def main(args):
# load the dataset
fpath = "../../../Experiment/Dataset/dat/{0}.dat".format(args.dname)
X, y = load_dat(fpath, minmax=(0, 1), normalize=False, bias_term=True)
N = X.shape[0]
eps_total = args.eps
delta = args.delta
obj_clip = args.obj_clip
grad_clip = args.grad_clip
# for svm only
y[y < 1] = -1
rho = dp_to_zcdp(eps_total, delta)
print "rho = {:.5f}".format(rho)
start_time = time.clock()
w = agd_rho(X,
y,
rho,
eps_total,
delta,
svm_grad,
svm_loss,
svm_test,
obj_clip,
grad_clip,
reg_coeff=0.01,
exp_dec=args.exp_dec,
verbose=True)
print "time = ", time.clock() - start_time
loss = svm_loss(w, X, y) / N
acc = svm_test(w, X, y)
print "loss: {:.5f}\t acc: {:5.2f}".format(loss, acc * 100)
def main(args):
fpath = "./dataset/{0}.dat".format(args.dname)
X, y = load_dat(fpath, minmax=(0, 1), bias_term=True)
N, dim = X.shape
y[y < 1] = -1
nrep = args.rep
T = [1, 100, 1000, 10000, 20000]
epsilon = []
nT = len(T)
learning_rate = 0.05
sigma = 4 # fixed sigma as in MA paper
K = 5 # 5-folds cross-validation
cv_rep = 2
k = 0
acc = np.zeros((nT, nrep, K*cv_rep))
obj = np.zeros((nT, nrep, K*cv_rep))
rkf = RepeatedKFold(n_splits=K, n_repeats=cv_rep)
for train, test in rkf.split(X):
train_X, train_y = X[train, :], y[train]
test_X, test_y = X[test, :], y[test]
n_train = train_X.shape[0]
batch_size = int(np.sqrt(n_train) + 10)
if args.batch_size > 0:
batch_size = args.batch_size
for i in range(nT):
for j in range(nrep):
sol, eps = dpsgd_ma(train_X, train_y, svm_grad, sigma,
T[i], learning_rate, batch_size,
reg_coeff=args.reg_coeff,
delta=args.delta)
obj[i, j, k] = svm_loss(sol, train_X, train_y) / n_train
acc[i, j, k] = svm_test(sol, test_X, test_y) * 100.0
# print "acc[{},{},{}]={}".format(i, j, k, acc[i, j, k])
if j == 0 and k == 0:
epsilon.append(eps)
k += 1
avg_acc = np.vstack([np.array(epsilon),
np.mean(acc, axis=(1, 2)),
np.std(acc, axis=(1, 2))])
avg_obj = np.vstack([np.array(epsilon),
np.mean(obj, axis=(1, 2)),
np.std(obj, axis=(1, 2))])
filename = "sgdma_svm_{0}".format(args.dname)
np.savetxt("{0}_acc.out".format(filename), avg_acc, fmt='%.5f')
np.savetxt("{0}_obj.out".format(filename), avg_obj, fmt='%.5f')
def main(args):
fpath = "./dataset/{0}.dat".format(args.dname)
X, y = load_dat(fpath, minmax=(0, 1), bias_term=True)
y[y < 1] = -1
N, dim = X.shape
nrep = args.rep
epsilon = [0.05, 0.1, 0.2, 0.4, 0.8, 1.6]
neps = len(epsilon)
learning_rate = 0.1
K = 5 # 5-folds cross-validation
cv_rep = 3
k = 0
acc = np.zeros((neps, nrep, K * cv_rep))
obj = np.zeros((neps, nrep, K * cv_rep))
rkf = RepeatedKFold(n_splits=K, n_repeats=cv_rep)
for train, test in rkf.split(X):
train_X, train_y = X[train, :], y[train]
test_X, test_y = X[test, :], y[test]
n_train = train_X.shape[0]
batch_size = int(np.sqrt(n_train) + 10)
if args.batch_size > 0:
batch_size = args.batch_size
for i, eps in enumerate(epsilon):
# number of iterations
T = max(int(round((n_train * eps) / 500.0)), 1)
if args.T > 0:
T = int(args.T * eps)
for j in range(nrep):
sol = dpsgd_adv(train_X,
train_y,
svm_grad,
eps,
T,
learning_rate,
batch_size,
reg_coeff=args.reg_coeff)
obj[i, j, k] = svm_loss(sol, train_X, train_y) / n_train
acc[i, j, k] = svm_test(sol, test_X, test_y) * 100.0
k += 1
avg_acc = np.vstack([np.mean(acc, axis=(1, 2)), np.std(acc, axis=(1, 2))])
avg_obj = np.vstack([np.mean(obj, axis=(1, 2)), np.std(obj, axis=(1, 2))])
filename = "sgdadv_svm_{0}".format(args.dname)
np.savetxt("{0}_acc.out".format(filename), avg_acc, fmt='%.5f')
