Signatory
1.2.1

Documentation

  • Introduction
  • Installation
  • Library API
  • Examples

Extras

  • Citation
  • FAQ and Known Issues
  • Advice on using signatures
  • Source Code
  • Acknowledgements
Signatory
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SignatoryΒΆ

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
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