Statistics and Machine Learning Toolbox

 

Statistics and Machine Learning Toolbox

Analyze and model data using statistics and machine learning

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Exploratory Data Analysis

Explore data through statistical plotting with interactive graphics and descriptive statistics. Identify patterns and features with clustering.

Visualizations

Visually explore data using probability plots, box plots, histograms, quantile-quantile plots, and advanced plots for multivariate analysis, such as dendrograms, biplots, and Andrews plots.

Use a multidimensional scatter plot to explore relationships between variables.

Use a multidimensional scatter plot to explore relationships between variables.

Descriptive Statistics

Understand and describe potentially large sets of data quickly using a few highly relevant numbers.

Explore data using grouped means and variances.

Explore data using grouped means and variances.

Cluster Analysis

Discover patterns by grouping data using k-means, k-medoids, DBSCAN, hierarchical and spectral clustering, and Gaussian mixture and hidden Markov models.

Applying DBSCAN to two concentric groups.

Applying DBSCAN to two concentric groups.

Feature Extraction and Dimensionality Reduction

Transform raw data into features that are most suitable for machine learning. Iteratively explore and create new features, and select the ones that optimize performance.

Feature Extraction

Extract features from data using unsupervised learning techniques such as sparse filtering and reconstruction ICA. You can also use specialized techniques to extract features from images, signals, text, and numeric data. Automatically generate new features from tabular data for classification and regression.

Extracting features from signals provided by mobile devices.

Extracting features from signals provided by mobile devices. 

Feature Selection

Automatically identify the subset of features that provide the best predictive power in modeling the data. Feature selection methods include stepwise regression, sequential feature selection, regularization, and ensemble methods.

NCA helps select the features that preserve most of the model's accuracy.

NCA helps select the features that preserve most of the model's accuracy.

Feature Transformation and Dimensionality Reduction

Reduce dimensionality by transforming existing (non-categorical) features into new predictor variables where less descriptive features can be dropped. Feature transformation methods include PCA, factor analysis, and nonnegative matrix factorization.

PCA projects many variables onto a few orthogonal ones that preserve most of the information.

PCA can project high-dimensional vectors onto a lower dimensional orthogonal coordinate system with most of the information preserved.

Machine Learning

Build predictive classification and regression models using interactive apps or automated machine learning (AutoML). Automatically select features, identify the best model, and tune hyperparameters. Explain model behaviors by applying interpretability algorithms.

Train, Validate, and Tune Predictive Models

Compare various machine learning algorithms – including shallow neural networks, select features, adjust hyperparameters, and evaluate the performance of many popular classification and regression algorithms. Build and automatically optimize predictive models with interactive apps, and incrementally improve models with streaming data. Reduce need for labelled data by applying semi-supervised learning.

Model Interpretability

Enhance the interpretability of black-box machine learning by using inherently interpretable models like generative additive models (GAM), or by applying established interpretability methods including partial dependence plots, individual conditional expectations (ICE), local interpretable model-agnostic explanations (LIME), and Shapley Values.

LIME builds simple approximations of complex models in a local area.

LIME builds simple approximations of complex models in a local area.

Automated Machine Learning (AutoML)

Improve model performance by automatically tuning hyperparameters, generating and selecting features and models, and addressing data set imbalances with cost matrices.

Optimizing hyperparameters efficiently using Bayesian optimization.

Optimizing hyperparameters efficiently using Bayesian optimization.

Regression and ANOVA

Model a continuous response variable as a function of one or more predictors, using linear and nonlinear regression, mixed-effects models, generalized linear models, and nonparametric regression. Assign variance to different sources using ANOVA.

Linear and Nonlinear Regression

Model behavior of complex systems with multiple predictors or response variables choosing from many linear and nonlinear regression algorithms. Fit multilevel or hierarchical, linear, nonlinear, and generalized linear mixed-effects models with nested and/or crossed random effects to perform longitudinal or panel analyses, repeated measures, and growth modeling.

Fit regression models interactively with the Regression Learner app.

Fit regression models interactively with the Regression Learner app.

Nonparametric Regression

Generate an accurate fit without specifying a model that describes the relationship between predictors and response using SVMs, random forests, shallow neural networks, Gaussian processes, and Gaussian kernels.

Identify outliers using quantile regression.

 Identify outliers using quantile regression.

