Add GaussianSumQuery and express GaussianAverageQuery in terms of it.

Also:
1. Add unit tests for both types of query.
2. Add function "get_query_result" to PrivateQuery. (The utility of having this function is made clear in the test class, where the function _run_query operates on either GaussianSum- or GaussianAverageQueries.)
PiperOrigin-RevId: 225609398

privacy/optimizers/dp_adam.py

@@ -95,8 +95,9 @@ class DPAdamOptimizer(tf.train.AdamOptimizer):
       grads, _ = zip(*super(DPAdamOptimizer, self).compute_gradients(
           tf.gather(microbatches_losses, [i]), var_list, gate_gradients,
           aggregation_method, colocate_gradients_with_ops, grad_loss))
+      grads_list = list(grads)
       sample_state = self._privacy_helper.accumulate_record(
-          sample_params, sample_state, grads)
+          sample_params, sample_state, grads_list)
       return [tf.add(i, 1), sample_state]
 
     i = tf.constant(0)

privacy/optimizers/dp_gradient_descent.py

@@ -80,8 +80,9 @@ class DPGradientDescentOptimizer(tf.train.GradientDescentOptimizer):
       grads, _ = zip(*super(DPGradientDescentOptimizer, self).compute_gradients(
           tf.gather(microbatches_losses, [i]), var_list, gate_gradients,
           aggregation_method, colocate_gradients_with_ops, grad_loss))
+      grads_list = list(grads)
       sample_state = self._privacy_helper.accumulate_record(
-          sample_params, sample_state, grads)
+          sample_params, sample_state, grads_list)
       return [tf.add(i, 1), sample_state]
 
     i = tf.constant(0)

privacy/optimizers/gaussian_average_query.py

@@ -25,28 +25,33 @@ import tensorflow as tf
 
 from privacy.optimizers import private_queries
 
+nest = tf.contrib.framework.nest
 
-class GaussianAverageQuery(private_queries.PrivateAverageQuery):
-  """Implements PrivateQuery interface for Gaussian average queries.
 
-  Accumulates clipped vectors, then adds Gaussian noise to the average.
+class GaussianSumQuery(private_queries.PrivateSumQuery):
+  """Implements PrivateQuery interface for Gaussian sum queries.
+
+  Accumulates clipped vectors, then adds Gaussian noise to the sum.
   """
 
   # pylint: disable=invalid-name
   _GlobalState = collections.namedtuple(
-      '_GlobalState', ['l2_norm_clip', 'stddev', 'denominator'])
+      '_GlobalState', ['l2_norm_clip', 'stddev'])
 
-  def __init__(self, l2_norm_clip, stddev, denominator):
+  def __init__(self, l2_norm_clip, stddev):
-    """Initializes the GaussianAverageQuery."""
+    """Initializes the GaussianSumQuery.
+
+    Args:
+      l2_norm_clip: The clipping norm to apply to the global norm of each
+        record.
+      stddev: The stddev of the noise added to the sum.
+    """
     self._l2_norm_clip = l2_norm_clip
     self._stddev = stddev
-    self._denominator = denominator
 
   def initial_global_state(self):
-    """Returns the initial global state for the PrivacyHelper."""
+    """Returns the initial global state for the GaussianSumQuery."""
-    return self._GlobalState(
+    return self._GlobalState(float(self._l2_norm_clip), float(self._stddev))
-        float(self._l2_norm_clip), float(self._stddev),
-        float(self._denominator))
 
   def derive_sample_params(self, global_state):
     """Given the global state, derives parameters to use for the next sample.
@@ -70,7 +75,7 @@ class GaussianAverageQuery(private_queries.PrivateAverageQuery):
     Returns: An initial sample state.
     """
     del global_state  # unused.
-    return tf.contrib.framework.nest.map_structure(tf.zeros_like, tensors)
+    return nest.map_structure(tf.zeros_like, tensors)
 
