Add DP versions of v1 FTRL optimizer.
PiperOrigin-RevId: 553186886
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2 changed files with 63 additions and 20 deletions
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@ -41,7 +41,7 @@ def make_optimizer_class(cls):
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'make_optimizer_class() does not interfere with overridden version.',
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'make_optimizer_class() does not interfere with overridden version.',
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cls.__name__)
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cls.__name__)
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class DPOptimizerClass(cls): # pylint: disable=empty-docstring
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class DPOptimizerClass(cls): # pylint: disable=missing-class-docstring
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__doc__ = ("""Differentially private subclass of `{base_class}`.
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__doc__ = ("""Differentially private subclass of `{base_class}`.
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You can use this as a differentially private replacement for
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You can use this as a differentially private replacement for
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@ -278,7 +278,7 @@ def make_gaussian_optimizer_class(cls):
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A subclass of `cls` using DP-SGD with Gaussian averaging.
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A subclass of `cls` using DP-SGD with Gaussian averaging.
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"""
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"""
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class DPGaussianOptimizerClass(make_optimizer_class(cls)): # pylint: disable=empty-docstring
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class DPGaussianOptimizerClass(make_optimizer_class(cls)): # pylint: disable=missing-class-docstring
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__doc__ = ("""DP subclass of `{}`.
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__doc__ = ("""DP subclass of `{}`.
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You can use this as a differentially private replacement for
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You can use this as a differentially private replacement for
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@ -372,16 +372,19 @@ def make_gaussian_optimizer_class(cls):
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AdagradOptimizer = tf.compat.v1.train.AdagradOptimizer
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AdagradOptimizer = tf.compat.v1.train.AdagradOptimizer
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AdamOptimizer = tf.compat.v1.train.AdamOptimizer
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AdamOptimizer = tf.compat.v1.train.AdamOptimizer
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FtrlOptimizer = tf.compat.v1.train.FtrlOptimizer
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GradientDescentOptimizer = tf.compat.v1.train.GradientDescentOptimizer
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GradientDescentOptimizer = tf.compat.v1.train.GradientDescentOptimizer
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RMSPropOptimizer = tf.compat.v1.train.RMSPropOptimizer
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RMSPropOptimizer = tf.compat.v1.train.RMSPropOptimizer
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DPAdagradOptimizer = make_optimizer_class(AdagradOptimizer)
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DPAdagradOptimizer = make_optimizer_class(AdagradOptimizer)
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DPAdamOptimizer = make_optimizer_class(AdamOptimizer)
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DPAdamOptimizer = make_optimizer_class(AdamOptimizer)
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DPFtrlOptimizer = make_optimizer_class(FtrlOptimizer)
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DPGradientDescentOptimizer = make_optimizer_class(GradientDescentOptimizer)
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DPGradientDescentOptimizer = make_optimizer_class(GradientDescentOptimizer)
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DPRMSPropOptimizer = make_optimizer_class(RMSPropOptimizer)
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DPRMSPropOptimizer = make_optimizer_class(RMSPropOptimizer)
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DPAdagradGaussianOptimizer = make_gaussian_optimizer_class(AdagradOptimizer)
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DPAdagradGaussianOptimizer = make_gaussian_optimizer_class(AdagradOptimizer)
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DPAdamGaussianOptimizer = make_gaussian_optimizer_class(AdamOptimizer)
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DPAdamGaussianOptimizer = make_gaussian_optimizer_class(AdamOptimizer)
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DPFtrlGaussianOptimizer = make_gaussian_optimizer_class(FtrlOptimizer)
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DPGradientDescentGaussianOptimizer = make_gaussian_optimizer_class(
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DPGradientDescentGaussianOptimizer = make_gaussian_optimizer_class(
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GradientDescentOptimizer)
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GradientDescentOptimizer)
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DPRMSPropGaussianOptimizer = make_gaussian_optimizer_class(RMSPropOptimizer)
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DPRMSPropGaussianOptimizer = make_gaussian_optimizer_class(RMSPropOptimizer)
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@ -57,22 +57,51 @@ class DPOptimizerTest(tf.test.TestCase, parameterized.TestCase):
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# Parameters for testing: optimizer, num_microbatches, expected answer.
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# Parameters for testing: optimizer, num_microbatches, expected answer.