np.savetxt("{0}_obj.out".format(filename), avg_obj, fmt='%.5f')
def main(args):
fpath = "./dataset/{0}.dat".format(args.dname)
X, y = load_dat(fpath, minmax=(0, 1), bias_term=True)
y[y < 1] = -1
N, dim = X.shape
nrep = args.rep
delta = args.delta
epsilon = [0.05, 0.1, 0.2, 0.4, 0.8, 1.6]
neps = len(epsilon)
K = 5 # 5-folds cross-validation
cv_rep = 2
k = 0
acc = np.zeros((neps, nrep, K * cv_rep))
obj = np.zeros((neps, nrep, K * cv_rep))
rkf = RepeatedKFold(n_splits=K, n_repeats=cv_rep)
for train, test in rkf.split(X):
train_X, train_y = X[train, :], y[train]
test_X, test_y = X[test, :], y[test]
n_train = train_X.shape[0]
for i, eps in enumerate(epsilon):
# number of iterations
r = max(int(round((n_train * eps) / 800.0)), 1)
if args.T > 0:
r = int(args.T * eps)
rho = dp_to_zcdp(eps, delta)
eps_iter = np.sqrt((2. * rho) / r)
# eps_iter = eps / r
for j in range(nrep):
sol = privgene(train_X,
train_y,
eps_iter,
r,
svm_score,
C=10,
batch_size=args.batch_size)
obj[i, j, k] = svm_loss(sol, train_X, train_y) / n_train
acc[i, j, k] = svm_test(sol, test_X, test_y) * 100.0
# print "acc[{},{},{}]={}".format(i, j, k, acc[i, j, k])
k += 1
avg_acc = np.vstack([np.mean(acc, axis=(1, 2)), np.std(acc, axis=(1, 2))])
avg_obj = np.vstack([np.mean(obj, axis=(1, 2)), np.std(obj, axis=(1, 2))])
filename = "pgene_svm_{0}".format(args.dname)
np.savetxt("{0}_acc.out".format(filename), avg_acc, fmt='%.5f')
np.savetxt("{0}_obj.out".format(filename), avg_obj, fmt='%.5f')
def main(args):
fpath = "./dataset/{0}.dat".format(args.dname)
X, y = load_dat(fpath, minmax=(0, 1), normalize=False, bias_term=True)
N, dim = X.shape
y[y < 0.5] = -1
nrep = args.rep
delta = args.delta
L = args.L
step_size = args.step_size
T = args.T
epsilon = [0.05, 0.1, 0.2, 0.4, 0.8, 1.6]
neps = len(epsilon)
K = 5 # 5-folds cross-validation
cv_rep = 2
k = 0
acc = np.zeros((neps, nrep, K * cv_rep))
obj = np.zeros((neps, nrep, K * cv_rep))
rkf = RepeatedKFold(n_splits=K, n_repeats=cv_rep)
for train, test in rkf.split(X):
train_X, train_y = X[train, :], y[train]
test_X, test_y = X[test, :], y[test]
n_train = train_X.shape[0]
for i, eps in enumerate(epsilon):
for j in range(nrep):
sol = outpert_gd(X,
y,
svm_grad,
eps,
T,
L,
step_size,
delta=delta,
reg_coeff=args.reg_coeff)
obj[i, j, k] = svm_loss(sol, train_X, train_y) / n_train
acc[i, j, k] = svm_test(sol, test_X, test_y) * 100.0
# print "acc[{},{},{}]={}".format(i, j, k, acc[i, j, k])
k += 1
avg_acc = np.vstack([np.mean(acc, axis=(1, 2)), np.std(acc, axis=(1, 2))])
avg_obj = np.vstack([np.mean(obj, axis=(1, 2)), np.std(obj, axis=(1, 2))])
filename = "outpert_svm_{0}".format(args.dname)
np.savetxt("{0}_acc.out".format(filename), avg_acc, fmt='%.5f')
np.savetxt("{0}_obj.out".format(filename), avg_obj, fmt='%.5f')
sigma = 4
batch_size = 1000
learning_rate = 0.05
reg_coeff = 0.001
print "SGD with moments accountant"
for T in [1, 100, 1000, 10000, 20000]:
w, eps = dpsgd_ma(X,
y,
svm_grad,
sigma,
T,
learning_rate,
batch_size,
reg_coeff=reg_coeff)
loss = svm_loss(w, X, y) / N
acc = svm_test(w, X, y)
print "[T={:5d}] eps: {:.5f}\tloss: {:.5f}\tacc: {:5.2f}".format(
T, eps, loss, acc * 100)
print "\nSGD with advanced composition"
for eps in [0.05, 0.1, 0.2, 0.4, 0.8, 1.6]:
# used the same heuristic as in PrivGene
T = max(int(round((N * eps) / 500.0)), 1)
w = dpsgd_adv(X, y, svm_grad, eps, T, 0.1, batch_size)
loss = svm_loss(w, X, y) / N
acc = svm_test(w, X, y)
print "eps: {:4.2f}\tloss: {:.5f}\tacc: {:5.2f}".format(
eps, loss, acc * 100)