An improved active learning method combing with the weight information entropy and Monte Carlo simulation of efficient structural reliability analysis

A significant challenge of surrogate model-based structural reliability analysis (SRA) is to construct an accurate approximated model of the nonlinear limit state function (LSF) with high order and high dimension effectively. As one of the sequential update-strategies of design of experiment (DoE), the active learning method is more attractive in recent years due to greatly reduces the burden of reliability analysis. Although the active learning method based on information entropy learning function H and the line simulation (AK-LS) is a powerful tool of SRA, the computational burden from the iterative algorithm is still large during the learning process. In this research, an improved learning criterion, named the weight information entropy function (WH), is developed to update the DoE of Kriging-based reliability analysis. The WH learning function consists of the information entropy function and an adaptive weight function (W). Locations in the variable space and probability densities of the samples are taken accounted into the WH learning function, which is the most important difference from the H learning function. The samples that are closer to the LSF and has a greater probability density can be preferentially selected into the DoE comparing to others by changing the weight of information entropy during the learning process. The WH learning function can efficiently match the limit state function in an important domain rather than the entire variable space. Consequently, the approximated model of LSF via Kriging interpolation can be constructed more effectively. The new active learning method is developed based on Kriging model, in which WH learning function and Monte Carlo simulation (MCS) are employed. Finally, several engineering examples with high non-linearity are analyzed. Results shown that the new method are very efficient when dealing with intractable problems of SRA.