forked from 626_privacy/tensorflow_privacy
Add ability to specify number of microbatches in DPModel
class.
PiperOrigin-RevId: 430358084
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2 changed files with 157 additions and 22 deletions
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@ -62,25 +62,37 @@ def make_dp_model_class(cls):
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self,
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l2_norm_clip,
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noise_multiplier,
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num_microbatches=None,
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use_xla=True,
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*args, # pylint: disable=keyword-arg-before-vararg, g-doc-args
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**kwargs):
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"""Initializes the DPModelClass.
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Args:
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l2_norm_clip: Clipping norm (max L2 norm of per microbatch
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gradients).
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noise_multiplier: Ratio of the standard deviation to the clipping
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norm.
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use_xla: If `True`, compiles train_step to XLA.
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*args: These will be passed on to the base class `__init__` method.
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**kwargs: These will be passed on to the base class `__init__`
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method.
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Args:
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l2_norm_clip: Clipping norm (max L2 norm of per microbatch
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gradients).
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noise_multiplier: Ratio of the standard deviation to the clipping
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norm.
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num_microbatches: Number of microbatches.
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use_xla: If `True`, compiles train_step to XLA.
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*args: These will be passed on to the base class `__init__` method.
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**kwargs: These will be passed on to the base class `__init__`
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method.
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"""
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super().__init__(*args, **kwargs)
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self._l2_norm_clip = l2_norm_clip
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self._noise_multiplier = noise_multiplier
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# Given that `num_microbatches` was added as an argument after the fact,
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# this check helps detect unintended calls to the earlier API.
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# In particular, boolean values supplied to `use_xla` in the earlier API
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# will raise an error.
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if isinstance(num_microbatches, bool):
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raise ValueError('Boolean value supplied for `num_microbatches`. '
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'Did you intend it for `use_xla`?')
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self._num_microbatches = num_microbatches
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if use_xla:
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self.train_step = tf.function(
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self.train_step, experimental_compile=True)
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@ -106,21 +118,35 @@ def make_dp_model_class(cls):
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def _compute_per_example_grads(self, data):
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x, y = data
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with tf.GradientTape() as tape:
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# We need to add the extra dimension to x and y because model
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# expects batched input.
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y_pred = self(x[None], training=True)
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loss = self.compiled_loss(
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y[None], y_pred, regularization_losses=self.losses)
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y_pred = self(x, training=True)
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loss = self.compiled_loss(y, y_pred, regularization_losses=self.losses)
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grads_list = tape.gradient(loss, self.trainable_variables)
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clipped_grads = self._process_per_example_grads(grads_list)
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return tf.squeeze(y_pred, axis=0), loss, clipped_grads
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return y_pred, loss, clipped_grads
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def train_step(self, data):
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"""DP-SGD version of base class method."""
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_, y = data
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batch_size = y.shape[0]
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if self._num_microbatches is None:
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self._num_microbatches = batch_size
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if batch_size % self._num_microbatches != 0:
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raise ValueError('Number of_microbatches must divide batch size.')
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def reshape_fn(x):
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new_shape = (self._num_microbatches,
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batch_size // self._num_microbatches) + x.shape[1:]
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return tf.reshape(x, new_shape)
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data = tf.nest.map_structure(reshape_fn, data)
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y_pred, _, per_eg_grads = tf.vectorized_map(
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self._compute_per_example_grads, data)
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y_pred = tf.reshape(y_pred, (batch_size) + y_pred.shape[2:])
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grads = tf.nest.map_structure(self._reduce_per_example_grads,
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per_eg_grads)
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self.optimizer.apply_gradients(zip(grads, self.trainable_variables))
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@ -92,11 +92,74 @@ class DPKerasModelTest(tf.test.TestCase, parameterized.TestCase):
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self.assertAllClose(model_weights[0], expected_weights)
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self.assertAllClose(model_weights[1], expected_bias)
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def _compute_expected_gradients(self, data, labels, w, l2_norm_clip,
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num_microbatches):
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batch_size = data.shape[0]
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if num_microbatches is None:
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num_microbatches = batch_size
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preds = np.matmul(data, w)
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grads = 2 * data * (labels - preds)[:, np.newaxis]
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grads = np.reshape(grads,
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[num_microbatches, batch_size // num_microbatches, -1])
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mb_grads = np.mean(grads, axis=1)
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mb_grad_norms = np.linalg.norm(mb_grads, axis=1)
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scale = np.minimum(l2_norm_clip / mb_grad_norms, 1.0)
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mb_grads = mb_grads * scale[:, np.newaxis]
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final_grads = np.mean(mb_grads, axis=0)
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return final_grads
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@parameterized.named_parameters(
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('noise_multiplier 3 2', 3.0, 2.0),
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('noise_multiplier 5 4', 5.0, 4.0),
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('mb_test 0', 1.0, None),
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('mb_test 1', 1.0, 1),
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('mb_test 2', 1.0, 2),
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('mb_test 4', 1.0, 4),
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)
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def testNoiseMultiplier(self, l2_norm_clip, noise_multiplier):
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def testMicrobatches(self, l2_norm_clip, num_microbatches):
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train_data = np.array([[2.0, 3.0], [4.0, 5.0], [6.0, 7.0], [8.0, 9.0]])
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w = np.zeros((2))
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train_labels = np.array([1.0, 3.0, -2.0, -4.0])
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learning_rate = 1.0
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expected_grads = self._compute_expected_gradients(train_data, train_labels,
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w, l2_norm_clip,
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num_microbatches)
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expected_weights = np.squeeze(learning_rate * expected_grads)
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optimizer = tf.keras.optimizers.SGD(learning_rate=learning_rate)
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loss = tf.keras.losses.MeanSquaredError()
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# Simple linear model returns w * x + b.
