How to invert log-signatures ?

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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How to invert log-signatures ? #52

Open dasayan05 opened 2 years ago

dasayan05 commented 2 years ago

Hi @patrick-kidger

Disclosure: I am quite new to signature transforms (and haven't finished whole theory yet) but found it's properties useful, so trying to play with it.

I don't see the API to invert the log-signatures ? Can it be inverted ? If so, how ?

patrick-kidger commented 2 years ago

I'm afraid Signatory doesn't support that operation!

dasayan05 commented 2 years ago

Any specific reason for not supporting it? I mean it's theoretically possible to invert log-sigs, right? Any other library you can recommend? I don't have any necessity of computing on GPU or differentiability as such -- my use case is entirely offline.

patrick-kidger commented 2 years ago

It's just not something I ever needed, and thus never implemented. You could also try either iisignature or esig.