Rough Paths Python Packages

signatory

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

pysiglib

Fast path signatures, log signatures, and signature kernels with PyTorch, JAX, and CUDA support

chen-signatures

A high-performance Julia library for computing path signatures, log-signatures (Lyndon basis), and free tensor algebra operations.

pysiglib-cuda

Fast path signatures, log signatures, and signature kernels with PyTorch, JAX, and CUDA support

signature-mahalanobis-knn

Using Nearest Neighbour-Variance Norm with Path Signatures for anomaly detection of streams