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tf_privacy.DPKerasAdamOptimizer

Differentially private subclass of class tf.keras.optimizers.Adam.

tf_privacy.DPKerasAdamOptimizer(
    l2_norm_clip,
    noise_multiplier,
    num_microbatches=None,
    gradient_accumulation_steps=1,
    *args,
    **kwargs
)

You can use this as a differentially private replacement for tf.keras.optimizers.Adam. This optimizer implements DP-SGD using the standard Gaussian mechanism.

When instantiating this optimizer, you need to supply several DP-related arguments followed by the standard arguments for Adam.

Examples:

# Create optimizer.
opt = DPKerasAdam(l2_norm_clip=1.0, noise_multiplier=0.5, num_microbatches=1,
        <standard arguments>)

When using the optimizer, be sure to pass in the loss as a rank-one tensor with one entry for each example.

The optimizer can be used directly via its minimize method, or through a Keras Model.

# Compute loss as a tensor by using tf.losses.Reduction.NONE.
# Compute vector of per-example loss rather than its mean over a minibatch.
loss = tf.keras.losses.CategoricalCrossentropy(
    from_logits=True, reduction=tf.losses.Reduction.NONE)

# Use optimizer in a Keras model.
opt.minimize(loss, var_list=[var])

# Compute loss as a tensor by using tf.losses.Reduction.NONE.
# Compute vector of per-example loss rather than its mean over a minibatch.
loss = tf.keras.losses.CategoricalCrossentropy(
    from_logits=True, reduction=tf.losses.Reduction.NONE)

# Use optimizer in a Keras model.
model = tf.keras.Sequential(...)
model.compile(optimizer=opt, loss=loss, metrics=['accuracy'])
model.fit(...)

In DP-SGD training, a larger batch size typically helps to achieve better privacy/utility tradeoff. However there is typically a maximum batch size imposed by hardware. This optimizer can emulate large batch sizes on hardware with limited memory by accumulating gradients for several steps before actually applying them to update model weights. Constructor argument gradient_accumulation_steps controls the number of steps for which gradients are accumulated before updating the model weights.

Below is an example which demonstrates how to use this feature:

# Create optimizer which will be accumulating gradients for 4 steps.
# and then performing an update of model weights.
opt = DPKerasAdam(l2_norm_clip=1.0,
                       noise_multiplier=0.5,
                       num_microbatches=1,
                       gradient_accumulation_steps=4,
                       <standard arguments>)

# Use optimizer in a regular way.
# First three calls to opt.minimize won't update model weights and will
# only accumulate gradients. Model weights will be updated on the fourth
# call to opt.minimize
opt.minimize(loss, var_list=[var])

Note that when using this feature effective batch size is gradient_accumulation_steps * one_step_batch_size where one_step_batch_size size of the batch which is passed to single step of the optimizer. Thus user may have to adjust learning rate, weight decay and possibly other training hyperparameters accordingly.

l2_norm_clip Clipping norm (max L2 norm of per microbatch gradients).
noise_multiplier Ratio of the standard deviation to the clipping norm.
num_microbatches Number of microbatches into which each minibatch is split. Default is None which means that number of microbatches is equal to batch size (i.e. each microbatch contains exactly one example). If gradient_accumulation_steps is greater than 1 and num_microbatches is not None then the effective number of microbatches is equal to num_microbatches * gradient_accumulation_steps.
gradient_accumulation_steps If greater than 1 then optimizer will be accumulating gradients for this number of optimizer steps before applying them to update model weights. If this argument is set to 1 then updates will be applied on each optimizer step.
*args These will be passed on to the base class __init__ method.
**kwargs These will be passed on to the base class __init__ method.

clipnorm float or None. If set, clips gradients to a maximum norm.
clipvalue float or None. If set, clips gradients to a maximum value.
global_clipnorm float or None. If set, clips gradients to a maximum norm.
iterations Variable. The number of training steps this Optimizer has run.
weights Returns variables of this Optimizer based on the order created.

Methods

add_slot

add_slot(
    var, slot_name, initializer='zeros', shape=None
)

Add a new slot variable for var.

A slot variable is an additional variable associated with var to train. It is allocated and managed by optimizers, e.g. Adam.

Args
var a Variable object.
slot_name name of the slot variable.
initializer initializer of the slot variable
shape (Optional) shape of the slot variable. If not set, it will default to the shape of var.

