An efficient, accurate, and interpretable machine learning method for computing probability of failure
This work addresses the challenge of reducing computational costs in reliability analysis for engineers and scientists, though it appears incremental as it builds on existing classification methods with specific adaptations.
The authors tackled the problem of efficiently computing the probability of failure for complex systems by introducing a novel machine learning method that minimizes computer model evaluations while preserving decision boundary geometry, achieving competitive performance against state-of-the-art methods on test problems and an application to a species survival model.
We introduce a novel machine learning method called the Penalized Profile Support Vector Machine based on the Gabriel edited set for the computation of the probability of failure for a complex system as determined by a threshold condition on a computer model of system behavior. The method is designed to minimize the number of evaluations of the computer model while preserving the geometry of the decision boundary that determines the probability. It employs an adaptive sampling strategy designed to strategically allocate points near the boundary determining failure and builds a locally linear surrogate boundary that remains consistent with its geometry by strategic clustering of training points. We prove two convergence results and we compare the performance of the method against a number of state of the art classification methods on four test problems. We also apply the method to determine the probability of survival using the Lotka--Volterra model for competing species.