S2)'*gpml_randn(0.3, 2, n2), m2);
 
  x = [x1 x2]'; y = [-ones(1,n1) ones(1,n2)]';
  plot(x1(1,:), x1(2,:), 'b+'); hold on;
  plot(x2(1,:), x2(2,:), 'r+');
</pre>

<p>120 data points are generated from two Gaussians with different
means and covariances. One Gaussian is isotropic and contains 2/3 of the data (blue), the
other is highly correlated and contains 1/3 of the points (red). Note,
that the labels for the targets are &plusmn;1 (and <b>not</b> 0/1).</p>

<p>In the plot, we superimpose the data points 