Triply-Scalable Equivariant Gaussian Process Modeling

Abstract

Gaussian processes (GPs) provide principled probabilistic predictions while encoding prior knowledge, including equivariances. Yet, their use in large-scale scientific problems is limited by computational cost. Equivariant neural networks are common but typically lack the uncertainty quantification offered by GPs, which is valuable in applications such as molecular research. High-dimensional inputs and large symmetry groups further demand scalability. We establish results pertaining to the interplay of GP equivariance and conditioning and leverage them to obtain equivariant sparse GPs through suitable mean functions and covariance kernels. We instantiate this framework with a flexible class of integration-free equivariant kernels, yielding scalable and data-efficient GP inference. In particular, we introduce triply scalable equivariant Gaussian processes. We employ equivariant sparse variational Gaussian processes for $\mathrm{SO}(2)$-equivariant vector fields and molecular property prediction. Alongside the SVGP, we develop a matrix-free equivariant full-GP implementation that combines an exact Kronecker reduction with preconditioned conjugate-gradient solves, enabling fast and scalable evaluation of the full joint predictive density. We further compare different approaches for selecting inducing points in the equivariant sparse GP models. Our test cases include synthetic $\mathrm{SO}(2)$-equivariant fields as well as the prediction of electric dipole moments of N-methylformamide based on quantum chemistry simulations, achieving accurate, uncertainty-aware predictions at a fraction of the computational cost of classical GP inference.