As Boyd says in his book on Chebyshev Methods: when in doubt use Chebyshev polynomials. I use Chebyshev polynomials extensively in finance and have tried probl

As Boyd says in his book on Chebyshev Methods: when in doubt use Chebyshev polynomials. I use Chebyshev polynomials extensively in finance and have tried problems like MNIST with Chebyshev and they get close to CNNs in accuracy. ApproxFun Julia package pretty cool for Chebyshev work: https://juliaapproximation.github.io/ApproxFun.jl/latest/ https://juliaapproximation.github.io/ApproxFun.jl/latest/