Which of the Following Is a Reasonable Way to Select

Multiple Choice

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.
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.