sigtorch 0.1.0__tar.gz

sigtorch-0.1.0/.gitignore

@@ -0,0 +1,6 @@
+__pycache__/
+*.egg-info/
+.pytest_cache/
+build/
+dist/
+.venv/

sigtorch-0.1.0/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 Oschart
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
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+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

sigtorch-0.1.0/LICENSE-signatory

@@ -0,0 +1,201 @@
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sigtorch-0.1.0/PKG-INFO

@@ -0,0 +1,103 @@
+Metadata-Version: 2.5
+Name: sigtorch
+Version: 0.1.0
+Summary: Differentiable signatures and logsignatures in pure PyTorch, with the API of signatory.
+Project-URL: Homepage, https://github.com/Oschart/sigtorch
+Project-URL: Issues, https://github.com/Oschart/sigtorch/issues
+Author: Oschart
+License-Expression: MIT AND Apache-2.0
+License-File: LICENSE
+License-File: LICENSE-signatory
+Keywords: logsignature,path signature,pytorch,rough paths,signatory,signature
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Science/Research
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Topic :: Scientific/Engineering :: Artificial Intelligence
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Requires-Python: >=3.9
+Requires-Dist: torch>=1.13
+Provides-Extra: test
+Requires-Dist: iisignature; extra == 'test'
+Requires-Dist: numpy; extra == 'test'
+Requires-Dist: pytest; extra == 'test'
+Description-Content-Type: text/markdown
+
+# sigtorch
+
+[![tests](https://github.com/Oschart/sigtorch/actions/workflows/tests.yml/badge.svg)](https://github.com/Oschart/sigtorch/actions/workflows/tests.yml)
+
+Differentiable path signatures and logsignatures in pure PyTorch, with the API of
+[signatory](https://github.com/patrick-kidger/signatory).
+
+signatory is the standard PyTorch library for signatures, but its last release (2021) targets PyTorch 1.9 and
+is a C++ extension that has to be compiled from source on most platforms. sigtorch reimplements its public API in
+plain PyTorch: nothing to compile, any device PyTorch supports, and gradients through autograd.
+
+```python
+import torch
+import sigtorch as signatory  # existing signatory code keeps working
+
+path = torch.randn(32, 100, 5)            # (batch, stream, channels)
+sig = signatory.signature(path, depth=3)  # (32, 5 + 5**2 + 5**3)
+logsig = signatory.logsignature(path, depth=3, stream=True)
+```
+
+## Installation
+
+```bash
+pip install sigtorch
+```
+
+Requires Python 3.9+ and PyTorch 1.13+. The only dependency is `torch`.
+
+## What it covers
+
+Everything in signatory 1.2.6's public API, with the same arguments, output layout and conventions:
+
+| | |
+|---|---|
+| Signatures | `signature`, `Signature`, `signature_channels`, `extract_signature_term`, `signature_combine`, `multi_signature_combine` |
+| Logsignatures | `logsignature`, `LogSignature`, `signature_to_logsignature`, `SignatureToLogSignature`, `logsignature_channels`, with modes `"words"`, `"brackets"`, `"expand"` |
+| Intervals | `Path` (signatures/logsignatures over any interval, `update`, batch indexing) |
+| Other | `Augment`, `invert_signature`, `lyndon_words`, `lyndon_brackets`, `all_words`, `max_parallelism` (deprecated no-op, as in signatory) |
+
+All options are supported: `stream`, `basepoint` (bool or tensor), `inverse`, `initial`, `scalar_term`, at any
+depth. The aliases `Logsignature` and `SignatureToLogsignature` exist too. Not included: `signatory.unstable`, which
+signatory documents as outside its stable API.
+
+## How it is tested
+
+- **Against signatory itself.** [tests/make_signatory_fixtures.py](tests/make_signatory_fixtures.py) records the
+  outputs *and gradients* of the real signatory 1.2.6 on 536 cases covering every function and every combination of
+  options; [tests/test_signatory_parity.py](tests/test_signatory_parity.py) checks sigtorch reproduces all of them
+  (float64, relative tolerance 1e-9).
+- **Against [iisignature](https://github.com/bottler/iisignature)**, on longer paths and up to depth 6.
+
+## Differences from signatory
+
+The numbers are the same. These behaviours differ:
+
+- Gradients come from autograd rather than hand-written backward passes, so second derivatives work.
+- `Path(..., remember_path=False).signature()` works (signatory raises).
+- `Augment(include_time=True)` follows the input's dtype (signatory always builds the time channel in float32, so
+  float64 input fails).
+- `invert_signature` returns the signature's dtype and device (signatory always returns float32 on the CPU).
+- `Path.__eq__` compares the stored tensors of both paths.
+- No `signatory.unstable`.
+
+## Implementation notes
+
+Depths 1–3 use closed forms (cumulative sums and batched matrix products) that never store a per-step copy of the
+level-2 or level-3 tensors in the non-stream case. Deeper signatures multiply per-segment signatures with Chen's
+identity in a balanced tree (or a parallel prefix scan with `stream=True`), so the number of sequential steps grows
+with the logarithm of the path length.
+
+## Acknowledgements and license
+
+sigtorch follows the API and conventions of signatory by Patrick Kidger
+([Kidger & Lyons, ICLR 2021](https://arxiv.org/abs/2001.00706)). Its numerical core is new code, while `Path`,
+`Augment` and `max_parallelism` are adapted from signatory's Python layer, which is licensed under Apache 2.0
+([LICENSE-signatory](LICENSE-signatory)). The rest of sigtorch is MIT-licensed ([LICENSE](LICENSE)).
+
+If you use sigtorch in research, please also cite signatory.

