On the choice of interpolation scheme for neural CDEs
Neural controlled differential equations (Neural CDEs) are a continuous-time extension of recurrent neural networks (RNNs), achieving state-of-the-art (SOTA) performance at modelling functions of irregular time series. In order to interpret discrete data in continuous time, current implementations r...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Journal of Machine Learning Research
2022
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