Function Approximation Problem
  • is a problem that asks us to select a function among a well-defined function class/type that closely matches (“approximates”) a target function in a task-specific way

2 Major Classes of Function Approximation Problems

Approximating Known Target Functions

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.)

Population

for unknown target function 𝑔(𝑥); 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: