支持向量机
趋同(经济学)
元建模
采样(信号处理)
可靠性(半导体)
蒙特卡罗方法
数学
算法
重要性抽样
数学优化
统计
计算机科学
机器学习
功率(物理)
量子力学
滤波器(信号处理)
物理
经济增长
经济
程序设计语言
计算机视觉
作者
Atin Roy,Subrata Chakraborty
标识
DOI:10.1016/j.ress.2021.108260
摘要
• Reliability analysis by a three-stage adaptive support vector regression-based metamodel. • Algorithm relies on improved prediction accuracy of the metamodel near failure surface. • Utilizes importance sampling method for small failure probability estimates. • Uses an improved convergence criterion based on three consecutive iterations results. • Successfully estimates reliability including small probability cases using limited data. A three-stage adaptive support vector regression (SVR) based metamodel is built by sampling training data sequentially close to a limit state function (LSF). The approach alleviates the difficulty of scarcity of samples in the reduced space for reliability evaluation of a structure involving implicit LSF. Specifically, importance sampling is proposed to ensure a sufficient number of simulation points near the approximated failure plane. A design of experiment is initially constructed by a space-filling design over the entire domain. The optimum choices of the hyper-parameters of the SVR model are then determined by minimizing the generalized root mean square error (GRMSE). A subset of Monte Carlo simulation samples with magnitude of approximated LSF less than the noted GRMSE values are selected. Subsequently, the data points are added sequentially from the subset, based on the maximin criterion. Finally, the SVR model is iteratively updated to improve the reliability estimation by adding more data from the latest subset until convergence. An improved stopping condition is proposed to avoid false convergence. The effectiveness of the proposed approach along with estimation of very small probability of failure is elucidated through three numerical examples.
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