# Source code for objax.privacy.dpsgd.privacyaccountant

```# Copyright 2020 Google LLC
#
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#
# Unless required by applicable law or agreed to in writing, software
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and

import math
from typing import Tuple

import numpy as np
from scipy import special

__all__ = ["analyze_dp", "convert_renyidp_to_dp", "analyze_renyi"]

def _log_add(logx: float, logy: float) -> float:
"""Add two numbers in the log space."""
a, b = min(logx, logy), max(logx, logy)
if a == -np.inf:  # adding 0
return b
# Use exp(a) + exp(b) = (exp(a - b) + 1) * exp(b)
return math.log1p(math.exp(a - b)) + b  # log1p(x) = log(x + 1)

def _log_sub(logx: float, logy: float) -> float:
"""Subtract two numbers in the log space. Answer must be non-negative."""
if logx < logy:
raise ValueError("The result of subtraction must be non-negative.")
if logy == -np.inf:  # subtracting 0
return logx
if logx == logy:
return -np.inf  # 0 is represented as -np.inf in the log space.

try:
# Use exp(x) - exp(y) = (exp(x - y) - 1) * exp(y).
# expm1(x) = exp(x) - 1
return math.log(math.expm1(logx - logy)) + logy
except OverflowError:
return logx

def _compute_log_a_int(q: float, sigma: float, alpha: int) -> float:
"""Compute log(A_alpha) for integer alpha. 0 < q < 1."""

# Initialize with 0 in the log space.
log_a = -np.inf

for i in range(alpha + 1):
log_coef_i = (math.log(special.binom(alpha, i)) + i * math.log(q)
+ (alpha - i) * math.log(1 - q))

s = log_coef_i + (i * i - i) / (2 * (sigma ** 2))

return float(log_a)

def _compute_log_a_frac(q: float, sigma: float, alpha: float) -> float:
"""Compute log(A_alpha) for fractional alpha. 0 < q < 1."""
# The two parts of A_alpha, integrals over (-inf,z0] and [z0, +inf), are
# initialized to 0 in the log space:
log_a0, log_a1 = -np.inf, -np.inf
i = 0

z0 = sigma ** 2 * math.log(1 / q - 1) + .5

while True:  # do ... until loop
coef = special.binom(alpha, i)
log_coef = math.log(abs(coef))
j = alpha - i

log_t0 = log_coef + i * math.log(q) + j * math.log(1 - q)
log_t1 = log_coef + j * math.log(q) + i * math.log(1 - q)

log_e0 = math.log(.5) + _log_erfc((i - z0) / (math.sqrt(2) * sigma))
log_e1 = math.log(.5) + _log_erfc((z0 - j) / (math.sqrt(2) * sigma))

log_s0 = log_t0 + (i * i - i) / (2 * (sigma ** 2)) + log_e0
log_s1 = log_t1 + (j * j - j) / (2 * (sigma ** 2)) + log_e1

if coef > 0:
else:
log_a0 = _log_sub(log_a0, log_s0)
log_a1 = _log_sub(log_a1, log_s1)

i += 1
if max(log_s0, log_s1) < -30:
break

def _compute_log_a(q: float, sigma: float, alpha: float) -> float:
"""Compute log(A_alpha) for any positive finite alpha."""
if float(alpha).is_integer():
return _compute_log_a_int(q, sigma, int(alpha))
else:
return _compute_log_a_frac(q, sigma, alpha)

def _log_erfc(x: float) -> float:
"""Compute log(erfc(x)) with high accuracy for large x."""
try:
return math.log(2) + special.log_ndtr(-x * 2 ** .5)
except NameError:
# If log_ndtr is not available, approximate as follows:
r = special.erfc(x)
if r == 0.0:
# Using the Laurent series at infinity for the tail of the erfc function:
#     erfc(x) ~ exp(-x^2-.5/x^2+.625/x^4)/(x*pi^.5)
# To verify in Mathematica:
#     Series[Log[Erfc[x]] + Log[x] + Log[Pi]/2 + x^2, {x, Infinity, 6}]
return (-math.log(math.pi) / 2 - math.log(x) - x ** 2 - .5 * x ** -2
+ .625 * x ** -4 - 37. / 24. * x ** -6 + 353. / 64. * x ** -8)
else:
return math.log(r)

def _compute_delta(orders: Tuple[float, ...], rdp: Tuple[float, ...], eps: float) -> Tuple[float, float]:
"""Compute delta given a list of RDP values and target epsilon.

Args:
orders: An array (or a scalar) of orders.
rdp: A list (or a scalar) of RDP guarantees.
eps: The target epsilon.

