O1: multithread k-search

one_run_audit/audit.py

@@ -18,6 +18,7 @@ import random
 from tqdm import tqdm
 from opacus.validators import ModuleValidator
 from opacus.utils.batch_memory_manager import BatchMemoryManager
+from concurrent.futures import ProcessPoolExecutor, as_completed
 from WideResNet import WideResNet
 from equations import get_eps_audit
 import student_model
@@ -33,6 +34,19 @@ DTYPE = None
 DATADIR = Path("./data")
 
 
+def get_k_audit(k, scores, hp):
+    correct = np.sum(~scores[:k]) + np.sum(scores[-k:])
+
+    eps_lb = get_eps_audit(
+        hp['target_points'],
+        2*k,
+        correct,
+        hp['delta'],
+        hp['p_value']
+    )
+    return eps_lb, k, correct, len(scores)
+
+
 def get_dataloaders(m=1000, train_batch_size=128, test_batch_size=10):
     seed = np.random.randint(0, 1e9)
     seed ^= int(time.time())
@@ -853,20 +867,20 @@ def main():
     k_schedule = np.linspace(1, hp['target_points']//2, 40)
     k_schedule = np.floor(k_schedule).astype(int)
 
-    for k in tqdm(k_schedule):
-        correct = np.sum(~scores[:k]) + np.sum(scores[-k:])
-        total = len(scores)
-
-        eps_lb = get_eps_audit(
-            hp['target_points'],
-            2*k,
-            correct,
-            hp['delta'],
-            hp['p_value']
-        )
+    with ProcessPoolExecutor() as executor:
+        futures = {
+            executor.submit(get_k_audit, k, scores, hp): k for k in k_schedule
+        }
 
+        # Iterate through completed futures with a progress bar
+        for future in tqdm(as_completed(futures), total=len(futures)):
+            try:
+                eps_lb, k, correct, total = future.result()
                 if eps_lb > audits[0]:
                     audits = (eps_lb, k, correct, total)
+            except Exception as exc:
+                k = futures[future]
+                print(f"'k={k}' generated an exception: {exc}")
 
     print(f"Audit total: {audits[2]}/{2*audits[1]}/{audits[3]}")
     print(f"p[ε < {audits[0]}] < {hp['p_value']} for true epsilon {hp['epsilon']}")