Equivalence of MSE and MaxEnt as objective function of PCA
Haifeng Li, Hong-Bao Liu, Ning-Hua Ma · 2012
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.