A computer-implemented method for generating an interpretable kernel embedding for heterogeneous data. The method can include identifying a set of base kernels in the heterogeneous data; and creating multiple sets of transformed kernels by applying a unique composition rule or a unique combination of multiple composition rules to the set of base kernels. The method can include fitting the multiple sets into a stochastic process model to generate fitting scores that respectively indicate a degree of the fitting for each of the multiple sets; storing the fitting scores in a matrix; and standardizing the matrix to generate the interpretable kernel embedding for the heterogeneous data.