Q. Which of the following is a reasonable way to select the number of principal components “k”?
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(A)
Choose k to be the smallest value so that at least 99% of the varinace is retained.
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(B)
Choose k to be 99% of m (k = 0.99*m, rounded to the nearest integer).
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(C)
Choose k to be the largest value so that 99% of the variance is retained.
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(D)
Use the elbow method.
✅ Correct Answer: (A)
Choose k to be the smallest value so that at least 99% of the varinace is retained.