Move doc str below functions
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1 changed files with 24 additions and 5 deletions
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@ -23,14 +23,14 @@ import numpy as np
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from scipy.stats import norm
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from scipy.stats import norm
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from scipy import optimize
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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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def compute_mu_uniform(epoch, noise_multi, N, batch_size):
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def compute_mu_uniform(epoch, noise_multi, N, batch_size):
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'''Compute mu from uniform subsampling.'''
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'''Compute mu from uniform subsampling.'''
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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_multi
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# current epoch:epoch
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T = epoch*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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c = batch_size*np.sqrt(T)/N
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return np.sqrt(2)*c*np.sqrt(np.exp(noise_multi**(-2))*\
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return np.sqrt(2)*c*np.sqrt(np.exp(noise_multi**(-2))*\
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@ -38,6 +38,11 @@ def compute_mu_uniform(epoch, noise_multi, N, batch_size):
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def compute_mu_poisson(epoch, noise_multi, N, batch_size):
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def compute_mu_poisson(epoch, noise_multi, N, batch_size):
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'''Compute mu from Poisson subsampling.'''
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'''Compute mu from Poisson subsampling.'''
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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_multi
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# current epoch:epoch
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T = epoch*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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return np.sqrt(np.exp(noise_multi**(-2))-1)*np.sqrt(T)*batch_size/N
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@ -47,6 +52,8 @@ def delta_eps_mu(eps, mu):
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def eps_from_mu(mu, delta):
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def eps_from_mu(mu, delta):
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'''Compute epsilon from mu given delta via inverse dual.'''
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'''Compute epsilon from mu given delta via inverse dual.'''
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# Target delta:delta
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def f(x):
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def f(x):
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'''Reversely solve dual by matching delta.'''
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'''Reversely solve dual by matching delta.'''
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return delta_eps_mu(x, mu) - delta
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return delta_eps_mu(x, mu) - delta
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@ -54,8 +61,20 @@ def eps_from_mu(mu, delta):
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def compute_eps_uniform(epoch, noise_multi, N, batch_size, delta):
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def compute_eps_uniform(epoch, noise_multi, N, batch_size, delta):
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'''Compute epsilon given delta from inverse dual of uniform subsampling.'''
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'''Compute epsilon given delta from inverse dual of uniform subsampling.'''
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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_multi
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# current epoch:epoch
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# Target delta:delta
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return eps_from_mu(compute_mu_uniform(epoch, noise_multi, N, batch_size), delta)
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return eps_from_mu(compute_mu_uniform(epoch, noise_multi, N, batch_size), delta)
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def compute_eps_poisson(epoch, noise_multi, N, batch_size, delta):
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def compute_eps_poisson(epoch, noise_multi, N, batch_size, delta):
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'''Compute epsilon given delta from inverse dual of Poisson subsampling.'''
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'''Compute epsilon given delta from inverse dual of Poisson subsampling.'''
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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_multi
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# current epoch:epoch
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# Target delta:delta
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return eps_from_mu(compute_mu_poisson(epoch, noise_multi, N, batch_size), delta)
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return eps_from_mu(compute_mu_poisson(epoch, noise_multi, N, batch_size), delta)
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