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Answers for “PCA 中的重建误差是什么,如何可视化?”

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The reconstruction error for a single data point is defined as the Euclidean distance between the original 3D point and its reconstructed approximation on the 2D subspace.

Conditions: The original data point xi\mathbf{x}_i is in 3D space.; The reconstructed point x^i\hat{\mathbf{x}}_i is on the 2D subspace.; Distance is measured using the Euclidean norm.

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The reconstruction is formulated as a linear combination of the principal component direction vectors, weighted by the stored 2D coordinates. This is equivalent to multiplying the 2D coordinate vector by a reconstruction matrix whose columns are the principal components.

Conditions: A compressed coordinate vector z∈R2\mathbf{z} \in \mathbb{R}^2 is available.; Reconstruction uses principal component directions v1,v2\mathbf{v}_1, \mathbf{v}_2.; The output is an approximation x^\hat{\mathbf{x}} in R3\mathbb{R}^3.