async def random_unit_vector(n, sectype):
"""Random permutation of [sectype(1)] + [sectype(0) for i in range(n-1)]."""
await mpc.returnType((sectype, True), n)
if n == 1:
return [sectype(1)]
b = mpc.random_bit(sectype)
x = random_unit_vector((n + 1) // 2, sectype)
if n % 2 == 0:
y = mpc.scalar_mul(b, x)
return y + mpc.vector_sub(x, y)
elif await mpc.eq_public(b * x[0], 1):
return random_unit_vector(n, sectype)
else:
y = mpc.scalar_mul(b, x[1:])
return x[:1] + y + mpc.vector_sub(x[1:], y)
async def random_unit_vector(n): # returns list of n secint elements
await mpc.returnType(secint, n) # set return type of this MPyC coroutine
if n == 1:
return [secint(1)]
b = mpc.random_bit(secint) # pick one random bit if n>=2
x = random_unit_vector((n + 1) // 2) # recursive call with m=(n+1)//2
if n % 2 == 0:
y = mpc.scalar_mul(b, x) # y = [0]*m or y = x
return y + mpc.vector_sub(x, y) # [0]*m + x or x + [0]*m
elif await mpc.eq_public(b * x[0], 1): # reject if b=1 and x[0]=1
return random_unit_vector(n) # start over
else:
y = mpc.scalar_mul(b, x[1:]) # y = [0]*m or y = x[1:]
return x[:1] + y + mpc.vector_sub(
x[1:], y) # [x[0]] + ([0]*m + x[1:] or [0]*m + x[1:])
def agg_logrank_test(secfxp, d1, d2, n1, n2, agg_d1, agg_d2, stride):
candidates = []
maxT = len(d1)
for start in range(0, maxT, stride):
group = start // stride
n_observed_events = agg_d1[group] + agg_d2[group]
msn = min(stride, n_observed_events) # upper bound
stop = min(start + stride, maxT)
logging.info(f'Interval {group + 1} (time {start + 1} to {stop})'
f' # observed events = {n_observed_events}')
if msn == 0:
continue
oblivious_table = [[secfxp(0), secfxp(0), secfxp(1), secfxp(1)]] * msn
ix = [secfxp(0)] * msn
for j in range(start, stop):
is_active = d1[j] + d2[j] != 0
ix = mpc.if_else(is_active, [1 - mpc.sum(ix)] + ix[:-1], ix)
select = mpc.scalar_mul(is_active, ix)
new = [d1[j], d2[j], n1[j], n2[j]]
for i in range(msn):
oblivious_table[i] = mpc.if_else(select[i], new,
oblivious_table[i])
candidates.extend(oblivious_table)
return logrank_test(secfxp, *zip(*candidates))
def arg_le_rat(x0, x1):
(n0, d0) = x0
(n1, d1) = x1
a = mpc.in_prod([n0, d0], [d1, -n1]) >= 0
h = mpc.scalar_mul(a, [n1 - n0, d1 - d0])
m = (h[0] + n0, h[1] + d0)
return a, m
def test_async(self):
mpc.options.no_async = False
a = mpc.SecInt()(7)
b = a * a
mpc.run(mpc.barrier())
self.assertEqual(mpc.run(mpc.output(b)), 49)
self.assertEqual(mpc.run(mpc.output(mpc.scalar_mul(a, [-a, a]))),
[-49, 49])
mpc.options.no_async = True
def si1(x, n):
"""Return all-0 vector of length n-1 (if x=0) and (x-1)-st unit vector of length n-1 (if 1 <= x < n)."""
if n==1:
return []
elif n==2:
return [x]
else:
b = mpc.lsb(x)
v = si1((x - b) / 2, (n + 1) // 2)
w = mpc.scalar_mul(b, v)
return [b-sum(w)] + [v[i//2]-w[i//2] if i%2==0 else w[i//2] for i in range(n-2)]
def random_permutation(n, sectype):
"""Random permutation of [sectype(i) for i in range(n)]. """
p = [sectype(i) for i in range(n)]
for i in range(n - 1):
x_r = random_unit_vector(n - i, sectype)
p_r = mpc.in_prod(p[i:], x_r)
d_r = mpc.scalar_mul(p[i] - p_r, x_r)
p[i] = p_r
for j in range(n - i):
p[i + j] += d_r[j]
return p
def random_permutation(n): # returns list of n secint elements
p = [secint(i) for i in range(n)] # initialize p to identity permutation
for i in range(n - 1):
x_r = random_unit_vector(
n - i) # x_r = [0]*(r-i) + [1] + [0]*(n-1-r), i <= r < n
p_r = mpc.in_prod(p[i:], x_r) # p_r = p[r]
d_r = mpc.scalar_mul(
p[i] - p_r, x_r) # d_r = [0]*(r-i) + [p[i] - p[r]] + [0]*(n-1-r)
p[i] = p_r # p[i] = p[r]
for j in range(n - i):
p[i + j] += d_r[j] # p[r] = p[r} + p[i] - p[r] = p[i]
return p
def si1(a, n):
"""Return all-0 vector of length n-1 (if a=0) and (a-1)-st unit vector of length n-1 (if 1 <= a < n)."""
