Definition. Uniform proxy approximation [ftip-007G]
Definition. Uniform proxy approximation [ftip-007G]
Let \(\mathcal Y_0\) be a nonempty finite set of candidate outcomes. Let \(U:\mathcal Y_0\to \mathbb R\) be an independently declared utility and \(\widehat U:\mathcal Y_0\to \mathbb R\) a proxy score. The proxy is a uniform approximation to \(U\) on \(\mathcal Y_0\) with error \(\varepsilon \) when \(\varepsilon \geq 0\) and
\[ \sup _{y\in \mathcal Y_0}\lvert \widehat U(y)-U(y)\rvert \leq \varepsilon . \]The candidate set is part of the claim. Approximation on training outcomes, on one policy's support, or in expectation is not uniform approximation on a larger set reached after optimization.