def __init__(self, secureboost_tree_param):
        super(HeteroSecureBoostingTreeGuest,
              self).__init__(secureboost_tree_param)

        self.convegence = None
        self.y = None
        self.F = None
        self.data_bin = None
        self.loss = None
        self.init_score = None
        self.classes_dict = {}
        self.classes_ = []
        self.num_classes = 0
        self.classify_target = "binary"
        self.feature_num = None
        self.encrypter = None
        self.grad_and_hess = None
        self.flowid = 0
        self.tree_dim = 1
        self.tree_meta = None
        self.trees_ = []
        self.history_loss = []
        self.bin_split_points = None
        self.bin_sparse_points = None

        self.transfer_inst = HeteroSecureBoostingTreeTransferVariable()
Example #2
0
    def __init__(self, secureboost_tree_param):
        super(HeteroSecureBoostingTreeHost, self).__init__(secureboost_tree_param)

        self.transfer_inst = HeteroSecureBoostingTreeTransferVariable()
        self.flowid = 0
        self.tree_dim = None
        self.feature_num = None
        self.trees_ = []
        self.tree_meta = None
        self.bin_split_points = None
        self.bin_sparse_points = None
        self.data_bin = None
class HeteroSecureBoostingTreeGuest(BoostingTree):
    def __init__(self, secureboost_tree_param):
        super(HeteroSecureBoostingTreeGuest,
              self).__init__(secureboost_tree_param)

        self.convegence = None
        self.y = None
        self.F = None
        self.data_bin = None
        self.loss = None
        self.init_score = None
        self.classes_dict = {}
        self.classes_ = []
        self.num_classes = 0
        self.classify_target = "binary"
        self.feature_num = None
        self.encrypter = None
        self.grad_and_hess = None
        self.flowid = 0
        self.tree_dim = 1
        self.tree_meta = None
        self.trees_ = []
        self.history_loss = []
        self.bin_split_points = None
        self.bin_sparse_points = None

        self.transfer_inst = HeteroSecureBoostingTreeTransferVariable()

    def set_loss(self, objective_param):
        loss_type = objective_param.objective
        params = objective_param.params
        LOGGER.info("set objective, objective is {}".format(loss_type))
        if self.task_type == consts.CLASSIFICATION:
            if loss_type == "cross_entropy":
                if self.num_classes == 2:
                    self.loss = SigmoidBinaryCrossEntropyLoss()
                else:
                    self.loss = SoftmaxCrossEntropyLoss()
            else:
                raise NotImplementedError("objective %s not supported yet" %
                                          (loss_type))
        elif self.task_type == consts.REGRESSION:
            if loss_type == "lse":
                self.loss = LeastSquaredErrorLoss()
            elif loss_type == "lae":
                self.loss = LeastAbsoluteErrorLoss()
            elif loss_type == "huber":
                self.loss = HuberLoss(params[0])
            elif loss_type == "fair":
                self.loss = FairLoss(params[0])
            elif loss_type == "tweedie":
                self.loss = TweedieLoss(params[0])
            elif loss_type == "log_cosh":
                self.loss = LogCoshLoss()
            else:
                raise NotImplementedError("objective %s not supported yet" %
                                          (loss_type))
        else:
            raise NotImplementedError("objective %s not supported yet" %
                                      (loss_type))

    def convert_feature_to_bin(self, data_instance):
        LOGGER.info("convert feature to bins")
        self.data_bin, self.bin_split_points, self.bin_sparse_points = \
            Quantile.convert_feature_to_bin(
                data_instance, self.quantile_method, self.bin_num,
                self.bin_gap, self.bin_sample_num)
        LOGGER.info("convert feature to bins over")

    def set_y(self):
        LOGGER.info("set label from data and check label")
        self.y = self.data_bin.mapValues(lambda instance: instance.label)
        self.check_label()

    def set_flowid(self, flowid=0):
        LOGGER.info("set flowid, flowid is {}".format(flowid))
        self.flowid = flowid

    def generate_flowid(self, round_num, tree_num):
        LOGGER.info("generate flowid")
        return ".".join(map(str, [self.flowid, round_num, tree_num]))

    def check_label(self):
        LOGGER.info("check label")
        if self.task_type == consts.CLASSIFICATION:
            self.num_classes, self.classes_ = ClassifyLabelChecker.validate_y(
                self.y)
            if self.num_classes > 2:
                self.classify_target = "multinomial"
                self.tree_dim = self.num_classes

            range_from_zero = True
            for _class in self.classes_:
                try:
                    if _class >= 0 and _class < range_from_zero and isinstance(
                            _class, int):
                        continue
                    else:
                        range_from_zero = False
                        break
                except:
                    range_from_zero = False

            self.classes_ = sorted(self.classes_)
            if not range_from_zero:
                class_mapping = dict(
                    zip(self.classes_, range(self.num_classes)))
                self.y = self.y.mapValues(lambda _class: class_mapping[_class])

        else:
            RegressionLabelChecker.validate_y(self.y)

        self.set_loss(self.objective_param)

    def generate_encrypter(self):
        LOGGER.info("generate encrypter")
        if self.encrypt_param.method == consts.PAILLIER:
            self.encrypter = PaillierEncrypt()
            self.encrypter.generate_key(self.encrypt_param.key_length)
        else:
            raise NotImplementedError("encrypt method not supported yes!!!")