if n == 1:
return []
elif n == 2:
return [a]
else:
b = mpc.lsb(a / 2**stype.field.frac_length)
x = si1((a - b) / 2, (n + 1) // 2)
y = mpc.scalar_mul(b, x)
return [b - sum(y)] + [
x[i // 2] - y[i // 2] if i % 2 == 0 else y[i // 2]
for i in range(n - 2)
]
def pow_list(a, x, n):
if n == 1:
return [a]
even = pow_list(a, x**2, (n + 1) // 2)
if n % 2 == 1:
d = even.pop()
odd = mpc.scalar_mul(x, even)
xs = [None] * n
for i in range(n // 2):
xs[2 * i] = even[i]
xs[2 * i + 1] = odd[i]
if n % 2 == 1:
xs[-1] = d
return xs
def test_empty_input(self):
secint = mpc.SecInt()
self.assertEqual(mpc.run(mpc.gather([])), [])
self.assertEqual(mpc.run(mpc.output([])), [])
self.assertEqual(mpc._reshare([]), [])
self.assertEqual(mpc.convert([], None), [])
self.assertEqual(mpc.sum([]), 0)
self.assertEqual(mpc.prod([]), 1)
self.assertEqual(mpc.in_prod([], []), 0)
self.assertEqual(mpc.vector_add([], []), [])
self.assertEqual(mpc.vector_sub([], []), [])
self.assertEqual(mpc.scalar_mul(secint(0), []), [])
self.assertEqual(mpc.schur_prod([], []), [])
self.assertEqual(mpc.from_bits([]), 0)
def si1(a, n):
"""Return (a-1)st unit vector of length n-1 (if 1 <= a < n)
or all-0 vector of length n-1 (if a=0).
"""
if n == 1:
x = []
elif n == 2:
x = [a]
else:
a2, b = divmod(a, 2)
z = si1(a2, (n + 1) // 2)
y = mpc.scalar_mul(b, z)
x = [b - sum(y)] + [
z[i // 2] - y[i // 2] if i % 2 == 0 else y[i // 2]
for i in range(n - 2)
]
return x
def pow_list(a, x, n):
"""Return [a,ax, ax^2, ..., ax^(n-1)].
Runs in O(log n) rounds using minimal number of n-1 secure multiplications.
"""
if n == 1:
powers = [a]
elif n == 2:
powers = [a, a * x]
else:
even_powers = pow_list(a, x * x, (n + 1) // 2)
if n % 2:
d = even_powers.pop()
odd_powers = mpc.scalar_mul(x, even_powers)
powers = [t for _ in zip(even_powers, odd_powers) for t in _]
if n % 2:
powers.append(d)
return powers
def pow_list(a, x, n):
"""Return [a,ax, ax^2, ..., ax^(n-1)].
Runs in O(log n) rounds using minimal number of n-1 secure multiplications.
NB: equivalent to list(mpyc.mpctools.accumulate([x] * (n-1), f=operator.mul, iv=a)),
which also runs in O(log n) rounds but using O(n log n) secure multiplications.
"""
if n == 1:
powers = [a]
elif n == 2:
powers = [a, a * x]
else:
even_powers = pow_list(a, x * x, (n + 1) // 2)
if n % 2:
d = even_powers.pop()
odd_powers = mpc.scalar_mul(x, even_powers)
powers = [t for _ in zip(even_powers, odd_powers) for t in _]
if n % 2:
powers.append(d)
return powers
async def main():
parser = argparse.ArgumentParser()
parser.add_argument(
'-i',
'--dataset',
type=int,
metavar='I',
help=('dataset 0=uvlp (default), 1=wiki, 2=tb2x2, 3=woody, '
'4=LPExample_R20, 5=sc50b, 6=kb2, 7=LPExample'))
parser.add_argument('-l',
'--bit-length',
type=int,
metavar='L',
help='override preset bit length for dataset')
parser.set_defaults(dataset=0, bit_length=0)
args = parser.parse_args()
settings = [('uvlp', 8, 1, 2), ('wiki', 6, 1, 2), ('tb2x2', 6, 1, 2),
('woody', 8, 1, 3), ('LPExample_R20', 70, 1, 5),
('sc50b', 104, 10, 55), ('kb2', 536, 100000, 106),
('LPExample', 110, 1, 178)]
name, bit_length, scale, n_iter = settings[args.dataset]
if args.bit_length:
bit_length = args.bit_length
with open(os.path.join('data', 'lp', name + '.csv')) as file:
T = list(csv.reader(file))
m = len(T) - 1
n = len(T[0]) - 1
secint = mpc.SecInt(bit_length, n=m +
n) # force existence of Nth root of unity, N>=m+n
print(f'Using secure {bit_length}-bit integers: {secint.__name__}')
print(
f'dataset: {name} with {m} constraints and {n} variables (scale factor {scale})'
)
T[0][-1] = '0' # initialize optimal value
for i in range(m + 1):
g = 0
for j in range(n + 1):
T[i][j] = int(scale * float(T[i][j])) # scale to integer
g = math.gcd(g, T[i][j])
g = max(g, 1) if i else 1 # skip cost row
for j in range(n + 1):
T[i][j] = secint(T[i][j] // g)
c = T[0][:-1] # maximize c.x subject to A.x <= b, x >= 0
