Z. Xiang, et al.

Reliability Engineering and System Safety 199 (2020) 106901

methods. With the same number of experimental points, the relative

error of the DRL-based sampling method is smaller than the Latin hy-
percube sampling method. In this example, the AK-MCS method seems
to be more efficient than other methods. The limit state function of this
benchmark example is low nonlinear, and the proposed DRL-based
sampling method has no significant advantage over other methods, but
when the nonlinearity of the limit state function is enhanced, the
benefits of the proposed method are substantial. This will be illustrated
by Example 2.

4.2. Example 2:Modified series system reliability problem

To show the ability of the DRL-based sampling method in handling

highly nonlinear problems, this example considers a modified version of
the series system reliability problem in Example 1. The limit state
function is given as:

g1 = 3 + 0.1(x1 − x2)2 − (x1 + x2)/ 2

Fig. 9. Example 1, Monte Carlo populations and selected experimental points of
DRL-based sampling method.
points of the DRL-based sampling method are illustrated in Fig. 9. It can
be seen from the figure that almost all Monte Carlo populations are
located in the interval of [−4,4]. Therefore, it is suitable to use this
interval as the sampling space of the DRL-based sampling method. The
selected experimental points of the DRL-based sampling method are
distributed in a narrow region along the limit state surface, which de-
monstrates that the DRL-based sampling method learned to added ex-
perimental points in the important regions. Using the selected experi-
mental points of the DRL-based sampling method, a neural network of
the surrogate model is trained. The Latin hypercube sampling method
uses the same number of experimental points as the DRL-based sam-
pling method and trains another neural network of the surrogate model.
The trained neural networks are employed to calculate the failure
probability, using the Monte Carlo populations of the direct Monte
Carlo method. The calculation results of different methods are com-
pared in Table 1, where Ncall is the number of calls to the limit state
function, TN is the number of failure samples classified as failure, FN is
the number of safety samples classified as failure, TP is the number of
safety samples classified as safety, FP is the number of failure samples
classified as safety, Nmis is total number of misclassified samples, P^f is
the predicted failure probability, C . O. V P^f is the coefficient of variation
of the predicted failure probability which can be calculated by
C . O. V ^ = (1−P^ )/ P^ N , ɛ is the relative error of failure prob-
f f call Pf
Pf
ability in comparison with the direct Monte Carlo result.
As presented in Table 1, the DRL-based sampling method is more
efficient than the direct Monte Carlo simulation and subset simulation
g2 = 3 + 0.1(x1 − x2)2 + (x1 + x2)/ 2
g3 = x1 − x2 + 7/ 2
g4 = x2 − x1 + 7/ 2
gim = gi + 2 sin(2gi )
g (x1, x2) = min{g1m , g2m , g3m , g4m} (20)
where x1 and x2 are independent standard normal random variables; g1m
to g4m are the modified limit state functions of the components; g(x1, x2)
is the system limit state function.
The Monte Carlo populations and sampling results of the DRL-based
sampling method are illustrated in Fig. 10. It can be found from the
figure that the experimental points are all selected in the critical region
along the limit state surface. Fig. 11 plots the sampling results of the
AK-MCS method. As can be seen from Fig. 11 that many experimental
points are located at the middle and lower part of the sampling space,
but there are few samples selected in the upper part. The AK-MCS
method converges when 519 experimental points are selected, but it
falls into local optimum. The experimental points of the Latin hy-
percube sampling method are shown in Fig. 12, from which we can see
the sampling space is filled with selected samples. The sampling process
of subset simulation method is illustrated in Fig. 13. As shown in this
figure, with the increase of the level number, the sampling failed to
move to the failure region, and many samples are selected in the middle
of the sampling space.
The calculation results of different methods are compared in
Table 2, which shows that the DRL-based sampling method has higher
efficiency than the Monte Carlo simulation and subset simulation
methods and higher accuracy than other methods. The Latin hypercube
sampling method uses the same number of calls as the DRL-based
sampling method, but the number of misclassification and relative error
are both larger than the DRL-based sampling method. The AK-MCS
method reaches the convergence condition with 519 samples, while
many experimental points are selected in unimportant local regions, as
shown in Fig. 11. As the AK-MCS method falls into local optimum, the
relative error failure probability is much larger than the DRL-based
sampling method. However, the relative error of the DRL-based

Table 1
Example 1, result comparison of the DRL-based sampling method with direct Monte Carlo simulation (MCS), subset simulation (SS), AK-MCS, and Latin hypercube
sampling (LHS) methods, where the results of AK-MCS and SS are from [35] and [36], respectively.
Methods Ncall TN FN TP FP Nmis Pf (C . O. V P^ ) ɛPf(%)
f

Direct MCS 5 × 105 - - - - - 2.316 × 10−3(2.9%) -

SS [36] 2.8 × 105 - - - - - 2.225 × 10−3 0.16
DRL 2597 1155 2 498840 3 5 2.314 × 10−3 −0.09
AK-MCS [35] 96 - - - - - 2.233 × 10−3 0.00
LHS 2597 1146 19 498823 12 31 2.330 × 10−3 0.60