3 releases
new 0.1.2 | May 6, 2025 |
---|---|
0.1.1 | May 6, 2025 |
0.1.0 | May 6, 2025 |
#8 in #basis
9KB
92 lines
ExpRoot+Log: A Linear and Universal Basis for Function Approximation
ExpRoot+Log is a fast and interpretable function approximation method based on a hybrid linear basis. It combines exponential square-root, polynomial, and logarithmic terms to efficiently approximate a wide range of functions, including smooth, discontinuous, and decaying ones.
Features
- Fast and accurate: Uses a minimal set of basis functions for efficient function approximation.
- Interpretable: Each term in the basis has a clear mathematical interpretation.
- Flexible: Can handle smooth, discontinuous, and asymptotically decaying functions.
- Linear regression: Uses standard least-squares fitting for optimal performance.
Learn more
The full write‑up (motivation, math derivation, and numeric experiments) is available on dev.to:
👉 ExpRoot + Log: A Linear and Universal Basis for Function Approximation
https://dev.to/andysay/exprootlog-a-linear-and-universal-basis-for-function-approximation-2e9d
Usage
Add the dependency to Cargo.toml
:
[dependencies]
exp_root_log = "0.1.0"
📂 examples/demo.rs
:
use exp_root_log::approx_exp_root_log;
fn main() {
// Generate test data
let x: Vec<f64> = (0..100).map(|i| i as f64 / 100.0).collect();
let y: Vec<f64> = x.iter().map(|&x| (2.0 * std::f64::consts::PI * x).sin()).collect();
// Create the approximation function using ExpRoot+Log
let approx_fn = approx_exp_root_log(
&x,
&y,
&[0.5, 2.0, 5.0, 10.0, 20.0], // b_i
5, // x^5
&[1.0, 5.0, 10.0, 20.0], // log params
);
// Evaluate the approximation
let y_pred: Vec<f64> = x.iter().map(|&xi| approx_fn(xi)).collect();
// Print the result
println!("Approximated values: {:?}", y_pred);
}
Benchmark
Function | ExpRoot + Log ▪ MSE |
Polynomial deg 10 ▪ MSE |
Take‑away |
---|---|---|---|
Sin |
3.67 × 10⁻⁸ | 1.34 × 10⁻¹¹ | Poly‑10 is a hair better on a pure sine; ExpRoot + Log is still < 10⁻⁷. |
ExpDecay |
1.46 × 10⁻¹³ | 1.14 × 10⁻¹⁵ | Both are essentially machine‑precision; ExpRoot + Log keeps up. |
Step |
1.52 × 10⁻² | 1.51 × 10⁻² | Equal accuracy on a hard discontinuity, no Gibbs ringing. |
Spike |
4.23 × 10⁻³ | 2.55 × 10⁻³ | Narrow Gaussian spike: poly‑10 wins on raw MSE, but ExpRoot + Log is ~2× better than a 6‑knot cubic spline. |
⏱ Average runtime on 2 000 points (Apple M1,
cargo run --example benchmark
):
ExpRoot + Log ≈ 47 ms | Poly deg 10 ≈ 32 ms
Two SVDs of comparable size; speed improves proportionally if you reduce basis size or enable rayon.
Why choose ExpRoot + Log?
- Handles exponential tails without the blow‑up polynomials suffer.
- No Gibbs oscillations on steps—log terms give smooth edge control.
- Linear least‑squares → works in WASM, embedded, no external BLAS.
- Interpretable coefficients: each term is a clear exponential or log “spring” shaping the curve.
git clone https://github.com/andysay1/exp_root_log
cd exp_root_log
cargo run --example benchmark
Dependencies
~4MB
~83K SLoC