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

Question

Which of the following is a reasonable way to select the number of principal components &ldquo;k&rdquo;?

Admin · Accepted Answer

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

Admin · Answer

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

Admin · Answer

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

Admin · Answer

Use the elbow method.

Q. Which of the following is a reasonable way to select the number of principal components “k”?