Tests

Add a warning on kriging-based surrogates being trained with multiple… #1604

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Run time

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Job	Run time
test (ubuntu-latest, 3.12)	9m 56s
test (macos-latest, 3.12)	5m 2s
test (windows-latest, 3.12)	11m 30s
test (ubuntu-latest, 3.11)	8m 39s
test (ubuntu-latest, 3.10)	9m 9s
	44m 16s