Our Proposed Policy • Nonlinearity and nonstationarity • Introduce a forgetting mechanism in nonlinear GP regression model. • Online performance • Using RFF, compute the predictive distribution of GP Regression in the form of linear regression in ￼ -dimensional space, where ￼ . • Applies a linear RLS algorithm. • Key features • Fast decision-making with recursive learning. • Accurate error correction in predictive distribution. R R ⋘ N z P N−2,M−2 Q N−2,M−2 x N−1 y N−1 (M = 0) γ P N−1,M−1 Q N−1,M−1 z x N y N γ P N,M Q N,M z x * p(y N−1 ∣ x N−1 , X, y) p(y N ∣ x N , X, y) p(y * ∣ x * , X, y) (M = 0)