[ENH] iisignature backend option for SignatureTransformer

.all-contributorsrc

@@ -2365,6 +2365,15 @@
         "bug",
         "code"
       ]
+    },
+    {
+      "login": "sz85512678",
+      "name": "Zhen Shao",
+      "avatar_url": "https://avatars.githubusercontent.com/sz85512678",
+      "profile": "https://github.com/sz85512678",
+      "contributions": [
+        "code"
+      ]
     }
   ]
 }

sktime/transformations/panel/signature_based/_augmentations.py

@@ -43,11 +43,11 @@ def _make_augmentation_pipeline(augmentation_list):
     if augmentation_list is not None:
         if isinstance(augmentation_list, str):
             augmentation_list = (augmentation_list,)
-    assert all(
-        [x in list(AUGMENTATIONS.keys()) for x in augmentation_list]
-    ), "augmentation_list must only contain string elements from {}. Given: {}.".format(
-        list(AUGMENTATIONS.keys()), augmentation_list
-    )
+        assert all(
+            [x in list(AUGMENTATIONS.keys()) for x in augmentation_list]
+        ), "augmentation_list must only contain string elements from {}. Given: {}.".format(
+            list(AUGMENTATIONS.keys()), augmentation_list
+        )
 
     # Setup pipeline
     if augmentation_list is not None:

sktime/transformations/panel/signature_based/_compute.py

@@ -61,6 +61,7 @@ def __init__(
 
     def _transform(self, X, y=None):
         import esig
+        esig.set_backend("iisignature")
 
         depth = self.sig_depth
         data = np.swapaxes(X, 1, 2)