On the Generalization and Approximation Capacities of Neural Controlled Differential Equations

L Bleistein, A Guilloux - arXiv preprint arXiv:2305.16791, 2023 - arxiv.org
Neural Controlled Differential Equations (NCDEs) are a state-of-the-art tool for supervised
learning with irregularly sampled time series (Kidger, 2020). However, no theoretical …