Statistics and Machine Learning Toolbox™ provides multiple ways to explore data: statistical plotting with interactive graphics, algorithms for cluster analysis, and descriptive statistics for large data sets.
Statistics and Machine Learning Toolbox includes graphs and charts to visually explore your data. The toolbox augments MATLAB® plot types with probability plots, box plots, histograms,scatter histograms, 3D histograms, control charts, and quantile-quantile plots. The toolbox also includes specialized plots for multivariate analysis, including dendrograms, biplots, parallel coordinate charts, and Andrews plots.
Descriptive statistics enable you to understand and describe potentially large sets of data quickly using a few highly relevant numbers. Statistics and Machine Learning Toolbox includes functions for calculating:
These functions help you summarize values in a data sample using a few highly relevant numbers.
In some cases, performing inference on summary statistics using parametric methods is not possible. To deal with these cases, Statistics and Machine Learning Toolbox provides resampling techniques, including:
Statistics and Machine Learning Toolbox provides algorithms and functions for reducing the dimensionality of your data sets. Dimensionality reduction is an important step in your data analysis because it can help improve model accuracy and performance, improve interpretability, and prevent overfitting. You can perform feature transformation and feature selection, and explore relationships between variables using visualization techniques, such as scatter plot matrices and classical multidimensional scaling.
Feature transformation (sometimes called feature extraction) is a dimensionality reduction technique that transforms existing features into new features (predictor variables) where less descriptive features can be dropped. Feature transformation methods available in Statistics and Machine Learning Toolbox include:
Feature selection is a dimensionality reduction technique that selects only the subset of measured features (predictor variables) that provide the best predictive power in modeling the data. It is useful when working with high-dimensional data or when collecting data for all features is cost prohibitive. Feature selection methods available in Statistics and Machine Learning Toolbox include:
Statistics and Machine Learning Toolbox provides graphs and charts to explore multivariate data visually, including:
Classification algorithms enable you to model a categorical response variable as a function of one or more predictors. Statistics and Machine Learning Toolbox offers an app and functions that cover a variety of parametric and nonparametric classification algorithms, such as:
You can use the Classification Learner app to perform common tasks such as interactively explore data, select features, specify cross-validation schemes, train models, and assess results. The Classification Learner app lets you train models to classify data using supervised machine learning. You can use it to perform common tasks, such as:
Statistics and Machine Learning Toolbox includes algorithms for performing cluster analysis to discover patterns in your data set by grouping data based on measures of similarity. Available algorithms include k-means, k-medoids, hierarchical clustering, Gaussian mixture models, and hidden Markov models. When the number of clusters is unknown, you can use cluster evaluation techniques to determine the number of clusters present in the data based on a specified metric.
Statistics and Machine Learning Toolbox also supports nonparametric regression techniques for generating an accurate fit without specifying a model that describes the relationship between the predictor and the response. Nonparametric regression techniques can be more broadly classified under supervised machine learning for regression and include decision trees, boosted or bagged regression trees, and support vector machine regression.
Using regression techniques, you can model a continuous response variable as a function of one or more predictors. Statistics and Machine Learning Toolbox offers a variety of regression algorithms, including linear regression, generalized linear models, nonlinear regression, and mixed-effects models.
Linear regression is a statistical modeling technique used to describe a continuous response variable as a function of one or more predictor variables. It can help you understand and predict the behavior of complex systems or analyze experimental, financial, and biological data. Statistics and Machine Learning Toolbox offers several types of linear regression models and fitting methods, including:
Nonlinear regression is a statistical modeling technique that helps describe nonlinear relationships in experimental data. Nonlinear regression models are generally assumed to be parametric, where the model is described as a nonlinear equation. Statistics and Machine Learning Toolbox also offers robust nonlinear fitting to deal with outliers in the data.
