Efficient Reliability Analysis using Generalized Multifidelity Modeling and Explainable Active Learning
To assess the reliability of critical technologies like nuclear plants and infrastructure systems and improve the robustness of design, engineers have to quantify the uncertainties surrounding the system behavior accurately. However, the complexity of the problem can make standard reliability analysis algorithms prohibitively expensive, primarily due to the high computational cost of estimating the system response at each iteration. This cost can be greatly reduced by using multi-fidelity modeling and machine learning to build a surrogate model to replace the expensive response function. We propose a general and robust method for building surrogates from multiple Low Fidelity (LF) models coupled with machine learning to retain accuracy. Our framework first constructs “Corrected Low Fidelity models” (CLFs) by coupling a High Fidelity (HF) model inferred Gaussian Process correction term with each of the LF models. It then uses the correction terms to assign model probabilities to each of these CLFs in an explainable way before using them to assemble the final surrogate. No assumptions are made about the type of the LF models or their correlation with the HF model. The proposed surrogate modeling framework is used within the subset simulation algorithm (a variance-reduced MCMC-based reliability analysis algorithm) for enhanced efficiency. Additionally, an active learning step is added to the algorithm to adaptively decide when the surrogate is not sufficiently accurate, at which point the HF model is called and used to refine the surrogate. Through a frame buckling example, our method is shown to be highly efficient at reducing the expensive HF model calls while accurately estimating the failure probability.