Kernel models of potential energy surfaces (PESs) for polyatomic molecules are often restricted by a specific choice of the kernel function. This can be avoided by optimizing the complexity of the kernel function. For regression problems with very expensive data, the functional form of the model kernels can be optimized in the Gaussian process (GP) setting through compositional function search guided by the Bayesian information criterion. However, the compositional kernel search is computationally demanding and relies on greedy strategies, which may yield sub-optimal kernels. An alternative strategy of increasing complexity of GP kernels treats a GP as a Bayesian neural network (NN) with a variable number of hidden layers, which yields NNGP models. Here, we present a direct comparison of GP models with composite kernels and NNGP models for applications aiming at the construction of global PES for polyatomic molecules. We show that NNGP models of PES can be trained much more efficiently and yield better generalization accuracy without relying on any specific form of the kernel function. We illustrate that NNGP models trained by distributions of energy points at low energies produce accurate predictions of PES at high energies. We also illustrate that NNGP models can extrapolate in the input variable space by building the free energy surface of the Heisenberg model trained in the paramagnetic phase and validated in the ferromagnetic phase. By construction, composite kernels yield more accurate models than kernels with a fixed functional form. Therefore, by illustrating that NNGP models outperform GP models with composite kernels, our work suggests that NNGP models should be a preferred choice of kernel models for PES.