[RK]

You could make a plot like Figure 1. Look for the turning point (do some calculus if you can, i.e. d(perf)/d(dim) = 0).

[christopheraden]

Derivatives require continuity. It would be sufficient to simply look at which number of dimensions gave you the best cross-validated classification rate.

[mturmon]

Alas, it rarely looks clean like that. Actually never, in my experience, for real problems.