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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

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

Recently, there has been an increased interest in the development of kernel methods for learning with sequential data. The signature kernel is a learning tool with potential to handle irregularly sampled, multivariate time series. In…

Analysis of PDEs · Mathematics 2021-09-30 Cristopher Salvi , Thomas Cass , James Foster , Terry Lyons , Weixin Yang

In this paper we present Spektral, an open-source Python library for building graph neural networks with TensorFlow and the Keras application programming interface. Spektral implements a large set of methods for deep learning on graphs,…

Machine Learning · Computer Science 2020-06-23 Daniele Grattarola , Cesare Alippi

The interface between stochastic analysis and machine learning is a rapidly evolving field, with path signatures - iterated integrals that provide faithful, hierarchical representations of paths - offering a principled and universal feature…

Machine Learning · Statistics 2025-06-26 Csaba Tóth

High-performance deep learning depends on efficient tensor programs. In recent years, automatic tensor program optimization, also known as tensor compilation, has emerged as the primary approach to generating efficient tensor programs.…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-02-18 Hangda Liu , Boyu Diao , Yu Yang , Wenxin Chen , Xiaohui Peng , Yongjun Xu

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…

Machine Learning · Computer Science 2021-02-09 Patrick Kidger , Terry Lyons

Signature kernels, inner products of path signatures, underpin several machine learning algorithms for multivariate time series analysis. For bounded variation paths, signature kernels were recently shown to solve a Goursat PDE. However,…

Machine Learning · Computer Science 2025-06-03 Maud Lemercier , Terry Lyons , Cristopher Salvi

The KeOps library provides a fast and memory-efficient GPU support for tensors whose entries are given by a mathematical formula, such as kernel and distance matrices. KeOps alleviates the major bottleneck of tensor-centric libraries for…

Machine Learning · Computer Science 2021-04-10 Benjamin Charlier , Jean Feydy , Joan Alexis Glaunès , François-David Collin , Ghislain Durif

Signature kernels have emerged as a powerful tool within kernel methods for sequential data. In the paper "The Signature Kernel is the solution of a Goursat PDE", the authors identify a kernel trick that demonstrates that, for continuously…

Numerical Analysis · Mathematics 2026-01-19 Thomas Cass , Francesco Piatti , Jeffrey Pei

Implementing artificial neural networks is commonly achieved via high-level programming languages like Python and easy-to-use deep learning libraries like Keras. These software libraries come pre-loaded with a variety of network…

Machine Learning · Computer Science 2020-08-05 Jordan Ott , Mike Pritchard , Natalie Best , Erik Linstead , Milan Curcic , Pierre Baldi

SPHINCS+ is a stateless hash-based signature scheme that provides strong post quantum security, but its signature generation is slow due to intensive hash computations. GPUs offer massive parallelism that can potentially accelerate SPHINCS+…

Hardware Architecture · Computer Science 2026-01-01 Yaoyun Zhou , Qian Wang

Deep learning applications are computation-intensive and often employ GPU as the underlying computing devices. Deep learning frameworks provide powerful programming interfaces, but the gap between source codes and practical GPU operations…

Software Engineering · Computer Science 2017-07-13 Jiazhen Gu , Huan Liu , Yangfan Zhou , Xin Wang

We introduce pyGSL, a Python library that provides efficient implementations of state-of-the-art graph structure learning models along with diverse datasets to evaluate them on. The implementations are written in GPU-friendly ways, allowing…

Machine Learning · Computer Science 2022-11-08 Max Wasserman , Gonzalo Mateos

Deep learning researchers and practitioners usually leverage GPUs to help train their deep neural networks (DNNs) faster. However, choosing which GPU to use is challenging both because (i) there are many options, and (ii) users grapple with…

Machine Learning · Computer Science 2021-06-09 Geoffrey X. Yu , Yubo Gao , Pavel Golikov , Gennady Pekhimenko

Graph neural networks are a versatile machine learning architecture that received a lot of attention recently. In this technical report, we present an implementation of convolution and pooling layers for TensorFlow-Keras models, which…

Machine Learning · Computer Science 2023-10-12 Patrick Reiser , Andre Eberhard , Pascal Friederich

Future computing systems, from handhelds to supercomputers, will undoubtedly be more parallel and heterogeneous than todays systems to provide more performance and energy efficiency. Thus, GPUs are increasingly being used to accelerate…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-18 Saeed Taheri , Apan Qasem , Martin Burtscher

Central to rough path theory is the signature transform of a path, an infinite series of tensors given by the iterated integrals of the underlying path. The signature poses an effective way to capture sequentially ordered information,…

Numerical Analysis · Mathematics 2024-12-18 Daniil Shmelev , Cristopher Salvi

We introduce Kapre, Keras layers for audio and music signal preprocessing. Music research using deep neural networks requires a heavy and tedious preprocessing stage, for which audio processing parameters are often ignored in parameter…

Sound · Computer Science 2017-06-20 Keunwoo Choi , Deokjin Joo , Juho Kim
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