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When dimension reducing data in RD with PCA, the choice of embedding dimension is crucial. Many heuristics exist to estimate a good dimension. One is
When dimension reducing data in RD with PCA, the choice of embedding dimension is crucial. Many
heuristics exist to estimate a good dimension. One is to choose the embedding dimension d to be the smallest
dimension such that some proportion say of the variance of the data is preserved by projecting onto
the first d principal components
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