A Kriging-HDMR-based surrogate model with sample pool-free active learning strategy for reliability analysis

Abstract

In reliability engineering, conventional surrogate models encounter the "curse of dimensionality" as the number of random variables increases. While the active learning Kriging surrogate approaches with high-dimensional model representation (HDMR) enable effective approximation of high-dimensional functions and are widely applied to optimization problems, there are rare studies specifically focused on reliability analysis, which prioritizes prediction accuracy in critical regions over uniform accuracy across the entire domain. This study develops an active learning surrogate model method based on the Kriging-HDMR modeling for reliability analysis. The proposed approach facilitates the approximation of high-dimensional limit state functions through a composite representation constructed from multiple low-dimensional sub-surrogate models. The architecture of the surrogate modeling framework comprises three distinct stages: developing single-variable sub-surrogate models for all random variables, identifying the requirements for coupling-variable sub-surrogate models, and constructing the coupling-variable sub-surrogate models. Optimization mathematical models for selection of design of experiment samples are formulated based on each stage's characteristics, with objectives incorporating uncertainty variance, predicted mean, sample location and inter-sample distances. A candidate sample pool-free approach is adopted to achieve the selection of informative samples. Numerical experiments demonstrate that the proposed method achieves high computational efficiency while maintaining strong predictive accuracy in solving high-dimensional reliability problems.