Parameter-Efficient Neural CDEs via Implicit Function Jacobians

Abstract

Neural Controlled Differential Equations (Neural CDEs, NCDEs) are a unique branch of methods, specifically tailored for analysing temporal sequences. However, they come with drawbacks, the main one being the number of parameters, required for the method's operation. In this paper, we propose an alternative, parameter-efficient look at Neural CDEs. It requires much fewer parameters, while also presenting a very logical analogy as the "Continuous RNN", which the Neural CDEs aspire to.