Additive Gaussian Processes Revisited
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Abstract (arXiv)
Gaussian Process (GP) models are a class of flexible non-parametric models that have rich representational power. By using a Gaussian process with additive structure, complex responses can be modelled whilst retaining interpretability. Previous work showed that additive Gaussian process models require high-dimensional interaction terms. We propose the orthogonal additive kernel (OAK), which imposes an orthogonality constraint on the additive functions, enabling an identifiable, low-dimensional representation of the functional relationship. We connect the OAK kernel to functional ANOVA decomposition, and show improved convergence rates for sparse computation methods. With only a small number of additive low-dimensional terms, we demonstrate the OAK model achieves similar or better predictive performance compared to black-box models, while retaining interpretability.
Key facts. Cited by 19 papers in the map (data through 14 Oct 2026). Builds on 7 of its 34 references that are in the map. First posted on arXiv 20 Jun 2022.
Builds on
7 of 34 references.
References · 7
- 2015Variational Inference with Normalizing Flowscited by 2,170
- 2020TabTransformer: Tabular Data Modeling Using Contextual Embeddingscited by 409
- 2014Scalable Variational Gaussian Process Classificationcited by 228
- 2019Rates of Convergence for Sparse Variational Gaussian Process Regressioncited by 63
- 2020Sparse Gaussian Processes with Spherical Harmonic Featurescited by 43
- 2016Orthogonal Gaussian process modelscited by 10
- 2019lgpr: An interpretable nonparametric method for inferring covariate effects from longitudinal datacited by 4
Built on by
Citing papers per year: 2023: 7; 2024: 3; 2025: 7; 2026: 2.
19 papers.
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- 2023Are Random Decompositions all we need in High Dimensional Bayesian Optimisation?cited by 36
- 2023Improving Neural Additive Models with Bayesian Principlescited by 15
- 2023Relaxing the Additivity Constraints in Decentralized No-Regret High-Dimensional Bayesian Optimizationcited by 9
- 2025High Dimensional Bayesian Optimization using Lasso Variable Selectioncited by 4
- 2023Hierarchical shrinkage Gaussian processes: applications to computer code emulation and dynamical system recoverycited by 3
- 2024Tensor Network-Constrained Kernel Machines as Gaussian Processescited by 3
- 2025Challenges in interpretability of additive modelscited by 3
- 2025Automated Model Discovery via Multi-modal & Multi-step Pipelinecited by 3
- 2023Learning Power Flow with Confidence: A Probabilistic Guarantee Framework for Voltage Riskcited by 2
- 2023Trigonometric Quadrature Fourier Features for Scalable Gaussian Process Regressioncited by 2
- 2023Beyond Intuition, a Framework for Applying GPs to Real-World Datacited by 1
- 2024Combining additivity and active subspaces for high-dimensional Gaussian process modelingcited by 1
7 more
- 2025Omnipresent Yet Overlooked: Heat Kernels in Combinatorial Bayesian Optimizationcited by 1
- 2026Automated Kernel Discovery Towards Understanding High-dimensional Bayesian Optimizationcited by 1
- 2024Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process Regressioncited by 0
- 2025LucidAtlas: Learning Uncertainty-Aware, Covariate-Disentangled, Individualized Atlas Representationscited by 0
- 2025Effect Decomposition of Functional-Output Computer Experiments via Orthogonal Additive Gaussian Processescited by 0
- 2025On Thompson Sampling and Bilateral Uncertainty in Additive Bayesian Optimizationcited by 0
- 2026Meta Additive Model: Interpretable Sparse Learning With Auto Weightingcited by 0
- 2026Automated Kernel Discovery Towards Understanding High-dimensional Bayesian Optimization18 May 2026
- 2026Meta Additive Model: Interpretable Sparse Learning With Auto Weighting22 Apr 2026