A = [T[i + 1][:-1] for i in range(m)]
b = [T[i + 1][-1] for i in range(m)]
Zp = secint.field
N = Zp.nth
w = Zp.root # w is an Nth root of unity in Zp, where N >= m + n
w_powers = [Zp(1)]
for _ in range(N - 1):
w_powers.append(w_powers[-1] * w)
assert w_powers[-1] * w == 1
await mpc.start()
cobasis = [secint(w_powers[-j]) for j in range(n)]
basis = [secint(w_powers[-(i + n)]) for i in range(m)]
previous_pivot = secint(1)
iteration = 0
while True:
# find index of pivot column
p_col_index, minimum = argmin_int(T[0][:-1])
if await mpc.output(minimum >= 0):
break # maximum reached
# find index of pivot row
p_col = mpc.matrix_prod([p_col_index], T, True)[0]
constraints = [[T[i][-1] + (p_col[i] <= 0), p_col[i]]
for i in range(1, m + 1)]
p_row_index, (_, pivot) = argmin_rat(constraints)
# reveal progress a bit
iteration += 1
mx = await mpc.output(T[0][-1])
cd = await mpc.output(previous_pivot)
p = await mpc.output(pivot) # NB: no await in f-strings in Python 3.6
logging.info(
f'Iteration {iteration}/{n_iter}: {mx / cd} pivot={p / cd}')
# swap basis entries
delta = mpc.in_prod(basis, p_row_index) - mpc.in_prod(
cobasis, p_col_index)
cobasis = mpc.vector_add(cobasis, mpc.scalar_mul(delta, p_col_index))
basis = mpc.vector_sub(basis, mpc.scalar_mul(delta, p_row_index))
# update tableau Tij = Tij*Tkl/Tkl' - (Til/Tkl' - bool(i==k)) * (Tkj + bool(j==l)*Tkl')
p_col_index.append(secint(0))
p_row_index.insert(0, secint(0))
pp_inv = 1 / previous_pivot
p_col = mpc.scalar_mul(pp_inv, p_col)
p_col = mpc.vector_sub(p_col, p_row_index)
p_row = mpc.matrix_prod([p_row_index], T)[0]
p_row = mpc.vector_add(p_row,
mpc.scalar_mul(previous_pivot, p_col_index))
T = mpc.gauss(T, pivot * pp_inv, p_col, p_row)
previous_pivot = pivot
mx = await mpc.output(T[0][-1])
cd = await mpc.output(previous_pivot
) # common denominator for all entries of T
print(
f'max = {mx} / {cd} / {scale} = {mx / cd / scale} in {iteration} iterations'
)
logging.info('Solution x')
sum_x_powers = [secint(0) for _ in range(N)]
for i in range(m):
x_powers = pow_list(T[i + 1][-1] / N, basis[i], N)
sum_x_powers = mpc.vector_add(sum_x_powers, x_powers)
x = [None] * n
for j in range(n):
coefs = [w_powers[(j * k) % N] for k in range(N)]
x[j] = mpc.in_prod(coefs, sum_x_powers)
cx = mpc.in_prod(c, x)
Ax = mpc.matrix_prod([x], A, True)[0]
Ax_bounded_by_b = mpc.all(Ax[i] <= b[i] * cd for i in range(m))
x_nonnegative = mpc.all(x[j] >= 0 for j in range(n))
logging.info('Dual solution y')
sum_x_powers = [secint(0) for _ in range(N)]
for j in range(n):
x_powers = pow_list(T[0][j] / N, cobasis[j], N)
sum_x_powers = mpc.vector_add(sum_x_powers, x_powers)
y = [None] * m
for i in range(m):
coefs = [w_powers[((n + i) * k) % N] for k in range(N)]
y[i] = mpc.in_prod(coefs, sum_x_powers)
y[i] = -y[i]
yb = mpc.in_prod(y, b)
yA = mpc.matrix_prod([y], A)[0]
yA_bounded_by_c = mpc.all(yA[j] <= c[j] * cd for j in range(n))
y_nonpositive = mpc.all(y[i] <= 0 for i in range(m))
cx_eq_yb = cx == yb
check = mpc.all([
cx_eq_yb, Ax_bounded_by_b, x_nonnegative, yA_bounded_by_c,
y_nonpositive
])
check = bool(await mpc.output(check))
print(
f'verification c.x == y.b, A.x <= b, x >= 0, y.A <= c, y <= 0: {check}'
)
x = await mpc.output(x)
print(f'solution = {[a / cd for a in x]}')
await mpc.shutdown()
async def main():
parser = argparse.ArgumentParser()
parser.add_argument('-d', '--data', help='filename for tableau')
parser.add_argument('options', nargs='*')
parser.set_defaults(data='default')
args = parser.parse_args()
if not args.options:
certificate_filename = f'c{mpc.pid}.cert'
logging.info('Setting certificate file to default = %s',
certificate_filename)
else:
certificate_filename = args.options[0]
T = load_tableau(args.data)
l = mpc.options.bit_length
m = len(T) - 1
n = len(T[0]) - 1
secint = mpc.SecInt(l, n=m + n)
for i in range(m + 1):
for j in range(n + 1):
