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?
Once you get it right, the reasoning behind the answer shows up here.
Select all that apply.