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@parameterized.named_parameters(
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@parameterized.named_parameters(
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('DPGradientDescent 1', dp_optimizer.DPGradientDescentOptimizer, 1,
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(
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[-2.5, -2.5]),
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'DPGradientDescent 1',
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('DPGradientDescent 2', dp_optimizer.DPGradientDescentOptimizer, 2,
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dp_optimizer.DPGradientDescentOptimizer,
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[-2.5, -2.5]),
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1,
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('DPGradientDescent 4', dp_optimizer.DPGradientDescentOptimizer, 4,
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[-2.5, -2.5],
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[-2.5, -2.5]),
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),
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(
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'DPGradientDescent 2',
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dp_optimizer.DPGradientDescentOptimizer,
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2,
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[-2.5, -2.5],
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),
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(
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'DPGradientDescent 4',
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dp_optimizer.DPGradientDescentOptimizer,
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4,
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[-2.5, -2.5],
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),
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('DPAdagrad 1', dp_optimizer.DPAdagradOptimizer, 1, [-2.5, -2.5]),
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('DPAdagrad 1', dp_optimizer.DPAdagradOptimizer, 1, [-2.5, -2.5]),
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('DPAdagrad 2', dp_optimizer.DPAdagradOptimizer, 2, [-2.5, -2.5]),
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('DPAdagrad 2', dp_optimizer.DPAdagradOptimizer, 2, [-2.5, -2.5]),
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('DPAdagrad 4', dp_optimizer.DPAdagradOptimizer, 4, [-2.5, -2.5]),
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('DPAdagrad 4', dp_optimizer.DPAdagradOptimizer, 4, [-2.5, -2.5]),
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('DPAdam 1', dp_optimizer.DPAdamOptimizer, 1, [-2.5, -2.5]),
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('DPAdam 1', dp_optimizer.DPAdamOptimizer, 1, [-2.5, -2.5]),
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('DPAdam 2', dp_optimizer.DPAdamOptimizer, 2, [-2.5, -2.5]),
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('DPAdam 2', dp_optimizer.DPAdamOptimizer, 2, [-2.5, -2.5]),
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('DPAdam 4', dp_optimizer.DPAdamOptimizer, 4, [-2.5, -2.5]),
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('DPAdam 4', dp_optimizer.DPAdamOptimizer, 4, [-2.5, -2.5]),
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('DPRMSPropOptimizer 1', dp_optimizer.DPRMSPropOptimizer, 1,
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(
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[-2.5, -2.5]), ('DPRMSPropOptimizer 2', dp_optimizer.DPRMSPropOptimizer,
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'DPRMSPropOptimizer 1',
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2, [-2.5, -2.5]),
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dp_optimizer.DPRMSPropOptimizer,
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('DPRMSPropOptimizer 4', dp_optimizer.DPRMSPropOptimizer, 4, [-2.5, -2.5])
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1,
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[-2.5, -2.5],
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),
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(
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'DPRMSPropOptimizer 2',
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dp_optimizer.DPRMSPropOptimizer,
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2,
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[-2.5, -2.5],
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),
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(
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'DPRMSPropOptimizer 4',
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dp_optimizer.DPRMSPropOptimizer,
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4,
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[-2.5, -2.5],
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),
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('DPFtrl 1', dp_optimizer.DPFtrlOptimizer, 1, [-2.5, -2.5]),
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('DPFtrl 2', dp_optimizer.DPFtrlOptimizer, 2, [-2.5, -2.5]),
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('DPFtrl 4', dp_optimizer.DPFtrlOptimizer, 4, [-2.5, -2.5]),
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)
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)
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def testBaseline(self, cls, num_microbatches, expected_answer):
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def testBaseline(self, cls, num_microbatches, expected_answer):
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with self.cached_session() as sess:
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with self.cached_session() as sess:
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@ -98,7 +127,9 @@ class DPOptimizerTest(tf.test.TestCase, parameterized.TestCase):
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('DPGradientDescent', dp_optimizer.DPGradientDescentOptimizer),
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('DPGradientDescent', dp_optimizer.DPGradientDescentOptimizer),
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('DPAdagrad', dp_optimizer.DPAdagradOptimizer),
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('DPAdagrad', dp_optimizer.DPAdagradOptimizer),
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('DPAdam', dp_optimizer.DPAdamOptimizer),
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('DPAdam', dp_optimizer.DPAdamOptimizer),
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropOptimizer))
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropOptimizer),
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('DPFtrlOptimizer', dp_optimizer.DPFtrlOptimizer),
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)
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def testClippingNorm(self, cls):
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def testClippingNorm(self, cls):
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with self.cached_session() as sess:
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with self.cached_session() as sess:
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var0 = tf.Variable([0.0, 0.0])
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var0 = tf.Variable([0.0, 0.0])
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@ -158,7 +189,9 @@ class DPOptimizerTest(tf.test.TestCase, parameterized.TestCase):
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('DPGradientDescent 4', dp_optimizer.DPGradientDescentOptimizer, 4),
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('DPGradientDescent 4', dp_optimizer.DPGradientDescentOptimizer, 4),
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('DPAdagrad', dp_optimizer.DPAdagradOptimizer, 1),
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('DPAdagrad', dp_optimizer.DPAdagradOptimizer, 1),
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('DPAdam', dp_optimizer.DPAdamOptimizer, 1),
