Differentiable computations of the signature and logsignature transforms, on both CPU and GPU.

The Signatory project is hosted on GitHub.

Documentation

• Introduction
• Installation
  • Example:
  • Why you need to specify all of this:
  • Install from source
  • Older versions
• Library API
  • Signatures
  • Logsignatures
  • Path
  • Signature inversion
  • Utilities
• Examples
  • Simple example
  • Computing the signature of an incoming stream of data
  • Combining signatures
  • Computing signatures over multiple intervals of the same path efficiently
  • Translation and sampling (reparameterisation) invariance of signatures
    • Translation invariance
    • Sampling (reparameterisation) invariance
  • Using signatures in neural networks
  • Inversion of signatures

Extras

• Citation
• FAQ and Known Issues
  • Problems with importing or installing Signatory
  • Everything else
• Advice on using signatures
  • What is the signature transform?
  • Neural networks
  • Kernels and Gaussian Processes
  • Signatures vs. Logsignatures
• Source Code
• Acknowledgements