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How Deep Are Deep GPs, Really? A Sharp Threshold and a Non-Gaussian Limit for Compositional GPs

Mark Kozdoba, Shie Mannor

cs.LGcs.AImath.STstat.ML
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#3402 of 5669 · cs.LG
Tournament Score
1378±43
10501750
35%
Win Rate
7
Wins
13
Losses
20
Matches
Rating
7.2/ 10
Significance7.5
Rigor8.5
Novelty7.5
Clarity8

Abstract

Compositional priors describe the generic properties of layered functions in deep Bayesian models, where deep neural networks with random weights are a canonical example.In the wide-network limit, the prior is a Gaussian process with a depth-dependent kernel, and its behaviour as depth grows has been extensively studied through this kernel. Here, we study another case, where each layer itself is a vector valued Gaussian process, and our aim is similarly to understand the limiting behaviour of the prior as depth grows. Previous GP work has established that for the RBF kernel and a certain range of bandwidths rr, the prior degenerates in the limit, converging to the set of constant functions -- which is not useful as a probabilistic model. In this paper we establish several new results. First, we identify a sharp bandwidth threshold rc(d)=Θ(d)r_c(d) = Θ(\sqrt{d}) above which the limit is degenerate, strengthening the earlier bounds. Second, and more importantly, we show that for rr below the threshold rc(d)r_c(d) the prior converges to a limit distribution πZˉπ_{\bar{Z}}. We also prove that these distributions are non-degenerate and non-Gaussian, with non-vanishing dependence between coordinates. In contrast to the previously known degenerate regime, deep Gaussian process priors can therefore admit non-trivial limits. Empirically, we verify the threshold across a range of dimensions dd, and demonstrate a complex multimodal behaviour of the limit distributions πZˉπ_{\bar{Z}} -- a regime that becomes increasingly narrow with dd and would be hard to identify without knowing the threshold.

AI Impact Assessments

(1 models)

Scientific Impact Assessment

Core Contribution

This paper addresses a fundamental question about deep Gaussian processes (DGPs): what happens to the compositional GP prior as depth grows to infinity? Prior work by Dunlop et al. (2018) had shown that for the RBF kernel with sufficiently large bandwidth, the prior degenerates to constant functions (synchronization). This paper makes three main contributions: (1) it identifies the *sharp* critical bandwidth rc(d)=2eψ(d/2)/2=Θ(d)r_c(d) = \sqrt{2}e^{\psi(d/2)/2} = \Theta(\sqrt{d}), improving on the previous non-tight bound; (2) it proves that below this threshold, the chain converges in total variation to a unique, non-degenerate stationary distribution πZˉ\pi_{\bar{Z}}; and (3) it establishes that this limit is non-Gaussian with non-vanishing inter-coordinate dependence, despite being built entirely from Gaussian ingredients.

The result that non-trivial, non-Gaussian limits exist is the most significant conceptual contribution. It fundamentally changes the picture from "deep GPs degenerate" to "deep GPs admit a rich phase diagram with a sharp transition."

Methodological Rigor

The theoretical development is rigorous and well-structured. The authors decompose the problem intelligently: rather than attacking the full position chain Zˉi(Rd)n\bar{Z}_i \in (\mathbb{R}^d)^n directly, they work with the pairwise distance chain vi2v_i^2, which is scalar and Markov. The key insight is that the log-chain Li=logvi2L_i = \log v_i^2 behaves like a random walk with drift ρd\rho_d near the origin, with the sign of ρd\rho_d determining the regime.

The supercritical proof uses a clean global bound (1exx1-e^{-x} \leq x) combined with the SLLN. The subcritical proof is more involved, employing a Foster-Lyapunov drift argument with a carefully constructed "tent" Lyapunov function V(L)=(L0L)++(LL0)+V(L) = (L_0 - L)_+ + (L - L^0)_+ that captures drift toward a compact set from both tails. The extension to general nn (Theorem 4.3) uses a sum-of-squared-logs Lyapunov function across all pairs.

The non-Gaussianity proof (Theorem 4.4) is elegant: it proceeds by contradiction, showing that if the joint limit were Gaussian, isotropy would force v2v_\infty^2 to be a scaled χd2\chi^2_d, but characteristic function analysis proves no scaled χd2\chi^2_d can be stationary for the recursion (2). This is a clean structural argument.

The proofs are complete and detailed (occupying a substantial appendix), and the logical structure is clear throughout. The paper correctly identifies and addresses technical subtleties, such as the need to avoid conditioning on {τ=}\{\tau = \infty\} before invoking the SLLN in the non-convergence argument.

Potential Impact

Theoretical impact: This work establishes the first non-trivial depth-infinite limit for compositional GPs, complementing the well-understood infinite-width limits (NNGP kernels) that reduce to Gaussian processes. The sharp threshold provides a precise characterization of when depth "matters" versus when it destroys structure. This could influence how practitioners parameterize deep GP models.

Connections to adjacent fields: The paper connects to the theory of iterated random functions (Diaconis & Freedman, 1999), but in a genuinely infinite-dimensional setting that goes beyond classical parametric families. The phase transition result may inspire analogous investigations for other kernel families (Matérn, polynomial) or other compositional architectures.

Practical implications: The finding that the non-trivial regime becomes increasingly narrow with dimension (1λ1/(2d)1-\lambda \approx 1/(2d) for the structure to be visible) has direct practical implications. It explains why practitioners working in high dimensions may never observe non-degenerate deep GP behavior without knowing the precise threshold — the "interesting" bandwidth window is too narrow to find by accident. The paper provides explicit formulas for selecting bandwidth parameters to achieve desired dependence strength.

Limitations for practice: The results are currently specific to the RBF kernel and the composition class of DGPs. Real-world DGP implementations often use variational approximations and different kernel families, so the direct practical applicability is limited. The paper also does not address convergence rates, which would be essential for finite-depth applications.

Timeliness & Relevance

Understanding the properties of deep probabilistic models is a central concern in modern machine learning. While much attention has focused on infinite-width neural network limits (NTK, NNGP), deep GPs represent an important alternative that maintains non-Gaussianity at finite depth. The gap between what was known (degeneration for large bandwidth) and the full picture (existence of non-trivial limits) was a genuine open problem, and closing it is timely.

Strengths & Limitations

Key strengths:

  • Sharp, exact threshold with explicit formula rather than asymptotic bounds
  • Complete phase diagram: both sides of the threshold are characterized
  • The non-Gaussianity result is surprising and proven cleanly via characteristic functions
  • Quantitative bounds on dependence strength (Theorem 4.8) with practical guidance for parameter selection
  • Thorough empirical verification across multiple dimensions
  • Notable limitations:

  • Restricted to RBF kernel; generalization to other kernels is left open
  • No convergence rate bounds (acknowledged as future work)
  • The non-trivial regime becomes extremely narrow in high dimensions, limiting practical relevance
  • No connection to posterior inference or actual model performance
  • The structure of πZˉ\pi_{\bar{Z}} beyond non-Gaussianity and non-vanishing dependence remains largely unexplored
  • Critical case r=rc(d)r = r_c(d) is not addressed
  • Minor observations: The paper is well-written with clear notation and good use of proof sketches in the main text. The experimental section, while simple, effectively validates the theory. The comparison with the neural network literature (synchronization in weight space vs. function space) is instructive and well-placed.

    Rating:7.2/ 10
    Significance 7.5Rigor 8.5Novelty 7.5Clarity 8

    Generated Jun 9, 2026

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