A multiwavelet support vector regression method for efficient reliability assessment

As a new sparse kernel modeling technique, support vector regression has become a promising method in structural reliability analysis. However, in the standard quadratic programming support vector regression, its implementation is computationally expensive and sufficient model sparsity cannot be guaranteed. In order to mitigate these difficulties, this paper presents a new multiwavelet linear programming support vector regression method for reliability analysis. The method develops a novel multiwavelet kernel by constructing the autocorrelation function of multiwavelets and employs this kernel in context of linear programming support vector regression for approximating the limit states of structures. Three examples involving one finite element-based problem illustrate the effectiveness of the proposed method, which indicate that the new method is efficient than the classical support vector regression method for response surface function approximation.

[1]  Ingrid Daubechies,et al.  Ten Lectures on Wavelets , 1992 .

[2]  Jongsoo Lee,et al.  Reliability assessment using feed-forward neural network-based approximate meta-models , 2012 .

[3]  Jorge E. Hurtado,et al.  An optimization method for learning statistical classifiers in structural reliability , 2010 .

[4]  Hao Zhang,et al.  A support vector density-based importance sampling for reliability assessment , 2012, Reliab. Eng. Syst. Saf..

[5]  Bruce R. Ellingwood,et al.  A new look at the response surface approach for reliability analysis , 1993 .

[6]  Enrico Zio,et al.  Predicting component reliability and level of degradation with complex-valued neural networks , 2014, Reliab. Eng. Syst. Saf..

[7]  G. MallatS. A Theory for Multiresolution Signal Decomposition , 1989 .

[8]  D. Hardin,et al.  Fractal Functions and Wavelet Expansions Based on Several Scaling Functions , 1994 .

[9]  Geoffrey E. Hinton,et al.  Learning internal representations by error propagation , 1986 .

[10]  Wei Wang,et al.  Reliability analysis using radial basis function networks and support vector machines , 2011 .

[11]  Snehamoy Chatterjee,et al.  Reliability estimation using a genetic algorithm-based artificial neural network: An application to a load-haul-dump machine , 2012, Expert Syst. Appl..

[12]  J. Mercer Functions of Positive and Negative Type, and their Connection with the Theory of Integral Equations , 1909 .

[13]  Gregory Dudek,et al.  Auto-correlation wavelet support vector machine , 2009, Image Vis. Comput..

[14]  Thorsten Joachims,et al.  Estimating the Generalization Performance of an SVM Efficiently , 2000, ICML.

[15]  Enrico Zio,et al.  A particle swarm‐optimized support vector machine for reliability prediction , 2012, Qual. Reliab. Eng. Int..

[16]  Wei Wang,et al.  Structural Reliability Assessment by Local Approximation of Limit State Functions Using Adaptive Markov Chain Simulation and Support Vector Regression , 2012, Comput. Aided Civ. Infrastructure Eng..

[17]  Wen-Fang Xie,et al.  Multiwavelet Support Vector Machine and its Applications , 2009 .

[18]  Stéphane Mallat,et al.  A Theory for Multiresolution Signal Decomposition: The Wavelet Representation , 1989, IEEE Trans. Pattern Anal. Mach. Intell..

[19]  Enrico Zio,et al.  A dynamic particle filter-support vector regression method for reliability prediction , 2013, Reliab. Eng. Syst. Saf..

[20]  Zhiwei Guo,et al.  Application of Least Squares Support Vector Machine for Regression to Reliability Analysis , 2009 .

[21]  Hong-Zhong Huang,et al.  Reliability prediction for evolutionary product in the conceptual design phase using neural network-based fuzzy synthetic assessment , 2013, Int. J. Syst. Sci..

[22]  Hao Zhang,et al.  A Multiwavelet Neural Network‐Based Response Surface Method for Structural Reliability Analysis , 2015, Comput. Aided Civ. Infrastructure Eng..

[23]  Zhao Lu,et al.  Non-Mercer hybrid kernel for linear programming support vector regression in nonlinear systems identification , 2009, Appl. Soft Comput..

[24]  Johan A. K. Suykens,et al.  Least Squares Support Vector Machine Classifiers , 1999, Neural Processing Letters.

[25]  Wei Wang,et al.  Application of low-discrepancy sampling method in structural reliability analysis , 2009 .

[26]  C. Bucher,et al.  A fast and efficient response surface approach for structural reliability problems , 1990 .

[27]  Quan Quan,et al.  A Profust Reliability Based Approach to Prognostics and Health Management , 2014, IEEE Transactions on Reliability.

[28]  Jorge E. Hurtado,et al.  An examination of methods for approximating implicit limit state functions from the viewpoint of statistical learning theory , 2004 .

[29]  Zhaoping Du,et al.  Predicting reliability and failures of engine systems by single multiplicative neuron model with iterated nonlinear filters , 2013, Reliab. Eng. Syst. Saf..

[30]  Jorge E. Hurtado,et al.  Neural-network-based reliability analysis: a comparative study , 2001 .

[31]  Li Zhang,et al.  Wavelet support vector machine , 2004, IEEE Transactions on Systems, Man, and Cybernetics, Part B (Cybernetics).

[32]  Jorge E. Hurtado,et al.  Filtered importance sampling with support vector margin: A powerful method for structural reliability analysis , 2007 .

[33]  Bernhard Schölkopf,et al.  A tutorial on support vector regression , 2004, Stat. Comput..

[34]  Mohsen Khatibinia,et al.  Seismic reliability assessment of RC structures including soil-structure interaction using wavelet weighted least squares support vector machine , 2013, Reliab. Eng. Syst. Saf..

[35]  Naoki Saito,et al.  Multiresolution representations using the autocorrelation functions of compactly supported wavelets , 1993, IEEE Trans. Signal Process..

[36]  Bernhard Schölkopf,et al.  The connection between regularization operators and support vector kernels , 1998, Neural Networks.

[37]  Qi Wu,et al.  Product demand forecasts using wavelet kernel support vector machine and particle swarm optimization in manufacture system , 2010, J. Comput. Appl. Math..

[38]  Benjamin Richard,et al.  A response surface method based on support vector machines trained with an adaptive experimental design , 2012 .