Measuring distance preservation in dimensionality reduction












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I am looking to compare the distance preserved during dimension reductions for several techniques. I have read some papers on similar topics here and here.



For example, I would like to use the Euclidean Distance to measure the distance preserved during PCA's dimension reduction. However, my point of confusion what are $X$ and $Y$ in
$$d(X, Y) = sqrt{sum^n_{i=1}left(x_i - y_iright)^2}$$
I understand how to calculate $dleft(X, Yright)$ given two vectors/matrices, but I don't understand with context to PCA. Let me try to explain.



Let $W_{k times n}$ be the matrix of $k$ eigenvectors, $X_{dtimes n}$ be the original data, and $Z_{ktimes n}$ be the projection of $X$ onto the reduced subspace.



$Z = W^{T}X$



Back to calculating $dleft(X, Yright)$. My guess is that the PCA's $X$ correspond to $X$ and $Y$ can correspond to $Z$. But how does this work since $X$ and $Y$ have different dimensions? I have to be oblivious to something here.



Also, I am not concerned if a Euclidean Distance measure is not a good choice for measuring PCA's distance preservation (unless they are incompatible). This is simply exploration.










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    $begingroup$


    I am looking to compare the distance preserved during dimension reductions for several techniques. I have read some papers on similar topics here and here.



    For example, I would like to use the Euclidean Distance to measure the distance preserved during PCA's dimension reduction. However, my point of confusion what are $X$ and $Y$ in
    $$d(X, Y) = sqrt{sum^n_{i=1}left(x_i - y_iright)^2}$$
    I understand how to calculate $dleft(X, Yright)$ given two vectors/matrices, but I don't understand with context to PCA. Let me try to explain.



    Let $W_{k times n}$ be the matrix of $k$ eigenvectors, $X_{dtimes n}$ be the original data, and $Z_{ktimes n}$ be the projection of $X$ onto the reduced subspace.



    $Z = W^{T}X$



    Back to calculating $dleft(X, Yright)$. My guess is that the PCA's $X$ correspond to $X$ and $Y$ can correspond to $Z$. But how does this work since $X$ and $Y$ have different dimensions? I have to be oblivious to something here.



    Also, I am not concerned if a Euclidean Distance measure is not a good choice for measuring PCA's distance preservation (unless they are incompatible). This is simply exploration.










    share|improve this question







    New contributor




    qq3254 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$















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      0








      0





      $begingroup$


      I am looking to compare the distance preserved during dimension reductions for several techniques. I have read some papers on similar topics here and here.



      For example, I would like to use the Euclidean Distance to measure the distance preserved during PCA's dimension reduction. However, my point of confusion what are $X$ and $Y$ in
      $$d(X, Y) = sqrt{sum^n_{i=1}left(x_i - y_iright)^2}$$
      I understand how to calculate $dleft(X, Yright)$ given two vectors/matrices, but I don't understand with context to PCA. Let me try to explain.



      Let $W_{k times n}$ be the matrix of $k$ eigenvectors, $X_{dtimes n}$ be the original data, and $Z_{ktimes n}$ be the projection of $X$ onto the reduced subspace.



      $Z = W^{T}X$



      Back to calculating $dleft(X, Yright)$. My guess is that the PCA's $X$ correspond to $X$ and $Y$ can correspond to $Z$. But how does this work since $X$ and $Y$ have different dimensions? I have to be oblivious to something here.



      Also, I am not concerned if a Euclidean Distance measure is not a good choice for measuring PCA's distance preservation (unless they are incompatible). This is simply exploration.










      share|improve this question







      New contributor




      qq3254 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      I am looking to compare the distance preserved during dimension reductions for several techniques. I have read some papers on similar topics here and here.



      For example, I would like to use the Euclidean Distance to measure the distance preserved during PCA's dimension reduction. However, my point of confusion what are $X$ and $Y$ in
      $$d(X, Y) = sqrt{sum^n_{i=1}left(x_i - y_iright)^2}$$
      I understand how to calculate $dleft(X, Yright)$ given two vectors/matrices, but I don't understand with context to PCA. Let me try to explain.



      Let $W_{k times n}$ be the matrix of $k$ eigenvectors, $X_{dtimes n}$ be the original data, and $Z_{ktimes n}$ be the projection of $X$ onto the reduced subspace.



      $Z = W^{T}X$



      Back to calculating $dleft(X, Yright)$. My guess is that the PCA's $X$ correspond to $X$ and $Y$ can correspond to $Z$. But how does this work since $X$ and $Y$ have different dimensions? I have to be oblivious to something here.



      Also, I am not concerned if a Euclidean Distance measure is not a good choice for measuring PCA's distance preservation (unless they are incompatible). This is simply exploration.







      pca dimensionality-reduction distance






      share|improve this question







      New contributor




      qq3254 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|improve this question







      New contributor




      qq3254 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|improve this question




      share|improve this question






      New contributor




      qq3254 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      asked 11 mins ago









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      qq3254 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






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