ChenSignatures v0.4.0
This release introduces standard path preprocessing techniques essential for robust signature applications in machine learning.
It is considered breaking as it is a new version.
New Features
- Time Augmentation: Added
time_augment(path)to append a monotone time coordinate (ensures uniqueness of the signature). - Lead–Lag Transform: Added
lead_lag(path)to convert linear paths into axis-parallel paths (captures quadratic variation and removes tree-like equivalence issues). - Convenience Wrappers: New shorthand functions to augment and compute in one step:
sig_time/logsig_timesig_leadlag/logsig_leadlag
Python Wrapper (chen)
- Exposed all new augmentation functions (
time_augment,lead_lag) and their signature wrappers to the Python API.
Merged pull requests: