A system (100) for analyzing and synthesizing a plurality of sources of sample data (310, 320) by automated learning and regression. The system includes data storage (110) with a stored multi-task covariance function, and an evaluation processor (102) in communication with the data storage (110). The evaluation processor (102) performs regression using the stored sample data and multi-task covariance function and synthesizes prediction data for use in graphical display or digital control.