A Hybrid Gaussian Process-Extreme Gradient Boosting Machine Learning Framework for Robust Knockdown Factor Prediction and Reliability-Based Design of Thin Spherical Shell Caps

Thin-walled truncated conical shells are widely used in aerospace, marine, offshore, and lightweight infrastructure systems due to their high strength-to-weight ratio and geometric efficiency. Their buckling resistance under axial compression, however, is highly sensitive to geometric imperfections, manufacturing tolerances, material variability, and nonlinear instability effects. Conventional design procedures rely on conservative knockdown factors (KDFs), such as those recommended in NASA SP-8019, which do not explicitly account for shell geometry, fabrication quality, data uncertainty, or target reliability. This study develops a physics-informed neural network (PiNN) framework for predicting critical buckling loads of thin truncated conical shells and integrates the trained surrogate within a reliability-based design (RBD) formulation. The model combines geometric and material descriptors with mechanics-informed features derived from shell stability theory and the localized reduced stiffness method (LRSM). A physics-informed loss function penalizes mechanically inadmissible predictions exceeding the theoretical elastic buckling load. The framework is trained and evaluated using 133 experimental Mylar conical shell tests under axial compression. Compared with a conventional deep neural network (DNN), the PiNN improves predictive accuracy, reduces mean absolute error, and enhances physical consistency. The trained PiNN is then used to evaluate reliability indices and calibrate safety-consistent KDFs for prescribed target reliability levels. Results demonstrate that the PiNN-RBD framework provides an efficient approach for uncertainty-aware design of imperfection-sensitive shell structures.

Machine learning (ML) has become an indispensable part of modern engineering design workflows. A crucial step in training an ML model is the selection of the loss function which can be systematically formulated via various techniques such as maximum likelihood estimation (MLE) and cross-validation . While MLE is one of the most popular, effective, and intuitive mechanisms for training ML models, it is brittle: if the assumptions underpinning it are not met, the trained ML model may generalize poorly. This brittleness affects even Gaussian processes (GPs) which are widely used in engineering design and are often (incorrectly) presumed to be very robust to overfitting. In this paper, we fundamentally evaluate the brittleness of MLE in the context of training GPs for probabilistic regression or classification tasks. We compare theoretically grounded metrics against MLE and propose practical solutions. Our extensive studies demonstrate the effectiveness of our solutions in downstream design tasks such as Bayesian optimization and provide a blueprint for practitioners to build accurate and robust GPs that can even outperform tabular foundation models in terms of prediction accuracy, uncertainty quantification, and inference cost. Our contributions are publicly available via GitHub at https://github.com/Bostanabad-Research-Group/GP-vs-TabPFN-vs-GPyTorch.

The adoption of non-parametric machine learning models for regulatory capital estimation introduces a fundamental governance challenge: the inability to explain model outputs in a manner auditable by supervisory bodies. This 'black box' problem remains a major barrier to the adoption of Gaussian Process Regression (GPR) and related ML architectures in ICAAP and CCAR workflows despite their predictive advantages over traditional parametric approaches. This paper addresses this barrier through SHARC (SHAP for Regulatory Capital), an explainability framework for the Hybrid GPR-HS architecture and its stress-testing extension. SHapley Additive exPlanations (SHAP), derived from cooperative game theory and satisfying the properties of Local Accuracy, Missingness, Consistency, and Efficiency, are applied to Stressed Value-at-Risk (SVaR) outputs under three macro scenarios: West Asia War, Climate Risk, and AI Bubble/Regulatory Burden. SHARC decomposes SVaR into baseline, mean-driven, and volatility-driven components, enabling transparent linkage between scenario design and capital outcomes. Two findings emerge. First, SHARC consistently links non-linear SVaR outputs to underlying scenario inputs, confirming framework fidelity and providing auditable traceability of capital drivers. Second, under stress conditions, the mean return component (directional loss magnitude) dominates the variance component (volatility baseline) in determining capital levels, with implications for capital limit-setting, position management, and hedging strategy. The results establish SHARC as a regulator-aligned explainability layer that makes the Hybrid GPR-HS framework fully auditable and consistent with FRTB, ICAAP Pillar 2, and CCAR transparency requirements.