Loading
Life sciences · Preprint
arXiv · October 20, 2026
No summary has been generated for this record yet. What follows is drawn from its source metadata only.
Preprint.
No findings were extractable from the material analysed.
Safety was not reported in the material analysed. Check the source before drawing any conclusion about harm.
The source did not state who this applies to in practice.
Graded across the dimensions that decide whether you should act, each from what the source actually supports. There is no single score, and where a dimension was not assessed it says so.
This record has not been graded across any dimension yet. Treat the label above as provisional and read the source.
What is missing. This record has no bottom line, key findings, reported figures, evidence dimensions. That is a gap in the analysis, not a judgement about the study.
Sparse variational Gaussian processes (SVGPs) are a widely used, principled approach to scalable Gaussian process modelling. Their success stems from their theoretically interpretable structure: they provide a lower bound on the marginal likelihood of the full GP while allowing scal- able stochastic optimization. Recent work has explored modifications of the posterior conditional distribution and has shown that such extensions can improve upon this well-established framework. In particular, introducing a block-diagonal structured scal- ing matrix leads to a tighter lower bound on the GP marginal likelihood. We investigate whether selecting blocks that tighten the variational objective improves test RMSE and NLL at a fixed inducing-point budget. Since the scaling matrix contributes to the variational lower bound through an upper bound on the log-determinant of the full residual covariance matrix, our work makes the following contributions. First, we introduce a simple, scalable, geometry-aware algorithm, with explicit computational complexity and low computational overhead, that recovers a large fraction of this log- determinant contribution by selecting an appropriate partition of the data. Second, we show how to train these models using a doubly stochastic optimization framework. Finally, we investigate how sparse GP methods based on alternative conditional posterior structures can be used to learn better hyperparameters and inducing points for SVGP.