# Orthogonally Decoupled Variational Gaussian Processes

arXiv: https://arxiv.org/abs/1809.08820 · HTML: https://mlsanity.com/paper/1809.08820/

## Key facts

- Cited by 19 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 24 Sep 2018.

## Built on by (most cited first, 19 of 19)

- [Generalized Variational Inference in Function Spaces: Gaussian Measures meet Bayesian Deep Learning](https://mlsanity.com/paper/2205.06342/) (2022)
- [Calibrating Transformers via Sparse Gaussian Processes](https://mlsanity.com/paper/2303.02444/) (2023)
- [Dual Parameterization of Sparse Variational Gaussian Processes](https://mlsanity.com/paper/2111.03412/) (2021)
- [Sparse Inducing Points in Deep Gaussian Processes: Enhancing Modeling with Denoising Diffusion Variational Inference](https://mlsanity.com/paper/2407.17033/) (2024)
- [Scaling Gaussian Processes with Derivative Information Using Variational Inference](https://mlsanity.com/paper/2107.04061/) (2021)
- [Large-Scale Gaussian Processes via Alternating Projection](https://mlsanity.com/paper/2310.17137/) (2023)
- [Computation-Aware Gaussian Processes: Model Selection And Linear-Time Inference](https://mlsanity.com/paper/2411.01036/) (2024)
- [Scalable Variational Gaussian Processes via Harmonic Kernel Decomposition](https://mlsanity.com/paper/2106.05992/) (2021)
- [Collapsed Inference for Bayesian Deep Learning](https://mlsanity.com/paper/2306.09686/) (2023)
- [Input Dependent Sparse Gaussian Processes](https://mlsanity.com/paper/2107.07281/) (2021)
- [MBORE: Multi-objective Bayesian Optimisation by Density-Ratio Estimation](https://mlsanity.com/paper/2203.16912/) (2022)
- [GP-ConvCNP: Better Generalization for Convolutional Conditional Neural Processes on Time Series Data](https://mlsanity.com/paper/2106.04967/) (2021)
- [Variational Gaussian Processes: A Functional Analysis View](https://mlsanity.com/paper/2110.12798/) (2021)
- [Scalable Multi-Output Gaussian Processes with Stochastic Variational Inference](https://mlsanity.com/paper/2407.02476/) (2024)
- [New Bounds for Sparse Variational Gaussian Processes](https://mlsanity.com/paper/2502.08730/) (2025)
- [Spherical Inducing Features for Orthogonally-Decoupled Gaussian Processes](https://mlsanity.com/paper/2304.14034/) (2023)
- [Variational Elliptical Processes](https://mlsanity.com/paper/2311.12566/) (2023)
- [Spectrum Gaussian Processes Based On Tunable Basis Functions](https://mlsanity.com/paper/2107.06473/) (2021)
- [Simplex-to-Euclidean Bijection for Conjugate and Calibrated Multiclass Gaussian Process Classification](https://mlsanity.com/paper/2603.16621/) (2026)

## Abstract (arXiv)

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.
