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