Unified Probabilistic Deep Continual Learning through Generative Replay and Open Set Recognition

We introduce a probabilistic approach to unify open set recognition with the prevention of catastrophic forgetting in deep continual learning, based on variational Bayesian inference. Our single model combines a joint probabilistic encoder with a generative model and a linear classifier that get shared across sequentially arriving tasks. In order to successfully distinguish unseen unknown data from trained known tasks, we propose to bound the class specific approximate posterior by fitting regions of high density on the basis of correctly classified data points. These bounds are further used to significantly alleviate catastrophic forgetting by avoiding samples from low density areas in generative replay. Our approach requires neither storing of old, nor upfront knowledge of future data, and is empirically validated on visual and audio tasks in class incremental, as well as cross-dataset scenarios across modalities.