Principal Components Analysis, how might you decide how many components to keep and then input into your neural network? See how many eigenvectors the covariance matrix has- that will be the number of components. See how many different eigenvalues there are of the covariance matrix- that will be the number of components. Arrange the eigenvalues of the covariance matrix in order from biggest to smallest and make the cut where there is a steep drop-off in size. Take however many components your neural network is capable of handling as inputs.

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