   def accumulate_record(self, params, sample_state, record):
     """Accumulates a single record into the sample state.
@@ -84,9 +89,93 @@ class GaussianAverageQuery(private_queries.PrivateAverageQuery):
       The updated sample state.
     """
     l2_norm_clip = params
-    clipped, _ = tf.clip_by_global_norm(record, l2_norm_clip)
+    record_as_list = nest.flatten(record)
-    return tf.contrib.framework.nest.map_structure(tf.add, sample_state,
+    clipped_as_list, _ = tf.clip_by_global_norm(record_as_list, l2_norm_clip)
-                                                   clipped)
+    clipped = nest.pack_sequence_as(record, clipped_as_list)
+    return nest.map_structure(tf.add, sample_state, clipped)
+
+  def get_noised_sum(self, sample_state, global_state):
+    """Gets noised sum after all records of sample have been accumulated.
+
+    Args:
+      sample_state: The sample state after all records have been accumulated.
+      global_state: The global state.
+
+    Returns:
+      A tuple (estimate, new_global_state) where "estimate" is the estimated
+      sum of the records and "new_global_state" is the updated global state.
+    """
+    def add_noise(v):
+      return v + tf.random_normal(tf.shape(v), stddev=global_state.stddev)
+
+    return nest.map_structure(add_noise, sample_state), global_state
+
+
+class GaussianAverageQuery(private_queries.PrivateAverageQuery):
+  """Implements PrivateQuery interface for Gaussian average queries.
+
+  Accumulates clipped vectors, adds Gaussian noise, and normalizes.
+  """
+
+  # pylint: disable=invalid-name
+  _GlobalState = collections.namedtuple(
+      '_GlobalState', ['sum_state', 'denominator'])
+
+  def __init__(self, l2_norm_clip, sum_stddev, denominator):
+    """Initializes the GaussianAverageQuery.
+
+    Args:
+      l2_norm_clip: The clipping norm to apply to the global norm of each
+        record.
+      sum_stddev: The stddev of the noise added to the sum (before
+        normalization).
+      denominator: The normalization constant (applied after noise is added to
+        the sum).
+    """
+    self._sum_query = GaussianSumQuery(l2_norm_clip, sum_stddev)
+    self._denominator = denominator
+
+  def initial_global_state(self):
+    """Returns the initial global state for the GaussianAverageQuery."""
+    sum_global_state = self._sum_query.initial_global_state()
+    return self._GlobalState(sum_global_state, float(self._denominator))
+
+  def derive_sample_params(self, global_state):
+    """Given the global state, derives parameters to use for the next sample.
+
+    Args:
+      global_state: The current global state.
+
+    Returns:
+      Parameters to use to process records in the next sample.
+    """
+    return self._sum_query.derive_sample_params(global_state.sum_state)
+
+  def initial_sample_state(self, global_state, tensors):
+    """Returns an initial state to use for the next sample.
+
+    Args:
+      global_state: The current global state.
+      tensors: A structure of tensors used as a template to create the initial
+        sample state.
+
+    Returns: An initial sample state.
+    """
+    # GaussianAverageQuery has no state beyond the sum state.
+    return self._sum_query.initial_sample_state(global_state.sum_state, tensors)
+
+  def accumulate_record(self, params, sample_state, record):
+    """Accumulates a single record into the sample state.
+
+    Args:
+      params: The parameters for the sample.
+      sample_state: The current sample state.
+      record: The record to accumulate.
+
+    Returns:
+      The updated sample state.
+    """
+    return self._sum_query.accumulate_record(params, sample_state, record)
 
   def get_noised_average(self, sample_state, global_state):
     """Gets noised average after all records of sample have been accumulated.
@@ -99,10 +188,11 @@ class GaussianAverageQuery(private_queries.PrivateAverageQuery):
       A tuple (estimate, new_global_state) where "estimate" is the estimated
       average of the records and "new_global_state" is the updated global state.
     """
-    def noised_average(v):
+    noised_sum, new_sum_global_state = self._sum_query.get_noised_sum(
-      return tf.truediv(
+        sample_state, global_state.sum_state)
-          v + tf.random_normal(tf.shape(v), stddev=self._stddev),
+    new_global_state = self._GlobalState(
-          global_state.denominator)
+        new_sum_global_state, global_state.denominator)
+    def normalize(v):
+      return tf.truediv(v, global_state.denominator)
 
-    return (tf.contrib.framework.nest.map_structure(noised_average,
+    return nest.map_structure(normalize, noised_sum), new_global_state
-                                                    sample_state), global_state)

