Q:

Which of the following is a reasonable way to select the number of principal components \"k\"?

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Which of the following is a reasonable way to select the number of principal components \"k\"?


  1. Choose k to be the smallest value so that at least 99% of the varinace is retained
  2. Choose k to be 99% of m (k = 0.99*m, rounded to the nearest integer).
  3. Choose k to be the largest value so that 99% of the variance is retained.
  4. Use the elbow method.

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Correct Answer:

  1. Choose k to be the smallest value so that at least 99% of the varinace is retained

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