We study the infinite-width Gaussian-process limit of random neural networks through the lens of tensor programs, and we provide a quantitative convergence theory in Wasserstein distance. Our main result gives explicit finite-width error bounds, of order inverse square-root of the widths between finite-network executions and their Gaussian-process limits. The framework is architecture-agnostic and covers feed-forward models together with weight-sharing schemes relevant for recurrent and transformer-type architectures.
Classifying heterogeneous omics data remains a fundamental challenge in computational biology, particularly in high-dimensional, small-sample settings where nonlinear interactions dominate and class imbalance further complicates reliable prediction of minority phenotypes. While traditional kernel methods rely on feature abundance, they fail to leverage the known interaction landscapes of biological systems. In this work, we propose a structured Gaussian process classification framework that integrates graph-encoded biological pathways directly into the kernel construction. By propagating information along known interaction networks and combining this with abundance-derived features, the resulting classifier captures both quantitative measurements and topological context. We benchmark our proposed methodology on three publicly available gut and fecal microbiome datasets. To address severe class imbalance, we evaluate complementary strategies, including data-level resampling, threshold calibration, and confusion-matrix-based adjustments, and report minority-class performance alongside accuracy. The hybrid approach yields a performance gain over unstructured baselines and matches the performance of established benchmarks for similar datasets. Furthermore, the probabilistic nature of the framework naturally provides calibrated predictive uncertainty, enabling robust differentiation between confident predictions and ambiguous samples.
Yue Zhang, Nandini Amit Gadhia, Georgios Karagiannis +1
Department of Mathematical Sciences Durham University Durham, United Kingdom · STFC Hartree Centre University of Liverpool Liverpool, United Kingdom · STFC Hartree Centre Daresbury, United Kingdom
Quantile regression aims to estimate the conditional quantiles of a response variable from observed data. In a Bayesian setting, Gaussian process quantile regression provides uncertainty quantification but faces significant computational challenges due to the nonconjugacy of the asymmetric Laplace likelihood and the cost of posterior inference. We develop a sparse Gaussian process framework in which the quantile function is represented through a reduced set of inducing variables and posterior inference is performed using a Laplace approximation. A decomposition of the predictive uncertainty into conditional-prior and posterior-induced variance components is then exploited to drive two complementary adaptive mechanisms: inducing-input infilling and data acquisition. These mechanisms are combined within a sequential algorithm that allocates computational effort toward the dominant source of predictive uncertainty and adaptively controls model complexity. Numerical experiments on benchmark problems demonstrate the accuracy of the Laplace approximation, the benefits of variance-based inducing-input placement, and the effectiveness of the proposed sequential enrichment strategy compared with predefined data-acquisition strategies.
Hugo Nicolas, Olivier Le Maître
PLATON, CMAP · Inria, Center for Applied Mathematics, ´Ecole polytechnique, Institut Polytechnique de Paris, Palaiseau, France · CNRS, Center for Applied Mathematics, ´Ecole polytechnique, Institut Polytechnique de Paris, Palaiseau, France
Gaussian process inference is often limited by cubic computational costs, a challenge that becomes more pronounced in spatio-temporal settings where posterior inference is required over dense grids. While state-space SPDE formulations enable linear complexity in time, exact inference remains cubic in space and deteriorates further when observation locations are disjoint from the prediction locations, which inflates the number of considered spatial points. To address this, we propose the Vanilla-SPDE Exchange, which exploits an equivalence between the standard and SPDE formulations of GP inference to construct a hybrid scheme with improved computational cost. We demonstrate these gains through complexity analysis and numerical experiments.
Rui-Yang Zhang, Lachlan Astfalck, Edward Cripps +2
School of Mathematical Sciences, Lancaster University. · School of Mathematics and Statistics, The University of New South Wales. · School of Physics, Mathematics and Computing, the University of Western Australia.
