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Equivalence of MSE and MaxEnt as objective function of PCA | IEEE Conference Publication | IEEE Xplore

Equivalence of MSE and MaxEnt as objective function of PCA


Abstract:

Compare to MSE as PCA objective function to minimize, MaxEnt can at least achieve the same performance. In this paper, the authors proved that the two objective functions...Show More

Abstract:

Compare to MSE as PCA objective function to minimize, MaxEnt can at least achieve the same performance. In this paper, the authors proved that the two objective functions are equivalence in the sense that they achieve the optimal points in the same direction of principal components. Referring to the dimensionality reduction for the DCI benchmarking dataset, numerical experiments illustrate the equivalence of the two objective functions.
Date of Conference: 15-17 July 2012
Date Added to IEEE Xplore: 24 November 2012
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Conference Location: Xi'an, China

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