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A continued fraction expansion represents a real number as an expression obtained by iteratively extracting the largest whole number from its fractional part and inverting the remainder.

Continued Fraction Regression (CFR) is a method for approximating unknown target functions from data. The key idea is representing the target function as an analytic continued fraction expansion. This is achieved through an optimization approach, which searches the set of possible fractions to find the best approximating fraction for the given data. This research investigates the relationship between truncated fraction depth, accuracy, complexity, and training time in the CFR method for challenging regression problems. Specifically, low-sample synthetic datasets with Gaussian noise are considered, which we use as a proxy for low-sample dynamical systems with underlying models obscured by measurement errors.

We …