How can I find the root cause of “WARNING: unmet direct dependencies detected for …”?

Question

When configuring a kernel with make xxx_defconfig, I face WARNING: unmet direct dependencies detected for HOTPLUG. How do I know where the error is coming from

Error

WARNING: unmet direct dependencies detected for HOTPLUG_CPU
  Depends on [n]: SMP [=y] && HOTPLUG && EXPERIMENTAL
  Selected by [y]:
  - PM_SLEEP_SMP [=y] && SMP [=y] && (ARCH_SUSPEND_POSSIBLE [=y] || ARCH_HIBERNATION_POSSIBLE [=y]) && PM_SLEEP [=y]