. Hang Su
  6. Jun Zhu
  7. Qixuan Feng
  8. Freddie Bickford-Smith

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