Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU
Signatory is a library for calculating and performing functionality related to the signature and logsignature transforms. The focus is on machine learning, and as such includes features such as CPU parallelism, GPU support, and backpropagation. To our knowledge it is the first GPU-capable library fo...
| Main Authors: | , |
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| Format: | Conference item |
| Language: | English |
| Published: |
OpenReview
2021
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