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Residual Deep Gaussian Processes on Manifolds

ICLR 2025 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Infinite-width networks as Gaussian processes · 0 citations (OpenAlex)

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Proposes residual deep Gaussian processes on Riemannian manifolds, built from manifold-to-manifold layers defined as exponential maps of Gaussian vector fields, and shows gains on synthetic sphere regression, Bayesian optimisation, and wind interpolation.

Problem

Shallow Gaussian processes on manifolds struggle to model complex, irregular functions and vector fields, and no practical expressive deep GP framework exists for manifold-valued hidden layers.

Approach

Each hidden layer is a residual map f(x)=exp_x(g(x)) where g is a sparse Gaussian vector field, generalising the Euclidean residual deep GP of Salimbeni and Deisenroth to manifolds; the last layer can be scalar, manifold, or vector-valued, and inference uses doubly stochastic variational inference with interdomain inducing variables on compact manifolds.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Hodge GVFs with interdomain inducing variables instead of other tested synthetic-model variants (ablation)Residual deep GP · Synthetic sphere regressionNLPDHelped
Use interdomain variables rather than inducing locations (ablation)Residual deep GP · Synthetic sphere regressionNLPDHelped
Use projected GVFs with interdomain variables (ablation)Residual deep GP · Synthetic sphere regressionNLPDHelped
Add residual manifold-to-manifold layers instead of using the shallow geometry-aware GPResidual deep GP · Synthetic sphere regression with abundant dataNLPDHelped
Add residual manifold-to-manifold layers instead of using the shallow geometry-aware GPResidual deep GP · Synthetic sphere regression with sparse dataNLPDNo clear effect
Switch from a shallow geometry-aware GP to a residual deep GP in later optimization iterationsBayesian optimization · Irregular sphere functionlog regretHelped
Switch from a shallow geometry-aware GP to a residual deep GP in later optimization iterationsBayesian optimization · S^3 Ackleymedian regretNo clear effect
Use the residual deep GP from the first optimization iteration rather than starting with a shallow GP (ablation)Bayesian optimization · Irregular sphere functionlog regretMixed
Add residual deep layers to the shallow Hodge GVFWind velocity model · Wind interpolation on the globeNLPDHelped
Map Euclidean inputs to a proxy sphere and use residual deep GPs with interdomain variables rather than Euclidean deep GPs with inducing pointsDeep GP inference · UCI regression datasetstraining-step wall-clock timeHelped
Map Euclidean inputs to a proxy sphere and use residual deep GPs rather than Euclidean deep GPsDeep GP regression · UCI regression datasetsNLPDHurt

Surprising findings

Limitations

Experimental setup

Datasets: ERA5 Aeolus satellite track UCI regression datasets synthetic spherical benchmark

Benchmarks: synthetic S2 regression S2 irregular Bayesian optimisation S3 Ackley Bayesian optimisation ERA5 wind interpolation UCI regression

Metrics: NLPD MSE log regret

Baselines: shallow Hodge GVF shallow geometry-aware GP Euclidean deep GP with inducing locations projected GVF residual deep GP

Builds on: Salimbeni and Deisenroth deep GP Hodge Matérn Gaussian vector fields doubly stochastic variational inference geometry-aware Matérn GPs (Borovitskiy et al.)

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