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QMC > link > improvement for the GPU renderer > the licensing of QMC sampling from NVIDIA

Last updated at Posted at 2016-10-23

TensorFlowでQMC(Quasi Monte Carlo)を使っている例を探していて、別のQMC利用を見つけた。

A lot of improvement for the GPU renderer is the licensing of QMC sampling from NVIDIA. The QMC (Quasi-Monte Carlo) method uses low-discrepancy sequences instead of pseudorandom number generators. In layman terms this means the distribution seems more random - while not being - but avoids the clumping that is natural in random or pseduorandom sequences. The more evenly random the samples, the less samples for the same perceived anti-alising or noise for example. Chaos licensed this from NVIDIA (which uses it in Mental Ray/iRay). This is important for Chaos as the GPU renderer uses random sampling much more than the CPU production renderer, and thus uses the QMC to produce - in some cases - a better noise floor than the main production renderer.

サンプリングにQMCを使っている。
Mersenne Twisterを含めた従来のrandom numberと比べてavoids the clumpingとある。

積分の収束が早くなったり、MNISTの学習が早まるなどはこのavoids the clumpingというのが効いているのだろう。

なお、Neural Networkで検索していて別のQMC(Quantum Monte Calro)も見つかった。こちらは原理は未消化。
https://arxiv.org/abs/cond-mat/9807008

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