T[i][j] = secint(T[i][j])
Zp = secint.field
N = Zp.nth
w = Zp.root
w_powers = [Zp(1)]
for _ in range(N - 1):
w_powers.append(w_powers[-1] * w)
assert w_powers[-1] * w == 1
basis = [secint(w_powers[-(i + n)]) for i in range(m)]
cobasis = [secint(w_powers[-j]) for j in range(n)]
prev_pivot = secint(1)
await mpc.start()
iteration = 0
logging.info('%d Termination?...', iteration)
p_col_index, minimum = argmin_int(T[-1][:-1])
while await mpc.output(minimum < 0):
iteration += 1
logging.info('%d Determining pivot...', iteration)
p_col = mpc.matrix_prod([p_col_index], T, True)[0]
constraints = [(T[i][-1] + (p_col[i] <= 0), p_col[i])
for i in range(m)]
p_row_index, (_, pivot) = argmin_rat(constraints)
logging.info('%d Updating tableau...', iteration)
# T[i,j] = T[i,j]*p/p' - (C[i]/p' - p_row_index[i])*(R[j] + p * p_col_index[j])
p_row = mpc.matrix_prod([p_row_index], T)[0]
delta_row = mpc.scalar_mul(prev_pivot, p_col_index)
delta_row.append(secint(0))
p_row = mpc.vector_add(p_row, delta_row)
prev_p_inv = 1 / prev_pivot
p_col = mpc.scalar_mul(prev_p_inv, p_col)
p_col = mpc.vector_sub(p_col, p_row_index + [secint(0)])
T = mpc.gauss(T, pivot * prev_p_inv, p_col, p_row)
prev_pivot = pivot
# swap basis entries
delta = mpc.in_prod(basis, p_row_index) - mpc.in_prod(
cobasis, p_col_index)
p_row_index = mpc.scalar_mul(delta, p_row_index)
basis = mpc.vector_sub(basis, p_row_index)
p_col_index = mpc.scalar_mul(delta, p_col_index)
cobasis = mpc.vector_add(cobasis, p_col_index)
logging.info('%d Termination?...', iteration)
p_col_index, minimum = argmin_int(T[-1][:-1])
logging.info('Termination...')
mx = await mpc.output(T[-1][-1])
cd = await mpc.output(prev_pivot)
print(' max(f) = %d / %d = %f' %
(mx.value, cd.value, float(mx.value) / cd.value))
logging.info('Computing solution...')
sum_x_powers = [secint(0) for _ in range(N)]
for i in range(m):
x_powers = pow_list(T[i][-1] / N, basis[i], N)
sum_x_powers = mpc.vector_add(sum_x_powers, x_powers)
solution = [None] * n
for j in range(n):
coefs = [w_powers[(j * k) % N] for k in range(N)]
solution[j] = mpc.lin_comb(coefs, sum_x_powers)
solution = await mpc.output(solution)
logging.info('Computing dual solution...')
sum_x_powers = [secint(0) for _ in range(N)]
for j in range(n):
x_powers = pow_list(T[-1][j] / N, cobasis[j], N)
sum_x_powers = mpc.vector_add(sum_x_powers, x_powers)
dual_solution = [None] * m
for i in range(m):
coefs = [w_powers[((n + i) * k) % N] for k in range(N)]
dual_solution[i] = mpc.lin_comb(coefs, sum_x_powers)
dual_solution = await mpc.output(dual_solution)
await mpc.shutdown()
logging.info('Writing output to %s.', certificate_filename)
with open(os.path.join('data', 'lp', certificate_filename), 'w') as f:
f.write('# tableau = \n' + args.data + '\n')
f.write('# bit-length = \n' + str(mpc.options.bit_length) + '\n')
f.write('# security parameter = \n' + str(mpc.options.sec_param) +
'\n')
f.write('# threshold = \n' + str(mpc.threshold) + '\n')
f.write('# common denominator = \n' + str(cd.value) + '\n')
f.write('# solution = \n')
f.write('\t'.join(str(x.value) for x in solution) + '\n')
f.write('# dual solution = \n')
f.write('\t'.join(str(x.value) for x in dual_solution) + '\n')
def __mul__(self, other):
multiplications = mpc.scalar_mul(other, self.inputs + [self.outcome])
multiplied_outcome = multiplications.pop() # mutates multiplications
return Sample(multiplications, multiplied_outcome)
async def main():
parser = argparse.ArgumentParser()
parser.add_argument('-i', '--dataset', type=int, metavar='I',
help=('dataset 0=synthetic (default), 1=student, 2=wine-red, '
'3=wine-white, 4=year, 5=gas-methane, 6=gas-CO, 7=higgs'))
parser.add_argument('-u', '--data-url', action='store_true', default=False,
help='show URL for downloading dataset I')
parser.add_argument('-l', '--lambda_', type=float, metavar='L',
help='regularization L>=0.0 (default=1.0)')
