Autonomous materials research labs require the ability to combine and learn from diverse data streams. This is especially true for learning material synthesis-process-structure-property relationships, key to accelerating materials optimization and discovery as well as accelerating mechanistic understanding. We present the Synthesis-process-structure-property relAtionship coreGionalized lEarner (SAGE) algorithm. A fully Bayesian algorithm that uses multimodal coregionalization to merge knowledge across data sources to learn synthesis-process-structure-property relationships. SAGE outputs a probabilistic posterior for the relationships including the most likely relationships given the data.