Accurate modeling of wind turbine power curves is crucial for optimal wind farm operation. Nearly all existing power curve models focus on temporal variables such as wind speed and temperature while overlooking the influence of terrain covariates, which governs inflow wind conditions and thus also affects wind power production. This paper proposes a nonparametric spatio-temporal Gaussian process model that integrates temporal environmental covariates with spatial terrain features. The model falls in the category of spatial-temporal Gaussian process models with data on a grid. The challenge to be addressed is that the spatio-temporal modeling require certain temporal alignment among the data, a property that the wind farm data does not have. Our solution strategy is to construct a shared representative temporal covariate set which not only aligns the temporal inputs but also has a size an order of magnitude smaller than the original data size. With this transformation, our resulting model is able to employ a separable kernel structure that captures both spatial and temporal dependencies. Empirical analysis on a real wind farm dataset shows that our method improves predictive accuracy over existing baselines and can be used to quantify the various impact of the terrain characteristics on turbine performance.
Ahmadreza Chokhachian, V. Roshan Joseph, Yu Ding
H. Milton Stewart School of Industrial and Systems Engineering Georgia Institute of Technology
Predicting the aerodynamic performance (e.g. lift, drag, and moment coefficients) of an aircraft is challenging -- computational models are biased and direct simulations are prohibitive. A pragmatic way to overcome this limitation is by calibrating low-fidelity computational predictions with experimental measurements. This, however, requires calibrating against \emph{sparse} measurements contaminated with \emph{uncertainty} in both the control inputs and the measured aerodynamic response. We develop a methodology to address this problem based on Gaussian process surrogates and the classical Kennedy-O'Hagan calibration. A surrogate model learned on abundant-but-cheap low-fidelity data is calibrated with a sparse set of measurement data. Crucialy, we develop a Bayesian latent Gaussian process based approach that marginalizes the calibrated surrogate model over the input uncertainty, while also matching the marginal mean and variance of the measured output uncertainty. Once calibrated, our surrogate model predicts the uncertainty in aerodynamic coefficients with very high accuracy, including at extrapolative input settings. We validate our calibrated surrogate model predictions against measurement data with \emph{true} uncertainty intervals to demonstrate that the model places 94.2−95.8% of its predictive samples inside the released 95% truth intervals, with endpoint cumulative probabilities very close to the nominal 0.025 and 0.975 levels.
Geoffrey Davis, Ashwin Renganathan
Undergraduate research assistant, Aerospace Engineering, The Pennsylvania State University, University Park, PA 16802 · Assistant professor, Aerospace Engineering and the Institute of Computational and Data Science (ICDS), The Pennsylvania State University, University Park, PA 16802
DGPs are probabilistic models with remarkable prediction performance that concatenate GPs across several layers. Exact inference in DGPs is intractable, and variational inference is often used to approximate the posterior with a parametric distribution tuned by minimizing the Kullback-Leibler divergence. Moreover, finding a good VI approximation is challenging. In particular, a problem of VI is posterior collapse, where VI converges to a variational posterior that matches the prior. In variational DGPs, this implies explaining the data as noise. This work studies posterior collapse in DGPs and identifies its connection to the DSVI algorithm and the widely used linear prior mean function employed in all but the last layer. We show that the benefit of the linear prior mean does not arise from avoiding the non-injective pathology in very deep DGPs, as previously believed, but from improving the conditioning of the optimization problem at initialization. Thus, we propose an alternative initialization of a zero prior mean DGP that mimics a DGP with a linear prior mean at initialization. This enables successful training of DGPs without imposing optimization-driven constraints on the prior, allowing to choose the prior based on modeling assumptions rather than optimization convenience. Our analysis considers three common parameterizations of DGPs and shows that not all of them benefit from a linear prior mean. We also explain why a whitened parameterization of the \DGP provides more stable convergence, something often assumed from experience, but lacking a rigorous analysis. Furthermore, we show that this stability is also beneficial to avoid the posterior collapse problem. Extensive experiments validate our findings: the proposed initialization prevents posterior collapse, improves stability, and achieves performance comparable to (and sometimes better than) DGPs with a linear prior mean.
