Feature Space Adaptation for Effortless Gaussian Process Flows

Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models, recasting predictive sampling as an ODE with closed-form Gaussian dynamics and a likelihood-dependent guidance term that admits a simple Monte Carlo approximation. In the linear-Gaussian setting, we recover standard GP conditioning exactly; beyond conjugacy, the same machinery handles any conditioning statement admitting point-wise likelihood evaluation -- including non-linear physics, and, for the first time, natural language via large language models. Whitening isolates the irreducible non-Gaussian dynamics, minimising Wasserstein-2 transport cost and eliminating numerical stiffness. The result is a general-purpose GP inference scheme requiring no bespoke derivations. Together, these results provide a general mechanism for incorporating the full richness of real-world knowledge as conditioning information, opening a new frontier for the probabilistic modelling of real-world problems.

Stream-level flow matching replaces the linear interpolant of conditional flow matching (CFM) by a Gaussian-process (GP) stream connecting each source--target pair, and reports lower sample error than \icfm{} on 2-Gaussian, MNIST and CIFAR-10 benchmarks. We ask what such a stream model actually contributes. Three results answer the question. (i)\emph{Reduction.} The stream-level CFM objective depends on the stream law only through the per-time joint law of $(s_t,\sdot_t)$, so the conditional paths a Gaussian stream can reach are exactly the Gaussian conditional paths CFM already parametrises; in the coordinate-wise, shared-scalar-kernel construction gpcfm actually uses, the entire design space collapses to two scalar curves $(m_t,v_t)$, and cross-time covariance affects only estimator variance. (ii)\emph{The GP is a constrained chart of that space.} One kernel sets both $m_t$ and $v_t$, so the paper's own recipe for widening coverage-shrinking the SE length-scale---destroys the interpolant (the midpoint mean weight falls from $1.03$ to $0.00$). On the 2-Gaussian benchmark this makes the GP chart diverge on $15/200$ runs at high coverage against $0/200$ for a decoupled $(m_t,v_t)$ chart ($p=6.6\times10^{-5}$), and crossing the two curves shows the divergence tracks the mean, not the variance. On MNIST the same sweep does not diverge and the ordering reverses, so whether the coupling is harmful is benchmark-dependent; what holds on both is that the recipe buys nothing---no coverage level beats the paper's own, and past $\max_t\sqrt{v_t}\approx0.6$ both charts degrade. (iii)~\emph{Audit.} The released code does not implement the mechanism it describes: state and velocity are drawn independently ($\mathrm{corr}=0.00\pm0.01$ against an intended $\pm0.83$--$0.99$).

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix derived from an implied RKHS, from which we establish consistency of the GP posterior. We further analyse the spectral properties of the induced kernels and introduce product feature-map kernels to address oversmoothing. This simple yet powerful approach enables fast, scalable, and accurate exact GP inference with minimal upfront work. The flexibility of kernel design supports seamless application to both regression and classification tasks across diverse data modalities, including tabular inputs and structured domains such as images. On benchmark datasets, this approach surpasses pre-existing methods in terms of accuracy and training and prediction efficiency.