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Updated: Jul 25, 2025

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Published on: June 30, 2020
On Sequential Bayesian Inference for Continual Learning.
Samuel Kessler1, Adam Cobb2, Tim G J Rudner3
1Department of Engineering Science, University of Oxford, Oxford OX2 6ED, UK.
Sequential Bayesian inference struggles with catastrophic forgetting in Bayesian neural networks. A new Prototypical Bayesian Continual Learning baseline shows competitive performance on computer vision benchmarks.
Area of Science:
- Artificial Intelligence
- Machine Learning
- Computer Vision
Background:
- Continual learning aims to train models on sequential tasks without forgetting past knowledge.
- Sequential Bayesian inference offers a theoretical framework for continual learning by using previous posteriors as informative priors.
- Bayesian neural networks are explored for their potential in continual learning due to their probabilistic nature.
Purpose of the Study:
- To assess the effectiveness of sequential Bayesian inference in preventing catastrophic forgetting in Bayesian neural networks.
- To investigate the challenges of applying sequential Bayesian inference with Hamiltonian Monte Carlo in neural networks.
- To propose and evaluate a novel Bayesian continual learning method.
Main Methods:
- Sequential Bayesian inference was performed using Hamiltonian Monte Carlo.
- Posterior distributions were approximated using density estimators on Hamiltonian Monte Carlo samples.
- Analytical examples were used to study model misspecification and data imbalance effects.
- A new method, Prototypical Bayesian Continual Learning, was proposed and evaluated.
Main Results:
- Directly applying sequential Bayesian inference with Hamiltonian Monte Carlo failed to prevent catastrophic forgetting in Bayesian neural networks.
- Model misspecification and data imbalances were identified as significant challenges in continual learning.
- The proposed Prototypical Bayesian Continual Learning baseline achieved competitive results on class-incremental computer vision benchmarks.
Conclusions:
- Sequential Bayesian inference over neural network weights is insufficient for robust continual learning.
- Probabilistic models of the continual learning generative process are needed.
- Prototypical Bayesian Continual Learning presents a promising and effective approach for class-incremental continual learning.