parser.add_argument('-a', '--accuracy', type=int, metavar='A',
help='accuracy A (number of fractional bits)')
parser.add_argument('-n', '--samples', type=int, metavar='N',
help='number of samples in synthetic data (default=1000)')
parser.add_argument('-d', '--features', type=int, metavar='D',
help='number of features in synthetic data (default=10)')
parser.add_argument('-e', '--targets', type=int, metavar='E',
help='number of targets in synthetic data (default=1)')
parser.add_argument('--ratrec', action='store_true',
default=False, help='use rational reconstruction to hide determinant')
parser.set_defaults(dataset=0, lambda_=1.0, accuracy=-1,
samples=1000, features=10, targets=1)
args = parser.parse_args()
await mpc.start()
if not args.dataset:
range_alpha = range(4, 8)
n, d, e, split = args.samples, args.features, args.targets, 0
name = 'SYNTHETIC'
logging.info('Generating synthetic data')
X = await synthesize_data(n, d, e)
else:
settings = [('student+performance', 'student-mat', 6),
('Wine+Quality', 'winequality-red', 7),
('Wine+Quality', 'winequality-white', 8),
('Yearpredictionmsd', 'YearPredictionMSD', 6),
('Gas+sensor+array+under+dynamic+gas+mixtures', 'ethylene_methane', 8),
('Gas+sensor+array+under+dynamic+gas+mixtures', 'ethylene_CO', 9),
('HIGGS', 'HIGGS', 5)]
url, name, alpha = settings[args.dataset - 1]
url = 'https://archive.ics.uci.edu/ml/datasets/' + url
if args.data_url:
print(f'URL: {url}')
range_alpha = range(alpha, alpha + 1)
infofile = os.path.join('data', 'regr', 'info-' + name + '.csv')
logging.info(f'Loading dataset {name}')
X, d, e, split = read_data(infofile)
n = len(X)
logging.info(f'Loaded {n} samples')
print(f'dataset: {name} with {n} samples, {d} features, and {e} target(s)')
print(f'regularization lambda: {args.lambda_}')
# split in train set and test set
if split:
# fixed split
X1, X2 = X[:split], X[split:]
else:
# random split (all parties use same rnd)
rnd = await mpc.transfer(random.randrange(2**31), senders=0)
X1, X2 = sklearn.model_selection.train_test_split(X, train_size=0.7, random_state=rnd)
del X
X1, Y1 = X1[:, :d], X1[:, d:]
X2, Y2 = X2[:, :d], X2[:, d:]
n1 = len(X1)
d = d + 1 # add (virtual) feature column X_d = [1, ..., 1] for vertical intercept
# ridge regression "in the clear"
ridge = sklearn.linear_model.Ridge(alpha=args.lambda_,
fit_intercept=True,
copy_X=True,
solver='cholesky')
ridge.fit(X1, Y1)
error_train_skit = rmse(Y1, ridge.predict(X1))
error_test_skit = rmse(Y2, ridge.predict(X2))
print(f'scikit train error: {error_train_skit}')
print(f'scikit test error: {error_test_skit}')
if args.accuracy >= 0:
alpha = args.accuracy
range_alpha = range(alpha, alpha + 1)
for alpha in range_alpha: # accuracy parameter
print('accuracy alpha:', alpha)
# set parameters accordingly
beta = 2**alpha
lambda_ = round(args.lambda_ * beta**2)
gamma = n1 * beta**2 + lambda_
secint = mpc.SecInt(gamma.bit_length() + 1)
print(f'secint prime q: {secint.field.modulus.bit_length()} bits'
f' (secint bit length: {secint.bit_length})')
bound = round(d**(d/2)) * gamma**d
if not args.ratrec:
secnum = mpc.SecFld(min_order=2*bound + 1, signed=True)
print(f'secfld prime p: {secnum.field.modulus.bit_length()} bits')
else:
secnum = mpc.SecInt(l=bound.bit_length() + 1)
print(f'secint prime p: {secnum.field.modulus.bit_length()} bits'
f' (secint bit length: {secnum.bit_length})')
secfld = mpc.SecFld(min_order=4*bound**2)
print(f"secfld prime p': {secfld.field.modulus.bit_length()} bits")
f2 = float(beta)
q = secint.field.modulus
logging.info('Transpose, scale, and create (degree 0) shares for X and Y')
# enforce full size shares (mod q numbers) by adding q to each element
Xt = [[int(a * f2) + q for a in col] for col in X1.transpose()]
Yt = [[int(a * f2) + q for a in col] for col in Y1.transpose()]
timeStart = time.process_time()
logging.info('Compute A = X^T X + lambda I and B = X^T Y')
