roughpy-jax 1.0.0

JAX bindings and operations for RoughPy

roughpy-jax

roughpy-jax provides JAX bindings and operations for RoughPy. It provides stream classes and dense algebraic objects (such as free tensors, shuffle tensors, and elements of the free Lie algebra) for computational rough path theory, and supports JAX JIT-compilation and differentiation.

This library is currently in an alpha stage. The API is still evolving, and some features are incomplete or subject to change as the package matures.

What This Package Provides

roughpy-jax builds on top of roughpy and jax and currently includes:

• dense tensor, shuffle tensor, and Lie algebra wrappers
• algebraic operations such as multiplication, exponentials, logarithms, CBH, pairings, and adjoint operations
• JAX-compatible derivative and adjoint-derivative rules for core operations
• interval and partition types for stream queries
• stream types including piecewise Abelian streams and Lie increment streams

Installation

Once published, roughpy-jax can be installed from PyPI with:

pip install roughpy-jax

The package requires the latest version of roughpy (0.3.0) and Python 3.11 or newer.

Release artifacts can also be downloaded from the GitHub Releases page for this repository.

Installing From Source

Installing from source is useful when working on the package itself or testing changes before a release. A working C/C++ toolchain and CMake-compatible build environment are required.

Clone the repository and install it into a virtual environment:

git clone https://github.com/datasig-ac-uk/roughpy-jax.git
cd roughpy-jax
python -m venv .venv
. .venv/bin/activate
pip install -U pip
pip install .

If you are using uv, the equivalent workflow is:

uv venv
. .venv/bin/activate
uv pip install .

Streams and Intervals

Streams are the central object of RoughPy, and so too in roughpy-jax. Like RoughPy itself, roughpy-jax works carefully with intervals and stream queries.

Current stream-facing functionality includes:

• PiecewiseAbelianStream for streams built from piecewise log-signature data
• LieIncrementStream for dyadic-cache-backed querying of log-signatures and signatures over intervals

These pieces are intended to make it practical to move between algebraic objects and stream queries within JAX-oriented workflows.

API Differences From RoughPy

There are some deliberate API differences compared to roughpy.

Context objects are not used in roughpy-jax. Instead, explicit basis objects and conversion functions handle translation between algebraic objects with different configurations. At present, only depth changes are supported explicitly.

Streams may have several associated bases, depending on the stream type. These can include:

• the basis of the underlying data
• the basis used for stored or cached data
• the basis used for answering queries

These bases do not need to be identical, but they do need to be compatible. Exactly which bases exist, and whether they are user-facing, is stream-type dependent.

Only very basic interval support is currently implemented. This area still needs to be expanded.

It might not be possible to convert RoughPy objects directly to roughpy-jax equivalents.

JAX Notes

All algebra objects and algebraic operations are intended to support JIT and are fully differentiable. In particular, the package provides explicit derivative and adjoint-derivative functions alongside the corresponding primal operations, and these are the functions whose type information should be relied upon.

Stream objects are more limited. Some stream types may support JIT in some contexts, but stream support is not yet uniform. In particular, LieIncrementStream is not currently registered as a pytree because of technical limitations that have not yet been resolved.

There is also an important JAX-specific subtlety in reverse-mode code. Because JAX tree handling does not preserve the intended algebraic type information in all backward-pass cotangents, cotangents may be represented using the wrong algebra wrapper. For example, a value that should be treated as a shuffle tensor may arrive as a free tensor, or vice versa. To handle this, internal JAX-facing code applies corrective conversions on incoming and outgoing cotangents. The public derivative and adjoint-derivative APIs expose the correct algebraic types.

Testing

The test suite exercises both the pure Python layer and the compiled CPU backend. Locally, the main test command is:

pytest -m "not extra" roughpy_jax/tests

Wheel builds are tested through cibuildwheel in CI, and release artifacts are validated before publishing.

Example

For examples on how to use the higher level stream objects, see the examples/ folder. Here the 'words' example from the RoughPy documentation has been converted to use the new Stream objects.

Support

If you hit a bug or need a feature, open an issue on GitHub. Bug reports with a minimal reproducer are the most useful.

Contributing

Contributions are welcome, especially:

• bug fixes
• tests
• documentation improvements
• examples and API polish

If you plan to make a larger change, open an issue first so the design can be discussed before implementation.

License

roughpy-jax is licensed under the BSD 3-Clause License. See LICENSE.txt.