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Answers for “PCA 中重建误差指向什么方向?”

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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.