AL-SPCE -- Reliability analysis for nondeterministic models using stochastic polynomial chaos expansions and active learning

TL;DR

This paper introduces AL-SPCE, an active learning approach using stochastic polynomial chaos expansions to efficiently perform reliability analysis on stochastic simulators, reducing computational costs while maintaining accuracy.

Contribution

It proposes a novel active learning framework for stochastic polynomial chaos expansions that targets high-uncertainty regions to improve reliability analysis efficiency.

Findings

AL-SPCE achieves high accuracy in reliability estimates.

The method significantly reduces computational costs.

It outperforms traditional surrogate and Monte Carlo methods.

Abstract

Reliability analysis typically relies on deterministic simulators, which yield repeatable outputs for identical inputs. However, many real-world systems display intrinsic randomness, requiring stochastic simulators whose outputs are random variables. This inherent variability must be accounted for in reliability analysis. While Monte Carlo methods can handle this, their high computational cost is often prohibitive. To address this, stochastic emulators have emerged as efficient surrogate models capable of capturing the random response of simulators at reduced cost. Although promising, current methods still require large training sets to produce accurate reliability estimates, which limits their practicality for expensive simulations. This work introduces an active learning framework to further reduce the computational burden of reliability analysis using stochastic emulators. We focus on stochastic polynomial chaos expansions (SPCE) and propose a novel learning function that targets regions of high predictive uncertainty relevant to failure probability estimation. To quantify this uncertainty, we exploit the asymptotic normality of the maximum likelihood estimator. The resulting method, named active learning stochastic polynomial chaos expansions (AL-SPCE), is applied to three test cases. Results demonstrate that AL-SPCE maintains high accuracy in reliability estimates while significantly improving efficiency compared to conventional surrogate-based methods and direct Monte Carlo simulation. This confirms the potential of active learning in enhancing the practicality of stochastic reliability analysis for complex, computationally expensive models.