Graph Random Features for Scalable Gaussian Processes

arXiv:2509.03691v1 Announce Type: new Abstract: We study the application of graph random features (GRFs) - a recently introduced stochastic estimator of graph node kernels - to scalable Gaussian processes on discrete input spaces. We prove that (under mild assumptions) Bayesian inference with GRFs enjoys $O(N^{3/2})$ time complexity with respect to the number of nodes $N$, compared to $O(N^3)$ for exact kernels. Substantial wall-clock speedups and memory savings unlock Bayesian optimisation on graphs with over $10^6$ nodes on a single computer chip, whilst preserving competitive performance.

2025-09-05 04:30 GMT · 7 months ago arxiv.org

arXiv:2509.03691v1 Announce Type: new Abstract: We study the application of graph random features (GRFs) – a recently introduced stochastic estimator of graph node kernels – to scalable Gaussian processes on discrete input spaces. We prove that (under mild assumptions) Bayesian inference with GRFs enjoys $O(N^{3/2})$ time complexity with respect to the number of nodes $N$, compared to $O(N^3)$ for exact kernels. Substantial wall-clock speedups and memory savings unlock Bayesian optimisation on graphs with over $10^6$ nodes on a single computer chip, whilst preserving competitive performance.

Original: https://arxiv.org/abs/2509.03691