AB = []
for i in range(d-1):
xi = Xt[i]
for j in range(i, d-1):
xj = Xt[j]
s = 0
for k in range(n1):
s += xi[k] * xj[k]
AB.append(s) # X_i dot X_j
AB.append(sum(xi) * beta) # X_i dot X_d
for j in range(e):
yj = Yt[j]
s = 0
for k in range(n1):
s += xi[k] * yj[k]
AB.append(s) # X_i dot Y_j
AB.append(n1 * beta**2) # X_d dot X_d
for j in range(e):
AB.append(beta * sum(Yt[j])) # X_d dot Y_j
del Xt, Yt
AB = [secint.field(a) for a in AB]
AB = await mpc._reshare(AB)
timeMiddle = time.process_time()
logging.info('Compute w = A^-1 B')
# convert secint to secnum
AB = [secint(a) for a in AB]
AB = mpc.convert(AB, secnum)
# extract A and B from the AB array
A = [[None] * d for _ in range(d)]
B = [[None] * e for _ in range(d)]
index = 0
for i in range(d):
A[i][i] = AB[index] + lambda_
index += 1
for j in range(i+1, d):
A[i][j] = A[j][i] = AB[index]
index += 1
for j in range(e):
B[i][j] = AB[index]
index += 1
# solve A w = B
w_det = linear_solve(A, B)
if not args.ratrec:
w_det = await mpc.output(w_det)
*w, det = list(map(int, w_det))
w = np.reshape(w, (d, e))
w /= det
else:
*w, det = mpc.convert(w_det, secfld)
w = mpc.scalar_mul(1/det, w)
w = await mpc.output(w)
w = [ratrec(int(a), secfld.field.modulus) for a in w]
w = [a / b for a, b in w]
w = np.reshape(w, (d, e))
timeEnd = time.process_time()
logging.info(f'Total time {timeEnd - timeStart} = '
f'A and B in {timeMiddle - timeStart} + '
f'A^-1 B in {timeEnd - timeMiddle} seconds')
error_train_mpyc = rmse(Y1, np.dot(X1, w[:-1]) + w[-1])
error_test_mpyc = rmse(Y2, np.dot(X2, w[:-1]) + w[-1])
print(f'MPyC train error: {error_train_mpyc}')
print(f'MPyC test error: {error_test_mpyc}')
print(f'relative train error: {(error_train_mpyc - error_train_skit) / error_train_skit}')
print(f'relative test error: {(error_test_mpyc - error_test_skit) / error_test_skit}')
await mpc.shutdown()
def main():
parser = argparse.ArgumentParser()
parser.add_argument('-d', '--data', help='Filename for tableau.')
parser.add_argument('options', nargs='*')
parser.set_defaults(data='default')
args = parser.parse_args(mpc.args)
if not args.options:
certificate_filename = "c" + str(mpc.id) + ".cert"
logging.info('Setting certificate file to default = %s',
certificate_filename)
else:
certificate_filename = args.options[0]
T = load_tableau(args.data)
m = len(T) - 1
n = len(T[0]) - 1
l = mpc.options.bit_length
secfxp = mpc.SecFxp(l)
for i in range(len(T)):
for j in range(len(T[0])):
T[i][j] = secfxp(T[i][j])
basis = [secfxp(i + n) for i in range(m)]
cobasis = [secfxp(j) for j in range(n)]
mpc.start()
iteration = 0
logging.info('%d Termination?...', iteration)
p_col_index, minimum = argmin_int(T[-1][:-1])
while mpc.run(mpc.output(minimum < 0)):
iteration += 1
logging.info('%d Determining pivot...', iteration)
p_col = index_matrix_prod(p_col_index + [secfxp(0)], T, True)
constraints = [(T[i][-1] + (p_col[i] <= 0), p_col[i])
for i in range(m)]
p_row_index, _ = argmin_rat(constraints)
pivot = mpc.in_prod(p_row_index, p_col)
pivot1 = 1 / pivot
mpc.run(mpc.barrier())
logging.info('%d Updating tableau...', iteration)
h = mpc.scalar_mul(pivot1, [(p_row_index[i] if i < m else 0) - p_col[i]
for i in range(m + 1)])
p_row = index_matrix_prod(p_row_index, T[:-1])
v = mpc.vector_add(p_row, p_col_index + [0])
for i in range(m + 1):
T[i] = mpc.vector_add(T[i], mpc.scalar_mul(h[i], v))
#swap basis entries
delta = mpc.in_prod(basis, p_row_index) - mpc.in_prod(
cobasis, p_col_index)
p_row_index = mpc.scalar_mul(delta, p_row_index)
basis = mpc.vector_sub(basis, p_row_index)
p_col_index = mpc.scalar_mul(delta, p_col_index)
cobasis = mpc.vector_add(cobasis, p_col_index)
logging.info('%d Termination?...', iteration)
p_col_index, minimum = argmin_int(T[-1][:-1])
logging.info('Termination...')
mx = mpc.run(mpc.output(T[-1][-1]))
print(' max(f) =', mx)
logging.info('Computing solution...')