Returns
A slot variable.

add_weight

add_weight(
    name,
    shape,
    dtype=None,
    initializer='zeros',
    trainable=None,
    synchronization=tf.VariableSynchronization.AUTO,
    aggregation=tf.VariableAggregation.NONE
)

apply_gradients

View source

apply_gradients(
    *args, **kwargs
)

DP-SGD version of base class method.

from_config

@classmethod
from_config(
    config, custom_objects=None
)

Creates an optimizer from its config.

This method is the reverse of get_config, capable of instantiating the same optimizer from the config dictionary.

Args
config A Python dictionary, typically the output of get_config.
custom_objects A Python dictionary mapping names to additional Python objects used to create this optimizer, such as a function used for a hyperparameter.

Returns
An optimizer instance.

get_config

View source

get_config()

Returns the config of the optimizer.

An optimizer config is a Python dictionary (serializable) containing the configuration of an optimizer. The same optimizer can be reinstantiated later (without any saved state) from this configuration.

Returns
Python dictionary.

get_gradients

View source

get_gradients(
    loss, params
)

DP-SGD version of base class method.

get_slot

get_slot(
    var, slot_name
)

get_slot_names

get_slot_names()

A list of names for this optimizer's slots.

get_updates

get_updates(
    loss, params
)

get_weights

get_weights()

Returns the current weights of the optimizer.

The weights of an optimizer are its state (ie, variables). This function returns the weight values associated with this optimizer as a list of Numpy arrays. The first value is always the iterations count of the optimizer, followed by the optimizer's state variables in the order they were created. The returned list can in turn be used to load state into similarly parameterized optimizers.

For example, the RMSprop optimizer for this simple model returns a list of three values-- the iteration count, followed by the root-mean-square value of the kernel and bias of the single Dense layer:

opt = tf.keras.optimizers.RMSprop()
m = tf.keras.models.Sequential([tf.keras.layers.Dense(10)])
m.compile(opt, loss='mse')
data = np.arange(100).reshape(5, 20)
labels = np.zeros(5)
print('Training'); results = m.fit(data, labels)
Training ...
len(opt.get_weights())
3

Returns
Weights values as a list of numpy arrays.

minimize

minimize(
    loss, var_list, grad_loss=None, name=None, tape=None
)

Minimize loss by updating var_list.

This method simply computes gradient using tf.GradientTape and calls apply_gradients(). If you want to process the gradient before applying then call tf.GradientTape and apply_gradients() explicitly instead of using this function.

Args
loss Tensor or callable. If a callable, loss should take no arguments and return the value to minimize. If a Tensor, the tape argument must be passed.
var_list list or tuple of Variable objects to update to minimize loss, or a callable returning the list or tuple of Variable objects. Use callable when the variable list would otherwise be incomplete before minimize since the variables are created at the first time loss is called.
grad_loss (Optional). A Tensor holding the gradient computed for loss.
name (Optional) str. Name for the returned operation.
tape (Optional) tf.GradientTape. If loss is provided as a Tensor, the tape that computed the loss must be provided.

Returns
An Operation that updates the variables in var_list. The iterations will be automatically increased by 1.

Raises
ValueError If some of the variables are not Variable objects.

set_weights

set_weights(
    weights
)

Set the weights of the optimizer.

The weights of an optimizer are its state (ie, variables). This function takes the weight values associated with this optimizer as a list of Numpy arrays. The first value is always the iterations count of the optimizer, followed by the optimizer's state variables in the order they are created. The passed values are used to set the new state of the optimizer.

For example, the RMSprop optimizer for this simple model takes a list of three values-- the iteration count, followed by the root-mean-square value of the kernel and bias of the single Dense layer:

opt = tf.keras.optimizers.RMSprop()
m = tf.keras.models.Sequential([tf.keras.layers.Dense(10)])
m.compile(opt, loss='mse')
data = np.arange(100).reshape(5, 20)
labels = np.zeros(5)
print('Training'); results = m.fit(data, labels)
Training ...
new_weights = [np.array(10), np.ones([20, 10]), np.zeros([10])]
opt.set_weights(new_weights)
opt.iterations
<tf.Variable 'RMSprop/iter:0' shape=() dtype=int64, numpy=10>

Args
weights weight values as a list of numpy arrays.

variables

variables()

Returns variables of this Optimizer based on the order created.