How do you choose a kernel for a discontinuous function in Gaussian Process Regression?

I'm doing Gaussian Process Regression and created a series of functions by gluing other functions together on random places. Here's an example:

Perhaps this one is to complicated, but all the functions come from the same family, they're all variations of gaussians. Is there anything standard that can be done with this?

Topic gaussian-process kernel regression machine-learning

Category Data Science

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