Francisco Javier Sáez-Maldonado, Juan Maroñas, Daniel Hernández-Lobato
Department of Computer Science and Artificial Intelligence Universidad de Granada Granada, Spain · Department of Quantitative Methods CUNEF Universidad Madrid, Spain · Machine Learning Group at Universidad Autónoma de Madrid +1
Deep learning-based medical image segmentation models are trained using annotations that exhibit systematic bias and variability across raters. While probabilistic multi-rater approaches can emulate annotator-specific delineations, annotator characteristics are typically encoded implicitly in deep latent feature space, making direct analysis of their influence on predictive distributions less straightforward. We propose a logit-space probabilistic segmentation framework based on stochastic variational Gaussian Process that explicitly decomposes predictions into an image-dependent reference logit distribution and annotator specific perturbations parameterised by bias and variance. This formulation enables more explicit analysis on how intra- and inter-rater variability propagate to predictive distributions. We evaluate the method on a multi-annotator medical image dataset, which shows that explicitly modelling annotator specific perturbations improves uncertainty calibration while maintaining comparable segmentation accuracy, compared with state-of-the-art multi-rater probabilistic segmentation method. The learned bias and variance parameters quantitatively reflect annotator-specific behaviour. Furthermore, controlled perturbation experiments over bias and variance demonstrate how changes in annotator parameters systematically influence predictive performance. The code used in this paper is made publicly available at https://github.com/QiLi111/GPS-Var.
Qi Li, Yuliang Huang, Shaheer U. Saeed +7
UCL Hawkes Institute, Department of Medical Physics and Biomedical Engineering, University College London, London, U.K. · Centre for Bioengineering, Digital Environment Research Institute, School of Engineering and Materials Science, Queen Mary University of London, London, U.K. · Institute of Biomedical Engineering, Department of Engineering Science, University of Oxford, Oxford, U.K. +4
We study the privacy of releasing functional posterior sample paths from a Gaussian process (GP) when the entire training set including covariates and responses is private. Unlike standard differential-privacy (DP) mechanisms that inject external noise, posterior sampling is intrinsically random and we show that this randomness provides useful privacy guarantees. We derive Rényi-DP guarantees separating privacy leakage through the posterior mean from a distinct channel induced by the data-dependent posterior covariance. The analysis identifies effective ridge regularisation and covariance scale as the principal privacy-controlling quantities and yields sharper guarantees in several regimes of practical interest as well as extensions to repeated and adaptive releases. Membership inference attacks confirm the predicted dependence on regularisation, covariance scale and the number of released paths. Utility experiments on downstream posterior sampling tasks identify noisy observation regimes where privacy-compatible regularisation preserves useful samples. Finally we identify large-data asymptotic regime in which the privacy parameter and posterior mean-square risk vanish simultaneously, yielding privacy for free. Together, these results provide a comprehensive characterisation of privacy and utility of GP posterior sampling.
Simultaneous localization and mapping using radar sensors has gained increasing attention due to radar's inherent robustness to adverse weather and lighting conditions. However, radar measurements are characteristically sparse and noisy compared to LiDAR and visual data, posing significant challenges in achieving dense, continuous, and consistent map representations. In this paper, we present RICH-SLAM, a radar SLAM framework designed to address these challenges. Our approach features a Rao-Blackwellized particle filter-based back end that employs particle filtering for pose estimation and Kalman filtering for map updates. We propose an incremental Hilbert-space reduced-rank Gaussian process mapping strategy that enables continuous and uncertainty-aware map representations given sparse radar inputs. We further introduce a posterior-aware particle weighting scheme that leverages the full posterior distribution of map parameters for more robust likelihood evaluation. Experiments on self-collected and public ColoRadar datasets show that RICH-SLAM constructs continuous occupancy maps from sparse radar measurements and supports uncertainty-aware planning for mobile robots.
Bingbing Zhang, Huan Yin, Yang Xu +4
State Key Laboratory of Ocean Sensing, Zhejiang University, China · Interdisciplinary Student Training Platform for Marine areas, Zhejiang University, Hangzhou, China · Department of Electronic and Computer Engineering, The Hong Kong University of Science and Technology, Hong Kong +3
Compositional priors describe the generic properties of layered functions in deep Bayesian models, where deep neural networks with random weights are a canonical example.In the wide-network limit, the prior is a Gaussian process with a depth-dependent kernel, and its behaviour as depth grows has been extensively studied through this kernel. Here, we study another case, where each layer itself is a vector valued Gaussian process, and our aim is similarly to understand the limiting behaviour of the prior as depth grows. Previous GP work has established that for the RBF kernel and a certain range of bandwidths r, the prior degenerates in the limit, converging to the set of constant functions -- which is not useful as a probabilistic model. In this paper we establish several new results. First, we identify a sharp bandwidth threshold rc(d)=Θ(d) above which the limit is degenerate, strengthening the earlier bounds. Second, and more importantly, we show that for r below the threshold rc(d) the prior converges to a limit distribution πZˉ. We also prove that these distributions are non-degenerate and non-Gaussian, with non-vanishing dependence between coordinates. In contrast to the previously known degenerate regime, deep Gaussian process priors can therefore admit non-trivial limits. Empirically, we verify the threshold across a range of dimensions d, and demonstrate a complex multimodal behaviour of the limit distributions πZˉ -- a regime that becomes increasingly narrow with d and would be hard to identify without knowing the threshold.
