DataSig

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17 repositories

RoughPy
Public
Toolbox for working with streaming data as rough paths in Python
C++
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BSD 3-Clause "New" or "Revised" License
•4•33•19•1•Updated Feb 28, 2025Feb 28, 2025
Sepsis_Label_Extraction
Public
Jupyter Notebook
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MIT License
•0•0•0•0•Updated Feb 26, 2025Feb 26, 2025
signature_applications
Public
Example applications of path signatures
hut23 hut23-171 hut23-953 hut23-457 hut23-1132 hut23-1376
Jupyter Notebook
•10•37•6•0•Updated Feb 25, 2025Feb 25, 2025
signatory
Public
Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
C++
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Apache License 2.0
•35•2•0•0•Updated Feb 18, 2025Feb 18, 2025
PSFDataset
Public
Implementation of the Path-signature-featuremethodology for creating datasets for human action recognition from landmark data.
Python
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Apache License 2.0
•6•0•0•0•Updated Feb 13, 2025Feb 13, 2025
diffrax
Public
Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/
Python
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Apache License 2.0
•144•0•0•0•Updated Feb 10, 2025Feb 10, 2025
nlpsig
Public
Package for constructing paths of embeddings obtained from transformers.
python nlp natural-language-processing deep-learning transformers transformer hut23 large-language-models llms hut23-1132
Python
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BSD 3-Clause "New" or "Revised" License
•0•4•5•2•Updated Jan 27, 2025Jan 27, 2025
esig
Public
esig python package
hut23 hut23-171
Python
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GNU General Public License v3.0
•3•45•12•0•Updated Dec 17, 2024Dec 17, 2024
signature_mahalanobis_knn
Public
Methodology for anomaly detection on multivariate streams using path signatures and the variance norm.
machine-learning time-series anomaly-detection anomaly-detection-algorithm rough-paths path-signature time-series-anomaly-detection hut23-1132 hut23-1376
Jupyter Notebook
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MIT License
•3•7•1•0•Updated Dec 9, 2024Dec 9, 2024
PyRecombine
Public
C++
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BSD 3-Clause "New" or "Revised" License
•0•0•1•0•Updated Oct 21, 2024Oct 21, 2024
Recombine
Public
A shared C++ library for dynamic Caratheodory data simplification - has a robust and stable C interface
C++
•
BSD 3-Clause "New" or "Revised" License
•0•0•0•0•Updated Oct 18, 2024Oct 18, 2024
pysegments
Public
C++
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MIT License
•2•3•0•0•Updated Jul 3, 2024Jul 3, 2024
SigNova
Public
Python
•2•3•0•0•Updated May 14, 2024May 14, 2024
DatasetLoader
Public
A utility project to provide a convenient and consistent access to various datasets.
Python
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Apache License 2.0
•2•0•0•0•Updated May 3, 2024May 3, 2024
libalgebra-lite
Public
C++
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MIT License
•0•1•0•0•Updated Dec 11, 2023Dec 11, 2023
path_signatures_introduction
Public
A Brief Introduction to Path Signatures for Machine Learning Practitioners
Jupyter Notebook
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MIT License
•15•1•0•0•Updated Oct 10, 2023Oct 10, 2023
torchcde
Public
Differentiable controlled differential equation solvers for PyTorch with GPU support and memory-efficient adjoint backpropagation.
Python
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Apache License 2.0
•46•0•0•0•Updated Jul 31, 2023Jul 31, 2023