Please use this identifier to cite or link to this item: http://hdl.handle.net/2381/32428
Title: Approximation with Random Bases: Pro et Contra
Authors: Gorban, Alexander N.
Tyukin, Ivan Yu.
Prokhorov, D. V.
Sofeikov, Konstantin I.
First Published: 15-Jun-2015
Citation: arXiv:1506.04631 [cs.NA]
Abstract: In this work we discuss the problem of selecting suitable approximators from families of parameterized elementary functions that are known to be dense in a Hilbert space of functions. We consider and analyze published procedures, both randomized and deterministic, for selecting elements from these families that have been shown to ensure the rate of convergence in $L_2$ norm of order $O(1/N)$, where $N$ is the number of elements. We show that both strategies are successful providing that additional information about the families of functions to be approximated is provided at the stages of learning and practical implementation. In absence of such additional information one may observe exponential growth of the number of terms needed to approximate the function and/or extreme sensitivity of the outcome of the approximation to parameters. Implications of our analysis for applications of neural networks in modeling and control are illustrated with examples.
Links: http://arxiv.org/abs/1506.04631
http://hdl.handle.net/2381/32428
Version: Pre-print
Type: Journal Article
Description: arXiv admin note: text overlap with arXiv:0905.0677 MSC classes: 41A45, 41A45, 90C59, 92B20, 68W20
Appears in Collections:Published Articles, Dept. of Mathematics

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