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model = dp_keras_model.DPSequential(
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l2_norm_clip=l2_norm_clip,
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noise_multiplier=0.0,
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num_microbatches=num_microbatches,
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layers=[
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tf.keras.layers.InputLayer(input_shape=(2,)),
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tf.keras.layers.Dense(
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1, use_bias=False, kernel_initializer='zeros')
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])
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model.compile(optimizer=optimizer, loss=loss)
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model.fit(train_data, train_labels, epochs=1, batch_size=4, shuffle=False)
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model_weights = np.squeeze(model.get_weights())
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self.assertAllClose(model_weights, expected_weights)
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@parameterized.named_parameters(
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('noise_multiplier 3 2 1', 3.0, 2.0, 1),
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('noise_multiplier 5 4 1', 5.0, 4.0, 1),
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('noise_multiplier 3 2 2', 3.0, 2.0, 2),
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('noise_multiplier 5 4 2', 5.0, 4.0, 2),
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('noise_multiplier 3 2 4', 3.0, 2.0, 4),
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('noise_multiplier 5 4 4', 5.0, 4.0, 4),
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)
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def testNoiseMultiplier(self, l2_norm_clip, noise_multiplier,
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num_microbatches):
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# The idea behind this test is to start with a model whose parameters
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# are set to zero. We then run one step of a model that produces
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# an un-noised gradient of zero, and then compute the standard deviation
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@ -104,8 +167,8 @@ class DPKerasModelTest(tf.test.TestCase, parameterized.TestCase):
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# deviation.
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# Data is one example of length 1000, set to zero, with label zero.
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train_data = np.zeros((1, 1000))
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train_labels = np.array([0.0])
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train_data = np.zeros((4, 1000))
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train_labels = np.array([0.0, 0.0, 0.0, 0.0])
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learning_rate = 1.0
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optimizer = tf.keras.optimizers.SGD(learning_rate=learning_rate)
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@ -115,21 +178,67 @@ class DPKerasModelTest(tf.test.TestCase, parameterized.TestCase):
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model = dp_keras_model.DPSequential(
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l2_norm_clip=l2_norm_clip,
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noise_multiplier=noise_multiplier,
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num_microbatches=num_microbatches,
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layers=[
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tf.keras.layers.InputLayer(input_shape=(1000,)),
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tf.keras.layers.Dense(
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1, kernel_initializer='zeros', bias_initializer='zeros')
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])
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model.compile(optimizer=optimizer, loss=loss)
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model.fit(train_data, train_labels, epochs=1, batch_size=1)
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model.fit(train_data, train_labels, epochs=1, batch_size=4)
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model_weights = model.get_weights()
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measured_std = np.std(model_weights[0])
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expected_std = l2_norm_clip * noise_multiplier
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expected_std = l2_norm_clip * noise_multiplier / num_microbatches
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# Test standard deviation is close to l2_norm_clip * noise_multiplier.
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self.assertNear(measured_std, expected_std, 0.1 * expected_std)
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# Simple check to make sure dimensions are correct when output has
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# dimension > 1.
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@parameterized.named_parameters(
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('mb_test None 1', None, 1),
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('mb_test 1 2', 1, 2),
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('mb_test 2 2', 2, 2),
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('mb_test 4 4', 4, 4),
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)
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def testMultiDimensionalOutput(self, num_microbatches, output_dimension):
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train_data = np.array([[2.0, 3.0], [4.0, 5.0], [6.0, 7.0], [8.0, 9.0]])
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train_labels = np.array([0, 1, 1, 0])
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learning_rate = 1.0
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optimizer = tf.keras.optimizers.SGD(learning_rate=learning_rate)
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loss_fn = tf.keras.losses.SparseCategoricalCrossentropy(from_logits=True)
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model = dp_keras_model.DPSequential(
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l2_norm_clip=1.0e9,
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noise_multiplier=0.0,
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num_microbatches=num_microbatches,
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layers=[
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tf.keras.layers.InputLayer(input_shape=(2,)),
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tf.keras.layers.Dense(
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output_dimension, use_bias=False, kernel_initializer='zeros')
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])
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model.compile(optimizer=optimizer, loss=loss_fn)
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model.fit(train_data, train_labels, epochs=1, batch_size=4, shuffle=False)
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# Checks that calls to earlier API using `use_xla` as a positional argument
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# raise an exception.
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@parameterized.named_parameters(
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('earlier API True', True),
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('earlier API False', False),
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)
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def testEarlierAPIFails(self, use_xla):
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with self.assertRaises(ValueError):
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_ = dp_keras_model.DPSequential(
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1.0e9,
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0.0,
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use_xla,
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layers=[
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tf.keras.layers.InputLayer(input_shape=(2,)),
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tf.keras.layers.Dense(
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2, use_bias=False, kernel_initializer='zeros')
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])
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if __name__ == '__main__':
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tf.test.main()
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