Analysis of Variance (ANOVA)

Assign sample variance to different sources and determine whether the variation arises within or among different population groups. Use one-way, two-way, multiway, multivariate, and nonparametric ANOVA, as well as analysis of covariance (ANOCOVA) and repeated measures analysis of variance (RANOVA).

Test groups using multiway ANOVA.

Test groups using multiway ANOVA.

Probability Distributions and Hypothesis Tests

Fit distributions to data. Analyze whether sample-to-sample differences are significant or consistent with random data variation. Generate random numbers from various distributions.

Probability Distributions

Fit continuous and discrete distributions, use statistical plots to evaluate goodness-of-fit, and compute probability density functions and cumulative distribution functions for more than 40 different distributions.

Fit distributions interactively using the Distribution Fitter app.

Fit distributions interactively using the Distribution Fitter app.

Random Number Generation

Generate pseudorandom and quasi-random number streams from either a fitted or a constructed probability distribution.

Interactively generate random numbers.

Interactively generate random numbers.

Hypothesis Testing

Perform t-tests, distribution tests (Chi-square, Jarque-Bera, Lilliefors, and Kolmogorov-Smirnov), and nonparametric tests for one, paired, or independent samples. Test for autocorrection and randomness, and compare distributions (two-sample Kolmogorov-Smirnov).

Rejection region in a one-sided t-test.

Rejection region in a one-sided t-test.

Industrial Statistics

Statistically analyze effects and data trends. Apply industrial statistical techniques such as a customized design of experiments and statistical process control.

Design of Experiments (DOE)

Define, analyze, and visualize a customized design of experiments (DOE). Create and test practical plans for how to manipulate data inputs in tandem to generate information about their effects on data outputs.

Apply a Box-Behnken design to generate higher order response surfaces.

Apply a Box-Behnken design to generate higher order response surfaces.

Statistical Process Control (SPC)

Monitor and improve products or processes by evaluating process variability. Create control charts, estimate process capability, and perform gage repeatability and reproducibility studies.

The control chart visually reveals when a measure leaves the control limits of a process.

Monitoring manufacturing processes using control charts.

Reliability and Survival Analysis

Visualize and analyze time-to-failure data with and without censoring by performing Cox proportional hazards regression and fit distributions. Compute empirical hazard, survivor, and cumulative distribution functions, as well as kernel density estimates.

Failure data as an example of “censored” values.

Failure data as an example of “censored” values.

Big Data, Parallelization, and Cloud Computing

Apply statistical and machine learning techniques to out-of-memory data. Speed up statistical computations and machine learning model training with parallelization on clusters and cloud instances.

Analyze Big Data with Tall Arrays

Use tall arrays and tables with many classification, regression, and clustering algorithms to train models on data sets that do not fit in memory without changing your code.

Speed up computations with Parallel Computing Toolbox or MATLAB Parallel Server™.

Speed up computations with Parallel Computing Toolbox or MATLAB Parallel Server™.

Cloud and Distributed Computing

Use cloud instances to speed up statistical and machine learning computations. Perform the complete machine learning workflow in MATLAB Online™.

Perform computations on Amazon or Azure cloud instances.

Perform computations on Amazon or Azure cloud instances.

Deployment, Code Generation, and Simulink Integration

Deploy statistics and machine learning to embedded systems, accelerate computationally intensive calculations using C code, and integrate with enterprise systems and Simulink models.

Code Generation

Generate portable and readable C or C++ code for inference of classification and regression algorithms, descriptive statistics, and probability distributions using MATLAB Coder™. Generate C/C++ prediction code with reduced precision using Fixed Point Designer™, and update parameters of deployed models without regenerating the prediction code.

Two paths to deployment: generate C code or compile MATLAB code.

Two paths to deployment: generate C code or compile MATLAB code.

Integration with Simulink

Integrate machine learning models with Simulink models for deployment to embedded hardware or for system simulation, verification, and validation.

Integrate with Applications and Enterprise Systems

Deploy statistical and machine learning models as standalone, MapReduce, or Spark™ applications; as web apps; or as Microsoft® Excel® add-ins using MATLAB Compiler™. Build C/C++ shared libraries, Microsoft .NET assemblies, Java® classes, and Python® packages using MATLAB Compiler SDK™.

Use MATLAB Compiler to integrate an air quality classification model.

Use MATLAB Compiler to integrate an air quality classification model.

Code generation and model update workflow

Code generation and model update workflow

Machine Learning Onramp

An interactive introduction to practical machine learning methods for classification problems.