Before revision:  On these dates, the value of the option is computed as the maximum between the exercise value and the continuation value, which is approximated via Gaussian Process Regression. Specifically, we consider a finite number of points, each of them representing the values reached by the underlying at a certain time. First of all, we compute the continuation value only for these points by means of Monte Carlo simulations and then we employ Gaussian Process Regression to approximate the whole continuation value function .
After revision:  On these dates, the value of the option is computed as the maximum between the exercise value and the continuation value, which is obtained by means of Gaussian process regression technique and Monte Carlo simulations and then we employ Gaussian Process Regression to approximate the whole continuation value function .