added surrogate model

[akhilsnair2017]

Just have a doubt whether

y_copy = y.copy()
  for idx, mask in enumerate(self.params.target_bools):
  if not mask:
      y_copy[:, idx] *= -1
  # build the model
       pass

should be kept in the get_surrogate_model function or not

[mamunm]

Just have a doubt whether

y_copy = y.copy()
  for idx, mask in enumerate(self.params.target_bools):
  if not mask:
      y_copy[:, idx] *= -1
  # build the model
       pass

should be kept in the get_surrogate_model function or not

Good point. You can create another function to correct the sign.

[akhilsnair2017]

Please check whether this is correct, I am bit doubtful regarding the function returning

[mamunm]

It's almost done, but I'll add some changes later on my next push.

[mamunm]

Thanks for the changes. Instead of using Standardize, can you use input_transform and output_transform in the SingleTaskGP model?

[mamunm]

This is only for single target optimization, can you use ModelListGP for multi-target?