“…For a compact set 𝑋 ⊂ R 𝑛 , let 𝜅 : R 𝑛 ×R 𝑛 → R >0 be a given kernel and H 𝜅 (𝑋 ) the reproducing kernel Hilbert space (RKHS) of functions over 𝑋 corresponding to 𝜅 with norm ∥ • ∥ 𝜅 [31]. Then, for each 𝑢 ∈ 𝑈 and 𝑖 ∈ {1, ..., 𝑛}, 𝑔 Assumption 1 is a standard assumption [18,31], which is intimately related to the continuity of 𝑔 𝑢 , as discussed in Section 4. For instance, assuming that 𝜅 is the widely used squared exponential kernel, we obtain that H 𝜅 (𝑋 ) is a space of functions that is dense with respect to the set of continuous functions on a compact set 𝑋 ⊂ R 𝑛 , i.e., members of H 𝜅 (𝑋 ) can approximate any continuous function on 𝑋 arbitrarily well [32].…”