We prove a variance-aware pointwise majorizing-measure theorem for centered Gaussian processes. Classical generic chaining characterizes the scalar quantity Esupx∈TXx; the theorem here gives a simultaneous high-probability envelope for the entire field. For an ambient prior μ, the envelope at x is governed by a pointwise Fernique-Talagrand functional
Φμ(x):=∫04σ(x)logμ(Bd(x,ε))1dε,
together with the corresponding Gaussian tail term. The theorem provides a reusable field-level refinement of classical generic chaining and a Gaussian-process counterpart of pointwise empirical-process bounds for deep neural networks. We also record a Bayesian algorithmic lower envelope from the interactive Fano/data-processing principle. For a known prior π, an observation channel, and a concrete estimator t(Y), the lower bound is expressed through the exact ghost small-ball mass EY∼Qπ(Bd(t(Y),Δ)), rather than a worst-case covering number. In Gaussian location experiments, comparison decoders convert Bayes location error into lower bounds on decision-aligned Gaussian ranges. We then construct an elementary example separating the usual Fano relaxation, the Bayesian algorithmic lower envelope, the pointwise Gaussian envelope, and the full-class minimax risk. Together, these results show that algorithmic lower bounds provide local-geometric validations of pointwise complexity for fixed estimators in overparameterized ambient classes, precisely in regimes where classical minimax theory becomes either too coarse or oracle-dependent. This separation can also be recast in minimax language as penalty-range information relaxation, highlighting an important question of algorithmic robustness for classical high-dimensional models and regularized algorithms.
Gradient observations can substantially improve Gaussian process (GP) surrogates, particularly in high-dimensional settings where function evaluations are expensive. However, exact inference with n function values and n full gradients in d dimensions scales cubically in the joint state size, imposing an intractable O(n3d3) computational bottleneck. We introduce TERA, a highly scalable derivative GP method based on target-specific exact gradient reduction. We prove that for stationary kernels, the gradient components orthogonal to the directions connecting the target and conditioning points are conditionally independent of the target function value; consequently, the exact conditional density is fully characterized by at most m2 directional derivatives once a conditioning set of size m is specified. By using these reduced, dimension-free conditionals as local factors in a Vecchia approximation, TERA effectively decouples n and d from the dense matrix inversion. This reduces the per-target evaluation cost to O(dm2+m6) time and O(dm2+m4) memory, leaving the underlying derivative GP model mathematically unchanged. Empirical evaluations demonstrate that TERA achieves state-of-the-art predictive accuracy while operating orders of magnitude faster than standard derivative GPs. Crucially, both computation time and peak GPU memory remain essentially flat with respect to d, enabling highly scalable inference in high-dimensional spaces.
Hyunseok Seung, Matthias Katzfuss
Department of Statistics · University of Wisconsin–Madison · Madison, WI, 53706
Two recent results have reshaped quantum Gaussian processes (QGPs). On the one hand, \citet{lowe2025assessing} rule out the exponential speedups claimed by HHL-based QGP regression in the typical, well-conditioned regime; on the other, an independent line of work shows that highly expressive quantum kernels suffer posterior pathologies that break Bayesian optimization. We show that these seemingly unrelated phenomena are governed by the same quantity: the normalized spectral entropy S(K)/logn of the kernel Gram matrix. We prove a Cauchy--Schwarz tail bound on Nyström approximation error, a finite-sample variance-contraction identity in terms of Bach's degrees of freedom dσ(K), and a characterization of the \emph{target-dependent} optimal entropy via the intrinsic dimension of the target in the kernel eigenbasis. Empirically, the diagnostic is kernel-agnostic: hardware-efficient, matchgate, IQP \emph{and} RBF/Matérn/RFF/deep-kernel families all collapse onto identical S/logn curves on dequantization, ECE, and variance-contraction panels. The NLL sweet spot lives at high entropy for smooth targets and at low entropy for band-limited quantum-data targets. The diagnostic transfers from simulator to IBM Heron hardware with median absolute error 3.2% and mean 5.2% in S/logn across 24 configurations at nq=4, with matchgate and IQP within 5% mean and a single HE configuration returning a 30% outlier that drops to 0.5% on rerun (attributed to calibration drift); the same diagnostic transfers to a second Heron backend (mean error 2.7%) and to a nq=6 scale-up on the original backend (mean error 1.7%). No error mitigation is applied throughout.
