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.
Experiments with Random Projection
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abstract
Recent theoretical work has identified random projection as a promising dimensionality reduction technique for learning mixtures of Gausians. Here we summarize these results and illustrate them by a wide variety of experiments on synthetic and real data.
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2025 1verdicts
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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.