sigtorch-0.1.0/README.md

@@ -0,0 +1,78 @@
+# sigtorch
+
+[![tests](https://github.com/Oschart/sigtorch/actions/workflows/tests.yml/badge.svg)](https://github.com/Oschart/sigtorch/actions/workflows/tests.yml)
+
+Differentiable path signatures and logsignatures in pure PyTorch, with the API of
+[signatory](https://github.com/patrick-kidger/signatory).
+
+signatory is the standard PyTorch library for signatures, but its last release (2021) targets PyTorch 1.9 and
+is a C++ extension that has to be compiled from source on most platforms. sigtorch reimplements its public API in
+plain PyTorch: nothing to compile, any device PyTorch supports, and gradients through autograd.
+
+```python
+import torch
+import sigtorch as signatory  # existing signatory code keeps working
+
+path = torch.randn(32, 100, 5)            # (batch, stream, channels)
+sig = signatory.signature(path, depth=3)  # (32, 5 + 5**2 + 5**3)
+logsig = signatory.logsignature(path, depth=3, stream=True)
+```
+
+## Installation
+
+```bash
+pip install sigtorch
+```
+
+Requires Python 3.9+ and PyTorch 1.13+. The only dependency is `torch`.
+
+## What it covers
+
+Everything in signatory 1.2.6's public API, with the same arguments, output layout and conventions:
+
+| | |
+|---|---|
+| Signatures | `signature`, `Signature`, `signature_channels`, `extract_signature_term`, `signature_combine`, `multi_signature_combine` |
+| Logsignatures | `logsignature`, `LogSignature`, `signature_to_logsignature`, `SignatureToLogSignature`, `logsignature_channels`, with modes `"words"`, `"brackets"`, `"expand"` |
+| Intervals | `Path` (signatures/logsignatures over any interval, `update`, batch indexing) |
+| Other | `Augment`, `invert_signature`, `lyndon_words`, `lyndon_brackets`, `all_words`, `max_parallelism` (deprecated no-op, as in signatory) |
+
+All options are supported: `stream`, `basepoint` (bool or tensor), `inverse`, `initial`, `scalar_term`, at any
+depth. The aliases `Logsignature` and `SignatureToLogsignature` exist too. Not included: `signatory.unstable`, which
+signatory documents as outside its stable API.
+
+## How it is tested
+
+- **Against signatory itself.** [tests/make_signatory_fixtures.py](tests/make_signatory_fixtures.py) records the
+  outputs *and gradients* of the real signatory 1.2.6 on 536 cases covering every function and every combination of
+  options; [tests/test_signatory_parity.py](tests/test_signatory_parity.py) checks sigtorch reproduces all of them
+  (float64, relative tolerance 1e-9).
+- **Against [iisignature](https://github.com/bottler/iisignature)**, on longer paths and up to depth 6.
+
+## Differences from signatory
+
+The numbers are the same. These behaviours differ:
+
+- Gradients come from autograd rather than hand-written backward passes, so second derivatives work.
+- `Path(..., remember_path=False).signature()` works (signatory raises).
+- `Augment(include_time=True)` follows the input's dtype (signatory always builds the time channel in float32, so
+  float64 input fails).
+- `invert_signature` returns the signature's dtype and device (signatory always returns float32 on the CPU).
+- `Path.__eq__` compares the stored tensors of both paths.
+- No `signatory.unstable`.
+
+## Implementation notes
+
+Depths 1–3 use closed forms (cumulative sums and batched matrix products) that never store a per-step copy of the
+level-2 or level-3 tensors in the non-stream case. Deeper signatures multiply per-segment signatures with Chen's
+identity in a balanced tree (or a parallel prefix scan with `stream=True`), so the number of sequential steps grows
+with the logarithm of the path length.
+
+## Acknowledgements and license
+
+sigtorch follows the API and conventions of signatory by Patrick Kidger
+([Kidger & Lyons, ICLR 2021](https://arxiv.org/abs/2001.00706)). Its numerical core is new code, while `Path`,
+`Augment` and `max_parallelism` are adapted from signatory's Python layer, which is licensed under Apache 2.0
+([LICENSE-signatory](LICENSE-signatory)). The rest of sigtorch is MIT-licensed ([LICENSE](LICENSE)).
+
+If you use sigtorch in research, please also cite signatory.

