Monte Carlo Estimators for Differential Light Transport

Physically based differentiable rendering algorithms propagate derivatives through realistic light transport simulations and have applications in diverse areas including inverse reconstruction and machine learning. Recent progress has led to unbiased methods that can simultaneously compute derivatives with respect to millions of parameters. At the same time, elementary properties of these methods remain poorly understood. Current algorithms for differentiable rendering are constructed by mechanically differentiating a given primal algorithm. While convenient, such an approach is simplistic because it leaves no room for improvement. Differentiation produces major changes in the integrals that occur throughout the rendering process, which indicates that the primal and differential algorithms should be decoupled so that the latter can suitably adapt. This leads to a large space of possibilities: consider that even the most basic Monte Carlo path tracer already involves several design choices concerning the techniques for sampling materials and emitters, and their combination, e.g. via multiple importance sampling (MIS). Differentiation causes a veritable explosion of this decision tree: should we differentiate only the estimator, or also the sampling technique? Should MIS be applied before or after differentiation? Are specialized derivative sampling strategies of any use? How should visibility-related discontinuities be handled when millions of parameters are differentiated simultaneously? In this paper, we provide a taxonomy and analysis of different estimators for differential light transport to provide intuition about these and related questions.

A Novel Bayesian Impulse Radio Ultra-WideBand Ranging Algorithm

John Farserotu, Jean-Yves Le Boudec, Hai Zhan

We consider the problem of ranging with Impulse Radio (IR) Ultra-WideBand (UWB) radio under weak Line Of Sight (LOS) environments and additive Gaussian noise. We use a Bayesian approach where the prior distribution of the channel follows the IEEE 802.15.4a channel model, to estimate the joint posterior probability density function (pdf) of the channel and the targeted distance. One of applications of the joint posterior pdf of the channel and the targeted distance is the ranging determination with classical posterior estimators (such as Minimum Mean Square Error Estimator (MMSE)). For computing the joint posterior pdf of the channel and the targeted distance, we derived a novel algorithm which is based on importance sampling and expectation maximum techniques. Furthermore, we propose a reduced-complexity architecture of IR UWB ranging system using our proposed algorithm. The complexity analysis of the algorithm shows the proposed algorithm is a low-complexity one. Numerical evaluations under the IEEE 802.15.4a channel model are presented to demonstrate the good performance of the proposed estimator.

IEEE2009

Anisotropic Gaussian Mutations for Metropolis Light Transport Through Hessian-Hamiltonian Dynamics

Wenzel Alban Jakob

The simulation of light transport in the presence of multi-bounce glossy effects and motion is challenging because the integrand is high dimensional and areas of high-contribution tend to be narrow and hard to sample. We present a Markov Chain Monte Carlo (MCMC) rendering algorithm that extends Metropolis Light Transport by automatically and explicitly adapting to the local shape of the integrand, thereby increasing the acceptance rate. Our algorithm characterizes the local behavior of throughput in path space using its gradient as well as its Hessian. In particular, the Hessian is able to capture the strong anisotropy of the integrand. We obtain the derivatives using automatic differentiation, which makes our solution general and easy to extend to additional sampling dimensions such as time. However, the resulting second order Taylor expansion is not a proper distribution and cannot be used directly for importance sampling. Instead, we use ideas from Hamiltonian Monte-Carlo and simulate the Hamiltonian dynamics in a flipped version of the Taylor expansion where gravity pulls particles towards the high-contribution region. Whereas such methods usually require numerical integration, we show that our quadratic landscape leads to a closed-form anisotropic Gaussian distribution for the final particle positions, and it results in a standard Metropolis-Hastings algorithm. Our method excels at rendering glossy-to-glossy reflections on small and highly curved surfaces. Furthermore, unlike previous work that derives sampling anisotropy with pen and paper and only considers specific effects such as specular BSDFs, we characterize the local shape of throughput through automatic differentiation. This makes our approach very general. In particular, our method is the first MCMC rendering algorithm that is able to resolve the anisotropy in the time dimension and render difficult moving caustics. Copyright is held by the owner/author(s).

ACM2015

Mean-Field methods for Structured Deep-Learning in Computer Vision

Pierre Bruno Baqué

In recent years, Machine Learning based Computer Vision techniques made impressive progress. These algorithms proved particularly efficient for image classification or detection of isolated objects. From a probabilistic perspective, these methods can predict marginals, over single or multiple variables, independently, with high accuracy. However, in many tasks of practical interest, we need to predict jointly several correlated variables. Practical applications include people detection in crowded scenes, image segmentation, surface reconstruction, 3D pose estimation and others. A large part of the research effort in today's computer-vision community aims at finding task-specific solutions to these problems, while leveraging the power of Deep-Learning based classifiers. In this thesis, we present our journey towards a generic and practical solution based on mean-field (MF) inference. Mean-field is a Statistical Physics-inspired method which has long been used in Computer-Vision as a variational approximation to posterior distributions over complex Conditional Random Fields. Standard mean-field optimization is based on coordinate descent and in many situations can be impractical. We therefore propose a novel proximal gradient-based approach to optimizing the variational objective. It is naturally parallelizable and easy to implement. We prove its convergence, and then demonstrate that, in practice, it yields faster convergence and often finds better optima than more traditional mean-field optimization techniques. Then, we show that we can replace the fully factorized distribution of mean-field by a weighted mixture of such distributions, that similarly minimizes the KL-Divergence to the true posterior. Our extension of the clamping method proposed in previous works allows us to both produce a more descriptive approximation of the true posterior and, inspired by the diverse MAP paradigms, fit a mixture of mean-field approximations. We demonstrate that this positively impacts real-world algorithms that initially relied on mean-fields. One of the important properties of the mean-field inference algorithms is that the closed-form updates are fully differentiable operations. This naturally allows to do parameter learning by simply unrolling multiple iterations of the updates, the so-called back-mean-field algorithm. We derive a novel and efficient structured learning method for multi-modal posterior distribution based on the Multi-Modal Mean-Field approximation, which can be seamlessly combined to modern gradient-based learning methods such as CNNs. Finally, we explore in more details the specific problem of structured learning and prediction for multiple-people detection in crowded scenes. We then present a mean-field based structured deep-learning detection algorithm that provides state of the art results on this dataset.