Sparsity Preserving DP-SGD in TF Privacy

Add support for adding sparsity preserving noise in add_aggregate_noise

See https://research.google/blog/sparsity-preserving-differentially-private-training/ for more details on the algorithm.

PiperOrigin-RevId: 662148309

tensorflow_privacy/privacy/fast_gradient_clipping/BUILD

@@ -84,6 +84,7 @@ py_library(
 py_library(
     name = "noise_utils",
     srcs = ["noise_utils.py"],
+    deps = ["//tensorflow_privacy/privacy/sparsity_preserving_noise:sparse_noise_utils"],
 )
 
 py_test(

tensorflow_privacy/privacy/fast_gradient_clipping/noise_utils.py

@@ -14,10 +14,21 @@
 """Utility functions that help in adding noise to gradients."""
 
 from collections.abc import Sequence
+import dataclasses
 from typing import Literal, Optional
 
 from absl import logging
 import tensorflow as tf
+from tensorflow_privacy.privacy.sparsity_preserving_noise import sparse_noise_utils
+
+
+@dataclasses.dataclass
+class SparsityPreservingNoiseConfig:
+  """Configuration for adding noise to gradients."""
+
+  sparse_noise_multiplier: float = 0.0
+  sparse_selection_threshold: int = 0
+  sparse_contribution_counts: Optional[Sequence[tf.SparseTensor]] = None
 
 
 def _infer_loss_reduction_type(model: tf.keras.Model):
@@ -44,21 +55,53 @@ def _infer_loss_reduction_type(model: tf.keras.Model):
     )
 
 
+def _add_dense_aggregate_noise(
+    grad: tf.Tensor,
+    noise_multiplier: float,
+    sensitivity: float,
+) -> tf.Tensor:
+  """Adds dense noise to a dense gradient."""
+  return grad + tf.random.normal(
+      tf.shape(grad), mean=0.0, stddev=noise_multiplier * sensitivity
+  )
+
+
+def _add_sparse_aggregate_noise(
+    grad: tf.IndexedSlices,
+    contribution_counts: tf.SparseTensor,
+    noise_multiplier: float,
+    noise_multiplier_sparse: float,
+    sensitivity: float,
+    sparse_selection_threshold: int,
+) -> tf.IndexedSlices:
+  """Adds sparse noise to a sparse gradient."""
+  return sparse_noise_utils.add_sparse_noise(
+      grad=grad,
+      contribution_counts=contribution_counts,
+      noise_multiplier=noise_multiplier,
+      noise_multiplier_sparse=noise_multiplier_sparse,
+      l2_norm_clip=sensitivity,
+      threshold=sparse_selection_threshold,
+  )
+
+
 def add_aggregate_noise(
-    clipped_grads: list[tf.Tensor],
+    clipped_grads: list[tf.Tensor | tf.IndexedSlices],
     batch_size: tf.Tensor,
     l2_norm_clip: float,
     noise_multiplier: float,
     loss_reduction: Optional[Literal['mean', 'sum']] = None,
     loss_model: Optional[tf.keras.Model] = None,
-) -> Sequence[tf.Tensor]:
+    sparse_noise_config: Optional[SparsityPreservingNoiseConfig] = None,
+) -> Sequence[tf.Tensor | tf.IndexedSlices]:
   """Adds noise to a collection of clipped gradients.
 
   The magnitude of the noise depends on the aggregation strategy of the
   input model's loss function.
 
   Args:
-    clipped_grads: A list of `tf.Tensor`s representing the clipped gradients.
+    clipped_grads: A list of `tf.Tensor`s or `tf.IndexedSlices`s representing
+      the clipped gradients.
     batch_size: The batch size. Used for normalizing the noise when
       `loss_reduction` is 'sum'.
     l2_norm_clip: Clipping norm (max L2 norm of each gradient).
@@ -68,11 +111,14 @@ def add_aggregate_noise(
       aggregation type must be inferred from `input_model.loss`.
     loss_model: An optional `tf.keras.Model` used to infer the loss reduction
       strategy from if `loss_reduction` is `None`.
+    sparse_noise_config: A `SparsityPreservingNoiseConfig` instance containing
+      the configuration for adding sparse noise. If None, all noise added is
+      dense.
 
   Returns:
     A list of tensors containing the clipped gradients, but with the right
-    amount of Gaussian noise added to them (depending on the reduction
+    amount of Gaussian or sparse Gaussain noise added to them (depending on
-    strategy of the loss function).
+    the reduction strategy of the loss function).
 
