Continual learning (CL) aims to learn from sequential tasks while mitigating catastrophic forgetting when historical data are no longer accessible. We study continual learning for high-dimensional sparse linear regression, where ℓ1 regularization creates a difficulty absent from continual ridge regression: that recursively reusing an ℓ1-penalized estimator can propagate earlier shrinkage and accumulate regularization bias across tasks. We propose score-preserving continual Lasso (SP-CL), which separates sparse estimation from state transmission by preserving the historical squared-loss score. Under squared loss, its cumulative estimator exactly recovers a full-history Lasso minimizer. When task coefficients coincide, it inherits the full-history sparse rate. For related task-specific coefficients, SP-CL uses a regularized current-task correction that leaves the transmitted state unchanged and attains the offline source-assisted rate under an oracle related-task condition. We also derive Overall/BWT/FWT decompositions that distinguish historical information loss, task conflict, and current-task specialization, and validate the resulting regimes in simulation.
Figures & tables
Work
Sparse
Task-specific
Current-task
Overall/BWT/FWT
coefficients
correction
Li et al. (2023)
×
×
×
×
Zhao et al. (2024)
×
×
×
✓
Zhao et al. (2025)
×
×
×
✓
Karpel et al. (2026)
×
✓
×
×
SP-CL
✓
✓
✓
✓
Table 1: Comparison with representative theoretical work on regularization-based continual linear regression. “Task-specific coefficients” allows different population coefficients across tasks; “Current-task correction” denotes an explicit second-stage correction using the current task.
Figure 1: Signal retained on the true active support ( p=200 , s=10 , nt=40 , T=30 ; 50 streams).
Estimator
Raw history
Structure
Error scale
Signed support
Current-only Lasso
No
Sparse
ntslogp
✓‡
Offline pooled Lasso
Yes
Sparse
Ntslogp
✓‡
Gen. ℓ2 CL ( Zhao et al., 2024 )
No
Dense
Ntp†
–
SP-CL cumulative
No
Sparse
Ntslogp
✓‡
Table 2: Statistical comparison in the shared-coefficient setting. Rates show representative squared-estimation/excess-prediction scales under well-conditioned designs; dense and sparse rows correspond to different parameter classes and are not direct minimax comparisons.
Figure 2: Sparse efficiency ( p=1000 , s=10 , nt=40 , T=20 , NT=800<p ; 50 streams). Excess risk and support size; pilot-tuned Ridge versus SP-CL (pooled Lasso matches SP-CL).
Figure 3: Transfer under task shift (50 streams). Mean gains as task mismatch h and history ratio m=Nt−1/nt vary: Gpool=Rt(βtcur)−Rt(wt) , Gcorr=Rt(wt)−Rt(βt) , and Gadapt=Gpool+Gcorr ; positive values = improvement and hatching = correction rescue (Appendix B.5 ).
Figure 4: Continual performance under task heterogeneity ( p=200 , s=10 , nt=40 , T=20 ; 50 streams). Final-task Overall, FWT, and BWT for the cumulative generalist and current-adapted specialist as h varies; error bars show one standard error.
Appendix figures & tables7 assets
Supplementary material from the paper’s appendix.
Appendix
Figure 5: Historical score discrepancy ∥Gt−Ht(⋅)∥2/Nt under the same noisy, correlated design as Figure 3.1 , for direct-center ( wtdir ) and SP-CL ( ut ), log scale.
Figure 6: Final-task ( t=T ) sensitivity to the penalty constant cλ , same 50 seeds reused across cλ∈{0.25,0.5,0.75,1,1.25} . Panel (A): score discrepancy. Panel (B): active-support magnitude. Panel (C): population MSE.
Figure 7: Squared ℓ2 estimation error in the high-dimensional sparse-versus-dense experiment of Figure 2 . Pooled Ridge uses the pilot-tuned task-specific penalty schedule.
Method
Future MSFE
ROOS2
Hist. MSFE
MaxFThist
MRegThist
Final support
Zero anomaly
5.256
0.000
–
–
–
–
Persistence
5.902
−0.123
–
–
–
–
Current-only Lasso
4.944
0.059
3.709
2.475
1.911
13
Offline pooled Lasso
3.914
0.255
3.551
0.891
0.000
20
Direct center
4.524
0.139
3.980
1.639
1.353
10
SP-CL
3.914
0.255
3.551
0.891
0.000
20
Appendix
Table 3: Climate-stream results with historical test blocks. “Future MSFE” uses the disjoint future block (winters 2025–2026). “Hist. MSFE” is the final-state average over the eight held-out historical test winters. MaxFThist and MRegThist are the maxima over time of historical forgetting and of historical regret relative to Offline pooled Lasso, respectively.
