Learning with Signatures. (arXiv:2204.07953v3 [cs.CV] UPDATED)

In this work we investigate the use of the Signature Transform in the context
of Learning. Under this assumption, we advance a supervised framework that
potentially provides state-of-the-art classification accuracy with the use of
few labels without the need of credit assignment and with minimal or no
overfitting. We leverage tools from harmonic analysis by the use of the
signature and log-signature, and use as a score function RMSE and MAE Signature
and log-signature. We develop a closed-form equation to …

arxiv cv learning