Papers › Orthogonally Decoupled Variational Gaussian Processes

Orthogonally Decoupled Variational Gaussian Processes

24 Sep 2018NeurIPS 2018 12arXiv:1809.08820archive 2025-07-28

Hugh Salimbeni, Ching-An Cheng, Byron Boots, Marc Deisenroth

Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art sparse variational inference methods trade modeling accuracy against complexity. However, the complexities of these methods still scale superlinearly in the number of basis functions, implying that that sparse GP methods are able to learn from large datasets only when a small model is used. Recently, a decoupled approach was proposed that removes the unnecessary coupling between the complexities of modeling the mean and the covariance functions of a GP. It achieves a linear complexity in the number of mean parameters, so an expressive posterior mean function can be modeled. While promising, this approach suffers from optimization difficulties due to ill-conditioning and non-convexity. In this work, we propose an alternative decoupled parametrization. It adopts an orthogonal basis in the mean function to model the residues that cannot be learned by the standard coupled approach. Therefore, our method extends, rather than replaces, the coupled approach to achieve strictly better performance. This construction admits a straightforward natural gradient update rule, so the structure of the information manifold that is lost during decoupling can be leveraged to speed up learning. Empirically, our algorithm demonstrates significantly faster convergence in multiple experiments.

PaperPDFConference PDFCode

In Syntology Open this paper in Syntology's Atlas, the map of the papers in Syntology's graph and their citations.

Code

hughsalimbeni/orth_decoupled_var_gps officialmentioned in papermentioned on GitHubtfApache-2.0 report

Repository list and official/mentioned flags are the archive's, frozen 2025-07-28. Reachability, where shown, is from one Syntology probe window (2026-09-16 to 2026-09-18); repositories not probed show nothing. GitHub stars are not tracked.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Gaussian ProcessesVariational Inference

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Methods

SPEED

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections