Effective forces derived from experimental or in silico molecular dynamics time traces are critical in developing reduced and computationally efficient descriptions of otherwise complex dynamical problems. This helps motivate why it is important to develop methods to efficiently learn effective forces from time series data. A number of methods already exist to do this when data are plentiful but otherwise fail for sparse datasets or datasets where some regions of phase space are undersampled. In addition, any method developed to learn effective forces from time series data should be minimally a priori committal as to the shape of the effective force profile, exploit every data point without reducing data quality through any form of binning or pre-processing, and provide full credible intervals (error bars) about the prediction for the entirety of the effective force curve. Here, we propose a generalization of the Gaussian process, a key tool in Bayesian nonparametric inference and machine learning, which meets all of the above criteria in learning effective forces for the first time.