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('DPAdam', dp_optimizer.DPAdamOptimizer, 1),
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropOptimizer, 1))
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropOptimizer, 1),
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('DPFtrl', dp_optimizer.DPFtrlOptimizer, 1),
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)
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def testNoiseMultiplier(self, cls, num_microbatches):
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def testNoiseMultiplier(self, cls, num_microbatches):
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with self.cached_session() as sess:
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with self.cached_session() as sess:
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var0 = tf.Variable([0.0])
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var0 = tf.Variable([0.0])
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@ -212,10 +245,11 @@ class DPOptimizerTest(tf.test.TestCase, parameterized.TestCase):
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dp_sum_query, num_microbatches=1, learning_rate=1.0)
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dp_sum_query, num_microbatches=1, learning_rate=1.0)
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global_step = tf.compat.v1.train.get_global_step()
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global_step = tf.compat.v1.train.get_global_step()
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train_op = optimizer.minimize(loss=vector_loss, global_step=global_step)
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train_op = optimizer.minimize(loss=vector_loss, global_step=global_step)
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return tf_estimator.EstimatorSpec(
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return tf_estimator.EstimatorSpec( # pylint: disable=g-deprecated-tf-checker
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mode=mode, loss=scalar_loss, train_op=train_op)
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mode=mode, loss=scalar_loss, train_op=train_op
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)
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linear_regressor = tf_estimator.Estimator(model_fn=linear_model_fn)
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linear_regressor = tf_estimator.Estimator(model_fn=linear_model_fn) # pylint: disable=g-deprecated-tf-checker
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true_weights = np.array([[-5], [4], [3], [2]]).astype(np.float32)
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true_weights = np.array([[-5], [4], [3], [2]]).astype(np.float32)
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true_bias = 6.0
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true_bias = 6.0
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train_data = np.random.normal(scale=3.0, size=(200, 4)).astype(np.float32)
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train_data = np.random.normal(scale=3.0, size=(200, 4)).astype(np.float32)
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@ -240,7 +274,9 @@ class DPOptimizerTest(tf.test.TestCase, parameterized.TestCase):
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('DPGradientDescent', dp_optimizer.DPGradientDescentOptimizer),
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('DPGradientDescent', dp_optimizer.DPGradientDescentOptimizer),
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('DPAdagrad', dp_optimizer.DPAdagradOptimizer),
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('DPAdagrad', dp_optimizer.DPAdagradOptimizer),
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('DPAdam', dp_optimizer.DPAdamOptimizer),
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('DPAdam', dp_optimizer.DPAdamOptimizer),
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropOptimizer))
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropOptimizer),
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('DPFtrl', dp_optimizer.DPFtrlOptimizer),
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)
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def testUnrollMicrobatches(self, cls):
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def testUnrollMicrobatches(self, cls):
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with self.cached_session() as sess:
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with self.cached_session() as sess:
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var0 = tf.Variable([1.0, 2.0])
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var0 = tf.Variable([1.0, 2.0])
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@ -270,7 +306,9 @@ class DPOptimizerTest(tf.test.TestCase, parameterized.TestCase):
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('DPGradientDescent', dp_optimizer.DPGradientDescentGaussianOptimizer),
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('DPGradientDescent', dp_optimizer.DPGradientDescentGaussianOptimizer),
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('DPAdagrad', dp_optimizer.DPAdagradGaussianOptimizer),
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('DPAdagrad', dp_optimizer.DPAdagradGaussianOptimizer),
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('DPAdam', dp_optimizer.DPAdamGaussianOptimizer),
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('DPAdam', dp_optimizer.DPAdamGaussianOptimizer),
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropGaussianOptimizer))
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropGaussianOptimizer),
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('DPFtrl', dp_optimizer.DPFtrlGaussianOptimizer),
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)
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def testDPGaussianOptimizerClass(self, cls):
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def testDPGaussianOptimizerClass(self, cls):
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with self.cached_session() as sess:
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with self.cached_session() as sess:
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var0 = tf.Variable([0.0])
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var0 = tf.Variable([0.0])
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@ -299,7 +337,9 @@ class DPOptimizerTest(tf.test.TestCase, parameterized.TestCase):
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('DPGradientDescent', dp_optimizer.DPGradientDescentOptimizer),
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('DPGradientDescent', dp_optimizer.DPGradientDescentOptimizer),
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('DPAdagrad', dp_optimizer.DPAdagradOptimizer),
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('DPAdagrad', dp_optimizer.DPAdagradOptimizer),
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('DPAdam', dp_optimizer.DPAdamOptimizer),
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('DPAdam', dp_optimizer.DPAdamOptimizer),
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropOptimizer))
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('DPRMSPropOptimizer', dp_optimizer.DPRMSPropOptimizer),
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('DPFtrl', dp_optimizer.DPFtrlOptimizer),
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)
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def testAssertOnNoCallOfComputeGradients(self, cls):
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def testAssertOnNoCallOfComputeGradients(self, cls):
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dp_sum_query = gaussian_query.GaussianSumQuery(1.0e9, 0.0)
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dp_sum_query = gaussian_query.GaussianSumQuery(1.0e9, 0.0)
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opt = cls(dp_sum_query, num_microbatches=1, learning_rate=1.0)
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opt = cls(dp_sum_query, num_microbatches=1, learning_rate=1.0)
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