One challenge of continual learning is "catastrophic forgetting" [Had+20; VT19; Kem+18]: A model However, if contexts similar to A arise repeatedly, this may be undesirable.. In machine learning, many data sets display cyclic or periodic patterns.

From the three-points identity of the Bregman divergence (Lemma 3.1 of [9]), KL (x y) KL ( x y) = KL (x x) + ln x ln y,x x (12) The first term in (12) can be bounded by KL (x x) = By the Hölder's inequality, the second term in (12) is bounded as ln x ln y,x x ln x ln y Lemma 5. Consider a block diagonal matrix We prove the lemma via induction on N . This completes the induction proof.Lemma 6. We introduce one more notation before presenting the proof. This leads us to the initialization-dependent convergence rate of Algorithm 1, which we re-state and prove as follows. In addition, if we initialize the players' policies to be uniform policies, i.e., The rest of the proof follows by putting all the aforementioned results together.

Since its inception in 1982, Oja's algorithm has become an established method for streaming principle component analysis (PCA).

Finding an approximate second-order stationary point (SOSP) is a well-studied and fundamental problem in stochastic nonconvex optimization with many applications in machine learning.