arXiv:2509.06978cs.LG2025-09

用无样本池主动学习提升高维可靠性分析精度与效率

A Kriging-HDMR-based surrogate model with sample pool-free active learning strategy for reliability analysis

  • 基于Kriging-HDMR构建分层子模型,分解高维极限状态函数
  • 在关键区域实现高精度预测,计算效率显著优于传统方法
  • 无需候选样本池,适合高维可靠性分析场景

在可靠性工程中,传统代理模型随随机变量数量增加面临“维度诅咒”问题。尽管基于高维模型表示(HDMR)的主动学习克里金代理模型能有效逼近高维函数,并广泛应用于优化问题,但针对可靠性分析的研究仍较少,而可靠性分析更关注关键区域的预测精度而非全域均匀精度。本文提出一种基于Kriging-HDMR的主动学习代理模型方法,用于可靠性分析。该方法通过多个低维子代理模型的组合表示,实现对高维极限状态函数的逼近。代理建模框架包含三个阶段:为所有随机变量构建单变量子代理模型,确定耦合变量子模型的构建需求,以及构建耦合变量子模型。根据各阶段特性,建立以不确定性方差、预测均值、样本位置及样本间距离为优化目标的设计实验样本选择数学模型。采用无候选样本池策略,实现信息量丰富的样本选择。数值实验表明,该方法在解决高维可靠性问题时兼具高计算效率和强预测精度。

原文摘要 · Abstract (English)

In reliability engineering, conventional surrogate models encounter the "curse of dimensionality" as the number of random variables increases. While the active learning Kriging surrogate approaches with high-dimensional model representation (HDMR) enable effective approximation of high-dimensional functions and are widely applied to optimization problems, there are rare studies specifically focused on reliability analysis, which prioritizes prediction accuracy in critical regions over uniform accuracy across the entire domain. This study develops an active learning surrogate model method based on the Kriging-HDMR modeling for reliability analysis. The proposed approach facilitates the approximation of high-dimensional limit state functions through a composite representation constructed from multiple low-dimensional sub-surrogate models. The architecture of the surrogate modeling framework comprises three distinct stages: developing single-variable sub-surrogate models for all random variables, identifying the requirements for coupling-variable sub-surrogate models, and constructing the coupling-variable sub-surrogate models. Optimization mathematical models for selection of design of experiment samples are formulated based on each stage's characteristics, with objectives incorporating uncertainty variance, predicted mean, sample location and inter-sample distances. A candidate sample pool-free approach is adopted to achieve the selection of informative samples. Numerical experiments demonstrate that the proposed method achieves high computational efficiency while maintaining strong predictive accuracy in solving high-dimensional reliability problems.

可靠性分析代理模型高维建模主动学习

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