Random Feature Expansions for Deep Gaussian Processes
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Abstract (arXiv)
The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing inference approaches for DGP models have limited scalability and are notoriously cumbersome to construct. In this work, we introduce a novel formulation of DGPs based on random feature expansions that we train using stochastic variational inference. This yields a practical learning framework which significantly advances the state-of-the-art in inference for DGPs, and enables accurate quantification of uncertainty. We extensively showcase the scalability and performance of our proposal on several datasets with up to 8 million observations, and various DGP architectures with up to 30 hidden layers.
Key facts. Cited by 32 papers in the map (data through 14 Oct 2026). First posted on arXiv 14 Oct 2016.
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Citing papers per year: 2021: 10; 2022: 4; 2023: 9; 2024: 4; 2025: 2; 2026: 3.
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- 2021Priors in Bayesian Deep Learning: A Reviewcited by 101
- 2021Deep Neural Networks as Point Estimates for Deep Gaussian Processescited by 26
- 2021The Limitations of Large Width in Neural Networks: A Deep Gaussian Process Perspectivecited by 21
- 2022Bayesian Calibration of Imperfect Computer Models using Physics-Informed Priorscited by 9
- 2021Compositional Modeling of Nonlinear Dynamical Systems with ODE-based Random Featurescited by 8
- 2022Deep Variational Implicit Processescited by 8
- 2023A Unifying Perspective on Non-Stationary Kernels for Deeper Gaussian Processescited by 8
- 2023Sparse Variational Student-t Processescited by 8
- 2023Free-Form Variational Inference for Gaussian Process State-Space Modelscited by 7
- 2021A Sparse Expansion For Deep Gaussian Processescited by 5
- 2023Sequential Estimation of Gaussian Process-based Deep State-Space Modelscited by 5
- 2023On permutation symmetries in Bayesian neural network posteriors: a variational perspectivecited by 4
20 more
- 2024Cross-Space Adaptive Filter: Integrating Graph Topology and Node Attributes for Alleviating the Over-smoothing Problemcited by 4
- 2021Convolutional Normalizing Flows for Deep Gaussian Processescited by 2
- 2023Gaussian Process-Gated Hierarchical Mixtures of Expertscited by 2
- 2023Trigonometric Quadrature Fourier Features for Scalable Gaussian Process Regressioncited by 2
- 2024Sparse Variational Student-t Processes for Heavy-tailed Modelingcited by 2
- 2025From Deep Additive Kernel Learning to Last-Layer Bayesian Neural Networks via Induced Prior Approximationcited by 2
- 2026Scalable Random Wavelet Features: Efficient Non-Stationary Kernel Approximation with Convergence Guaranteescited by 2
- 2021Explaining Deep Tractable Probabilistic Models: The sum-product network casecited by 1
- 2022On Connecting Deep Trigonometric Networks with Deep Gaussian Processes: Covariance, Expressivity, and Neural Tangent Kernelcited by 1
- 2023Bayesian inference with finitely wide neural networkscited by 1
- 2023Deep Latent Force Models: ODE-based Process Convolutions for Bayesian Deep Learningcited by 1
- 2024Adaptive RKHS Fourier Features for Compositional Gaussian Process Modelscited by 1
- 2025Sparse Techniques for Regression in Deep Gaussian Processescited by 1
- 2021Prostate Tissue Grading with Deep Quantum Measurement Ordinal Regressioncited by 0
- 2021Subset-of-Data Variational Inference for Deep Gaussian-Processes Regressioncited by 0
- 2021How Good are Low-Rank Approximations in Gaussian Process Regression?cited by 0
- 2022Locally Smoothed Gaussian Process Regressioncited by 0
- 2024Stein Random Feature Regressioncited by 0
- 2026SIKA-GP: Accelerating Gaussian Process Inference with Sparse Inducing Kernel Approximations for Bayesian Deep Learningcited by 0
- 2026How Deep Are Deep GPs, Really? A Sharp Threshold and a Non-Gaussian Limit for Compositional GPscited by 0
- 2026How Deep Are Deep GPs, Really? A Sharp Threshold and a Non-Gaussian Limit for Compositional GPs6 Jun 2026
- 2026SIKA-GP: Accelerating Gaussian Process Inference with Sparse Inducing Kernel Approximations for Bayesian Deep Learning26 May 2026
- 2026Scalable Random Wavelet Features: Efficient Non-Stationary Kernel Approximation with Convergence Guarantees1 Feb 2026
- 2025Sparse Techniques for Regression in Deep Gaussian Processes16 May 2025
- 2025From Deep Additive Kernel Learning to Last-Layer Bayesian Neural Networks via Induced Prior Approximation14 Feb 2025
- 2024Sparse Variational Student-t Processes for Heavy-tailed Modeling13 Aug 2024
