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In relation to this article, we declare that there is no conflict of interest.
Publication history
Received January 29, 2026
Accepted May 5, 2026
Available online September 25, 2026
articles This is an Open-Access article distributed under the terms of the Creative Commons Attribution Non-Commercial License (http://creativecommons.org/licenses/bync/3.0) which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work is properly cited.
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Uncertainty-Penalized Quadratic Surrogate Optimization Using CrossValidation-Based Ridge Regression

Department of Chemical Engineering, Kongju National University 1Department of Chemical Engineering, Sunchon National University
bkim@kongju.ac.kr, u khryu@scnu.ac.kr
Korean Journal of Chemical Engineering, September 2026, 43(11), 2975-2986(12)
https://doi.org/10.1007/s11814-026-00746-8

Abstract

Response surface methodology (RSM) is widely employed for experimental optimization due to its ability to provide a 

transparent quadratic surrogate constructed from a small, designed experiment, which is often suitable for laboratory and 

pilot studies. However, the standard approach of fitting a quadratic model by ordinary least squares and optimizing the 

resulting surface may produce unstable recommendations when the design is ill-conditioned, measurements are noisy, or 

the response is misspecified. In this study, we introduce an uncertainty-penalized quadratic RSM framework that preserves 

the experimental design pipeline while enhancing recommendation reliability. The surrogate model is estimated using 

ridge regression, with the regularization parameter determined by leave-one-out cross validation. A closed-form posterior 

covariance for the coefficients is derived from a Bayesian interpretation of ridge regression, leading to an analytic predictive

variance and an uncertainty estimate across the design region. The recommendation is obtained by minimizing 

a conservative objective that combines the predicted mean with a tunable multiple of the predictive standard deviation. 

Five representative scenarios, including correct specification, mild and strong misspecification, severe ill conditioning, and 

higher-dimensional designs, demonstrate consistent reductions in regret and tail risk metrics, such as the 95th percentile 

regret and conditional value at risk, compared to ordinary least squares.

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