Path Signatures for Feature Extraction. An Introduction to the Mathematics Underpinning an Efficient Machine Learning Technique
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Abstract (arXiv)
We provide an introduction to the topic of path signatures as means of feature extraction for machine learning from data streams. The article stresses the mathematical theory underlying the signature methodology, highlighting the conceptual character without plunging into the technical details of rigorous proofs. These notes are based on an introductory presentation given to students of the Research Experience for Undergraduates in Industrial Mathematics and Statistics at Worcester Polytechnic Institute in June 2024.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 2 of its 13 references that are in the map. First posted on arXiv 2 Jun 2025.
Builds on
2 of 13 references.
References · 2
- 2016A Primer on the Signature Method in Machine Learningcited by 104
- 2013Sparse arrays of signatures for online character recognitioncited by 18
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Citing papers per year: 2025: 1.
1 paper.