Sun Dec 8th through Sat the 14th, 2019 at Vancouver Convention Center
This paper proposes a method to incorporate signature transform as a layer of a neural network. The proposed scheme is empirically backed up in different scenarios (supervised learning, learning generative model, and RL). Majority of reviewers find the contributions of this submission significant. So I recommend accept, but I ask authors to clarify, in the final version, the novelty concerns that R1 has raised.