privacy/optimizers/gaussian_average_query_test.py

@@ -0,0 +1,111 @@
+# Copyright 2018, The TensorFlow Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#      http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+"""Tests for GaussianAverageQuery."""
+
+from __future__ import absolute_import
+from __future__ import division
+from __future__ import print_function
+
+import numpy as np
+import tensorflow as tf
+
+from privacy.optimizers import gaussian_average_query
+
+
+class GaussianAverageQueryTest(tf.test.TestCase):
+
+  def _run_query(self, query, *records):
+    """Executes query on the given set of records and returns the result."""
+    global_state = query.initial_global_state()
+    params = query.derive_sample_params(global_state)
+    sample_state = query.initial_sample_state(global_state, records[0])
+    for record in records:
+      sample_state = query.accumulate_record(params, sample_state, record)
+    result, _ = query.get_query_result(sample_state, global_state)
+    return result
+
+  def test_gaussian_sum_no_clip_no_noise(self):
+    with self.cached_session() as sess:
+      record1 = tf.constant([2.0, 0.0])
+      record2 = tf.constant([-1.0, 1.0])
+
+      query = gaussian_average_query.GaussianSumQuery(
+          l2_norm_clip=10.0, stddev=0.0)
+      query_result = self._run_query(query, record1, record2)
+      result = sess.run(query_result)
+      expected = [1.0, 1.0]
+      self.assertAllClose(result, expected)
+
+  def test_gaussian_sum_with_clip_no_noise(self):
+    with self.cached_session() as sess:
+      record1 = tf.constant([-6.0, 8.0])  # Clipped to [-3.0, 4.0].
+      record2 = tf.constant([4.0, -3.0])  # Not clipped.
+
+      query = gaussian_average_query.GaussianSumQuery(
+          l2_norm_clip=5.0, stddev=0.0)
+      query_result = self._run_query(query, record1, record2)
+      result = sess.run(query_result)
+      expected = [1.0, 1.0]
+      self.assertAllClose(result, expected)
+
+  def test_gaussian_sum_with_noise(self):
+    with self.cached_session() as sess:
+      record1, record2 = 2.71828, 3.14159
+      stddev = 1.0
+
+      query = gaussian_average_query.GaussianSumQuery(
+          l2_norm_clip=5.0, stddev=stddev)
+      query_result = self._run_query(query, record1, record2)
+
+      noised_sums = []
+      for _ in xrange(1000):
+        noised_sums.append(sess.run(query_result))
+
+      result_stddev = np.std(noised_sums)
+      self.assertNear(result_stddev, stddev, 0.1)
+
+  def test_gaussian_average_no_noise(self):
+    with self.cached_session() as sess:
+      record1 = tf.constant([5.0, 0.0])   # Clipped to [3.0, 0.0].
+      record2 = tf.constant([-1.0, 2.0])  # Not clipped.
+
+      query = gaussian_average_query.GaussianAverageQuery(
+          l2_norm_clip=3.0, sum_stddev=0.0, denominator=2.0)
+      query_result = self._run_query(query, record1, record2)
+      result = sess.run(query_result)
+      expected_average = [1.0, 1.0]
+      self.assertAllClose(result, expected_average)
+
+  def test_gaussian_average_with_noise(self):
+    with self.cached_session() as sess:
+      record1, record2 = 2.71828, 3.14159
+      sum_stddev = 1.0
+      denominator = 2.0
+
+      query = gaussian_average_query.GaussianAverageQuery(
+          l2_norm_clip=5.0, sum_stddev=sum_stddev, denominator=denominator)
+      query_result = self._run_query(query, record1, record2)
+
+      noised_averages = []
+      for _ in xrange(1000):
+        noised_averages.append(sess.run(query_result))
+
+      result_stddev = np.std(noised_averages)
+      avg_stddev = sum_stddev / denominator
+      self.assertNear(result_stddev, avg_stddev, 0.1)
+
+
+if __name__ == '__main__':
+  tf.test.main()

privacy/optimizers/private_queries.py

@@ -71,6 +71,42 @@ class PrivateQuery(object):
     """
     pass
 
+  @abc.abstractmethod
+  def get_query_result(self, sample_state, global_state):
+    """Gets query result after all records of sample have been accumulated.
+
+    Args:
+      sample_state: The sample state after all records have been accumulated.
+      global_state: The global state.
+
+    Returns:
+      A tuple (result, new_global_state) where "result" is the result of the
+      query and "new_global_state" is the updated global state.
+    """
+    pass
+
+
+class PrivateSumQuery(PrivateQuery):
+  """Interface for differentially private mechanisms to compute a sum."""
+
+  @abc.abstractmethod
+  def get_noised_sum(self, sample_state, global_state):
+    """Gets estimate of sum after all records of sample have been accumulated.
+
+    Args:
+      sample_state: The sample state after all records have been accumulated.
+      global_state: The global state.
+
+    Returns:
+      A tuple (estimate, new_global_state) where "estimate" is the estimated
+      sum of the records and "new_global_state" is the updated global state.
+    """
+    pass
+
+  def get_query_result(self, sample_state, global_state):
+    """Delegates to get_noised_sum."""
+    return self.get_noised_sum(sample_state, global_state)
+
 
 class PrivateAverageQuery(PrivateQuery):
   """Interface for differentially private mechanisms to compute an average."""
@@ -88,3 +124,7 @@ class PrivateAverageQuery(PrivateQuery):
       average of the records and "new_global_state" is the updated global state.
     """
     pass
+
+  def get_query_result(self, sample_state, global_state):
+    """Delegates to get_noised_average."""
+    return self.get_noised_average(sample_state, global_state)