Jian Xu, Chao Li, Guang Lin +4
1RIKEN iTHEMS · 2RIKEN AIP · 3South China University of Technology +1
Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse inducing kernel approximations based on a dyadic ordered template basis, incurring only O(logM) complexity dependence on the number of inducing points. Our approach constructs compact and expressive kernel representations from sparsely activated bases, enabling efficient tensorized GPU computation and seamless integration with modern large-scale models. SIKA-GP can be naturally embedded into Bayesian neural networks (BNNs) with sparse activations, yielding significant speedups in both training and inference without sacrificing predictive performance. The method naturally extends to deep feature learning, addressing the scalability challenges introduced by deep architectures and high-dimensional feature representations. Empirical results on vision and transformer-based language benchmarks demonstrate that our approach consistently delivers fast and accurate GP models, providing a principled path toward scalable kernel learning.
Wenyuan Zhao, Rui Tuo, Chao Tian
Department of Electrical and Computer Engineering, Texas A&M University, College Station, US · Department of Industrial and Systems Engineering, Texas A&M University, College Station, US
Collaborative navigation of heterogeneous robots in unknown environments poses significant challenges due to sensing, communication, and computational limitations. In this work, a lead robot navigates toward a target while a mobile sensor robot (e.g., a drone) assists by transmitting information about its locally observed map under bandwidth constraints. We propose a framework that enables the sensor to jointly select its transmitted map points and navigation actions online, while also predicting unexplored regions of the environment. To this end, we present β-Sparse Gaussian Processes, a robust variational sparse Gaussian Process model for task-aware inducing point selection under cardinality constraints. Furthermore, we develop an action-selection strategy that balances task relevance with exploration. Simulations on Mars and Earth maps show that the framework can reduce path cost by 18% relative to no communication and decrease transmitted information by 76% compared to raw-data transmission baselines.
D. Guggenheim School of Aerospace Engineering, Georgia Tech, Atlanta, GA, USA · Department of Electrical and Computer Engineering, UNC Charlotte, Charlotte, NC, USA
Gaussian processes with stationary kernels on bounded domains exhibit inflated posterior variance near the boundary. Despite being a long-recognized artifact in geostatistics and a source of over-exploration in Bayesian optimization, the causes and effects of boundary-induced acquisition bias are underexplored. We trace the root cause to a simple geometric mechanism: the truncation of the kernel correlation neighborhood at the domain boundary creates an observation-independent distortion that worsens with dimensionality. We show how this distortion manifests across three acquisition classes: variance maximization concentrates selections at the corners, whereas negative integrated posterior variance and expected predictive information gain move selections inward to axis-aligned interior shells. These patterns arise without reference to any objective function, meaning that acquisition behavior can be dominated by kernel geometry rather than the desired task-specific uncertainty. To quantify this, we introduce a function-free selection-profile diagnostic for arbitrary acquisitions, kernels, and bounded-domain geometries.
