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patrick-kidger/signatory

Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

Owner
patrick-kidger (personal account)
Stars
Stars: 313
Forks
Forks: 39
Language
C++
License
Apache-2.0
Created
2019
Topics
signaturelogsignaturesignatureslogsignaturesrough-pathsmachine-learningpytorchdeep-learningdeep-neural-networks
Tier
Alpha (250 to 699 ★) What this tier means
View on GitHub

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