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ProbabilityModel.m
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67 lines (67 loc) · 2.65 KB
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classdef ProbabilityModel % Works reliably for 2(+) Dimensional distributions
properties
modeltype; % multivariate normal ('mvarnorm' - for real coded) or univariate marginal distribution ('umd' - for binary coded)
mean_noisy;
mean_true;
covarmat_noisy;
covarmat_true;
probofone_noisy;
probofone_true;
probofzero_noisy;
probofzero_true;
vars;
end
methods (Static)
function model = ProbabilityModel(type)
model.modeltype = type;
end
function solutions = sample(model,nos)
if strcmp(model.modeltype,'mvarnorm')
solutions = mvnrnd(model.mean_true,model.covarmat_true,nos);
elseif strcmp(model.modeltype,'umd')
solutions = rand(nos,model.vars);
for i = 1:nos
index1 = solutions(i,:) <= model.probofone_true;
index0 = solutions(i,:) > model.probofone_true;
solutions(i,index1) = 1;
solutions(i,index0) = 0;
end
end
end
function probofsols = pdfeval(model,solutions)
if strcmp(model.modeltype,'mvarnorm')
probofsols = mvnpdf(solutions,model.mean_noisy,model.covarmat_noisy);
elseif strcmp(model.modeltype,'umd')
nos = size(solutions,1);
probofsols = zeros(nos,1);
probvector = zeros(1,model.vars);
for i = 1:nos
index = solutions(i,:) == 1;
probvector(index) = model.probofone_noisy(index);
index = solutions(i,:) == 0;
probvector(index) = model.probofzero_noisy(index);
probofsols(i) = prod(probvector);
end
end
end
function model = buildmodel(model,solutions)
[pop,model.vars] = size(solutions);
if strcmp(model.modeltype,'mvarnorm')
model.mean_true = mean(solutions);
covariance = cov(solutions);
model.covarmat_true = diag(diag(covariance)); % Simplifying to univariate distribution by ignoring off diagonal terms of covariance matrix
solutions_noisy = [solutions;rand(round(0.1*pop),model.vars)];
model.mean_noisy = mean(solutions_noisy);
covariance = cov(solutions_noisy);
model.covarmat_noisy = diag(diag(covariance));% Simplifying to univariate distribution by ignoring off diagonal terms of covariance matrix
model.covarmat_noisy = cov(solutions_noisy);
elseif strcmp(model.modeltype,'umd')
model.probofone_true = mean(solutions);
model.probofzero_true = 1 - model.probofone_true;
solutions_noisy = [solutions;round(rand(round(0.1*pop),model.vars))];
model.probofone_noisy = mean(solutions_noisy);
model.probofzero_noisy = 1 - model.probofone_noisy;
end
end
end
end