I have encountered the presentation and one of the ideas mentioned there is as follows. Suppose, that there is a sample of objects with 100 features, only 5 of which are informative. On the 5th slide it recommends to extract ~20 of these features by PCA, as the informative features are likely to keep the desired 5.
Can anyone explain the nature of this recommendation? Why don't we extract exactly 5 features by PCA? Or at least 10, as intuitively 20 seems to be a bit overkill.