Geometric Integration for Neural Control Variates

Thanks to our geometric subdivision, we can integrate the neural network analytically, and use it as a control variate for Monte Carlo integration. The integral of the approximation provides a biased estimate (left), which is corrected by Monte Carlo integration of the residual integrand (center left), obtaining the final unbiased estimate (center right), which can achieve a lower error than vanilla Monte Carlo (right). Abstract Control variates are a variance-reduction technique for Monte Carlo integration. The principle involves approximating the integrand by a function that can be analytically integrated, and integrating using the Monte Carlo method only the residual difference between the integrand and the approximation, to obtain an unbiased estimate. Neural networks are universal approx-imators that could potentially be used as a control variate. However, the challenge lies in the analytic integration, which is not possible in general. In this manuscript, we study one of the simplest neural network models, the multilayered perceptron (MLP) with continuous piecewise linear activation functions, and its possible analytic integration. W e propose an integration method based on integration domain subdivision, employing techniques from computational geometry to solve this problem in 2D. W e demonstrate that an MLP can be used as a control variate in combination with our integration method, showing applications in the light transport simulation. 1. Introduction To synthesize photorealistic images, we need to solve notoriously complex integrals that model the underlying light transport. In general, these integrals do not have an analytic solution, and thus we employ tools of numerical integration to solve them. Among those, Monte Carlo integration is prominent, providing a general and robust solution, efficiently dealing with, for example, high dimensions or discontinuities that other numerical methods may struggle with. Monte Carlo converges to a correct solution with an increasing number of samples; however, it may require a large number of samples to suppress variance, that otherwise exhibits as high-frequency noise in the rendered images, under an acceptable threshold.