Generalizable patterns in neuroimaging: how many principal components?

Generalization can be defined quantitatively and can be used to assess the performance of principal component analysis (PCA). The generalizability of PCA depends on the number of principal components retained in the analysis. We provide analytic and test set estimates of generalization. We show how the generalization error can be used to select the number of principal components in two analyses of functional magnetic resonance imaging activation sets.