Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances

Benchmark Model Rank Results
time-series-classification-on-arabicdigitsGP-Sig-GRU#2Accuracy: 0.994NLL: 0.023
time-series-classification-on-arabicdigitsGP-Sig-LSTM#4Accuracy: 0.992NLL: 0.047
time-series-classification-on-arabicdigitsGP-GRU#6Accuracy: 0.986NLL: 0.066
time-series-classification-on-arabicdigitsGP-LSTM#7Accuracy: 0.985NLL: 0.082
time-series-classification-on-arabicdigitsGP-KConv1D#8Accuracy: 0.984NLL: 0.050
time-series-classification-on-arabicdigitsGP-Sig#9Accuracy: 0.979NLL: 0.071
time-series-classification-on-japanesevowelsGP-GRU#3Accuracy: 0.986NLL: 0.052
time-series-classification-on-japanesevowelsGP-KConv1D#4Accuracy: 0.986NLL: 0.067
time-series-classification-on-japanesevowelsGP-Sig-GRU#5Accuracy: 0.985NLL: 0.053
time-series-classification-on-japanesevowelsGP-LSTM#6Accuracy: 0.982NLL: 0.061
time-series-classification-on-japanesevowelsGP-Sig#7Accuracy: 0.982NLL: 0.069
time-series-classification-on-japanesevowelsGP-Sig-LSTM#8Accuracy: 0.981NLL: 0.080
time-series-classification-on-librasGP-Sig#3Accuracy: 0.923NLL: 0.259
time-series-classification-on-librasGP-Sig-LSTM#4Accuracy: 0.921NLL: 0.320
time-series-classification-on-librasGP-Sig-GRU#5Accuracy: 0.899NLL: 0.346
time-series-classification-on-librasGP-LSTM#6Accuracy: 0.776NLL: 0.911
time-series-classification-on-librasGP-GRU#8Accuracy: 0.742NLL: 1.110
time-series-classification-on-librasGP-KConv1D#9Accuracy: 0.698NLL: 1.608
time-series-classification-on-uwaveGP-Sig-LSTM#2Accuracy: 0.970NLL: 0.113
time-series-classification-on-uwaveGP-Sig-GRU#4Accuracy: 0.968NLL: 0.121
time-series-classification-on-uwaveGP-Sig#5Accuracy: 0.964NLL: 0.140
time-series-classification-on-uwaveGP-KConv1D#6Accuracy: 0.947NLL: 0.189
time-series-classification-on-uwaveGP-LSTM#8Accuracy: 0.870NLL: 0.745
time-series-classification-on-uwaveGP-GRU#10Accuracy: 0.763NLL: 1.168
time-series-classification-on-waferGP-GRU#2Accuracy: 0.994NLL: 0.029
time-series-classification-on-waferGP-Sig-LSTM#5Accuracy: 0.988NLL: 0.048
time-series-classification-on-waferGP-KConv1D#6Accuracy: 0.984NLL: 0.085
time-series-classification-on-waferGP-Sig-GRU#8Accuracy: 0.978NLL: 0.081
time-series-classification-on-waferGP-LSTM#9Accuracy: 0.966NLL: 0.105
time-series-classification-on-waferGP-Sig#10Accuracy: 0.965NLL: 0.105