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

Machine Learning - Quiz(MCQ)

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

Choose k to be 90% of m (k = 0.90*m, rounded to the opposite integer).

Choose k to be 99% of m (k = 0.99*m, rounded to the nearest integer).

Choose k to be the largest value so that 99% of the variance is retained.

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

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

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