title: How to compare predictive power of PCA and NMF
body: <p>I would like to compare the output of an algorithm with different preprocessed data: NMF and PCA.
  In order to get somehow a comparable result, instead of choosing just the same number of components for each PCA and NMF, I would like to pick the amount that explains e.g 95% of retained variance.</p>
  
  <p>I was wondering if its possible to identify the variance retained in each component of NMF.</p>
  
  <p>For instance using PCA this would be given by: 
  <code>retainedVariance(i) = eigenvalue(i) / sum(eigenvalue)</code></p>
  
  <p>Any ideas?</p>