    @staticmethod
    def accumulate_f(f_val, new_f_val, lr=0.1, idx=0):
        f_val[idx] += lr * new_f_val
        return f_val

    def update_f_value(self, new_f=None, tidx=-1):
        LOGGER.info("update tree f value, tree idx is {}".format(tidx))
        if self.F is None:
            if self.tree_dim > 1:
                self.F, self.init_score = self.loss.initialize(
                    self.y, self.tree_dim)
            else:
                LOGGER.info("tree_dim is %d" % (self.tree_dim))
                self.F, self.init_score = self.loss.initialize(self.y)
        else:
            accumuldate_f = functools.partial(self.accumulate_f,
                                              lr=self.learning_rate,
                                              idx=tidx)

            self.F = self.F.join(new_f, accumuldate_f)

    def compute_grad_and_hess(self):
        LOGGER.info("compute grad and hess")
        loss_method = self.loss
        if self.task_type == consts.CLASSIFICATION:
            self.grad_and_hess = self.y.join(self.F, lambda y, f_val: \
                (loss_method.compute_grad(y, loss_method.predict(f_val)), \
                 loss_method.compute_hess(y, loss_method.predict(f_val))))
        else:
            self.grad_and_hess = self.y.join(
                self.F, lambda y, f_val: (loss_method.compute_grad(y, f_val),
                                          loss_method.compute_hess(y, f_val)))

    def compute_loss(self):
        LOGGER.info("compute loss")
        if self.task_type == consts.CLASSIFICATION:
            loss_method = self.loss
            y_predict = self.F.mapValues(lambda val: loss_method.predict(val))
            loss = loss_method.compute_loss(self.y, y_predict)
        elif self.task_type == consts.REGRESSION:
            if self.objective_param.objective in [
                    "lse", "lae", "logcosh", "tweedie", "log_cosh", "huber"
            ]:
                loss_method = self.loss
                loss = loss_method.compute_loss(self.y, self.F)
            else:
                loss_method = self.loss
                y_predict = self.F.mapValues(
                    lambda val: loss_method.predict(val))
                loss = loss_method.compute_loss(self.y, y_predict)

        return loss

    def get_grad_and_hess(self, tree_idx):
        LOGGER.info("get grad and hess of tree {}".format(tree_idx))
        grad_and_hess_subtree = self.grad_and_hess.mapValues(
            lambda grad_and_hess:
            (grad_and_hess[0][tree_idx], grad_and_hess[1][tree_idx]))
        return grad_and_hess_subtree

    def check_convergence(self, loss):
        LOGGER.info("check convergence")
        if self.convegence is None:
            self.convegence = DiffConverge()

        return self.convegence.is_converge(loss)

    def sample_valid_features(self):
        LOGGER.info("sample valid features")
        if self.feature_num is None:
            self.feature_num = self.bin_split_points.shape[0]

        choose_feature = random.choice(range(0, self.feature_num), \
                                       max(1, int(self.subsample_feature_rate * self.feature_num)), replace=False)

        valid_features = [False for i in range(self.feature_num)]
        for fid in choose_feature:
            valid_features[fid] = True
        return valid_features

    def sync_tree_dim(self):
        LOGGER.info("sync tree dim to host")
        federation.remote(obj=self.tree_dim,
                          name=self.transfer_inst.tree_dim.name,
                          tag=self.transfer_inst.generate_transferid(
                              self.transfer_inst.tree_dim),
                          role=consts.HOST,
                          idx=0)

    def sync_stop_flag(self, stop_flag, num_round):
        LOGGER.info(
            "sync stop flag to host, boosting round is {}".format(num_round))
        federation.remote(obj=stop_flag,
                          name=self.transfer_inst.stop_flag.name,
                          tag=self.transfer_inst.generate_transferid(
                              self.transfer_inst.stop_flag, num_round),
                          role=consts.HOST,
                          idx=0)

    def fit(self, data_inst):
        LOGGER.info("begin to train secureboosting guest model")
        data_inst = self.data_alignment(data_inst)
        self.convert_feature_to_bin(data_inst)
        self.set_y()
        self.update_f_value()
        self.generate_encrypter()

        self.sync_tree_dim()

        for i in range(self.num_trees):
            # n_tree = []
            self.compute_grad_and_hess()
            for tidx in range(self.tree_dim):
                tree_inst = HeteroDecisionTreeGuest(self.tree_param)

                tree_inst.set_inputinfo(self.data_bin,
                                        self.get_grad_and_hess(tidx),
                                        self.bin_split_points,
                                        self.bin_sparse_points)

                valid_features = self.sample_valid_features()
                tree_inst.set_valid_features(valid_features)
                tree_inst.set_encrypter(self.encrypter)
                tree_inst.set_flowid(self.generate_flowid(i, tidx))

                tree_inst.fit()

                tree_meta, tree_param = tree_inst.get_model()
                self.trees_.append(tree_param)
                if self.tree_meta is None:
                    self.tree_meta = tree_meta
                # n_tree.append(tree_inst.get_tree_model())
                self.update_f_value(new_f=tree_inst.predict_weights, tidx=tidx)

