Vikshep โ Vectorized Invariant Kernels for Scattering & High-performance Extraction Pipelines. A Zero-Copy C++/CUDA Wavelet Scattering Transform engine.
Project description
Vikshep: High-Performance Wavelet Scattering Primitives
Vectorized Invariant Kernels for Scattering & High-performance Extraction Pipelines
๐ฌ Overview & Mathematical Foundation
Vikshep is a high-performance, domain-agnostic mathematical engine for computing the Wavelet Scattering Transform (WST) of non-stationary 1-D time-series data. It is engineered to extract robust structural features from environments with extreme noise floors (e.g., high-frequency trading tick data, gravitational wave interferometry, and high-density EEG arrays).
Traditional Fourier analysis fails on non-stationary transients due to a fundamental lack of temporal localization. Vikshep solves this by implementing a deep, non-linear cascaded filter bank.
The Scattering Cascade
The WST constructs a translation-invariant signal representation through an iterative process of wavelet convolutions and complex modulus non-linearities:
-
Zeroth-Order (Local Average): $$S_0 x(t) = x * \phi(t)$$ A simple low-pass filter $\phi(t)$ that extracts the invariant baseline.
-
First-Order (Scalogram Envelope): $$S_1 x(t, \lambda_1) = |x * \psi_{\lambda_1}| * \phi(t)$$ The signal $x(t)$ is convolved with an analytic Morlet wavelet $\psi_{\lambda_1}$ at center frequency $\lambda_1$. The complex modulus $| \cdot |$ acts as a non-linearity (demodulation), extracting the instantaneous amplitude envelope. Finally, it is smoothed by $\phi(t)$. This captures the energy present in the frequency band $\lambda_1$.
-
Second-Order (Transient Modulation): $$S_2 x(t, \lambda_1, \lambda_2) = ||x * \psi_{\lambda_1}| * \psi_{\lambda_2}| * \phi(t)$$ The envelope from the first stage is convolved again with a lower-frequency wavelet $\psi_{\lambda_2}$, capturing transient cross-frequency modulations (e.g., amplitude bursts occurring within specific carrier frequency bands).
Lipschitz Stability & Deformation Invariance
Because the Morlet filter bank is carefully constructed such that the peak $\ell_1$ norm of the wavelets satisfies $|\psi_{\lambda}|_1 \le 0.98$, the transform is provably contractive.
The Lipschitz constant of the cascade is strictly bounded: $$|Sx - Sy|_2 ;\leq; (0.98)^m \cdot |x - y|_2$$
where $m$ is the scattering depth. This mathematical guarantee ensures that the feature representation is stable against adversarial noise perturbations and time-warping deformationsโessential properties for downstream Transformer or AI agent ingestion.
โก The Engine Architecture
Vikshep ships a Zero-Copy C++/CUDA kernel for extreme high-throughput processing, alongside a mathematically rigorous CPU fallback built on a Radix-2 Cooley-Tukey FFT with unitary normalization.
Absolute design constraints: There are zero mocks. There are no hardcoded scalograms. Every execution path performs the true mathematical transform.
Detailed Directory Structure
open-source-wst/
โโโ CMakeLists.txt โ CMake build configuration (detects CUDA, falls back to CPU)
โโโ pyproject.toml โ PEP 621 package metadata & scikit-build-core config
โ
โโโ cpp/ โ C++/CUDA High-Performance Engine
โ โโโ wst_kernel.cuh โ GPU templates: WSTEngine<HopperTag, J, Q>
โ โโโ jtfs_kernel.cuh โ GPU Joint Time-Frequency Scattering kernels
โ โโโ cpu_wst_engine.h โ CPU fallback: Radix-2 FFT Morlet scattering cascade
โ โโโ memory_staging.cuh/cu โ Zero-copy Arrow/Numpy buffer management
โ โโโ wst_bindings.cu โ pybind11 Python extension bridging
โ โโโ wst_bridge.h/cu โ Shared library FFI for Rust enterprise orchestrator
โ
โโโ src/vikshep/ โ Python API & Agentic Protocols
โโโ __init__.py
โโโ core.py โ `NativeWSTExtractor` & `WaveletScatteringExtractor`
โโโ mcp_server.py โ Model Context Protocol (FastMCP) tool definitions
โโโ reduction.py โ `PCAReducer` for manifold dimension reduction
โโโ foundation.py โ Time-Frequency Consistency (TF-C) PyTorch stub
โโโ io.py โ .npy tensor I/O
โโโ utils.py โ SNR & anomaly threshold heuristics
๐ Installation & Usage
1. PyPI Install (Standard)
pip install vikshep
Note: The PyPI wheel will automatically detect if NVIDIA CUDA libraries are available and enable GPU acceleration. Otherwise, it compiles the CPU-only Radix-2 FFT backend.
2. From Source
git clone https://github.com/samvardhan03/Viskshep.git
cd Viskshep/open-source-wst
pip install -e ".[dev]"
Quick Start Example
import numpy as np
from vikshep import NativeWSTExtractor, PCAReducer
# 1. Initialize the C++/CUDA Engine (J=8 scales, Q=16 wavelets/octave)
engine = NativeWSTExtractor(J=8, Q=16, depth=2)
# 2. Ingest raw non-stationary signal (e.g., noisy EEG or Tick Data)
signal = np.random.randn(4096).astype(np.float32)
# 3. Compute the Wavelet Scattering Fingerprint
coefficients = engine.fingerprint(signal)
print(f"Scattering Paths Shape: {coefficients.shape}")
# 4. Reduce dimensionality for Transformer ingestion (retain 95% variance)
reducer = PCAReducer(variance_threshold=0.95)
# Note: In practice, provide a batch tensor (B, P, T) to fit_transform
๐ค Model Context Protocol (MCP)
Vikshep functions as an autonomous tool for Agentic AI workflows via the Model Context Protocol.
Start the stdio transport server:
vikshep-server
This exposes the execute_wst tool to orchestrators (like LangChain or custom Bun backends), allowing the AI to autonomously ingest .npy directories, configure hyper-parameters $(J, Q)$, compute WSTs, apply PCA reduction, and receive structured JSON metadata (SNR, null counts, variance anomalies) to gate data quality.
โ๏ธ Dual Licensing Model
Vikshep operates under a dual-licensing framework to support both open scientific research and highly-scaled proprietary enterprise integrations.
-
Open Source Research Tier (Apache 2.0)
- Includes the core Python API, the full C++/CUDA math engine (
wst_kernel.cuh,cpu_wst_engine.h), and the Model Context Protocol (MCP) server. - Ideal for independent researchers, academic labs, and open-source applications.
- License: See
LICENSEfor Apache 2.0 details.
- Includes the core Python API, the full C++/CUDA math engine (
-
OmniPulse Enterprise / Commercial License
- OmniPulse is our proprietary enterprise SaaS tier that utilizes Vikshep as its mathematical backend.
- OmniPulse deployments include high-throughput Rust-based orchestration clusters, Zero-Copy Arrow Plasma memory fabrics, cryptographic IPFS licensing, HNSW vector database integrations, and proprietary data ingestion pipelines (e.g., FIX protocols for HFT).
- Contact: For laboratory exascale deployments, clinical pipelines, or enterprise commercial integration, please contact shekhawatsamvardhan@gmail.com.
Part of the Viskshep monorepo.
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