Minimax Forward and Backward Learning of Evolving Tasks with Performance Guarantees

Abstract: For a sequence of classification tasks that arrive over time, it is common that tasks are evolving in the sense that consecutive tasks often have a higher similarity. The incremental learning of a growing sequence of tasks holds promise to enable accurate classification even with few samples per task by leveraging information from all the tasks in the sequence (forward and backward learning). However, existing techniques developed for continual learning and concept drift adaptation are either designed for tasks with time-independent similarities or only aim to learn the last task in the sequence. This paper presents incremental minimax risk classifiers (IMRCs) that effectively exploit forward and backward learning and account for evolving tasks. In addition, we analytically characterize the performance improvement provided by forward and backward learning in terms of the tasks' expected quadratic change and the number of tasks. The experimental evaluation shows that IMRCs can result in a significant performance improvement, especially for reduced sample sizes.