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Accounting for Uncertainty in Machine Learning Surrogates: A Gauss-Hermite Quadrature Approach to Reliability Analysis

arXiv 2509.18128 ↗First posted 11 Sep 2025cs.LGcited by 0

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Abstract (arXiv)

Machine learning surrogates are increasingly employed to replace expensive computational models for physics-based reliability analysis. However, their use introduces epistemic uncertainty from model approximation errors, which couples with aleatory uncertainty in model inputs, potentially compromising the accuracy of reliability predictions. This study proposes a Gauss-Hermite quadrature approach to decouple these nested uncertainties and enable more accurate reliability analysis. The method evaluates conditional failure probabilities under aleatory uncertainty using First and Second Order Reliability Methods and then integrates these probabilities across realizations of epistemic uncertainty. Three examples demonstrate that the proposed approach maintains computational efficiency while yielding more trustworthy predictions than traditional methods that ignore model uncertainty.

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References · 5

  1. 2023Uncertainty Quantification in Machine Learning for Engineering Design and Health Prognostics: A Tutorialcited by 27
  2. 2020Machine Learning for Reliability Engineering and Safety Applications: Review of Current Status and Future Opportunitiescited by 23
  3. 2015Efficient Calibration for Imperfect Computer Modelscited by 9
  4. 2018Surrogate modeling based on resampled polynomial chaos expansionscited by 3
  5. 2018Cutting the Double Loop: Theory and Algorithms for Reliability-Based Design Optimization with Statistical Uncertaintycited by 2

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