The computational power of contemporary quantum processors is limited by hardware errors that cause computations to fail. In principle, each quantum processor's computational capabilities can be described with a capability function that quantifies how well a processor can run each possible quantum circuit (i.e., program), as a map from circuits to the processor's success rates on those circuits. However, capability functions are typically unknown and challenging to model, as the particular errors afflicting a specific quantum processor are a priori unknown and difficult to completely characterize. In this work, we investigate using artificial neural networks to learn an approximation to a processor's capability function. We explore how to define the capability function, and we explain how data for training neural networks can be efficiently obtained for a capability function defined using process fidelity. We then investigate using convolutional neural networks to model a quantum computer's capability. Using simulations, we show that convolutional neural networks can accurately model a processor's capability when that processor experiences gate-dependent, time-dependent, and context-dependent stochastic errors. We then discuss some challenges to creating useful neural network capability models for experimental processors, such as generalizing beyond training distributions and modelling the effects of coherent errors. Lastly, we apply our neural networks to model the capabilities of cloud-access quantum computing systems, obtaining moderate prediction accuracy (average absolute error around 2-5%).