   Raises:
     ValueError: If both `loss_model` and `loss_reduction` are `None` or if
@@ -103,13 +149,36 @@ def add_aggregate_noise(
           'Assuming that the model loss reduction is `SUM_OVER_BATCH_SIZE`.'
       )
 
+  if sparse_noise_config is None:
+    sparse_contribution_counts = tf.nest.map_structure(
+        lambda x: None, clipped_grads
+    )
+  else:
+    sparse_contribution_counts = sparse_noise_config.sparse_contribution_counts
+
   scale = l2_norm_clip
   if loss_reduction == 'mean':
     scale /= tf.cast(batch_size, tf.float32)
 
-  def add_noise(g):
+  def add_noise(grad, contribution_counts):
-    return g + tf.random.normal(
+    if (
-        tf.shape(g), mean=0.0, stddev=noise_multiplier * scale
+        sparse_noise_config is not None
-    )
+        and isinstance(grad, tf.IndexedSlices)
+        and contribution_counts is not None
+    ):
+      return _add_sparse_aggregate_noise(
+          grad=grad,
+          contribution_counts=contribution_counts,
+          noise_multiplier=noise_multiplier,
+          noise_multiplier_sparse=sparse_noise_config.sparse_noise_multiplier,
+          sensitivity=scale,
+          sparse_selection_threshold=sparse_noise_config.sparse_selection_threshold,
+      )
+    else:
+      return _add_dense_aggregate_noise(
+          grad=grad, noise_multiplier=noise_multiplier, sensitivity=scale
+      )
 
-  return tf.nest.map_structure(add_noise, clipped_grads)
+  return tf.nest.map_structure(
+      add_noise, clipped_grads, sparse_contribution_counts
+  )

tensorflow_privacy/privacy/fast_gradient_clipping/noise_utils_test.py

@@ -70,3 +70,95 @@ class NoiseUtilsTest(tf.test.TestCase, parameterized.TestCase):
     computed_std = np.std(noised_grads[0] - clipped_grads[0])
     expected_std = l2_norm_clip * noise_multiplier * scale
     self.assertNear(computed_std, expected_std, 0.1 * expected_std)
+
+  @parameterized.product(
+      l2_norm_clip=[3.0, 5.0],
+      noise_multiplier=[2.0, 4.0],
+      sparse_noise_multiplier=[1.0],
+      batch_size=[1, 2, 10],
+      model_fn_reduction=[None, 'auto', 'sum_over_batch_size', 'sum'],
+      noise_fn_reduction=[None, 'mean', 'sum'],
+  )
+  def test_sparse_noise_is_computed_correctly(
+      self,
+      l2_norm_clip,
+      noise_multiplier,
+      sparse_noise_multiplier,
+      batch_size,
+      model_fn_reduction,
+      noise_fn_reduction,
+  ):
+    # Skip invalid combinations.
+    if model_fn_reduction is None and noise_fn_reduction is None:
+      return
+    if model_fn_reduction is not None and noise_fn_reduction is not None:
+      return
+    # Make an simple model container for storing the loss.
+    if model_fn_reduction is not None:
+      linear_model = tf.keras.Sequential([tf.keras.layers.Dense(1)])
+      linear_model.compile(
+          loss=tf.keras.losses.MeanSquaredError(reduction=model_fn_reduction)
+      )
+    else:
+      linear_model = None
+    # The main computation is done on a deterministic dummy vector.
+    num_units = 100
+    dense_grad = tf.expand_dims(np.arange(num_units, dtype=np.float32), axis=-1)
+    sparse_grad = tf.IndexedSlices(
+        values=tf.ones((3, 4)),
+        indices=tf.constant([0, 3, 5]),
+        dense_shape=tf.constant([8, 4]),
+    )
+    sparse_grad_contribution_counts = tf.SparseTensor(
+        indices=[[0], [3], [5]],
+        values=[10.0, 10.0, 20.0],
+        dense_shape=[8],
+    )
+
+    sparse_noise_config = noise_utils.SparsityPreservingNoiseConfig(
+        sparse_noise_multiplier=sparse_noise_multiplier,
+        sparse_selection_threshold=8,
+        sparse_contribution_counts=[None, sparse_grad_contribution_counts],
+    )
+
+    sparse_noised_grad, dense_noised_grad = noise_utils.add_aggregate_noise(
+        clipped_grads=[dense_grad, sparse_grad],
+        batch_size=batch_size,
+        l2_norm_clip=l2_norm_clip,
+        noise_multiplier=noise_multiplier,
+        loss_model=linear_model,
+        sparse_noise_config=sparse_noise_config,
+    )
+    self.assertContainsSubset(
+        sparse_grad.indices.numpy().tolist(),
+        sparse_noised_grad.indices.numpy().tolist(),
+    )
+    sparse_noised_grad_dense = tf.scatter_nd(
+        tf.reshape(sparse_noised_grad.indices, (-1, 1)),
+        sparse_noised_grad.values,
+        shape=(8, 4),
+    ).numpy()
+    sparse_noised_grad_valid_indices = sparse_noised_grad_dense[
+        sparse_grad.indices.numpy()
+    ]
+    sparse_grad_values = sparse_grad.values.numpy()
+    self.assertTrue(
+        np.all(
+            np.not_equal(sparse_noised_grad_valid_indices, sparse_grad_values)
+        )
+    )
+    scale = (
+        1.0
+        if noise_fn_reduction == 'sum' or model_fn_reduction == 'sum'
+        else 1.0 / batch_size
+    )
+    # The only measure that varies is the standard deviation of the variation.
+    expected_std = l2_norm_clip * noise_multiplier * scale
+
+    sparse_computed_std = np.std(
+        sparse_noised_grad_valid_indices - sparse_grad_values
+    )
+    self.assertNear(sparse_computed_std, expected_std, 0.1 * expected_std)
+
+    dense_computed_std = np.std(dense_noised_grad - dense_grad)
+    self.assertNear(dense_computed_std, expected_std, 0.1 * expected_std)