The paper is concerned with introducing novel algorithms, such as adaptive approximation
and deterministic radial basis function (RBF) method, for calculating the average
loss (AL). Different approximators are trained to approximate the loss function and,
after a short learning period, AL can be evaluated analytically with fast calculations.
An improvement of the Li-Silvester (LS) method is also presented which yields a sharper
lower bound on AL. The efficiency of the new methods are proven by theoretical analysis
as well as demonstrated by excessive simulations. (C) 2002 Elsevier Science B.V. All