A function fitting method

In this article, we describe a function fitting method that has potential applications in machine learning and also prove relevant theorems. The described function fitting method is a convex minimization problem which can be solved using a gradient descent algorithm. We also provide qualitative analysis on fitness to data of this function fitting method. The function fitting problem is also shown to be a solution of a linear, weak partial differential equation (PDE). We describe a simple numerical solution using a gradient descent algorithm that converges uniformly to the actual solution. As the functional of the minimization problem is a quadratic form, there also exists a numerical method using linear algebra.

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Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2020).