add example for surrogate index

[Raesu]

Not sure if this is what you had in mind but here's a start with lasso regression

[ignacio82]

Thanks @Raesu. I will try to make time to review this but I'm a bit overwhelmed with work these days, and that means that I have very limited time and energy for this type of for fun projects.

That said, my intention is to keep the material here very Bayesian. I have some ideas for how surrogate models should be implemented with a Bayesian framework, but I need more time to think about it and experiment a bit.