Generalized linear models are a special case of nonlinear models that use linear methods. They allow for the response variables to have non-normal distributions and a link function that describes how the expected value of the response is related to the linear predictors. Statistics and Machine Learning Toolbox supports fitting generalized linear models with the following response distributions:
Linear and nonlinear mixed-effects models are generalizations of linear and nonlinear models for data that is collected and summarized in groups. These models describe the relationship between a response variable and independent variables, with coefficients that can vary with respect to one or more grouping variables. Statistics and Machine Learning Toolbox supports fitting multilevel or hierarchical, linear, nonlinear, and generalized linear mixed-effects models with nested and/or crossed random effects, which can be used to perform a variety of studies, including:
Statistics and Machine Learning Toolbox enables you to perform model assessment for regression algorithms using tests for statistical significance and goodness-of-fit measures such as:
You can calculate confidence intervals for both regression coefficients and predicted values.
Analysis of variance (ANOVA) enables you to assign sample variance to different sources and determine whether the variation arises within or among different population groups. Statistics and Machine Learning Toolbox includes these ANOVA algorithms and related techniques:
Statistics and Machine Learning Toolbox provides functions and an app to work with parametric and nonparametric probability distributions. With these tools, you can fit continuous and discrete distributions, use statistical plots to evaluate goodness-of-fit, compute probability density functions and cumulative distribution functions, and generate random and quasi-random numbers from probability distributions.
The toolbox lets you compute, fit, generate random and pseudorandom number streams, and evaluate goodness-of-fit for over 40 different distributions, including:
The Distribution Fitting app enables you to fit data using predefined univariate probability distributions, a nonparametric (kernel-smoothing) estimator, or a custom distribution that you define. This app supports both complete data and censored (reliability) data. You can exclude data, save and load sessions, and generate MATLAB code. You can also estimate distribution parameters at the command line or construct probability distributions that correspond to the governing parameters.
Statistics and Machine Learning Toolbox provides statistical plots to evaluate how well a data set matches a specific distribution. The toolbox includes probability plots for a variety of standard distributions, including normal, exponential, extreme value, lognormal, Rayleigh, and Weibull. You can generate probability plots from complete data sets and censored data sets. Additionally, you can use quantile-quantile plots to evaluate how well a given distribution matches a standard normal distribution.
Statistics and Machine Learning Toolbox also provides hypothesis tests to determine whether a data set is consistent with different probability distributions. Specific distribution tests include:
The toolbox provides functions for generating pseudorandom and quasi-random number streams from probability distributions. You can generate random numbers from either a fitted or a constructed probability distribution by applying the random method. Statistics and Machine Learning Toolbox also provides functions for:
Random variation can make it difficult to determine whether samples taken under different conditions are actually different. Hypothesis testing is an effective tool for analyzing whether sample-to-sample differences are significant and require further evaluation, or are consistent with random and expected data variation.
Statistics and Machine Learning Toolbox supports widely used parametric and nonparametric hypothesis testing procedures, including:
You can use Statistics and Machine Learning Toolbox to define, analyze, and visualize a customized design of experiments (DOE). Functions for DOE enable you to create and test practical plans to gather data for statistical modeling. These plans show how to manipulate data inputs in tandem to generate information about their effects on data outputs. Supported design types include:
For example, you can estimate input effects and input interactions using ANOVA, linear regression, and response surface modeling, and then visualize results through main effect plots, interaction plots, and multivariate charts.
Statistics and Machine Learning Toolbox provides a set of functions that support statistical process control (SPC). These functions enable you to monitor and improve products or processes by evaluating process variability. With SPC functions, you can:
Use MATLAB tools with Statistics and Machine Learning Toolbox to perform computationally demanding and data-intensive statistical analysis.
You can use many of the toolbox functions with tall arrays and tall tables to apply statistics and machine learning functions on out-of-memory data that have an arbitrary number of rows. This enables you to use familiar MATLAB code to work with large data sets on local disks. You can also use MATLAB Compiler™ to deploy the same MATLAB code to operate in big data environments such as Hadoop®.
See the toolbox documentation for a complete list of supported functions.
You can use Statistics and Machine Learning Toolbox with Parallel Computing Toolbox™ to speed up statistical computations including:
See the toolbox documentation for a complete list of supported functions.
You can use the toolbox with MATLAB Coder™ to generate portable and readable C code for select functions for classification, regression, clustering, descriptive statistics, and probability distributions. You can use the generated code to employ statistics and machine learning for:
See the complete list of supported functions for C code generation.