Evolving the best known approximation to the Q function
Đào Ngọc Phong, Nguyễn Xuân Hoài, Robert Ian McKay, Constantin Siriteanu, Nguyen Quang Uy, Namyong Park · 2012
The Gaussian Q-function is the integral of the tail of the Gaussian distribution; as such, it is important across a vast range of fields requiring stochastic analysis. No elementary closed form is possible, so a number of approximations have been proposed. We use a Genetic Programming (GP) system, Tree Adjoining Grammar Guided GP (TAG3P) with local search operators to evolve approximations of the Q-function in the form given by Benitez [1]. We found more accurate approximations than any previously published. This confirms the practical importance of local search in TAG3P.