Continuous soft robots are becoming more and more widespread in applications, due to their increased safety and flexibility in critical applications. The possibility of having soft robots that are able to change their stiffness in selected parts can help in situations where higher forces need to be applied. This paper describes a theoretical framework for learning the desired stiffness characteristics of the robot from multiple demonstrations. The framework is based on a statistical mathematical model for encoding the motion of a continuous manipulator, coupled with an optimal control strategy for learning the best impedance parameters of the manipulator.