Q.

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

A. choose k to be the smallest value so that at least 99% of the varinace is retained. - answer
B. choose k to be 99% of m (k = 0.99*m, rounded to the nearest integer).
C. choose k to be the largest value so that 99% of the variance is retained.
D. use the elbow method
Answer» A. choose k to be the smallest value so that at least 99% of the varinace is retained. - answer
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