Effective shape functions for the Genera lized Finite Element Method should reflect the available information on the solution. This information is fuzzy because the solution is, of course, unknown, and, typically, the only available information is the solution's inclusion in various funct ion spaces. It is desirable to select shape functions that perform robustly over a family of relevant situations. Quantitativ e concepts of robustness are introduced and discussed. We show in particular that, in one dimension, polynomials are robu st when the only available information consist in inclusions in the usual Sobolev spaces. If some additional informa tion is available, if, {\it e.g.,} the approximated function is constrained by certain boundary conditions, then polynomials ma y perform poorly---relative to the optimal shape functions for approximating functions satisfying the boundary cond itions---and some other family of shape functions should be used. This talk is based on joint work with I. Babu\v{s} ka and U. Banerjee.