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- In relation to this article, we declare that there is no conflict of interest.
- Publication history
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Received January 29, 2026
Accepted May 5, 2026
Available online September 25, 2026
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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.
Latest issues
Uncertainty-Penalized Quadratic Surrogate Optimization Using CrossValidation-Based Ridge Regression
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.