sigtorch-0.1.0/pyproject.toml

@@ -0,0 +1,39 @@
+[build-system]
+requires = ["hatchling>=1.27"]
+build-backend = "hatchling.build"
+
+[project]
+name = "sigtorch"
+dynamic = ["version"]
+description = "Differentiable signatures and logsignatures in pure PyTorch, with the API of signatory."
+readme = "README.md"
+license = "MIT AND Apache-2.0"
+license-files = ["LICENSE", "LICENSE-signatory"]
+requires-python = ">=3.9"
+authors = [{ name = "Oschart" }]
+keywords = ["signature", "logsignature", "path signature", "rough paths", "pytorch", "signatory"]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Intended Audience :: Science/Research",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Topic :: Scientific/Engineering :: Artificial Intelligence",
+    "Topic :: Scientific/Engineering :: Mathematics",
+]
+dependencies = ["torch>=1.13"]
+
+[project.optional-dependencies]
+test = ["pytest", "numpy", "iisignature"]
+
+[project.urls]
+Homepage = "https://github.com/Oschart/sigtorch"
+Issues = "https://github.com/Oschart/sigtorch/issues"
+
+[tool.hatch.version]
+path = "src/sigtorch/__init__.py"
+
+[tool.hatch.build.targets.sdist]
+include = ["src", "tests", "README.md", "LICENSE", "LICENSE-signatory"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]

sigtorch-0.1.0/src/sigtorch/__init__.py

@@ -0,0 +1,23 @@
+"""sigtorch: differentiable signatures and logsignatures in pure PyTorch, with the API of signatory.
+
+``import sigtorch as signatory`` is intended to work as a drop-in replacement for code written against signatory 1.2.
+"""
+
+from .augment import Augment
+from .deprecated import max_parallelism
+from .logsignature_module import (LogSignature, Logsignature, SignatureToLogSignature, SignatureToLogsignature,
+                                  logsignature, logsignature_channels, signature_to_logsignature)
+from .path import Path
+from .signature_inversion_module import invert_signature
+from .signature_module import (Signature, extract_signature_term, multi_signature_combine, signature,
+                               signature_channels, signature_combine)
+from .utility import all_words, lyndon_brackets, lyndon_words
+
+__version__ = "0.1.0"
+
+__all__ = [
+    "Augment", "LogSignature", "Logsignature", "Path", "Signature", "SignatureToLogSignature",
+    "SignatureToLogsignature", "all_words", "extract_signature_term", "invert_signature", "logsignature",
+    "logsignature_channels", "lyndon_brackets", "lyndon_words", "max_parallelism", "multi_signature_combine",
+    "signature", "signature_channels", "signature_combine", "signature_to_logsignature",
+]

