Anchor-Based Function Extrapolation with Proven Bounds and Projection Guarantees

Abstract: Classical approximation and learning methods are typically optimized for interpolation over a sampled domain Ω, with no guarantees on their behavior in an extrapolation region Ξ, where small in-domain errors may amplify. We develop a model-agnostic framework that recasts extrapolation as a feasibility and projection problem with rigorous guarantees. The approach is built around anchor functions, auxiliary constructions for which one can certify an upper bound on the Ξ-distance to the unknown target function. Such certificates define feasible sets that are proven to contain the true function. Given any baseline approximation (e.g., least-squares or regularized regression), we obtain a corrected extrapolation by projecting the baseline onto the feasible set; the resulting predictor is proven not to increase the error on Ξ, and we prove quantitative bounds on the improvement. We establish new stability constants governing extrapolation, including a tight spectral condition number and a numerically stable inner-domain bound that connects in-domain error to extrapolation risk. To reduce conservatism of worst-case certification, we also propose probabilistic anchor functions that yield high-confidence feasible sets. Numerical experiments, including geomagnetic field modeling and nonlinear oscillators, demonstrate substantial reductions in extrapolation error and corroborate the theoretical predictions.