Function approximation

Not to be confused with Function fitting.

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. A related problem, online time series approximation,[1] is to summarize the data in one-pass and construct an approximate representation that can support a variety of timeseries queries with bounds on worst-case error.

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.

See also

References

  1. ↑ Gandhi, Sorabh, Luca Foschini, and Subhash Suri. "Space-efficient online approximation of time series data: Streams, amnesia, and out-of-order." Data Engineering (ICDE), 2010 IEEE 26th International Conference on. IEEE, 2010.


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