pysiglib.branched_sig_kernel_gram_backprop

Warning

Where possible, pysiglib.torch_api should be used rather than explicitly calling backpropagation functions. Explicit backpropagation can introduce subtle errors if called incorrectly.

branched_sig_kernel_gram_backprop(derivs, path1, path2, depth, dyadic_order, *, static_kernel=None, time_aug=False, lead_lag=False, end_time=1.0, left_deriv=True, right_deriv=False, k_stack=None, n_jobs=1, return_grid=False, max_batch=-1)

Backpropagates through pysiglib.branched_sig_kernel_gram().

Citation

If you found this library useful in your research, please consider citing the paper:

@article{shmelev2025pysiglib,
  title={pySigLib-Fast Signature-Based Computations on CPU and GPU},
  author={Shmelev, Daniil and Salvi, Cristopher},
  journal={arXiv preprint arXiv:2509.10613},
  year={2025}
}