Quantified active learning Kriging model for structural reliability analysis

A quantified active learning Kriging-based (qAK) methodology for structural reliability analysis is presented. The proposed approach is based on an updated probability density function (PDF), which is dominant in the vicinity of the limit-state surface. This PDF is created using weights based on an improved learning function called the most probable misclassification function. This function is used as a metric for efficiently updating the Kriging model, as it symmetrically quantifies the uncertainty of candidate points in terms of the model’s accuracy. The proposed approach accurately approximates the points that lie on the limit-state surface. Moreover, a probabilistic-based stopping criterion is proposed. The new support points are selected using the weighted $K$-means algorithm and the sample from the updated PDF. Thus, the method does not require solving an optimization problem or using a sampling algorithm. The proposed qAK methods are more reliable and robust than previous implementations of the Kriging method for structural reliability assessment. The proposed approach is presented within the framework of standard reliability methods, i.e., the Monte Carlo and the Subset Simulation methods. The efficiency of the proposed qAK methods is demonstrated with the aid of six case studies.