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logsignature transform

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neural rough differential equation (1) lower-dimensional embedding (1) differentiable computation (1) autoencoder model (1) feature vector (1) gpu computing (1) machine learning (1) time series forecasting (1)

Papers

LORD: Lower-Dimensional Embedding of Log-Signature in Neural Rough Differential Equations ICLR 2022 Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU ICLR 2021