A dataset has features. The diagonal of its covariance matrix — the variance of each individual feature — is:
| Feature | |||||
|---|---|---|---|---|---|
| Variance |
A PCA run wrote all five eigenvalues of that covariance matrix to a log file, but one entry was corrupted and is unreadable:
You need to keep at least of the total variance. What is the smallest number of principal components that achieves this?
Select all that apply.