Function approximation involves selecting a function from a defined class that closely matches an unknown target function based on a specific task. There are two classes of function approximation problems - approximating known target functions using functions like polynomials that have useful properties, and approximating an unknown target function g based on a set of input-output pairs using techniques like interpolation, regression, or classification depending on g's domain and codomain. Statistical learning theory provides a unified treatment of these problems as supervised learning tasks.
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0 - Function Approximation
Function approximation involves selecting a function from a defined class that closely matches an unknown target function based on a specific task. There are two classes of function approximation problems - approximating known target functions using functions like polynomials that have useful properties, and approximating an unknown target function g based on a set of input-output pairs using techniques like interpolation, regression, or classification depending on g's domain and codomain. Statistical learning theory provides a unified treatment of these problems as supervised learning tasks.
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Function approximation
The need for function approximations arises in
many branches of applied mathematics, and computer science in particular. In general, a function approximation problem asks us to select a function among a well-defined class that closely matches ("approximates") a target function in a task-specific way.
One can distinguish two major classes of function
approximation problems: First, for known target functions approximation theory is the branch of numerical analysis that investigates how certain known functions (for example, special functions) can be approximated by a specific class of functions (for example, polynomials or rational functions) that often have desirable properties (inexpensive computation, continuity, integral and limit values, etc.).
Second, the target function, call it g, may be
unknown; instead of an explicit formula, only a set of points of the form (x, g(x)) is provided. Depending on the structure of the domain and codomain of g, several techniques for approximating g may be applicable. For example, if g is an operation on the real numbers, techniques of interpolation, extrapolation, regression analysis, and curve fitting can be used. If the codomain (range or target set) of g is a finite set, one is dealing with a classification problem instead.
To some extent the different problems (regression,
classification, fitness approximation) have received a unified treatment in statistical learning theory, where they are viewed as supervised learning problems.