What is Exploratory Data Analysis (EDA)?


In statistics, exploratory data analysis (EDA) is an approach of analyzing data sets to summarize their main characteristics, often using statistical graphics and other data visualization methods. A statistical model can be used or not, but primarily EDA is for seeing what the data can tell beyond the formal modeling and thereby contrasts with traditional hypothesis testing, in which a model is supposed to be selected before the data is seen. Exploratory data analysis has been promoted by John Tukey since 1970 to encourage statisticians to explore the data, and possibly formulate hypotheses that could lead to new data collection and experiments. EDA is different from initial data analysis (IDA),[1][2] which focuses more narrowly on checking assumptions required for model fitting and hypothesis testing, and handling missing values and making transformations of variables as needed. EDA encompasses IDA.

Development

John W. Tukey wrote the book Exploratory Data Analysis in 1977.[6] Tukey held that too much emphasis in statistics was placed on statistical hypothesis testing (confirmatory data analysis); more emphasis needed to be placed on using data to suggest hypotheses to test. In particular, he held that confusing the two types of analyses and employing them on the same set of data can lead to systematic bias owing to the issues inherent in testing hypotheses suggested by the data.

The objectives of EDA are to:

Enable unexpected discoveries in the data
Suggest hypotheses about the causes of observed phenomena
Assess assumptions on which statistical inference will be based
Support the selection of appropriate statistical tools and techniques
Provide a basis for further data collection through surveys or experiments[7]

Many EDA techniques have been adopted into data mining. They are also being taught to young students as a way to introduce them to statistical thinking.[8]

Tools and Technique

There are a number of tools that are useful for EDA, but EDA is characterized more by the attitude taken than by particular techniques.[9]

Typical graphical techniques used in EDA are:

Box plot
Histogram
Multi-vari chart
Run chart
Pareto chart
Scatter plot (2D/3D)
Stem-and-leaf plot
Parallel coordinates
Odds ratio
Targeted projection pursuit
Heat map
Bar chart
Horizon graph
Glyph-based visualization methods such as PhenoPlot[10] and Chernoff faces
Projection methods such as grand tour, guided tour and manual tour
Interactive versions of these plots

Dimensionality reduction:

Multidimensional scaling
Principal component analysis (PCA)
Multilinear PCA
Nonlinear dimensionality reduction (NLDR)
Iconography of correlations

Typical quantitative techniques are:

Median polish
Trimean
Ordination