In this chapter, we introduce some of the more popular ML algorithms. Our objective is to provide the basic concepts and main ideas, how to utilize these algorithms using Matlab, and offer some examples. In particular, we discuss essential concepts in feature engineering and how to apply them in Matlab. Support vector machines (SVM), K-nearest neighbor (KNN), linear regression, Naïve Bayes algorithm, and decision trees are introduced and the fundamental underlying mathematics is explained while using Matlab’s corresponding Apps to implement each of these algorithms. A special section on reinforcement learning is included, detailing the key concepts and basic mechanism of this third ML category. In particular, we showcase how to implement reinforcement learning in Matlab as well as make use of some of the Python libraries available online and show how to use reinforcement learning for controller design.
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