In this post, I describe some thoughts on (the proofs and related ideas behind) the Weierstrass approximation theorem.
1. Revisited/filtered thoughts after first trying to prove it myself
First instinct is to use Lagrange interpolation. Runge’s phenomenon says equally spaced nodes are bad for this. More generally even smarter things like Chebyshev nodes are bad. See comments here for some intuition: high degree means greater oscillations in between nodes, as we’ve only controlled nodes perfectly and it’s thus hard to bound stuff between nodes. (On the other hand, I don’t see good intuition a priori why something like Chebyshev nodes shouldn’t work, it’s just that it’s more plausible that it won’t work than a “smoother/more-averaged-out” approximation. In fact the Wikipedia says all absolutely continuous guys are good with Chebyshev so… .)