Efficient Neural Controlled Differential Equations via Attentive Kernel Smoothing
This work addresses the high computational cost of Neural Controlled Differential Equations (Neural CDEs), which arises from excessively small solver step sizes due to roughness in the control path. To mitigate this, the authors propose a novel path construction method based on kernel functions and Gaussian processes, replacing conventional spline interpolation to effectively suppress high-frequency noise while preserving essential temporal details. Furthermore, they introduce an attention-driven, multi-view CDE architecture that enables controllable modeling of trajectory smoothness and facilitates multi-scale dynamic feature fusion. The resulting model, termed MVC-CDE with GP, achieves state-of-the-art accuracy while significantly reducing the number of function evaluations and inference time, thereby offering an improved balance between model efficiency and performance.