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

The Signatory project is hosted on GitHub [link redacted for anonymity].

Documentation

- Introduction
- Installation
  - Install from source
- Library API
  - Signatures
  - Logsignatures
  - Path
  - 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

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