solution = [secfxp(0) for _ in range(n)]
for i in range(m):
x = unit_vector(basis[i], m + n)[:n]
y = mpc.scalar_mul(T[i][-1], x)
solution = mpc.vector_add(solution, y)
solution = mpc.run(mpc.output(solution))
logging.info('Computing dual solution...')
dual_solution = [secfxp(0) for _ in range(m)]
for j in range(n):
x = unit_vector(cobasis[j], m + n)[n:]
y = mpc.scalar_mul(T[-1][j], x)
dual_solution = mpc.vector_add(dual_solution, y)
dual_solution = mpc.run(mpc.output(dual_solution))
mpc.shutdown()
logging.info('Writing output to %s.', certificate_filename)
with open(os.path.join('data', 'lp', certificate_filename), 'w') as f:
f.write('# tableau = \n' + args.data + '\n')
f.write('# bit-length = \n' + str(mpc.options.bit_length) + '\n')
f.write('# security parameter = \n' +
str(mpc.options.security_parameter) + '\n')
f.write('# threshold = \n' + str(mpc.threshold) + '\n')
f.write('# solution = \n')
f.write('\t'.join(x.__repr__() for x in solution) + '\n')
f.write('# dual solution = \n')
f.write('\t'.join(x.__repr__() for x in dual_solution) + '\n')
async def main():
parser = argparse.ArgumentParser()
parser.add_argument(
'-i',
'--dataset',
type=int,
metavar='I',
help=('dataset 0=uvlp (default), 1=wiki, 2=tb2x2, 3=woody, '
'4=LPExample_R20, 5=sc50b, 6=kb2, 7=LPExample'))
parser.add_argument('-l',
'--bit-length',
type=int,
metavar='L',
help='override preset bit length for dataset')
parser.set_defaults(dataset=0, bit_length=0)
args = parser.parse_args()
settings = [('uvlp', 24, 37 / 3), ('wiki', 24, 20), ('tb2x2', 18, 10.5),
('woody', 36, 540), ('LPExample_R20', 52, 3.441176),
('sc50b', 52, 70), ('kb2', 96, 1749.9204734889486),
('LPExample', 96, 1188806595)]
name, bit_length, exact_max = settings[args.dataset]
if args.bit_length:
bit_length = args.bit_length
with open(os.path.join('data', 'lp', name + '.csv')) as file:
T = list(csv.reader(file))
m = len(T) - 1
n = len(T[0]) - 1
secfxp = mpc.SecFxp(bit_length)
print(
f'Using secure {bit_length}-bit fixed-point numbers: {secfxp.__name__}'
)
print(f'dataset: {name} with {m} constraints and {n} variables')
T[0][-1] = '0' # initialize optimal value
for i in range(m + 1):
for j in range(n + 1):
T[i][j] = secfxp(float(T[i][j]), integral=False)
c = T[0][:-1] # maximize c.x subject to A.x <= b, x >= 0
A = [T[i + 1][:-1] for i in range(m)]
b = [T[i + 1][-1] for i in range(m)]
await mpc.start()
cobasis = [secfxp(j) for j in range(n)]
basis = [secfxp(n + i) for i in range(m)]
iteration = 0
while True:
# find index of pivot column
p_col_index, minimum = argmin_int(T[0][:-1])
if await mpc.output(minimum >= 0):
break # maximum reached
# find index of pivot row
p_col = mpc.matrix_prod([p_col_index], T, True)[0]
constraints = [[T[i][-1], p_col[i], p_col[i] > 0.0001]
for i in range(1, m + 1)]
p_row_index, (_, pivot, _) = argmin_rat(constraints)
# reveal progress a bit
iteration += 1
mx = await mpc.output(T[0][-1])
p = await mpc.output(pivot)
logging.info(f'Iteration {iteration}: {mx} pivot={p}')
# swap basis entries
delta = mpc.in_prod(basis, p_row_index) - mpc.in_prod(
cobasis, p_col_index)
cobasis = mpc.vector_add(cobasis, mpc.scalar_mul(delta, p_col_index))
basis = mpc.vector_sub(basis, mpc.scalar_mul(delta, p_row_index))
# update tableau Tij = Tij - (Til - bool(i==k))/Tkl * (Tkj + bool(j==l))
p_col_index.append(secfxp(0))
p_row_index.insert(0, secfxp(0))
p_col = mpc.vector_sub(p_col, p_row_index)
p_col = mpc.scalar_mul(1 / pivot, p_col)
p_row = mpc.matrix_prod([p_row_index], T)[0]
p_row = mpc.vector_add(p_row, p_col_index)
T = mpc.gauss(T, secfxp(1), p_col, p_row)
mx = await mpc.output(T[0][-1])
rel_error = (mx - exact_max) / exact_max
print(f'max = {mx} (error {rel_error:.3%}) in {iteration} iterations')
logging.info('Solution x')
x = [secfxp(0) for _ in range(n)]
for i in range(m):
u = mpc.unit_vector(basis[i], m + n)[:n]
v = mpc.scalar_mul(T[i + 1][-1], u)
x = mpc.vector_add(x, v)
