Signatory: differentiable computations of the signature and logsignature transforms, on both CPU and GPU.
Patrick KidgerTerry J. LyonsPublished in: CoRR (2020)
Keyphrases
- graphics processing units
- graphics processors
- gpu implementation
- parallel computation
- heterogeneous computing
- general purpose
- real time
- graphics hardware
- compute unified device architecture
- signature recognition
- parallel computing
- efficient implementation
- signature verification
- intel xeon
- memory bandwidth
- data transfer
- parallel implementation
- objective function
- signature file
- parallel processing
- loss function
- cpu implementation
- neural network
- processing units
- personal computer
- multithreading
- gpu accelerated
- image processing
- learning algorithm
- database