(a) Illustration of UMP, $Uens$ and VUM methods on a 1-d toy example with $F8$ function; the number of training points 100 is considered; red curve represents the exact function; green dashed curve represents the ensemble prediction from the weight sum of prediction of RBFN, QP and SVM; shaded regions represent confidence interval of the ensemble prediction; (b) $y-fLCB$ plot on $F8$ in ensemble surrogates case.