SAML is a bit more complex than things like OAuth, it is not something that is natively supported at this time.
Based on experience, most authentication providers that support SAML also have OAuth 2 support which is natively supported in Invision Community (It's also much easier to set up). We can provide a bespoke SAML-based solution if required, please see here for more information: https://invisioncommunity.com/services/sso/
Personally, I would look at using OAuth if it's a solution that's available to you.