# Copyright 2016 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. # ============================================================================== """Differentially private optimizers. """ import tensorflow as tf from differential_privacy.dp_sgd.dp_optimizer import sanitizer as san def ComputeDPPrincipalProjection(data, projection_dims, sanitizer, eps_delta, sigma): """Compute differentially private projection. Args: data: the input data, each row is a data vector. projection_dims: the projection dimension. sanitizer: the sanitizer used for acheiving privacy. eps_delta: (eps, delta) pair. sigma: if not None, use noise sigma; otherwise compute it using eps_delta pair. Returns: A projection matrix with projection_dims columns. """ eps, delta = eps_delta # Normalize each row. normalized_data = tf.nn.l2_normalize(data, 1) covar = tf.matmul(tf.transpose(normalized_data), normalized_data) saved_shape = tf.shape(covar) num_examples = tf.slice(tf.shape(data), [0], [1]) if eps > 0: # Since the data is already normalized, there is no need to clip # the covariance matrix. assert delta > 0 saned_covar = sanitizer.sanitize( tf.reshape(covar, [1, -1]), eps_delta, sigma=sigma, option=san.ClipOption(1.0, False), num_examples=num_examples) saned_covar = tf.reshape(saned_covar, saved_shape) # Symmetrize saned_covar. This also reduces the noise variance. saned_covar = 0.5 * (saned_covar + tf.transpose(saned_covar)) else: saned_covar = covar # Compute the eigen decomposition of the covariance matrix, and # return the top projection_dims eigen vectors, represented as columns of # the projection matrix. eigvals, eigvecs = tf.self_adjoint_eig(saned_covar) _, topk_indices = tf.nn.top_k(eigvals, projection_dims) topk_indices = tf.reshape(topk_indices, [projection_dims]) # Gather and return the corresponding eigenvectors. return tf.transpose(tf.gather(tf.transpose(eigvecs), topk_indices))