Papers › Transforming Gaussian Processes With Normalizing Flows

Transforming Gaussian Processes With Normalizing Flows

3 Nov 2020arXiv:2011.01596archive 2025-07-28

Juan Maroñas, Oliver Hamelijnck, Jeremias Knoblauch, Theodoros Damoulas

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made input-dependent. Doing so also allows us to encode interpretable prior knowledge (e.g., boundedness constraints). We derive a variational approximation to the resulting Bayesian inference problem, which is as fast as stochastic variational GP regression (Hensman et al., 2013; Dezfouli and Bonilla,2015). This makes the model a computationally efficient alternative to other hierarchical extensions of GP priors (Lazaro-Gredilla,2012; Damianou and Lawrence, 2013). The resulting algorithm's computational and inferential performance is excellent, and we demonstrate this on a range of data sets. For example, even with only 5 inducing points and an input-dependent flow, our method is consistently competitive with a standard sparse GP fitted using 100 inducing points.

PaperPDFCode

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

Code

jmaronas/TGP.pytorch mentioned on GitHubpytorchGPL-3.0 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

Bayesian InferenceGaussian Processes

Results from the paper archive 2025-07-28

No leaderboard rows for this paper in the archive.

Methods

Normalizing Flows

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