Read paper one.
Read paper two.
Get the code.
[1] Fast Distribution to Real Regression
[pdf]. 
Junier Oliva, 
Willie Neiswanger, 
Barnabas Póczos, 
Jeff Schneider, 
Eric Xing. 
Accepted at AISTATS 2014.
[2] Fast Function to Function Regression
[pdf]. 
Junier Oliva, 
Willie Neiswanger, 
Barnabas Póczos, 
Eric Xing. 
Hy Trac, 
Shirley Ho, 
Jeff Schneider, 
Accepted at AISTATS 2015.
The source code can be downloaded here [git]. Please see the README for installation instructions.