Leibniz University Hannover, Institute for Risk and Reliability, Department of Civil and Environmental Engineering, University of Liverpool, International Joint Research Center for Resilient Infrastructure & International Joint Research Center for Engineering Reliability and Stochastic Mechanics, Tongji University
Abstract:In the era of big data, machine learning (ML) has become a powerful tool in various fields, notably impacting structural dynamics. ML algorithms offer advantages by modeling physical phenomena based on data, even in the absence of underlying mechanisms. However, uncertainties such as measurement noise and modeling errors can compromise the reliability of ML predictions, highlighting the need for effective uncertainty awareness to enhance prediction robustness. This paper presents a comprehensive review on navigating uncertainties in ML, categorizing uncertainty-aware approaches into probabilistic methods (including Bayesian and frequentist perspectives) and non-probabilistic methods (such as interval learning and fuzzy learning). Bayesian neural networks, known for their uncertainty quantification and nonlinear mapping capabilities, are emphasized for their superior performance and potential. The review covers various techniques and methodologies for addressing uncertainties in ML, discussing fundamentals and implementation procedures of each method. While providing a concise overview of fundamental concepts, the paper refrains from in-depth critical explanations. Strengths and limitations of each approach are examined, along with their applications in structural dynamic forward problems like response prediction, sensitivity assessment, and reliability analysis, and inverse problems like system identification, model updating, and damage identification. Additionally, the review identifies research gaps and suggests future directions for investigations, aiming to provide comprehensive insights to the research community. By offering an extensive overview of both probabilistic and non-probabilistic approaches, this review aims to assist researchers and practitioners in making informed decisions when utilizing ML techniques to address uncertainties in structural dynamic problems.
Abstract:Many dynamical systems are subjected to stochastic influences, such as random excitations, noise, and unmodeled behavior. Tracking the system's state and parameters based on a physical model is a common task for which filtering algorithms, such as Kalman filters and their non-linear extensions, are typically used. However, many of these filters use assumptions on the transition probabilities or the covariance model, which can lead to inaccuracies in non-linear systems. We will show the application of a stochastic coupling filter that can approximate arbitrary transition densities under non-Gaussian noise. The filter is based on transport maps, which couple the approximation densities to a user-chosen reference density, allowing for straightforward sampling and evaluation of probabilities.