Active learning method combining Kriging model and multimodal‐optimization‐based importance sampling for the estimation of small failure probability

Abstract

AbstractA novel method which combines the active learning Kriging (ALK) model with important sampling is proposed in this paper. The main aim of the proposed method is to solve problems with very small failure probability and multiple failure regions. A surrogate limit state surface (LSS) which strikes a balance between the Kriging mean and variance is proposed. In each iteration, important samples of the surrogate LSS are generated, optimal training points are chosen, the Kriging model is updated and the surrogate LSS is refined. After several iterations, the surrogate LSS will converge to the true LSS. To obtain all the local and global most probable points (MPPs) on the surrogate LSS in each iteration, a recently proposed evolutionary algorithm from the field of multimodal optimization is introduced. In this way, none of the potential failure regions is missed and the unbiasedness of the proposed method is guaranteed. The contribution factor of each MPP is defined and a weighted multimodal instrumental sampling density is formulated. In this way, more attention is paid to the more important failure regions and training points are further saved. The performance of the proposed method is verified by six case studies.