- 2024Adaptive RKHS Fourier Features for Compositional Gaussian Process Models1 Jul 2024
- 2024Stein Random Feature Regression1 Jun 2024
- 2024Cross-Space Adaptive Filter: Integrating Graph Topology and Node Attributes for Alleviating the Over-smoothing Problem26 Jan 2024
- 2023Sparse Variational Student-t Processes9 Dec 2023
- 2023Deep Latent Force Models: ODE-based Process Convolutions for Bayesian Deep Learning24 Nov 2023
- 2023Trigonometric Quadrature Fourier Features for Scalable Gaussian Process Regression23 Oct 2023
20 more
- 2023On permutation symmetries in Bayesian neural network posteriors: a variational perspective16 Oct 2023
- 2023A Unifying Perspective on Non-Stationary Kernels for Deeper Gaussian Processes18 Sep 2023
- 2023Bayesian inference with finitely wide neural networks6 Mar 2023
- 2023Free-Form Variational Inference for Gaussian Process State-Space Models20 Feb 2023
- 2023Gaussian Process-Gated Hierarchical Mixtures of Experts9 Feb 2023
- 2023Sequential Estimation of Gaussian Process-based Deep State-Space Models29 Jan 2023
- 2022Locally Smoothed Gaussian Process Regression18 Oct 2022
- 2022Deep Variational Implicit Processes14 Jun 2022
- 2022On Connecting Deep Trigonometric Networks with Deep Gaussian Processes: Covariance, Expressivity, and Neural Tangent Kernel14 Mar 2022
- 2022Bayesian Calibration of Imperfect Computer Models using Physics-Informed Priors17 Jan 2022
- 2021How Good are Low-Rank Approximations in Gaussian Process Regression?13 Dec 2021
- 2021A Sparse Expansion For Deep Gaussian Processes11 Dec 2021
- 2021Explaining Deep Tractable Probabilistic Models: The sum-product network case19 Oct 2021
- 2021Subset-of-Data Variational Inference for Deep Gaussian-Processes Regression17 Jul 2021
- 2021The Limitations of Large Width in Neural Networks: A Deep Gaussian Process Perspective11 Jun 2021
- 2021Compositional Modeling of Nonlinear Dynamical Systems with ODE-based Random Features10 Jun 2021
- 2021Priors in Bayesian Deep Learning: A Review14 May 2021
- 2021Deep Neural Networks as Point Estimates for Deep Gaussian Processes10 May 2021
- 2021Convolutional Normalizing Flows for Deep Gaussian Processes17 Apr 2021
- 2021Prostate Tissue Grading with Deep Quantum Measurement Ordinal Regression4 Mar 2021
- 2023Gaussian Process-Gated Hierarchical Mixtures of Expertscited by 2
- 2023Gaussian Process-Gated Hierarchical Mixtures of Experts9 Feb 2023
- 2021Priors in Bayesian Deep Learning: A Reviewcited by 101
- 2021Deep Neural Networks as Point Estimates for Deep Gaussian Processescited by 26
- 2021The Limitations of Large Width in Neural Networks: A Deep Gaussian Process Perspectivecited by 21
- 2022Bayesian Calibration of Imperfect Computer Models using Physics-Informed Priorscited by 9
- 2021Compositional Modeling of Nonlinear Dynamical Systems with ODE-based Random Featurescited by 8
- 2022Deep Variational Implicit Processescited by 8
- 2023A Unifying Perspective on Non-Stationary Kernels for Deeper Gaussian Processescited by 8
- 2023Sparse Variational Student-t Processescited by 8
- 2023Free-Form Variational Inference for Gaussian Process State-Space Modelscited by 7
- 2021A Sparse Expansion For Deep Gaussian Processescited by 5
- 2023Sequential Estimation of Gaussian Process-based Deep State-Space Modelscited by 5
- 2023On permutation symmetries in Bayesian neural network posteriors: a variational perspectivecited by 4
12 most cited of 31 All 31 (JSON)
- 2026How Deep Are Deep GPs, Really? A Sharp Threshold and a Non-Gaussian Limit for Compositional GPs6 Jun 2026
- 2026SIKA-GP: Accelerating Gaussian Process Inference with Sparse Inducing Kernel Approximations for Bayesian Deep Learning26 May 2026
- 2026Scalable Random Wavelet Features: Efficient Non-Stationary Kernel Approximation with Convergence Guarantees1 Feb 2026
- 2025Sparse Techniques for Regression in Deep Gaussian Processes16 May 2025
- 2025From Deep Additive Kernel Learning to Last-Layer Bayesian Neural Networks via Induced Prior Approximation14 Feb 2025
- 2024Sparse Variational Student-t Processes for Heavy-tailed Modeling13 Aug 2024
- 2024Adaptive RKHS Fourier Features for Compositional Gaussian Process Models1 Jul 2024
- 2024Stein Random Feature Regression1 Jun 2024
- 2024Cross-Space Adaptive Filter: Integrating Graph Topology and Node Attributes for Alleviating the Over-smoothing Problem26 Jan 2024
- 2023Sparse Variational Student-t Processes9 Dec 2023
- 2023Deep Latent Force Models: ODE-based Process Convolutions for Bayesian Deep Learning24 Nov 2023
- 2023Trigonometric Quadrature Fourier Features for Scalable Gaussian Process Regression23 Oct 2023
12 newest of 31 All 31 (JSON)