Maria Bånkestad, Sanna Jarl, Jens Sjölund
RISE Research Institutes of Sweden, Stockholm, Sweden · Uppsala University, Uppsala, Sweden
Approximate inference over inducing variables is the central computational bottleneck of Deep Gaussian Processes (DGPs). Existing methods either fit an explicit density qφ(\bU) by an ELBO (DSVI, IPVI, DDVI, DBVI) or sample by MCMC (SGHMC). We instead frame DGP inference as \emph{posterior transport}: learn a deterministic sampler that maps a tractable reference measure to posterior-relevant inducing variables, regularised by a path prior derived from the Doob-bridged reference diffusion. Our realisation, \textbf{OM-Path} (formally FBVI-bridge-Path), uses Song's probability-flow ODE applied to DBVI's Doob-bridged forward SDE; the reference drift is closed-form from the bridge marginal coefficients (no score matching) and the path regulariser is the \textbf{Onsager--Machlup action}. At the finite-ε value used at training, the objective is the negative log unnormalised density of a tempered Doob-bridge path posterior, and Theorem 1 identifies it with the same posterior's small-noise MAP path via the Freidlin--Wentzell LDP. Two strict path-space ELBO variants on the same bridge backbone (FFJORD log-det; OM-regularised CNF) are derived as ablations. Under a matched-seed paired Wilcoxon test against DBVI on seven UCI regression benchmarks, OM-Path delivers statistically significant wins on the two largest datasets (\textit{power}: p=0.014, NLL 0.012 matching the DSVI baseline of 0.017; \textit{protein}: p=0.002, RMSE 0.716 vs.\ 0.764, NLL 1.086 vs.\ 1.149), statistical ties on \textit{yacht} / \textit{qsar}, and concedes \textit{boston} / \textit{energy} / \textit{concrete} to DBVI on small-N noisy data. The strict-ELBO variants do not clear DBVI on any UCI metric: in this regime, reducing the variance of the path objective dominates exact-density tracking.
Jian Xu, Delu Zeng, John Paisley +1
RIKEN iTHEMS · RIKEN AIP · South China University of Technology +1
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.
Henry Moss, Lachlan Astfalck, Thomas Cowperthwaite +5
Lancaster University · University of New South Wales · University of Cambridge +1
Gaussian process (GP) predictive distributions are commonly used in Bayesian optimization (BO) to guide the selection of evaluation points for expensive objective functions. The choice of kernel and hyperparameters has a strong influence on the exploration--exploitation trade-off. For minimization, sampling criteria such as expected improvement (EI) depend on both the probability mass below the current best value and the shape of the predictive distribution in this region. This article studies goal-oriented calibration of GP predictive distributions below a low threshold t in the noiseless setting, for standard GP models with hyperparameters selected by maximum likelihood. We consider two complementary forms of calibration below t for inputs distributed according to a reference measure μ: occurrence calibration over the design space and thresholded μ-calibration on sublevel sets of the form {x∈X,f(x)≤t}. We propose tcGP, a post-hoc method that combines these two forms of calibration for GP predictive distributions below t. With fixed GP hyperparameters, the exact EI sampling criterion based on tcGP generates a sequence of evaluation points that is dense in the design space. Experiments on standard benchmarks show improved lower-tail calibration and BO performance relative to standard GP models and globally calibrated GP models.
Aurélien Pion, Emmanuel Vazquez
Transvalor S.A., Biot, France · Univ. Paris-Saclay, CNRS, CentraleSup´elec, L2S, Gif-sur-Yvette, France
Gaussian process (GP) inference in Python is dominated by libraries such as GPyTorch and GPflow, which are built on deep-learning frameworks and inherit their dispatch overhead and dependency footprint. We present LightGP, a dependency-free C++17 library for GP regression with Python bindings, supporting Apple Metal and NVIDIA CUDA backends alongside tuned CPU paths via Apple Accelerate and OpenBLAS. LightGP provides four inference paths -- exact Cholesky, matrix-free conjugate gradients, sparse variational free energy, and structured kernel interpolation with FFT -- covering problems from N=100 to N=500,000. On an Apple M4, LightGP CPU is 2.6--8.7× faster than GPyTorch CPU for exact GP and ∼1.5× faster for sparse GP at every scale tested. On an NVIDIA RTX~3060, LightGP CUDA is 2.3--6.7× faster than GPyTorch CUDA for exact GP up to N=2,048, with GPyTorch closing the gap at N=4,096. A fused matrix-free kernel-vector product on Metal achieves 32× over the explicit path at N=20,000 with O(N) memory, and an FFT-accelerated SKI matvec via Accelerate vDSP runs in sub-millisecond time at N=200,000. LightGP compiles as a single static library with zero external dependencies and is installable via \texttt{pip install lightgp
Yu-Hsueh Fang
Department of Information Management, National Taiwan University · 2H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology
This paper extends safety guarantees for multi-task Bayesian optimization with uncertain co-regionalization matrices from intrinsic co-regionalization models to linear models of co-regionalization. The latter allows for more flexible modeling of the inter-task correlations by composing multiple features. We derive uniform error bounds for vector-valued functions sampled from a Gaussian process with a linear model of co-regionalization kernel. Furthermore, we show the potential performance gains of linear models of co-regionalization in a numerical comparison on a safe multi-task Bayesian optimization benchmark.