cx = mpc.in_prod(c, x)
Ax = mpc.matrix_prod([x], A, True)[0]
approx = lambda a: 1.01 * a + 0.0001
Ax_bounded_by_b = mpc.all(Ax[i] <= approx(b[i]) for i in range(m))
x_nonnegative = mpc.all(x[j] >= 0 for j in range(n))
logging.info('Dual solution y')
y = [secfxp(0) for _ in range(m)]
for j in range(n):
u = mpc.unit_vector(cobasis[j], m + n)[n:]
v = mpc.scalar_mul(T[0][j], u)
y = mpc.vector_sub(y, v)
yb = mpc.in_prod(y, b)
yA = mpc.matrix_prod([y], A)[0]
approx = lambda a: mpc.if_else(a < 0, 1 / 1.01, 1.01) * a + 0.0001
yA_bounded_by_c = mpc.all(yA[j] <= approx(c[j]) for j in range(n))
y_nonpositive = mpc.all(y[i] <= 0 for i in range(m))
cx_eq_yb = abs(cx - yb) <= 0.01 * abs(cx)
check = mpc.all([
cx_eq_yb, Ax_bounded_by_b, x_nonnegative, yA_bounded_by_c,
y_nonpositive
])
check = bool(await mpc.output(check))
print(
f'verification c.x == y.b, A.x <= b, x >= 0, y.A <= c, y <= 0: {check}'
)
x = await mpc.output(x)
print(f'solution = {x}')
await mpc.shutdown()
async def main():
parser = argparse.ArgumentParser()
parser.add_argument('-d', '--data', help='filename for tableau')
parser.add_argument('options', nargs='*')
parser.set_defaults(data='default')
args = parser.parse_args()
if not args.options:
certificate_filename = f'c{mpc.pid}.cert'
logging.info(
f'Setting certificate file to default = {certificate_filename}')
else:
certificate_filename = args.options[0]
T = load_tableau(args.data)
m = len(T) - 1
n = len(T[0]) - 1
l = mpc.options.bit_length
secfxp = mpc.SecFxp(l)
for i in range(m + 1):
for j in range(n + 1):
T[i][j] = secfxp(T[i][j])
basis = [secfxp(i + n) for i in range(m)]
cobasis = [secfxp(j) for j in range(n)]
await mpc.start()
iteration = 0
logging.info(f'{iteration} Termination?...')
p_col_index, minimum = argmin_int(T[-1][:-1])
while await mpc.output(minimum < 0):
iteration += 1
logging.info(f'{iteration} Determining pivot...')
p_col = index_matrix_prod(p_col_index + [secfxp(0)], T, True)
constraints = [(T[i][-1] + (p_col[i] <= 0), p_col[i])
for i in range(m)]
p_row_index, _ = argmin_rat(constraints)
pivot = mpc.in_prod(p_row_index, p_col)
logging.info(f'{iteration} Updating tableau...')
h = mpc.scalar_mul(1 / pivot, mpc.vector_sub(p_row_index + [0], p_col))
p_row = index_matrix_prod(p_row_index, T[:-1])
v = mpc.vector_add(p_row, p_col_index + [0])
for i in range(m + 1):
T[i] = mpc.vector_add(T[i], mpc.scalar_mul(h[i], v))
# swap basis entries
delta = mpc.in_prod(basis, p_row_index) - mpc.in_prod(
cobasis, p_col_index)
p_row_index = mpc.scalar_mul(delta, p_row_index)
basis = mpc.vector_sub(basis, p_row_index)
p_col_index = mpc.scalar_mul(delta, p_col_index)
cobasis = mpc.vector_add(cobasis, p_col_index)
logging.info(f'{iteration} Termination?...')
p_col_index, minimum = argmin_int(T[-1][:-1])
logging.info('Termination...')
mx = await mpc.output(T[-1][-1])
print(' max(f) =', mx)
logging.info('Computing solution...')
solution = [secfxp(0) for _ in range(n)]
for i in range(m):
x = mpc.unit_vector(basis[i], m + n)[:n]
y = mpc.scalar_mul(T[i][-1], x)
solution = mpc.vector_add(solution, y)
solution = await mpc.output(solution)
logging.info('Computing dual solution...')
dual_solution = [secfxp(0) for _ in range(m)]
for j in range(n):
x = mpc.unit_vector(cobasis[j], m + n)[n:]
y = mpc.scalar_mul(T[-1][j], x)
dual_solution = mpc.vector_add(dual_solution, y)
dual_solution = await mpc.output(dual_solution)
await mpc.shutdown()
logging.info(f'Writing output to {certificate_filename}')
tab = '\t'
with open(os.path.join('data', 'lp', certificate_filename), 'w') as f:
f.write(f'# tableau =\n{args.data}\n')
f.write(f'# bit-length =\n{mpc.options.bit_length}\n')
f.write(f'# security parameter =\n{mpc.options.sec_param}\n')
f.write(f'# threshold =\n{mpc.threshold}\n')
f.write(f'# solution =\n{tab.join(x.__repr__() for x in solution)}\n')
f.write(
f'# dual solution =\n{tab.join(x.__repr__() for x in dual_solution)}\n'
)