Signatory

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

The Signatory project is hosted on GitHub.

Documentation

• Introduction
• Installation
  • Install from source
• Library API
  • Signatures
  • Logsignatures
  • Path
  • Utilities
• Examples
  • Simple example
  • Online computation of signatures
  • Combining signatures
  • Signatures on intervals
  • Translation invariance
  • Using signatures in neural networks

Extras

• Citation
• FAQ and Known Issues
  • Problems with importing or installing Signatory
  • All other issues
• Advice on using signatures
  • What are signatures?
  • Neural networks
  • Kernels and Gaussian Processes
  • Signatures vs. Logsignatures
• Source Code
• Acknowledgements