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Enhanced Metropolis
Hello Nicholas
Have you ever considered using Delayed Rejection or some other
Adaptive Metropolis method such the one introduced by Heikki Haario?
it seem that they can greately improve efficiency of MTL.
Have you ever considered using Delayed Rejection or some other
Adaptive Metropolis method such the one introduced by Heikki Haario?
it seem that they can greately improve efficiency of MTL.
Re: Enhanced Metropolis
clipi <- Can You show any examples of these methods ? Rendering time comparison or something ???clipi wrote:Hello Nicholas
Have you ever considered using Delayed Rejection or some other
Adaptive Metropolis method such the one introduced by Heikki Haario?
it seem that they can greately improve efficiency of MTL.
Well this method as far as I know never were used in any GI application. But since Indigo is more an experimental render then it might be good to try some inovative aproach.
The concept of delayed rejection is like this acording to MIRA paper
(On Metropolis-Hastings algorithms with delayed rejection )
In a Metropolis-Hastings algorithm, rejection of proposed moves is an intrinsic part of ensuring that the chain converges to the intended target distribution. However, persistent rejection, perhaps in particular parts of the state space, may indicate that locally the proposal distribution is badly calibrated to the target. As an alternative to careful off-line tuning of state-dependent proposals, the basic algorithm can be modified so that on rejection, a second attempt to move is made. A different proposal can be generated from a new distribution, that is allowed to depend on the previously rejected proposal.
An adaptive Metropolis-Hastings scheme: sampling and optimization
Authors: David H. Wolpert, Chiu Fan Lee
We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field approximation to the target distribution, and update the proposal distribution to be that approximation.
The concept of delayed rejection is like this acording to MIRA paper
(On Metropolis-Hastings algorithms with delayed rejection )
In a Metropolis-Hastings algorithm, rejection of proposed moves is an intrinsic part of ensuring that the chain converges to the intended target distribution. However, persistent rejection, perhaps in particular parts of the state space, may indicate that locally the proposal distribution is badly calibrated to the target. As an alternative to careful off-line tuning of state-dependent proposals, the basic algorithm can be modified so that on rejection, a second attempt to move is made. A different proposal can be generated from a new distribution, that is allowed to depend on the previously rejected proposal.
An adaptive Metropolis-Hastings scheme: sampling and optimization
Authors: David H. Wolpert, Chiu Fan Lee
We propose an adaptive Metropolis-Hastings algorithm in which sampled data are used to update the proposal distribution. We use the samples found by the algorithm at a particular step to form the information-theoretically optimal mean-field approximation to the target distribution, and update the proposal distribution to be that approximation.
Here is comparison:
- Render time: 13 min (new code):
- Render time: 10 hours on 2 cores for each... (Indigo 0.5):
Here is topic with this appartements final(s):
http://www.indigorenderer.com/forum/viewtopic.php?t=52
- Render time: 13 min (new code):
- Render time: 10 hours on 2 cores for each... (Indigo 0.5):
Here is topic with this appartements final(s):
http://www.indigorenderer.com/forum/viewtopic.php?t=52
Yes i would like to see a comparison too, between the old code and the new code.
What i mean is: Render a scene with the old code for a set period of time, lets say 15 minutes. Then render the exact same scene with the new code for the same time, 15 minutes (also on same computer, same image size etc.). Post the two pics so we can compare the new code to the old code with the images. This way we can see and evaluate the difference in performance between the old and the new code.
What i mean is: Render a scene with the old code for a set period of time, lets say 15 minutes. Then render the exact same scene with the new code for the same time, 15 minutes (also on same computer, same image size etc.). Post the two pics so we can compare the new code to the old code with the images. This way we can see and evaluate the difference in performance between the old and the new code.
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