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cs.LG2026
Explicit and Effectively Symmetric Schemes for Neural SDEs on Lie Groups
Daniil Shmelev, Luke Thompson, Cristopher Salvi
Backpropagation through (neural) SDE solvers is traditionally approached in two ways: discretise-then-optimise, which offers accurate gradients but incurs prohibitive memory costs;…
cs.LG2025
pySigLib -- Fast Signature-Based Computations on CPU and GPU
Daniil Shmelev, Cristopher Salvi
Signature-based methods have recently gained significant traction in machine learning for sequential data. In particular, signature kernels have emerged as powerful discriminators…