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A supervised stochastic learning method called the Gaussian Process Regression (GPR) is used to design an autonomous guidance law for low-thrust spacecraft. The problems considered are both of the time- and fuel-optimal regimes and a methodology based on "perturbed back-propagation" approach is presented to generate optimal control along neighboring optimal trajectories which form the extremal bundle constituting the training data-set. The use of this methodology coupled with a GPR approximation of the spacecraft control via prediction of the costate n-tuple or the primer vector respectively for time- and fuel-optimal trajectories at discrete time-steps is demonstrated to be effective in designing an autonomous guidance law using the open-loop bundle of trajectories to-go. The methodology is applied to the Earth-3671 Dionysus time-optimal interplanetary transfer of a low-thrust spacecraft with off-nominal thruster performance and the resulting guidance law is evaluated under different design parameters using case-studies. The results highlight the utility and applicability of the proposed framework with scope for further improvements. [ABSTRACT FROM AUTHOR]