Figure 8: Climate-stream historical test-block analysis. Top left: raw future-block MSFE for each method, with zero-anomaly and persistence baselines. Top right: historical forgetting MaxFt . Bottom left: historical regret MRegt relative to Offline pooled Lasso. Bottom right: pairwise empirical covariance dissimilarities between chronological training tasks. The common penalty is λt=0.20/t .
Figure 9: Historical forgetting heatmaps and final support comparison. The heatmaps show [At,j−Aj,j]+ for SP-CL and Direct center on a common color scale. The map compares final supports: orange points are selected only by Offline pooled Lasso/SP-CL, blue triangles only by Direct center; point size uses a common coefficient-magnitude scale, the dashed line marks the eastern edge of the SLP predictor window at 120∘ W, and the star marks Los Angeles immediately east of that window.
Figure 10: Signed final support maps for the climate-stream application. Red points denote positive coefficients, blue points denote negative coefficients, with point size on a common absolute-magnitude scale across panels. These maps separate coefficient sign from the method-overlap comparison in Figure 9 .
Continual learning must balance the learning of new knowledge with the retention of previously learned knowledge to incrementally learn tasks from a data stream without catastrophic forgetting. While leveraging pretrained models has significantly advanced continual learning, existing methods exhibit a scalability bottleneck when trained sequentially on many tasks, suffering from performance degradation due to inter-task interference and loss of plasticity. Inspired by evidence that sparse fine-tuning achieves performance comparable to full fine-tuning, this paper presents a novel sparsity-driven continual learning framework. Our continual learning method, termed CLARE, operates in two stages: it first identifies a sparse, task-critical parameter mask via a sparsity-inducing objective, then performs mask-constrained fine-tuning by only optimizing parameters selected by the mask. This two-stage sparse adapter mechanism enables all tasks to be accumulated within a shared adapter space while reducing destructive interference across tasks. Extensive experiments demonstrate the scalability of CLARE. On the long task-sequence benchmark Omnibenchmark-1k, CLARE outperforms strong baselines in final accuracy by a large margin, e.g, improving EASE by 4.64% and 13.34% after learning 100 tasks, respectively.
Yunxiang Fu, Meng Lou, Zicheng Liao +1
School of Computing and Data Science, The University of Hong Kong · Hong Kong Generative AI Research and Development Center
Continual learning (CL) is concerned with learning multiple tasks sequentially without forgetting previously learned tasks. Despite substantial empirical advances over recent years, the theoretical development of CL remains in its infancy. At the heart of developing CL theory lies the challenge that the data distribution varies across tasks, and we argue that properly addressing this challenge requires understanding this variation--dependency among tasks. To explicitly model task dependency, we consider nonlinear regression tasks and propose the assumption that these tasks are dependent in such a way that the data of the current task is a nonlinear transformation of previous data. With this model and under natural assumptions, we prove statistical recovery guarantees (more specifically, bounds on estimation errors) for several CL paradigms in practical use, including experience replay with data-independent regularization and data-independent weights that balance the losses of tasks, replay with data-dependent weights, and continual learning with data-dependent regularization (e.g., knowledge distillation). To the best of our knowledge, our bounds are informative in cases where prior work gives vacuous bounds.
We study continual linear regression in a high-dimensional regime, where a learner observes a sequence of tasks and updates its parameters sequentially. In this setting, we derive an explicit closed-form expression for the generalization loss of a model trained with gradient descent for a fixed number of steps per task, which holds for arbitrary teachers. We prove that the optimal fixed step size decays nearly inversely with the number of tasks, specifically as lnT/T, for a single teacher and, more generally, i.i.d. teachers. Under this scaling, we show that the resulting generalization loss is asymptotically equivalent to that achieved by optimally tuned L2 (isotropic) regularization. Furthermore, we extend our analysis to generalized ridge regression with diagonal regularization matrices, obtaining a closed-form characterization of the generalization loss and identifying necessary and sufficient conditions under which the optimal regularizer is isotropic. Finally, we identify a regime where the optimal step size remains finite even as the number of tasks tends to infinity, thus revealing a non-trivial tradeoff between task variability and implicit regularization, in contrast to the i.i.d. teacher scaling. Our theoretical predictions are corroborated by experiments on both linear models and neural networks, providing practical guidance for the design of continual learning systems.
Gilad Karpel, Daniel Soudry
Department of Data and Decisions Sciences, Technion · Department of Electrical and Computer Engineering, Technion