How many principal components to take?
问题 I know that principal component analysis does a SVD on a matrix and then generates an eigen value matrix. To select the principal components we have to take only the first few eigen values. Now, how do we decide on the number of eigen values that we should take from the eigen value matrix? 回答1: To decide how many eigenvalues/eigenvectors to keep, you should consider your reason for doing PCA in the first place. Are you doing it for reducing storage requirements, to reduce dimensionality for a