make pwm output non linear

Headroom:
On the other hand, you could use a DAC. These usually have a voltage output and you could use that as the input to a linear I-V converter.
Similar restrictions as above apply, however. The ratio between drive current and light output also is not linear, so now you really have to do some math :sweat_smile:

That's just another neat idea. Of course :zipper_mouth_face:

You're going to use a DAC for every single LED...?

All the other brilliant schemes are in the same boat, the idea of adding extra transistors and filters to every single LED is a bit, um, "impractical".