 Adaptive Bayesian support vector regression model for structural reliability analysisKai Cheng and Zhenzhou Lu Reliability Engineering and System Safety, 2021, vol. 206, issue C Abstract: In this paper, Bayesian support vector regression (SVR) model is developed for structural reliability analysis adaptively. Two SVR models, namely, least-square SVR and ε-SVR, are constructed under the Bayesian inference framework with a square loss function and a ε-insensitive square one respectively. In this framework, a Gaussian process prior is assigned to the regression function, and maximum posterior estimate results in a SVR problem. The proposed Bayesian SVR models provide point-wise probabilistic prediction while keeps the structural risk minimization principle, and it allows us to determine the optimal hyper-parameters by maximizing Bayesian model evidence. Two active learning algorithms are presented based on the Bayesian SVR models to estimate large and small failure probability of complex structure with limited model evaluations respectively. Four benchmark examples are employed to validate the performance of the presented method. Keywords: Support vector regression; Bayesian inference; Reliability analysis; Active learning (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:206:y:2021:i:c:s0951832020307833 DOI: 10.1016/j.ress.2020.107286 Access Statistics for this article Reliability Engineering and System Safety is currently edited by Carlos Guedes Soares More articles in Reliability Engineering and System Safety from Elsevier |
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