Integrating Neural Net: Deriving the Normal Distribution CDF | by John Morrow | May, 2023
Integrating a function using a neural network (with code)Photo by Jack Anstey on Unsplash1. IntroductionThis article presents a method for training a neural network to derive the integral of a function. The technique works not only with analytically-solvable integrals but also with integrals that do not have a closed-form solution and are typically solved by numerical methods. An example is the normal distribution’s cumulative density function (CDF). Equation 1 is this distribution’s probability density function (PDF),…