Onsager-Machlup Posterior Transport for Deep Gaussian Processes
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Computer Science > Machine Learning
arXiv:2605.23434 (cs)
[Submitted on 22 May 2026]
Title:Onsager-Machlup Posterior Transport for Deep Gaussian Processes
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Abstract:Approximate inference over inducing variables is the central computational bottleneck of Deep Gaussian Processes (DGPs). Existing methods either fit an explicit density $q_\phi(\bU)$ by an ELBO (DSVI, IPVI, DDVI, DBVI) or sample by MCMC (SGHMC). We instead frame DGP inference as \emph{posterior transport}: learn a deterministic sampler that maps a tractable reference measure to posterior-relevant inducing variables, regularised by a path prior derived from the Doob-bridged reference diffusion. Our realisation, \textbf{OM-Path} (formally FBVI-bridge-Path), uses Song's probability-flow ODE applied to DBVI's Doob-bridged forward SDE; the reference drift is closed-form from the bridge marginal coefficients (no score matching) and the path regulariser is the \textbf{Onsager--Machlup action}. At the finite-$\epsilon$ value used at training, the objective is the negative log unnormalised density of a tempered Doob-bridge path posterior, and Theorem 1 identifies it with the same posterior's small-noise MAP path via the Freidlin--Wentzell LDP. Two strict path-space ELBO variants on the same bridge backbone (FFJORD log-det; OM-regularised CNF) are derived as ablations. Under a matched-seed paired Wilcoxon test against DBVI on seven UCI regression benchmarks, OM-Path delivers statistically significant wins on the two largest datasets (\textit{power}: $p\!=\!0.014$, NLL $\mathbf{0.012}$ matching the DSVI baseline of $0.017$; \textit{protein}: $p\!=\!0.002$, RMSE $\mathbf{0.716}$ vs.\ $0.764$, NLL $\mathbf{1.086}$ vs.\ $1.149$), statistical ties on \textit{yacht} / \textit{qsar}, and concedes \textit{boston} / \textit{energy} / \textit{concrete} to DBVI on small-$N$ noisy data. The strict-ELBO variants do not clear DBVI on any UCI metric: in this regime, reducing the variance of the path objective dominates exact-density tracking.
| Subjects: | Machine Learning (cs.LG) |
| Cite as: | arXiv:2605.23434 [cs.LG] |
| (or arXiv:2605.23434v1 [cs.LG] for this version) | |
| https://doi.org/10.48550/arXiv.2605.23434
arXiv-issued DOI via DataCite (pending registration)
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