Probabilistic Kernel Principal Component Analysis and Attribute Optimization

Abstract

Summary The principal component analysis (PCA) is exists the problem of lack of probability model and the absence of higher-order statistics information. Therefore，in order to overcome its shortcomings，this paper studies the method that can overcome two disadvantages of the principal component analysis (PCA) — the probability kernel principal component analysis (PKPCA) which is based on Bayesian theory and kernel principal component analysis (KPCA). First，the sample data are mapped to the high dimensional feature space，then define probability model of the data in high-dimensional space，and finally，expectation maximization (EM) estimated is used to get the best results. This method has both the advantage of probability analysis and kernel principal component analysis (KPCA). It is able to effectively adapt to more complex reservoir conditions and can realize the non-linear probability analysis. The probability of kernel principal component analysis (PKPCA) is applied to reservoir prediction of the oilfield. The predicted results show that the method can improve the precision attribute optimization，while improving the accuracy of the forecasts of reservoir.