Q272
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
AnswerB.
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: Option A
Solution
Answer: Option A
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