Let f:Rn \to R has sufficient degree of smoothness, where R is the set of real numbers and n is a positive integer. What kind of function approximators do you suggest for approximation purposes? Based on Weierstrass Approximation Theorem, one can use linear in parameter neural networks with polynomial basis functions to approximate any smooth function to any desired degree of precision. The good side of linear in parameter neural networks is the possibility of using least squares to train the neural network (in case the basis functions are linearly independent) which reduces the training time significantly. However, finding the best basis functions is through trial and error which is not always easy. Multi-Layer Perceptron (MLP) neural networks are known to be global approximators but training them is time consuming and needs proper training patterns. Fuzzy modeling also needs trial and error to find the best membership functions. ANFIS, wavelets, .... What do you suggest for function approximation and why.

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