Differentiable computations of the signature and logsignature transforms, on both CPU and GPU.
The Signatory project is hosted on GitHub.
- Library API
- 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
- Using signatures in neural networks
- Inversion of signatures