sigtorch-0.1.0/src/sigtorch/_backends.py

@@ -0,0 +1,89 @@
+"""Signature levels of a piecewise-linear path, given its increments.
+
+Depths 1-3 use closed forms built from cumulative sums and batched matrix products, which never materialise the
+per-step level-2/3 tensors of the non-stream signature. Deeper signatures combine per-segment exponentials with Chen's
+identity in a balanced tree (non-stream) or a parallel prefix scan (stream), so the number of sequential steps grows
+with log(length) rather than length.
+"""
+
+import torch
+
+from . import _tensor_algebra as ta
+
+
+def signature_levels(dX: torch.Tensor, depth: int, stream: bool) -> ta.Levels:
+    """Signature levels of the path with increments ``dX`` of shape (B, N, C).
+
+    Returns levels of shape (B, C**k), or (B, N, C**k) holding the signature of every prefix if ``stream``.
+    """
+    if depth <= 3:
+        return _closed_form_stream(dX, depth) if stream else _closed_form(dX, depth)
+    return _scan(dX, depth) if stream else _tree(dX, depth)
+
+
+def _exclusive_cumsum(x: torch.Tensor) -> torch.Tensor:
+    """Cumulative sum over dim 1 of everything strictly before each step."""
+    return x.cumsum(dim=1) - x
+
+
+def _closed_form(dX: torch.Tensor, depth: int) -> ta.Levels:
+    batch, _, channels = dX.shape
+    levels = [dX.sum(dim=1)]
+    if depth >= 2:
+        before = _exclusive_cumsum(dX)  # S1 up to the start of each segment
+        # sum_t S1_before[t] (x) dX[t]  +  sum_t dX[t] (x) dX[t] / 2
+        S2 = torch.bmm(before.transpose(1, 2), dX) + 0.5 * torch.bmm(dX.transpose(1, 2), dX)
+        levels.append(S2.reshape(batch, channels ** 2))
+    if depth >= 3:
+        outer = torch.einsum('bti,btj->btij', dX, dX)
+        S2_before = _exclusive_cumsum(torch.einsum('bti,btj->btij', before, dX) + 0.5 * outer)
+        # Chen: S3 += S2_before (x) dX + S1_before (x) dX^2 / 2 + dX^3 / 6, summed over segments
+        S3 = (torch.einsum('btij,btk->bijk', S2_before, dX)
+              + 0.5 * torch.einsum('bti,btjk->bijk', before, outer)
+              + torch.einsum('bti,btjk->bijk', dX, outer) / 6)
+        levels.append(S3.reshape(batch, channels ** 3))
+    return levels
+
+
+def _closed_form_stream(dX: torch.Tensor, depth: int) -> ta.Levels:
+    batch, length, channels = dX.shape
+    S1 = dX.cumsum(dim=1)
+    levels = [S1]
+    if depth >= 2:
+        before = S1 - dX
+        outer = torch.einsum('bti,btj->btij', dX, dX)
+        S2 = (torch.einsum('bti,btj->btij', before, dX) + 0.5 * outer).cumsum(dim=1)
+        levels.append(S2.reshape(batch, length, channels ** 2))
+    if depth >= 3:
+        S2_before = torch.cat([torch.zeros_like(S2[:, :1]), S2[:, :-1]], dim=1)
+        S3 = (torch.einsum('btij,btk->btijk', S2_before, dX)
+              + 0.5 * torch.einsum('bti,btjk->btijk', before, outer)
+              + torch.einsum('bti,btjk->btijk', dX, outer) / 6).cumsum(dim=1)
+        levels.append(S3.reshape(batch, length, channels ** 3))
+    return levels
+
+
+def _tree(dX: torch.Tensor, depth: int) -> ta.Levels:
+    """Multiplies the segment exponentials pairwise, halving their number each round."""
+    levels = ta.restricted_exp(dX, depth)
+    while levels[0].size(1) > 1:
+        tail = None
+        if levels[0].size(1) % 2:  # an odd one out joins the next round at the end
+            tail = [x[:, -1:] for x in levels]
+            levels = [x[:, :-1] for x in levels]
+        levels = ta.mult([x[:, 0::2] for x in levels], [x[:, 1::2] for x in levels])
+        if tail is not None:
+            levels = [torch.cat([x, t], dim=1) for x, t in zip(levels, tail)]
+    return [x[:, 0] for x in levels]
+
+
+def _scan(dX: torch.Tensor, depth: int) -> ta.Levels:
+    """Inclusive prefix products of the segment exponentials (Hillis-Steele scan)."""
+    levels = ta.restricted_exp(dX, depth)
+    length = levels[0].size(1)
+    offset = 1
+    while offset < length:
+        combined = ta.mult([x[:, :-offset] for x in levels], [x[:, offset:] for x in levels])
+        levels = [torch.cat([x[:, :offset], c], dim=1) for x, c in zip(levels, combined)]
+        offset *= 2
+    return levels

