The signature kernel is a positive definite kernel for sequential data. It inherits theoretical guarantees from stochastic analysis, has efficient algorithms for computation, and shows strong empirical performance. In this short survey paper for a forthcoming Springer handbook, we give an elementary introduction to the signature kernel and highlight these theoretical and computational properties.
翻译:签名核是一种适用于序列数据的正定核。它继承了随机分析的理论保证,具备高效的计算算法,并展现出强大的实证性能。在即将出版的斯普林格手册中,这篇简短的综述文章对签名核进行了基础性介绍,并重点阐述了其理论与计算性质。