- 2025Omnipresent Yet Overlooked: Heat Kernels in Combinatorial Bayesian Optimization30 Oct 2025
- 2025On Thompson Sampling and Bilateral Uncertainty in Additive Bayesian Optimization13 Oct 2025
- 2025Automated Model Discovery via Multi-modal & Multi-step Pipeline30 Sep 2025
- 2025Effect Decomposition of Functional-Output Computer Experiments via Orthogonal Additive Gaussian Processes15 Jun 2025
- 2025Challenges in interpretability of additive models14 Apr 2025
- 2025High Dimensional Bayesian Optimization using Lasso Variable Selection2 Apr 2025
- 2025LucidAtlas: Learning Uncertainty-Aware, Covariate-Disentangled, Individualized Atlas Representations12 Feb 2025
- 2024Tensor Network-Constrained Kernel Machines as Gaussian Processes28 Mar 2024
- 2024Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process Regression20 Mar 2024
- 2024Combining additivity and active subspaces for high-dimensional Gaussian process modeling6 Feb 2024
7 more
- 2023Trigonometric Quadrature Fourier Features for Scalable Gaussian Process Regression23 Oct 2023
- 2023Learning Power Flow with Confidence: A Probabilistic Guarantee Framework for Voltage Risk15 Aug 2023
- 2023Beyond Intuition, a Framework for Applying GPs to Real-World Data6 Jul 2023
- 2023Relaxing the Additivity Constraints in Decentralized No-Regret High-Dimensional Bayesian Optimization31 May 2023
- 2023Improving Neural Additive Models with Bayesian Principles26 May 2023
- 2023Hierarchical shrinkage Gaussian processes: applications to computer code emulation and dynamical system recovery1 Feb 2023
- 2023Are Random Decompositions all we need in High Dimensional Bayesian Optimisation?30 Jan 2023
- 2023Are Random Decompositions all we need in High Dimensional Bayesian Optimisation?cited by 36
- 2023Improving Neural Additive Models with Bayesian Principlescited by 15
- 2023Relaxing the Additivity Constraints in Decentralized No-Regret High-Dimensional Bayesian Optimizationcited by 9
- 2025High Dimensional Bayesian Optimization using Lasso Variable Selectioncited by 4
- 2023Hierarchical shrinkage Gaussian processes: applications to computer code emulation and dynamical system recoverycited by 3
- 2024Tensor Network-Constrained Kernel Machines as Gaussian Processescited by 3
- 2025Challenges in interpretability of additive modelscited by 3
- 2025Automated Model Discovery via Multi-modal & Multi-step Pipelinecited by 3
- 2023Learning Power Flow with Confidence: A Probabilistic Guarantee Framework for Voltage Riskcited by 2
- 2023Trigonometric Quadrature Fourier Features for Scalable Gaussian Process Regressioncited by 2
- 2023Beyond Intuition, a Framework for Applying GPs to Real-World Datacited by 1
- 2024Combining additivity and active subspaces for high-dimensional Gaussian process modelingcited by 1
12 most cited of 19 All 19 (JSON)
- 2026Automated Kernel Discovery Towards Understanding High-dimensional Bayesian Optimization18 May 2026
- 2026Meta Additive Model: Interpretable Sparse Learning With Auto Weighting22 Apr 2026
- 2025Omnipresent Yet Overlooked: Heat Kernels in Combinatorial Bayesian Optimization30 Oct 2025
- 2025On Thompson Sampling and Bilateral Uncertainty in Additive Bayesian Optimization13 Oct 2025
- 2025Automated Model Discovery via Multi-modal & Multi-step Pipeline30 Sep 2025
- 2025Effect Decomposition of Functional-Output Computer Experiments via Orthogonal Additive Gaussian Processes15 Jun 2025
- 2025Challenges in interpretability of additive models14 Apr 2025
- 2025High Dimensional Bayesian Optimization using Lasso Variable Selection2 Apr 2025
- 2025LucidAtlas: Learning Uncertainty-Aware, Covariate-Disentangled, Individualized Atlas Representations12 Feb 2025
- 2024Tensor Network-Constrained Kernel Machines as Gaussian Processes28 Mar 2024
- 2024Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process Regression20 Mar 2024
- 2024Combining additivity and active subspaces for high-dimensional Gaussian process modeling6 Feb 2024
12 newest of 19 All 19 (JSON)