sigtorch-0.1.0/src/sigtorch/_tensor_algebra.py

@@ -0,0 +1,75 @@
+"""Operations on elements of the truncated tensor algebra.
+
+An element is a list ``[x_1, ..., x_depth]`` where ``x_k`` has shape ``(..., C**k)``: the level-k tensor flattened in
+row-major order, after any number of leading batch dimensions. The scalar term is implicit: 1 for signatures (group
+elements), 0 for log-signatures (Lie elements). All operations broadcast over the leading dimensions.
+"""
+
+from typing import List, Optional
+
+import torch
+
+Levels = List[torch.Tensor]
+
+
+def split_levels(flat: torch.Tensor, channels: int, depth: int) -> Levels:
+    """Splits a ``(..., C + C**2 + ... + C**depth)`` tensor into its levels."""
+    return list(torch.split(flat, [channels ** k for k in range(1, depth + 1)], dim=-1))
+
+
+def _outer(a: torch.Tensor, b: torch.Tensor) -> torch.Tensor:
+    """(..., m) x (..., n) -> (..., m * n), the flattened tensor product."""
+    return (a.unsqueeze(-1) * b.unsqueeze(-2)).flatten(-2)
+
+
+def restricted_exp(x: torch.Tensor, depth: int) -> Levels:
+    """exp(x) for a level-1 element ``x`` of shape (..., C): the signature of a single straight segment."""
+    levels = [x]
+    for k in range(2, depth + 1):
+        levels.append(_outer(levels[-1], x) / k)
+    return levels
+
+
+def _product(a: List[Optional[torch.Tensor]], b: List[Optional[torch.Tensor]]) -> List[Optional[torch.Tensor]]:
+    """Truncated product of two elements with zero scalar term. ``None`` marks a level known to be zero."""
+    depth = len(a)
+    out: List[Optional[torch.Tensor]] = [None] * depth
+    for k in range(1, depth):  # output level k + 1
+        for i in range(k):  # a at level i + 1, b at level k - i
+            if a[i] is not None and b[k - 1 - i] is not None:
+                term = _outer(a[i], b[k - 1 - i])
+                out[k] = term if out[k] is None else out[k] + term
+    return out
+
+
+def mult(a: Levels, b: Levels) -> Levels:
+    """(1 + a) * (1 + b) - 1: the product of two group elements, e.g. Chen's identity for signatures."""
+    cross = _product(a, b)
+    return [x + y if c is None else x + y + c for x, y, c in zip(a, b, cross)]
+
+
+def log(a: Levels) -> Levels:
+    """log(1 + a) = a - a^2 / 2 + a^3 / 3 - ..., truncated."""
+    result = list(a)
+    power: List[Optional[torch.Tensor]] = list(a)
+    for n in range(2, len(a) + 1):
+        power = _product(power, a)
+        coeff = (-1) ** (n + 1) / n
+        result = [r if p is None else r + coeff * p for r, p in zip(result, power)]
+    return result
+
+
+def inverse(a: Levels) -> Levels:
+    """Inverse of a group-like element such as a signature: reverse every word and multiply level k by (-1)^k.
+
+    This equals the signature of the time-reversed path.
+    """
+    channels = a[0].size(-1)
+    out = []
+    for k, x in enumerate(a, start=1):
+        batch_shape = x.shape[:-1]
+        nb = len(batch_shape)
+        x = x.reshape(*batch_shape, *([channels] * k))
+        x = x.permute(*range(nb), *range(nb + k - 1, nb - 1, -1)).reshape(*batch_shape, channels ** k)
+        out.append(x if k % 2 == 0 else -x)
+    return out