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Signature-based methods have recently gained significant traction in machine learning for sequential data. In particular, signature kernels have emerged as powerful discriminators and training losses for generative models on time-series,…

Machine Learning · Computer Science 2025-09-16 Daniil Shmelev , Cristopher Salvi

Path signatures provide a rich representation of sequential data, with strong theoretical guarantees and good performance in a variety of machine-learning tasks. While signatures have progressed from fixed feature extractors to trainable…

Machine Learning · Computer Science 2026-03-02 Tobias Nygaard

The signature kernel is a positive definite kernel for sequential and temporal data that has become increasingly popular in machine learning applications due to powerful theoretical guarantees, strong empirical performance, and recently…

Machine Learning · Statistics 2025-01-15 Csaba Tóth , Danilo Jr Dela Cruz , Harald Oberhauser

Iterated-integral signatures and log signatures are vectors calculated from a path that characterise its shape. They come from the theory of differential equations driven by rough paths, and also have applications in statistics and machine…

Data Structures and Algorithms · Computer Science 2018-02-26 Jeremy Reizenstein , Benjamin Graham

TorchOptics is an open-source Python library for differentiable Fourier optics simulations, developed using PyTorch to enable GPU-accelerated tensor computations and automatic differentiation. It provides a comprehensive framework for…

Optics · Physics 2024-11-28 Matthew J. Filipovich , A. I. Lvovsky

In this paper we introduce Keras Sig a high-performance pythonic library designed to compute path signature for deep learning applications. Entirely built in Keras 3, \textit{Keras Sig} leverages the seamless integration with the mostly…

Machine Learning · Computer Science 2025-01-16 Rémi Genet , Hugo Inzirillo

The concept of signature is a useful tool in the analysis of semicoherent systems with continuous and i.i.d. component lifetimes, especially for the comparison of different system designs and the computation of the system reliability. For…

Probability · Mathematics 2015-07-23 Jean-Luc Marichal

Machine learning systems increasingly rely on open-source artifacts such as datasets and models that are created or hosted by other parties. The reliance on external datasets and pre-trained models exposes the system to supply chain attacks…

Cryptography and Security · Computer Science 2025-10-02 Andrew Gan , Zahra Ghodsi

To execute scientific computing programs such as deep learning at high speed, GPU acceleration is a powerful option. With the recent advancements in web technologies, interfaces like WebGL and WebGPU, which utilize GPUs on the client side…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-03-04 Masatoshi Hidaka , Tatsuya Harada

The signature is an infinite graded sequence of statistics known to characterise a stream of data up to a negligible equivalence class. It is a transform which has previously been treated as a fixed feature transformation, on top of which a…

Machine Learning · Computer Science 2019-10-29 Patric Bonnier , Patrick Kidger , Imanol Perez Arribas , Cristopher Salvi , Terry Lyons

Using GPUs as general-purpose processors has revolutionized parallel computing by offering, for a large and growing set of algorithms, massive data-parallelization on desktop machines. An obstacle to widespread adoption, however, is the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-14 Alexey Kolesnichenko , Christopher M. Poskitt , Sebastian Nanz , Bertrand Meyer

Quantum circuit simulators have a long tradition of exploiting massive hardware parallelism. Most of the times, parallelism has been supported by special purpose libraries tailored specifically for the quantum circuits. Quantum circuit…

Quantum Physics · Physics 2021-06-29 Oumarou Oumarou , Alexandru Paler , Robert Basmadjian

Today's highly heterogeneous computing landscape places a burden on programmers wanting to achieve high performance on a reasonably broad cross-section of machines. To do so, computations need to be expressed in many different but…

Programming Languages · Computer Science 2014-06-02 Andreas Klöckner

There is a need for open-source libraries in emission tomography that (i) use modern and popular backend code to encourage community contributions and (ii) offer support for the multitude of reconstruction techniques available in recent…

Sorting and scanning are two fundamental primitives for constructing highly parallel algorithms. A number of libraries now provide implementations of these primitives for GPUs, but there is relatively little information about the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-14 Bruce Merry

This report provides an introduction to the Bandicoot C++ library for linear algebra and scientific computing on GPUs, overviewing its user interface and performance characteristics, as well as the technical details of its internal design.…

Mathematical Software · Computer Science 2023-08-08 Ryan R. Curtin , Marcus Edel , Conrad Sanderson

magnum.np is a micromagnetic finite-difference library completely based on the tensor library PyTorch. The use of such a high level library leads to a highly maintainable and extensible code base which is the ideal candidate for the…

Computational Physics · Physics 2023-02-20 Florian Bruckner , Sabri Koraltan , Claas Abert , Dieter Suess

Legacy codes are in ubiquitous use in scientific simulations; they are well-tested and there is significant time investment in their use. However, one challenge is the adoption of new, sometimes incompatible computing paradigms, such as GPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-11 Nicolas Nytko , Andrew Reisner , J. David Moulton , Luke N. Olson , Matthew West

We introduce the Bandicoot C++ library for linear algebra and scientific computing on GPUs, overviewing its user interface and performance characteristics, as well as the technical details of its internal design. Bandicoot is the…

Mathematical Software · Computer Science 2025-09-23 Ryan R. Curtin , Marcus Edel , Conrad Sanderson

The concept of signatures and expected signatures is vital in data science, especially for sequential data analysis. The signature transform, a Cartan type development, translates paths into high-dimensional feature vectors, capturing their…

Machine Learning · Statistics 2025-05-12 Peter K. Friz , Paul P. Hager , Nikolas Tapia
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