Delete GDprivacy_accountants.py
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# Copyright 2015 The TensorFlow Authors. All Rights Reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# =============================================================================
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r"""This code applies the Dual and Central Limit
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Theorem (CLT) to estimate privacy budget of an iterated subsampled
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Gaussian Mechanism (by either uniform or Poisson subsampling).
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"""
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import numpy as np
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from scipy.stats import norm
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from scipy import optimize
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# Total number of examples:N
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# batch size:batch_size
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# Noise multiplier for DP-SGD/DP-Adam:noise_multiplier
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# current epoch:epoch
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# Target delta:delta
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# Compute mu from uniform subsampling
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def compute_muU(epoch,noise_multi,N,batch_size):
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T=epoch*N/batch_size
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c=batch_size*np.sqrt(T)/N
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return(np.sqrt(2)*c*np.sqrt(np.exp(noise_multi**(-2))*norm.cdf(1.5/noise_multi)+3*norm.cdf(-0.5/noise_multi)-2))
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# Compute mu from Poisson subsampling
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def compute_muP(epoch,noise_multi,N,batch_size):
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T=epoch*N/batch_size
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return(np.sqrt(np.exp(noise_multi**(-2))-1)*np.sqrt(T)*batch_size/N)
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# Dual between mu-GDP and (epsilon,delta)-DP
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def delta_eps_mu(eps,mu):
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return norm.cdf(-eps/mu+mu/2)-np.exp(eps)*norm.cdf(-eps/mu-mu/2)
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# inverse Dual
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def eps_from_mu(mu,delta):
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def f(x):
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return delta_eps_mu(x,mu)-delta
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return optimize.root_scalar(f, bracket=[0, 500], method='brentq').root
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# inverse Dual of uniform subsampling
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def compute_epsU(epoch,noise_multi,N,batch_size,delta):
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return(eps_from_mu(compute_muU(epoch,noise_multi,N,batch_size),delta))
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# inverse Dual of Poisson subsampling
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def compute_epsP(epoch,noise_multi,N,batch_size,delta):
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return(eps_from_mu(compute_muP(epoch,noise_multi,N,batch_size),delta))
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