patrick-kidger / signatory

Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)
Apache License 2.0
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Is it possible to calculate new path points on signature? #51

Closed mountain closed 2 years ago

mountain commented 2 years ago

Hi, folks,

I had checked the api docs at https://signatory.readthedocs.io/en/latest/pages/reference/libraryapi.html and examples, but I failed to find one example or api call to get the new path points based on a learned signature.

I know signature is a representation of paths, i.e. we have transformations from paths to signatures. Is it possible to predicate new path points based on a fixed learned signature?

Mingli

patrick-kidger commented 2 years ago

Is signature inversion what you're after?

mountain commented 2 years ago

Thanks! It is!