Fast Signature, Log Signature and Signature Kernel Computations on CPU and GPU.
Installation
Get up and running with pySigLib on Windows, Linux, or macOS — with optional CUDA support.
Conventions
Default behaviours, CPU/GPU conventions, parallelism, and data format expectations.
API Reference
Signatures, log signatures, signature kernels, and more.
PyTorch API
Use pySigLib functions as native PyTorch autograd functions with full gradient support.
C++ Library
Direct access to the underlying C++/CUDA siglib library.
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}
}