Hello everyone,
I try to solve the reliability problem with more random variables (>10) with ‘AKMCS’ based on ‘PCK’. The options are used follows as:
APCKMCSOpts.Type = ‘Reliability’;
APCKMCSOpts.Method = ‘AKMCS’;
APCKMCSOpts.AKMCS.MetaModel = ‘PCK’;
APCKMCSOpts.AKMCS.IExpDesign.Sampling = ‘LHS’;
APCKMCSOpts.AKMCS.MaxAddedED = 20;
APCKMCSOpts.AKMCS.IExpDesign.N = 20;
APCKMCSOpts.AKMCS.PCK.Kriging.Corr.Family = ‘Gaussian’;
% APCKMCSOpts.LARS.LarsEarlyStop=50;
APCKMCSOpts.AKMCS.Convergence=‘stopPf’;
APCKMCSOpts.Simulation.MaxSampleSize = 1e6;
myAPCKMCSAnalysis = uq_createAnalysis(APCKMCSOpts);
I get this warning:
Warning: Warning: numerical instability!! Gamma for LAR
iteration 17 was set to 0 to prevent crashes.
In uq_lar (line 269)
In uq_PCE_lars (line 60)
In uq_PCE_calculate_coefficients_regression (line 197)
In uq_PCE_calculate_coefficients (line 47)
In uq_calculateMetamodel (line 18)
In uq_initialize_uq_metamodel (line 358)
In uq_core_module/run_initialization_script
In uq_core_model/add_module
In uq_createModel
In uq_PCK_calculate_coefficients (line 88)
In uq_calculateMetamodel (line 24)
In uq_initialize_uq_metamodel (line 358)
In uq_core_module/run_initialization_script
In uq_core_model/add_module
In uq_createModel
In uq_akmcs (line 110)
In uq_reliability (line 62)
In uq_analysis/run
In uq_runAnalysis
In uq_initialize_uq_reliability (line 633)
In uq_core_module/run_initialization_script
In uq_core_analysis/add_module
In uq_createAnalysis
In DARMM_ver1_Temporal_1 (line 303)
I did a change in uq_lar.m based on @nluethen comments:
After line 224 of uq_lar, I added the line:
Pinv(Psi(:,a_coeff)’*Psi(:,a_coeff));
But my problem is not solved.
Also, I used this option “LarsEarlyStop” and it was not worked for reliability analysis.
Could anyone help me to understand my mistake?
Best Regards,