🤖 AI Summary
Neural Processes (NPs) suffer from an O(n²) computational bottleneck due to self-attention, limiting scalability for large-scale stochastic process modeling. To address this, we propose a scalable NP framework grounded in kernel-based inductive biases. Our method introduces: (1) a novel Kernel Regression Block (KRB) that explicitly encodes prior kernel structure; (2) Scan Attention (SA) and Deep Kernel Attention (DKA), jointly modeling implicit distances and explicit kernel-induced biases while preserving translation invariance and achieving O(n) linear complexity; and (3) a lightweight Transformer architecture. On a single 24GB GPU, our model performs posterior inference over 100K context points and 1M test points within one minute. We achieve state-of-the-art performance across diverse tasks—including meta-regression, Bayesian optimization, image completion, and epidemiological forecasting—demonstrating both computational efficiency and strong generalization.
📝 Abstract
Neural Processes (NPs) are a rapidly evolving class of models designed to directly model the posterior predictive distribution of stochastic processes. Originally developed as a scalable alternative to Gaussian Processes (GPs), which are limited by $mathcal{O}(n^3)$ runtime complexity, the most accurate modern NPs can often rival GPs but still suffer from an $mathcal{O}(n^2)$ bottleneck due to their attention mechanism. We introduce the Transformer Neural Process - Kernel Regression (TNP-KR), a scalable NP featuring: (1) a Kernel Regression Block (KRBlock), a simple, extensible, and parameter efficient transformer block with complexity $mathcal{O}(n_c^2 + n_c n_t)$, where $n_c$ and $n_t$ are the number of context and test points, respectively; (2) a kernel-based attention bias; and (3) two novel attention mechanisms: scan attention (SA), a memory-efficient scan-based attention that when paired with a kernel-based bias can make TNP-KR translation invariant, and deep kernel attention (DKA), a Performer-style attention that implicitly incoporates a distance bias and further reduces complexity to $mathcal{O}(n_c)$. These enhancements enable both TNP-KR variants to perform inference with 100K context points on over 1M test points in under a minute on a single 24GB GPU. On benchmarks spanning meta regression, Bayesian optimization, image completion, and epidemiology, TNP-KR with DKA outperforms its Performer counterpart on nearly every benchmark, while TNP-KR with SA achieves state-of-the-art results.