KSig implements GPU-accelerated signature kernel algorithms and adds a tensor-sketch based random feature method, RFSF-TS, with O(ML(Q log Q + Dd)) complexity.
Orlicz random fourier features
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A User's Guide to $\texttt{KSig}$: GPU-Accelerated Computation of the Signature Kernel
KSig implements GPU-accelerated signature kernel algorithms and adds a tensor-sketch based random feature method, RFSF-TS, with O(ML(Q log Q + Dd)) complexity.