Reliability analysis of time-dependent problems based on ensemble learning of surrogate models

Abstract

Purpose Surrogate models are extensively used to substitute real models which are expensive to evaluate in the time-dependent reliability analysis. Normally, different surrogate models have different scopes of application. However, information is often insufficient for analysts to select the most appropriate surrogate model for a specific application. Thus, the result precited by individual surrogate model tends to be suboptimal or even inaccurate. Ensemble model can effectively deal with the above concern. This work aims to study the application of ensemble model for reliability analysis of time-independent problems. Design/methodology/approach In this work, a method of reliability analysis for time-dependent problems based on ensemble learning of surrogate models is developed. The ensemble of surrogate models includes Kriging, radial basis function, and support vector machine. The prediction is approximated by the weighted average model. The ensemble learning of surrogate models is updated by finding and adding the sample points with large prediction errors throughout the entire procedure. Findings The effectiveness of the proposed method is verified by several examples. The results show that the ensemble of surrogate models can effectively propagate the uncertainty of time-varying problems, and evaluate the reliability with high prediction accuracy and computational efficiency. Originality/value This work proposes an adaptive learning framework for the uncertainty propagation of time-dependent problems based on the ensemble of surrogate models. Compared with individual surrogate models, the ensemble model not only saves the effort of selecting an appropriate surrogate model especially when the knowledge of unknown problem is lacking, but also improves the prediction accuracy and computational efficiency.

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