Add a warning on kriging-based surrogates being trained with multiple outputs #686
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The surrogate API of SMT allows to pass several training data outputs as some surrogates are able to handle them. Currently kriging-based models happen to swallow such data and provide a surrogate but this resulting surrogate might not be as good as if we train a dedicated surrogate for each output (as only one set of hyperameters is actually optimized, the detailed impact of multiple outputs still has to be investigated).
As it was reported though with multiple outputs the resulting surrogate could be "good enough", this PR just adds a warning when
set_training_values()is used with multiple outputs. Still such usage is not currently recommended (at least without checking the surrogate quality properly) and this warning might become a hard error in the future.This PR relates to #679