diff --git a/tensorflow_privacy/privacy/analysis/GDprivacy_accountants.py b/tensorflow_privacy/privacy/analysis/GDprivacy_accountants.py new file mode 100644 index 0000000..ba56dac --- /dev/null +++ b/tensorflow_privacy/privacy/analysis/GDprivacy_accountants.py @@ -0,0 +1,59 @@ +# Copyright 2015 The TensorFlow Authors. All Rights Reserved. +# +# 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. +# ============================================================================= + +r"""This code applies the Dual and Central Limit +Theorem (CLT) to estimate privacy budget of an iterated subsampled +Gaussian Mechanism (by either uniform or Poisson subsampling). +""" + + +import numpy as np +from scipy.stats import norm +from scipy import optimize + +# Total number of examples:N +# batch size:batch_size +# Noise multiplier for DP-SGD/DP-Adam:noise_multiplier +# current epoch:epoch +# Target delta:delta + +# Compute mu from uniform subsampling +def compute_muU(epoch,noise_multi,N,batch_size): + T=epoch*N/batch_size + c=batch_size*np.sqrt(T)/N + return(np.sqrt(2)*c*np.sqrt(np.exp(noise_multi**(-2))*norm.cdf(1.5/noise_multi)+3*norm.cdf(-0.5/noise_multi)-2)) + +# Compute mu from Poisson subsampling +def compute_muP(epoch,noise_multi,N,batch_size): + T=epoch*N/batch_size + return(np.sqrt(np.exp(noise_multi**(-2))-1)*np.sqrt(T)*batch_size/N) + +# Dual between mu-GDP and (epsilon,delta)-DP +def delta_eps_mu(eps,mu): + return norm.cdf(-eps/mu+mu/2)-np.exp(eps)*norm.cdf(-eps/mu-mu/2) + +# inverse Dual +def eps_from_mu(mu,delta): + def f(x): + return delta_eps_mu(x,mu)-delta + return optimize.root_scalar(f, bracket=[0, 500], method='brentq').root + +# inverse Dual of uniform subsampling +def compute_epsU(epoch,noise_multi,N,batch_size,delta): + return(eps_from_mu(compute_muU(epoch,noise_multi,N,batch_size),delta)) + +# inverse Dual of Poisson subsampling +def compute_epsP(epoch,noise_multi,N,batch_size,delta): + return(eps_from_mu(compute_muP(epoch,noise_multi,N,batch_size),delta)) \ No newline at end of file