An active learning Kriging-based method combining the weight information entropy function and the adaptive candidate sample pool

The reliability analysis methods based on the Kriging model have been explored to update the design of experiments (DoE), but the number of calls to the performance function is high. In this paper, a new active learning method combining the weight information entropy function (WH) and the adaptive candidate sample pool is proposed to improve the reliability analysis efficiency. Based on the information entropy function (H), the learning function WH is constructed to consider Kriging variance and the joint probability density function (PDF). In this proposed method, the sample points can be assigned different weight by the learning function WH according to the important degrees of sample points. The point which not only nears the limit state function (LSF), but also has a high probability density function value and large Kriging variance is assigned more weight than others. To select the sample points with lower confidence level, the adaptive candidate sample pool is generated by Markov Chain Monte Carlo (MCMC) simulation. The Kriging model can be updated efficiently by the proposed method. Four numerical examples and an engineering example with implicit performance function are used to verify the efficiency and accuracy of the proposed method. The results show that the proposed method can significantly improve the computational efficiency of the reliability analysis without losing accuracy.