Proceedings of the 36th International Conference on Machine Learning, PMLR 97:1920-1930, 2019.
A central capability of intelligent systems is the ability to continuously build upon previous experiences to speed up and enhance learning of new tasks. Two distinct research paradigms have studied this question. Meta-learning views this problem as learning a prior over model parameters that is amenable for fast adaptation on a new task, but typically assumes the tasks are available together as a batch. In contrast, online (regret based) learning considers a setting where tasks are revealed one after the other, but conventionally trains a single model without task-specific adaptation. This work introduces an online meta-learning setting, which merges ideas from both paradigms to better capture the spirit and practice of continual lifelong learning. We propose the follow the meta leader (FTML) algorithm which extends the MAML algorithm to this setting. Theoretically, this work provides an O(log T) regret guarantee with one additional higher order smoothness assumption (in comparison to the standard online setting). Our experimental evaluation on three different large-scale problems suggest that the proposed algorithm significantly outperforms alternatives based on traditional online learning approaches.