mfEGRA: Multifidelity Efficient Global Reliability Analysis through Active Learning for Failure Boundary Location

This paper develops mfEGRA, a multifidelity active learning method using data-driven adaptively refined surrogates for failure boundary location in reliability analysis. This work addresses the issue of prohibitive cost of reliability analysis using Monte Carlo sampling for expensive-to-evaluate high-fidelity models by using cheaper-to-evaluate approximations of the high-fidelity model. The method builds on the Efficient Global Reliability Analysis (EGRA) method, which is a surrogate-based method that uses adaptive sampling for refining Gaussian process surrogates for failure boundary location using a single-fidelity model. Our method introduces a two-stage adaptive sampling criterion that uses a multifidelity Gaussian process surrogate to leverage multiple information sources with different fidelities. The method combines expected feasibility criterion from EGRA with one-step lookahead information gain to refine the surrogate around the failure boundary. The computational savings from mfEGRA depends on the discrepancy between the different models, and the relative cost of evaluating the different models as compared to the high-fidelity model. We show that accurate estimation of reliability using mfEGRA leads to computational savings of $\sim$46% for an analytic multimodal test problem and 24% for a three-dimensional acoustic horn problem, when compared to single-fidelity EGRA. We also show the effect of using a priori drawn Monte Carlo samples in the implementation for the acoustic horn problem, where mfEGRA leads to computational savings of 45% for the three-dimensional case and 48% for a rarer event four-dimensional case as compared to single-fidelity EGRA

Meta-models for structural reliability and uncertainty quantification

A meta-model (or a surrogate model) is the modern name for what was traditionally called a response surface. It is intended to mimic the behaviour of a computational model M (e.g. a finite element model in mechanics) while being inexpensive to evaluate, in contrast to the original model which may take hours or even days of computer processing time. In this paper various types of meta-models that have been used in the last decade in the context of structural reliability are reviewed. More specifically classical polynomial response surfaces, polynomial chaos expansions and kriging are addressed. It is shown how the need for error estimates and adaptivity in their construction has brought this type of approaches to a high level of efficiency. A new technique that solves the problem of the potential biasedness in the estimation of a probability of failure through the use of meta-models is finally presented.Comment: Keynote lecture Fifth Asian-Pacific Symposium on Structural Reliability and its Applications (5th APSSRA) May 2012, Singapor

Entropy Measures in Machine Fault Diagnosis: Insights and Applications

Entropy, as a complexity measure, has been widely applied for time series analysis. One preeminent example is the design of machine condition monitoring and industrial fault diagnostic systems. The occurrence of failures in a machine will typically lead to non-linear characteristics in the measurements, caused by instantaneous variations, which can increase the complexity in the system response. Entropy measures are suitable to quantify such dynamic changes in the underlying process, distinguishing between different system conditions. However, notions of entropy are defined differently in various contexts (e.g., information theory and dynamical systems theory), which may confound researchers in the applied sciences. In this paper, we have systematically reviewed the theoretical development of some fundamental entropy measures and clarified the relations among them. Then, typical entropy-based applications of machine fault diagnostic systems are summarized. Further, insights into possible applications of the entropy measures are explained, as to where and how these measures can be useful towards future data-driven fault diagnosis methodologies. Finally, potential research trends in this area are discussed, with the intent of improving online entropy estimation and expanding its applicability to a wider range of intelligent fault diagnostic systems

The detection of globular clusters in galaxies as a data mining problem

We present an application of self-adaptive supervised learning classifiers derived from the Machine Learning paradigm, to the identification of candidate Globular Clusters in deep, wide-field, single band HST images. Several methods provided by the DAME (Data Mining & Exploration) web application, were tested and compared on the NGC1399 HST data described in Paolillo 2011. The best results were obtained using a Multi Layer Perceptron with Quasi Newton learning rule which achieved a classification accuracy of 98.3%, with a completeness of 97.8% and 1.6% of contamination. An extensive set of experiments revealed that the use of accurate structural parameters (effective radius, central surface brightness) does improve the final result, but only by 5%. It is also shown that the method is capable to retrieve also extreme sources (for instance, very extended objects) which are missed by more traditional approaches.Comment: Accepted 2011 December 12; Received 2011 November 28; in original form 2011 October 1

Witnessing eigenstates for quantum simulation of Hamiltonian spectra

The efficient calculation of Hamiltonian spectra, a problem often intractable on classical machines, can find application in many fields, from physics to chemistry. Here, we introduce the concept of an "eigenstate witness" and through it provide a new quantum approach which combines variational methods and phase estimation to approximate eigenvalues for both ground and excited states. This protocol is experimentally verified on a programmable silicon quantum photonic chip, a mass-manufacturable platform, which embeds entangled state generation, arbitrary controlled-unitary operations, and projective measurements. Both ground and excited states are experimentally found with fidelities >99%, and their eigenvalues are estimated with 32-bits of precision. We also investigate and discuss the scalability of the approach and study its performance through numerical simulations of more complex Hamiltonians. This result shows promising progress towards quantum chemistry on quantum computers.Comment: 9 pages, 4 figures, plus Supplementary Material [New version with minor typos corrected.