Kartic Subr , Derek Nowrouzezahrai , Wojciech Jarosz , Jan Kautz and Kenny Mitchell
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Transcript of Kartic Subr , Derek Nowrouzezahrai , Wojciech Jarosz , Jan Kautz and Kenny Mitchell
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Error analysis of estimators that use combinations ofstochastic sampling strategies for direct illuminationKartic Subr, Derek Nowrouzezahrai, Wojciech Jarosz, Jan Kautz and Kenny Mitchell
Disney Research, University of Montreal, University College London
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direct illumination is an integral
Exitant radiance Incident radiance
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abstracting away the application…
0
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numerical integration implies sampling
0sampled integrand
secondary estimate using N samples
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render 1 (N spp) render 2 (N spp) render 1000 (N spp)
Histogram of radiance at pixel
each pixel is a secondary estimate(path tracing)
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why bother? I am only interested in 1 image
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error visible across neighbouring pixels
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histograms of 1000 N-sample estimates
estimated value (bins)
Num
ber o
f esti
mat
esreference
stochasticestimator 2
stochastic estimator 1
deterministicestimator
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error includes bias and variance
estimated value (bins)
Num
ber o
f esti
mat
esreference
bias
variance
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error of unbiased stochastic estimator = sqrt(variance)
error of deterministic estimator = bias
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Variance depends on samps. per estimate ‘N’
estimated value (bins)
Num
ber o
f esti
mat
es
estimated value (bins)N
umbe
r of e
stim
ates
Histogram of 1000 estimates with N =10
Histogram of 1000 estimates with N =50
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increasing ‘N’, error approaches bias
N
erro
r
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convergence rate of estimator
N
erro
r
log-Nlo
g-er
ror
convergence rate = slope
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comparing estimators
log-
erro
r
log-N
Estimator 2
Estimator 1
Estimator 3
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the “better” estimator depends on application
log-
erro
r
log-N
Estimator 2
Estimator 1
real
-tim
e
Offl
ine
sample budget
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typical estimators (anti-aliasing)
log-
erro
r
log-N
random MC (-0.5)
MC with jittered sampling (-1.5)QMC (-1)
randomised QMC (-1.5)
MC with importance sampling (-0.5)
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What happens when strategies are combined?
Z X Y= +
combined estimate
single estimate using estimator 1
single estimate using estimator 2
( ) / 2
?
& what about convergence?
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What happens when strategies are combined?
Non-trivial, not intuitiveneeds formal analysis
can combination improve convergence or only constant?
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we derived errors in closed form…
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combinations of popular strategies
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Improved convergence by combining …
Strategy A Strategy B Strategy C
New strategy D Observed
convergence of D is better than
that of A, B or C
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exciting result!
Strategy A Strategy B Strategy C
New strategy D
jittered antithetic importance
Observedconvergence of D
is better than that of A, B or C
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related work
Correlated and antithetic sampling
Combining variance reduction
schemes
Monte Carlo sampling
Variance reduction
Quasi-MC methods
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Intuition(now)
Formalism(suppl. mat)
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recall combined estimator
Z X Y= +
combined estimate
single estimate using estimator 1
single estimate using estimator 2
( ) / 2
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applying variance operator
Z X Y= +
combined estimate
single estimate using estimator 1
single estimate using estimator 2
V ( ) V ( ) V ( )( ) / 4
+ 2 cov ( , ) /4X Y
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variance reduction via negative correlation
Z X Y= +V ( ) V ( ) V ( )( ) / 4
+ 2 cov ( , ) /4X Y
combined estimate
single estimate using estimator 1
single estimate using estimator 2
best case is when X and Y have a correlation of -1
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“antithetic” estimates yield zero variance!
Z X Y= +V ( ) V ( ) V ( )( ) / 4
+ 2 cov ( , ) /4X Y
combined estimate
single estimate using estimator 1
single estimate using estimator 2
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antithetic estimates vs antithetic samples?
X YX = f(s) Y = f(t)
x
f(x)
s t
X
Y
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antithetic estimates vs antithetic samples?
x
f(x)
s t
X
Y
if t=1-s, corr(s,t)=-1- (s,t) are antithetic samples- (X,Y) are not antithetic estimates unless f(x) is linear!- worse, cov(X,Y) could be positive and increase overall variance
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antithetic sampling within strata
x
f(x)
s t
?
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integrand not linear within many strata• But where linear, variance is close to zero
• As number of strata is increased, more benefit– i.e. if jittered, benefit increases with ‘N’– thus affects convergence
• Possibility of increased variance in many strata
• Improve by also using importance sampling?
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review: importance sampling as warp
x
f(x)
g(x)
uniform
Ideal case: warped integrand is a constant
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with antithetic: linear function sufficient
x
with
with
with
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with stratification + antithetic: piece-wise linear is sufficient
x
Warped integrand
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summary of strategies• antithetic sampling
– zero variance for linear integrands (unlikely case)
• stratification (jittered sampling)– splits function into approximately piece-wise linear
• importance function– zero variance if proportional to integrand (academic case)
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summary of combination• Stratify
• Find importance function that warps into linear func.
• Use antithetic samples
• Resulting estimator: Jittered Antithetic Importance sampling (JAIS)
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details (in paper)• Generating correlated samples in higher dimensions
• Testing if correlation is positive (when variance increases)
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results
Low discrepancy Jittered antithetic MIS
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results
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comparisons using Veach’s scene
antithetic
jittered
LH cube
JA+MIS
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comparison with MIS
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comparison with solid angle IS
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comparison without IS
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limitation
GI implies high dimensional domain
Glossy objects create non-linearities
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limitation: high-dimensional domains
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conclusion• Which sampling strategy is best?
– Integrand?– Number of secondary samples?– Bias vs variance?
• Convergence of combined strategy – could be better than any of the components’ convergences
• Jittered Antithetic Importance sampling– Shows potential in early experiments
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future work• Explore correlations in high dimensional integrals
• Analyse combinations with QMC sampling
• Re-asses notion of importance, for antithetic importance sampling
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acknowledgements
• I was funded through FI-Content, a European (EU-FI PPP) project.
• Herminio Nieves - HN48 Flying Car model. http://oigaitnas.deviantart.com
• Blochi - Helipad Golden Hour environment map. http://www.hdrlabs.com/sibl/archive.html
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thank you