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Top 3 rough-paths open source projects

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

✭ 153

C++machine-learning deep-neural-networks deep-learning signature pytorch signatures rough-paths logsignature logsignatures

Deep-Signature-Transforms

Code for "Deep Signature Transforms" (NeurIPS 2019)

✭ 65

Jupyter Notebook python machine-learning time-series signature signatures rough-paths

Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)

✭ 102

Jupyter Notebook python machine-learning deep-learning time-series pytorch signatures numerical-methods time-series-analysis rough-paths controlled-differential-equations neural-cdes

1-3 of 3 rough-paths projects