Jannis Lübsen, Annika Eichler
Institute of Control Systems, Hamburg University of Technology, Hamburg, Germany · Institute of Control Systems, Hamburg University of Technology · Deutsches Elektronen-Synchrotron, Hamburg, Germany
Discrete automated processes in industrial and cyber-physical systems often exhibit a repetitive structure in which successive repetitions follow a common trajectory while differing in duration, amplitude, and fine-scale dynamics. Such \emph{approximately periodic} behavior poses a challenge for Gaussian Processes (GP) modeling: strictly periodic models suppress inter-repetition variability, while non-periodic models fail to capture the strong structural regularities required for generation. In this work, we propose a stochastic generative model for approximately periodic time series. The model is based on a GP whose posterior is modulated by a novel kernel. Our approach decouples intra-repetition structure from inter-repetition variability through a two-stage construction which yields a generative distribution with a identical mean function across repetitions, while allowing smooth variation between repetitions. The modeling choices are supported by an implementation in which realistic synthetic trajectories are generated from toy datasets.
Elias Reich, Saverio Messineo, Stefan Huber
Josef Ressel Centre for Intelligent and Secure Industrial Automation Salzburg University of Applied Sciences, Salzburg, Austria
Dynamical modelling is central to many scientific domains, including pharmacometrics, systems biology, physiology, and epidemiology. In these settings, heterogeneity is often intrinsic: different subjects or units follow related but distinct continuous-time dynamics. Classical nonlinear mixed-effects Ordinary Differential Equation (ODE) models address this by combining population-level structure with subject-specific effects, but they rely on a parametric vector field and are therefore vulnerable to structural misspecification and unmodelled mechanisms. This motivates nonparametric approaches that can retain principled uncertainty quantification, yet existing nonparametric ODE methods typically assume a single shared dynamical system rather than an explicit mixed-effect hierarchy over subject-specific dynamics. We propose MEGPODE, a Bayesian nonparametric mixed-effect ODE model in which each subject's vector field is decomposed into a shared population component and a subject-specific deviation, both endowed with Gaussian process (GP) priors. To avoid repeated ODE solves per subject during training, we combine state-space GP trajectory priors with virtual collocation observations, yielding Kalman-smoothing trajectory updates and closed-form regressions for the vector fields. Across controlled heterogeneous ODE benchmarks spanning oscillatory, biomedical systems, MEGPODE improves population-field recovery and subject-level trajectory prediction relative to strong baselines.
Julien Martinelli, Maksim Sinelnikov, Harri Lähdesmäki +2
Aalto University · Inria SISTM team · Univ. Bordeaux, INSERM BPH, U1219, Inria SISTM team, VRI, France
Constant Liar (CL), Kriging Believer (KB), and fantasy models are widely used for batch selection in parallel Bayesian Optimization, yet a unified theory explaining their effectiveness and conditions under which they fail has been lacking. We identify efficient conditioning as the key surrogate property the ability to update predictions in closed form when data is augmented. We prove that Gaussian Processes satisfy this requirement, producing provably distinct batch points with separation of order l, and that this holds for any acquisition function monotonically non decreasing in posterior uncertainty (EI, UCB, PI), with qualitatively similar behavior for Thompson Sampling. We unify CL, KB, and fantasy models as instances of a single conditioning mechanism differing only in the lie value distribution, and draw quantitative connections to Local Penalization (LP) and qualitative connections to Determinantal Point Processes (DPPs). To disentangle model structure from optimizer randomness, we introduce the Structural Diversity Diagnostic (SDD), a reusable methodology for testing surrogate compatibility. Experiments on Hartmann6D, Ackley 8D, Levy10D, and SVM hyperparameter tuning validate all theoretical predictions: CL or KBs implicit penalty matches or outperforms explicit LP greedy conditioning achieves convergence on par with joint qEI efficient conditioning extends to Multiquadric RBF networks; and parametric surrogates produce degenerate batches even when fully retrained (random forests), while neural networks regain diversity only at 15x the wall clock cost of GP conditioning. Robustness is confirmed across multiple initial datasets and under observation noise.
