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PCA finds the directions that have the most
variance.
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By
representing where each datapoint is along these
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axes,
we minimize the squared reconstruction error.
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Linear
autoencoders are equivalent to PCA
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Multi-Dimensional Scaling arranges the low-dimensional
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points so as to
minimize the discrepancy between the
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pairwise
distances in the original space and the pairwise
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distances in the
low-D space.
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MDS is
equivalent to PCA (if we normalize the data right)
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