TikZ example: matrix with annotation

mat_anno.tex

\documentclass[tikz,border=14pt]{standalone}
\usepackage{tikz}
\usetikzlibrary{matrix,shapes,decorations.pathreplacing, backgrounds, positioning}

\begin{document}
    \begin{tikzpicture}[
        %Styles
        Matrix/.style={
            matrix of nodes,
            text height=2.5ex,
            text depth=0.75ex,
            text width=8.0ex,
            align=center,
            column sep=0pt, row sep=0pt,
            nodes={draw=black!30},
            nodes in empty cells,
        }
    ]

%mat 1
\matrix[Matrix, nodes = {fill= cyan!10}] at (0,0) (mat1){
   & &\\
   & &\\
   & &\\
 };

\matrix[Matrix, xshift = 5ex, left = of mat1] (ann_row1){
   \\
   \\
   \\
 };


\matrix[Matrix, yshift = -5ex,  above = of mat1](ann_col1){
    & $\bullet$ & $\dagger$ \\
 };

% mat 2
\matrix[Matrix, below right = of mat1.south east, nodes = {fill= cyan!10}](mat2){
   & & &\\
   & & & \\
 };

\matrix[Matrix,  yshift = -5ex, above = of mat2](ann_col2){
    & $\bullet$& &$\dagger$\\
 };

\matrix[Matrix, xshift = 5ex, left = of mat2] (ann_row2){
   \\
   \\
 };

%row index
\node[yshift = 5ex](lab2) at (ann_col1.north){feature};
\path[draw, ->] ([xshift = -10ex, yshift = 2ex]ann_col1.north west) -- ([xshift = +40ex, yshift = 2ex]ann_col1.north east);
%column index
\node[rotate=90, yshift=5ex](lab1) at (ann_row1.west){sample};
\path[draw, ->] ([yshift = 5ex, xshift = -2ex]ann_row1.north west) -- ([yshift = -15ex, xshift = -2ex]ann_row1.south west);

%%%%
%data frame
\matrix[Matrix, right = of mat2.east, yshift = 15ex, xshift=5ex] (tM){ % Matrix contents  
    1& 1 &  &  \\
    2&  1 &  &  \\
 \vdots& \vdots & \vdots & \\
    5&  4 &  & \\
    1&  2 & $\bullet$ &  \\
    \vdots &  \vdots  & \vdots & \\
    5&   2 & $\bullet$ & \\
    1&  3 & $\dagger$ & \\
    \vdots &  \vdots& \vdots &  \\
    5&  7 & $\dagger$ & \\
};

\node[above=of tM](tidyfmt){\Large tidy format};
\node[yshift = 10pt](lab1t) at (tM-1-1.north){\footnotesize sample};
\node[yshift = 10pt](lab2t) at (tM-1-2.north){\footnotesize  feature};
\node[yshift = 10pt](lab2t) at (tM-1-3.north){\footnotesize  annotation};

\path[decorate, decoration ={brace, mirror}, draw]
  (tM-10-1.south west) -- (tM-10-3.south east) node[midway, yshift = -10pt]{$\xi$};

\path[decorate, decoration ={brace, mirror}, draw]
  (tM-10-4.south west) -- (tM-10-4.south east) node[midway, yshift = -10pt]{$y$};

\begin{scope}[on background layer]
\foreach \x in {1,...,10}
  \fill [cyan!10] (tM-\x-4.south west) rectangle (tM-\x-4.north east);
\end{scope}

\end{tikzpicture}
\end{document}