Temporal Memory for Resource-Constrained Agents: Continual Learning via Stochastic Compress-Add-Smooth
Abstract: An agent that operates sequentially must incorporate new experience without forgetting old experience, under a fixed memory budget. We propose a framework in which memory is not a parameter vector but a stochastic process: a Bridge Diffusion on a replay interval $[0,1]$, whose terminal marginal encodes the present and whose intermediate marginals encode the past. New experience is incorporated via a three-step \emph{Compress--Add--Smooth} (CAS) recursion. We test the framework on the class of models with marginal probability densities modeled via Gaussian mixtures of fixed number of components~$K$ in $d$ dimensions; temporal complexity is controlled by a fixed number~$L$ of piecewise-linear protocol segments whose nodes store Gaussian-mixture states. The entire recursion costs $O(LKd2)$ flops per day -- no backpropagation, no stored data, no neural networks -- making it viable for controller-light hardware. Forgetting in this framework arises not from parameter interference but from lossy temporal compression: the re-approximation of a finer protocol by a coarser one under a fixed segment budget. We find that the retention half-life scales linearly as $a_{1/2}\approx c\,L$ with a constant $c>1$ that depends on the dynamics but not on the mixture complexity~$K$, the dimension~$d$, or the geometry of the target family. The constant~$c$ admits an information-theoretic interpretation analogous to the Shannon channel capacity. The stochastic process underlying the bridge provides temporally coherent movie'' replay -- compressed narratives of the agent's history, demonstrated visually on an MNIST latent-space illustration. The framework provides a fully analyticalIsing model'' of continual learning in which the mechanism, rate, and form of forgetting can be studied with mathematical precision.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
Top Community Prompts
Collections
Sign up for free to add this paper to one or more collections.