Many three-dimensional spatial fields are anisotropic, with directions of rapid and slow variation that need not align with the coordinate axes. Standard Gaussian process kernels with Automatic Relevance Determination (ARD) capture only axis-aligned anisotropy, while generic full symmetric positive definite (SPD) metrics can represent rotated anisotropy but do not parameterise principal length-scales and directions directly. We introduce an interpretable rotationally anisotropic GP kernel that parameterises a three-dimensional SPD covariance metric using three principal length-scales and an explicit SO(3) rotation. The rotation is represented by an axis-angle vector and mapped to SO(3) via the Lie-algebra exponential map, giving unconstrained Euclidean coordinates for inference while always inducing a valid SPD metric. The construction spans the same family of three-dimensional SPD covariance metrics as a generic full-SPD parameterisation, but exposes the geometry differently: length-scales and orientation are explicit, interpretable, and directly available for prior specification and posterior summaries. We perform Bayesian inference on these quantities using Markov Chain Monte Carlo (MCMC), and characterise the resulting symmetries and weakly identified regimes. On synthetic data with rotated anisotropy, the posterior recovers the generating metric and improves prediction relative to an axis-aligned ARD baseline, while matching the predictive performance of a generic full SPD baseline. When the ground truth is axis-aligned, posterior mass concentrates near the identity rotation and predictive performance matches ARD. On a material-density dataset from a laboratory-fabricated nano-brick, the inferred metric reveals rotated anisotropy that is not captured by axis-aligned kernels.
Kane Warrior, Dalia Chakrabarty
University of York, Department of Mathematics, York, United Kingdom
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.
Continuous-time state estimation is gaining in popularity due to its abilities to provide smooth solutions, handle asynchronous sensors, and interpolate between data points. While there are two main paradigms, parametric (e.g., temporal basis functions, splines) and nonparametric (Gaussian processes), the latter has seen less adoption despite its technical advantages and relative ease of implementation. In this article, we seek to rectify this situation by providing a new simplified explanation of GP continuous-time estimation rooted in the language of factor graphs, which have become the de facto estimation paradigm in much of robotics. To simplify onboarding, we also provide three working examples implemented in the popular GTSAM estimation framework.
Connor Holmes, Sven Lilge, Zi Cong Guo +2
University of Toronto · Georgia Institute of Technology
We introduce a novel framework for constructing scalable and flexible covariance kernels for Gaussian processes (GPs) by directly learning the covariance structure under a regression-type parameterization induced by Vecchia approximations, using deep neural architectures. Specifically, we model kriging coefficients and conditional standard deviations, deterministic quantities that uniquely characterize the covariance, providing stable and informative learning targets. Exploiting the permutation-equivariant structure of conditioning sets in the Vecchia factorization, we derive a universal representation for permutation-preserving functions and design neural architectures that respect this symmetry, leading to improved training stability and data efficiency. The proposed approach enables expressive, non-stationary kernel learning while maintaining computational scalability, thereby bridging classical GP methodology with modern deep learning.
Jian Cao, Nian Liu, Ying Lin
Department of Mathematics University of Houston Houston, TX 77047 · Department of Industrial and Systems Engineering University of Houston Houston, TX 77047
Multi-Output Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high-dimensional output spaces. To maintain tractability, existing methods typically resort to restrictive assumptions, such as employing low-rank or sum-of-separable kernels, which can limit expressiveness. We propose the Transformed Latent Variable MOGP (T-LVMOGP), a novel framework that scales MOGPs to a massive number of outputs while preserving the capacity to capture meaningful inter-output dependencies. T-LVMOGP constructs a flexible multi-output deep kernel by mapping inputs and output-specific latent variables into an embedding space using a Lipschitz-regularised neural network. Combined with stochastic variational inference, our model effectively scales to high-dimensional output settings. Across diverse benchmarks, including climate modelling with over 10,000 outputs and zero-inflated spatial transcriptomics data, T-LVMOGP outperforms baselines in both predictive accuracy and computational efficiency.
Xiaoyu Jiang, Xinxing Shi, Sokratia Georgaka +2
Department of Computer Science, University of Manchester, Manchester, UK · Faculty of Biology, Medicine and Health, University of Manchester, Manchester, UK