A novel active learning-based Gaussian process metamodelling strategy for estimating the full probability distribution in forward UQ analysis

08/27/2019
by   Ziqi Wang, et al.
2

This paper proposes an active learning-based Gaussian process (AL-GP) metamodelling method to estimate the cumulative as well as complementary cumulative distribution function (CDF/CCDF) for forward uncertainty quantification (UQ) problems. Within the field of UQ, previous studies focused on developing AL-GP approaches for reliability (rare event probability) analysis of expensive black-box solvers. A naive iteration of these algorithms with respect to different CDF/CCDF threshold values would yield a discretized CDF/CCDF. However, this approach inevitably leads to a trade-off between accuracy and computational efficiency since both depend (in opposite way) on the selected discretization. In this study, a specialized error measure and a learning function are developed such that the resulting AL-GP method is able to efficiently estimate the CDF/CCDF for a specified range of interest without an explicit dependency on discretization. Particularly, the proposed AL-GP method is able to simultaneously provide accurate CDF and CCDF estimation in their median-low probability regions. Three numerical examples are introduced to test and verify the proposed method.

READ FULL TEXT

page 15

page 16

page 20

research
03/08/2019

Active learning for enumerating local minima based on Gaussian process derivatives

We study active learning (AL) based on Gaussian Processes (GPs) for effi...
research
06/10/2022

Weighted Ensembles for Active Learning with Adaptivity

Labeled data can be expensive to acquire in several application domains,...
research
04/13/2023

Adaptive active subspace-based metamodeling for high-dimensional reliability analysis

To address the challenges of reliability analysis in high-dimensional pr...
research
09/17/2020

Mean-Variance Analysis in Bayesian Optimization under Uncertainty

We consider active learning (AL) in an uncertain environment in which tr...
research
05/14/2023

Can Learning Deteriorate Control? Analyzing Computational Delays in Gaussian Process-Based Event-Triggered Online Learning

When the dynamics of systems are unknown, supervised machine learning te...
research
06/22/2020

Bayesian Quadrature Optimization for Probability Threshold Robustness Measure

In many product development problems, the performance of the product is ...
research
10/05/2022

Bayesian Quadrature for Probability Threshold Robustness of Partially Undefined Functions

In engineering design, one often wishes to calculate the probability tha...

Please sign up or login with your details

Forgot password? Click here to reset