patrick-kidger/Deep-Signature-Transforms

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Apache License 2.0
Created over 5 years ago
Updated 4 months ago

patrick-kidger/Deep-Signature-Transforms

patrick-kidger

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Code for "Deep Signature Transforms" (NeurIPS 2019)

equinox

Elegant easy-to-use neural networks + scientific computing in JAX. https://docs.kidger.site/equinox/

torchtyping

Type annotations and dynamic checking for a tensor's shape, dtype, names, etc.

diffrax

Numerical differential equation solvers in JAX. Autodifferentiable and GPU-capable. https://docs.kidger.site/diffrax/

jaxtyping

Type annotations and runtime checking for shape and dtype of JAX/NumPy/PyTorch/etc. arrays. https://docs.kidger.site/jaxtyping/

NeuralCDE

Code for "Neural Controlled Differential Equations for Irregular Time Series" (Neurips 2020 Spotlight)

torchcde

Differentiable controlled differential equation solvers for PyTorch with GPU support and memory-efficient adjoint backpropagation.

lineax

Linear solvers in JAX and Equinox. https://docs.kidger.site/lineax

mkposters

Make posters from Markdown files.

sympy2jax

Turn SymPy expressions into trainable JAX expressions.

optimistix

Nonlinear optimisation (root-finding, least squares, ...) in JAX+Equinox. https://docs.kidger.site/optimistix/

signatory

Differentiable computations of the signature and logsignature transforms, on both CPU and GPU. (ICLR 2021)

torchcubicspline

Interpolating natural cubic splines. Includes batching, GPU support, support for missing values, evaluating derivatives of the spline, and backpropagation.

sympytorch

Turning SymPy expressions into PyTorch modules.

quax

Multiple dispatch over abstract array types in JAX.

FasterNeuralDiffEq

Code for "'Hey, that's not an ODE:' Faster ODE Adjoints via Seminorms" (ICML 2021)

typst_pyimage

Typst extension, adding support for generating figures using inline Python code

generalised_shapelets

Code for "Generalised Interpretable Shapelets for Irregular Time Series"

Jupyter Notebook

PatModules.jl

A better import/module system for Julia.

exvoker

A CLI tool. Extract regexes from stdout (e.g. URLs) and invoke commands on them (e.g. open the webpage).

action_update_python_project

Github Action to: Check version / Test / git tag / GitHub Release / Deploy to PyPI

pytkdocs_tweaks

Some custom tweaks to the results produced by pytkdocs.

Learning-Interpolation

Applying machine learning to help numerically solve the Camassa-Holm equation.

Jupyter Notebook

matching

Round robin matching algorithm.

candle

Simple PyTorch helpers. (I think we've probably all written one of these for ourselves!)

tools

Helpful abstract tools (functions, classes, ... ) for coding in Python.

pdfscraper

Saves a webpage and all linked pdfs.

ktools

Tools for working with Keras.

loccounter

Counts lines of Python code.

Dissertation

Master's Dissertation: Polynomial Approximation of Holomorphic Functions

py2annotate

An extension to Sphinx autodoc to augment Sphinx documentation with type annotations, when using Python 2 style type annotations.

adventuregame

The very start of a game I was toying with before I got distracted by the PhD...

MPE-CDT-Project

A simple machine learning project for weather observations.

Jupyter Notebook

tfext

Some extra stuff for using with TensorFlow.

mkdocs_include_exclude_files

Modify which files MkDocs includes or excludes.

patrick-kidger

rl-test