Continual Learning of Multi-modal Dynamics with External Memory

We study the problem of fitting a model to a dynamical environment when new modes of behavior emerge sequentially. The learning model is aware when a new mode appears, but it does not have access to the true modes of individual training sequences. We devise a novel continual learning method that maintains a descriptor of the mode of an encountered sequence in a neural episodic memory. We employ a Dirichlet Process prior on the attention weights of the memory to foster efficient storage of the mode descriptors. Our method performs continual learning by transferring knowledge across tasks by retrieving the descriptors of similar modes of past tasks to the mode of a current sequence and feeding this descriptor into its transition kernel as control input. We observe the continual learning performance of our method to compare favorably to the mainstream parameter transfer approach.