This paper presents a new reflectance model for rendering computer synthesized images. The model accounts for the relative brightness of different materials and light sources in the same scene. It describes the directional distribution of the reflected light and a color shift that occurs as the reflectance changes with incidence angle. The paper presents a method for obtaining the spectral energy distribution of the light reflected from an object made of a specific real material and discusses a procedure for accurately reproducing the color associated with the spectral energy distribution. The model is applied to the simulation of a metal and a plastic.

A reflectance model for computer graphics

Neural graphics primitives, parameterized by fully connected neural networks, can be costly to train and evaluate. We reduce this cost with a versatile new input encoding that permits the use of a smaller network without sacrificing quality, thus significantly reducing the number of floating point and memory access operations: a small neural network is augmented by a multiresolution hash table of trainable feature vectors whose values are optimized through stochastic gradient descent. The multiresolution structure allows the network to disambiguate hash collisions, making for a simple architecture that is trivial to parallelize on modern GPUs. We leverage this parallelism by implementing the whole system using fully-fused CUDA kernels with a focus on minimizing wasted bandwidth and compute operations. We achieve a combined speedup of several orders of magnitude, enabling training of high-quality neural graphics primitives in a matter of seconds, and rendering in tens of milliseconds at a resolution of 1920×1080.

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Instant neural graphics primitives with a multiresolution hash encoding

Normalizing flows provide a general mechanism for defining expressive probability distributions, only requiring the specification of a (usually simple) base distribution and a series of bijective transformations. There has been much recent work on normalizing flows, ranging from improving their expressive power to expanding their application. We believe the field has now matured and is in need of a unified perspective. In this review, we attempt to provide such a perspective by describing flows through the lens of probabilistic modeling and inference. We place special emphasis on the fundamental principles of flow design, and discuss foundational topics such as expressive power and computational trade-offs. We also broaden the conceptual framing of flows by relating them to more general probability transformations. Lastly, we summarize the use of flows for tasks such as generative modeling, approximate inference, and supervised learning.

Normalizing Flows for Probabilistic Modeling and Inference

Normalizing Flows are generative models which produce tractable distributions where both sampling and density evaluation can be efficient and exact. The goal of this survey article is to give a coherent and comprehensive review of the literature around the construction and use of Normalizing Flows for distribution learning. We aim to provide context and explanation of the models, review current state-of-the-art literature, and identify open questions and promising future directions.

Normalizing Flows: An Introduction and Review of Current Methods

In this paper, we present a new strategy for pricing average value options, i.e. options whose payoff depends on the average price of the underlying asset over a fixed period leading up to the maturity date. Such options are of particular interest and importance for thinly-traded assets (e.g. crude oil), since price manipulation is inhibited, and both the investor and issuer enjoy a welcome degree of protection from the vagaries of the market. These options are often implicit in a bond contract, although they also appear in a straightforward form. Our results suggest that the price of an average-value option will always be lower than that of a standard European option. Our pricing strategy involves Monte Carlo simulation with variance reduction elements and offers an enhanced pricing method to both arbitragers and hedgers, as well as to the issuers of such bonds.

A Pricing Method for Options Based on Average Asset Values

We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its application to integration problems. First, we introduce piecewise-polynomial coupling transforms that greatly increase the modeling power of individual coupling layers. Second, we propose to preprocess the inputs of neural networks using one-blob encoding, which stimulates localization of computation and improves inference. Third, we derive a gradient-descent-based optimization for the Kullback-Leibler and the χ2 divergence for the specific application of Monte Carlo integration with unnormalized stochastic estimates of the target distribution. Our approach enables fast and accurate inference and efficient sample generation independently of the dimensionality of the integration domain. We show its benefits on generating natural images and in two applications to light-transport simulation: first, we demonstrate learning of joint path-sampling densities in the primary sample space and importance sampling of multi-dimensional path prefixes thereof. Second, we use our technique to extract conditional directional densities driven by the product of incident illumination and the BSDF in the rendering equation, and we leverage the densities for path guiding. In all applications, our approach yields on-par or higher performance than competing techniques at equal sample count.

Neural Importance Sampling

We present a robust, unbiased technique for intelligent light-path construction in path-tracing algorithms. Inspired by existing path-guiding algorithms, our method learns an approximate representation of the scene's spatio-directional radiance field in an unbiased and iterative manner. To that end, we propose an adaptive spatio-directional hybrid data structure, referred to as SD-tree, for storing and sampling incident radiance. The SD-tree consists of an upper part-a binary tree that partitions the 3D spatial domain of the light field-and a lower part-a quadtree that partitions the 2D directional domain. We further present a principled way to automatically budget training and rendering computations to minimize the variance of the final image. Our method does not require tuning hyperparameters, although we allow limiting the memory footprint of the SD-tree. The aforementioned properties, its ease of implementation, and its stable performance make our method compatible with production environments. We demonstrate the merits of our method on scenes with difficult visibility, detailed geometry, and complex specular-glossy light transport, achieving better performance than previous state-of-the-art algorithms.

Practical Path Guiding for Efficient Light-Transport Simulation

We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its application to integration problems. First, we introduce piecewise-polynomial coupling transforms that greatly increase the modeling power of individual coupling layers. Second, we propose to preprocess the inputs of neural networks using one-blob encoding, which stimulates localization of computation and improves inference. Third, we derive a gradient-descent-based optimization for the KL and the $\chi^2$ divergence for the specific application of Monte Carlo integration with unnormalized stochastic estimates of the target distribution. Our approach enables fast and accurate inference and efficient sample generation independently of the dimensionality of the integration domain. We show its benefits on generating natural images and in two applications to light-transport simulation: first, we demonstrate learning of joint path-sampling densities in the primary sample space and importance sampling of multi-dimensional path prefixes thereof. Second, we use our technique to extract conditional directional densities driven by the product of incident illumination and the BSDF in the rendering equation, and we leverage the densities for path guiding. In all applications, our approach yields on-par or higher performance than competing techniques at equal sample count.

We present a real-time neural radiance caching method for path-traced global illumination. Our system is designed to handle fully dynamic scenes, and makes no assumptions about the lighting, geometry, and materials. The data-driven nature of our approach sidesteps many difficulties of caching algorithms, such as locating, interpolating, and updating cache points. Since pretraining neural networks to handle novel, dynamic scenes is a formidable generalization challenge, we do away with pretraining and instead achieve generalization via adaptation, i.e. we opt for training the radiance cache while rendering. We employ self-training to provide low-noise training targets and simulate infinite-bounce transport by merely iterating few-bounce training updates. The updates and cache queries incur a mild overhead---about 2.6ms on full HD resolution---thanks to a streaming implementation of the neural network that fully exploits modern hardware. We demonstrate significant noise reduction at the cost of little induced bias, and report state-of-the-art, real-time performance on a number of challenging scenarios.

Thomas Müller

Papers

Instant neural graphics primitives with a multiresolution hash encoding

Neural Importance Sampling

Practical Path Guiding for Efficient Light-Transport Simulation

Neural Importance Sampling

Real-time neural radiance caching for path tracing