Returns:
Pair of (delta, optimal_order).

Raises:
ValueError: If input is malformed.
"""
orders_vec = np.atleast_1d(orders)
rdp_vec = np.atleast_1d(rdp)

if len(orders_vec) != len(rdp_vec):
raise ValueError("Input lists must have the same length.")

deltas = np.exp((rdp_vec - eps) * (orders_vec - 1))
idx_opt = np.argmin(deltas)
return min(deltas[idx_opt], 1.), orders_vec[idx_opt]

def _compute_eps(orders: Tuple[float, ...], rdp: Tuple[float, ...], delta: float) -> Tuple[float, float]:
"""Compute epsilon given a list of RDP values and target delta.

Args:
orders: An array (or a scalar) of orders.
rdp: A list (or a scalar) of RDP guarantees.
delta: The target delta.

Returns:
Pair of (eps, optimal_order).

Raises:
ValueError: If input is malformed.
"""
orders_vec = np.atleast_1d(orders)
rdp_vec = np.atleast_1d(rdp)

if len(orders_vec) != len(rdp_vec):
raise ValueError("Input lists must have the same length.")

eps = rdp_vec - math.log(delta) / (orders_vec - 1)

idx_opt = np.nanargmin(eps)  # Ignore NaNs
return eps[idx_opt], orders_vec[idx_opt]

def _analyze_renyi(q: float, sigma: float, alpha: float) -> float:
"""Compute RDP of the Sampled Gaussian mechanism at order alpha.

Args:
q: The sampling rate.
sigma: The std of the additive Gaussian noise.
alpha: The order at which RDP is computed.

Returns:
RDP at alpha, can be np.inf.
"""
if q == 0:
return 0

if q == 1.:
return alpha / (2 * sigma ** 2)

if np.isinf(alpha):
return np.inf

return _compute_log_a(q, sigma, alpha) / (alpha - 1)

[docs]def analyze_renyi(q: float, noise_multiplier: float, steps: int, orders: Tuple[float, ...]):
"""Compute RDP of the Sampled Gaussian Mechanism.

Args:
q: The sampling rate.
noise_multiplier: The ratio of the standard deviation of the Gaussian noise to the l2-sensitivity
of the function to which it is added.
steps: The number of steps.
orders: An array (or a scalar) of RDP orders.

Returns:
The RDPs at all orders, can be np.inf.
"""

rdp = np.array([_analyze_renyi(q, noise_multiplier, order)
for order in orders])

return rdp * steps

[docs]def convert_renyidp_to_dp(orders: Tuple[float, ...], rdp: Tuple[float, ...], target_eps: float = None,
target_delta: float = None) -> Tuple[float, float, float]:
"""Compute delta (or eps) for given eps (or delta) from RDP values.

Args:
orders: An array (or a scalar) of RDP orders.
rdp: An array of RDP values. Must be of the same length as the orders list.
target_eps: If not None, the epsilon for which we compute the corresponding delta.
target_delta: If not None, the delta for which we compute the corresponding epsilon.
Exactly one of target_eps and target_delta must be None.

Returns:
eps, delta, opt_order.

Raises:
ValueError: If target_eps and target_delta are messed up.
"""
if target_eps is None and target_delta is None:
raise ValueError(
"Exactly one out of eps and delta must be None. (Both are).")

if target_eps is not None and target_delta is not None:
raise ValueError(
"Exactly one out of eps and delta must be None. (None is).")

if target_eps is not None:
delta, opt_order = _compute_delta(orders, rdp, target_eps)
return target_eps, delta, opt_order
if target_delta is not None:
eps, opt_order = _compute_eps(orders, rdp, target_delta)
return eps, target_delta, opt_order

[docs]def analyze_dp(q: float,
noise_multiplier: float,
steps: int,
orders: Tuple[float, ...] = (1.25, 1.5, 1.75, 2., 2.25, 2.5, 3., 3.5, 4., 4.5, 5, 6,
7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20),
delta: float = 1e-05) -> float:
"""Compute and print results of DP-SGD analysis.

Args:
q: The sampling rate.
noise_multiplier: The ratio of the standard deviation of the Gaussian noise to the l2-sensitivity
of the function to which it is added.
steps: The number of steps.
orders: An array (or a scalar) of RDP orders.
delta: The target delta.

Returns:
eps

Raises:
ValueError: If target_delta are messed up.
"""
if noise_multiplier == 0:
return float('inf')

rdp = analyze_renyi(q, noise_multiplier, steps, orders)
eps, _, opt_order = convert_renyidp_to_dp(orders, rdp, target_delta=delta)

return eps
```