            # self.trees_.append(n_tree)
            loss = self.compute_loss()
            self.history_loss.append(loss)
            LOGGER.info("round {} loss is {}".format(i, loss))

            if self.n_iter_no_change is True:
                if self.check_convergence(loss):
                    self.sync_stop_flag(True, i)
                    break
                else:
                    self.sync_stop_flag(False, i)

        LOGGER.info("end to train secureboosting guest model")

    def predict_f_value(self, data_inst):
        LOGGER.info("predict tree f value, there are {} trees".format(
            len(self.trees_)))
        tree_dim = self.tree_dim
        init_score = self.init_score
        self.F = data_inst.mapValues(lambda v: init_score)
        rounds = len(self.trees_) // self.tree_dim
        for i in range(rounds):
            for tidx in range(self.tree_dim):
                tree_inst = HeteroDecisionTreeGuest(self.tree_param)
                tree_inst.load_model(self.tree_meta,
                                     self.trees_[i * self.tree_dim + tidx])
                # tree_inst.set_tree_model(self.trees_[i * self.tree_dim + tidx])
                tree_inst.set_flowid(self.generate_flowid(i, tidx))

                predict_data = tree_inst.predict(data_inst)
                self.update_f_value(new_f=predict_data, tidx=tidx)

    def predict(self, data_inst, predict_param):
        LOGGER.info("start predict")
        data_inst = self.data_alignment(data_inst)
        self.predict_f_value(data_inst)
        if self.task_type == consts.CLASSIFICATION:
            loss_method = self.loss
            predicts = self.F.mapValues(lambda f: loss_method.predict(f))
        elif self.task_type == consts.REGRESSION:
            if self.objective_param.objective in [
                    "lse", "lae", "huber", "log_cosh", "fair", "tweedie"
            ]:
                predicts = self.F
            else:
                raise NotImplementedError(
                    "objective {} not supprted yet".format(
                        self.objective_param.objective))

        if self.task_type == consts.CLASSIFICATION:
            classes_ = self.classes_
            if self.num_classes == 2:
                predict_label = predicts.mapValues(lambda pred: classes_[
                    1] if pred > predict_param.threshold else classes_[0])
            else:
                predict_label = predicts.mapValues(
                    lambda preds: classes_[np.argmax(preds)])

            if predict_param.with_proba:
                predict_result = data_inst.join(
                    predicts, lambda inst, predict_prob:
                    (inst.label, predict_prob))
            else:
                predict_result = data_inst.mapValues(lambda inst:
                                                     (inst.label, None))

            predict_result = predict_result.join(
                predict_label, lambda label_prob, predict_label:
                (label_prob[0], label_prob[1], predict_label))
        elif self.task_type == consts.REGRESSION:
            predict_result = data_inst.join(
                predicts, lambda inst, pred: (inst.label, pred, None))

        else:
            raise NotImplementedError("task type {} not supported yet".format(
                self.task_type))

        LOGGER.info("end predict")

        return predict_result

    def get_model_meta(self):
        model_meta = BoostingTreeModelMeta()
        model_meta.tree_meta.CopyFrom(self.tree_meta)
        model_meta.learning_rate = self.learning_rate
        model_meta.num_trees = self.num_trees
        model_meta.quantile_meta.CopyFrom(
            QuantileMeta(quantile_method=self.quantile_method,
                         bin_num=self.bin_num,
                         bin_gap=self.bin_gap,
                         bin_sample_num=self.bin_sample_num))
        #modelmeta.objective.CopyFrom(ObjectiveParamMeta(objective=self.objective_param.objective, param=self.objective_param.params))
        model_meta.objective_meta.CopyFrom(
            ObjectiveMeta(objective=self.objective_param.objective,
                          param=self.objective_param.params))
        model_meta.task_type = self.task_type
        model_meta.tree_dim = self.tree_dim
        model_meta.n_iter_no_change = self.n_iter_no_change
        model_meta.tol = self.tol
        model_meta.num_classes = self.num_classes
        model_meta.classes_.extend(map(str, self.classes_))

        meta_name = "HeteroSecureBoostingTreeGuest.meta"

        return meta_name, model_meta

    def set_model_meta(self, model_meta):
        self.tree_meta = model_meta.tree_meta
        self.learning_rate = model_meta.learning_rate
        self.num_trees = model_meta.num_trees
        self.quantile_method = model_meta.quantile_meta.quantile_method
        self.bin_num = model_meta.quantile_meta.bin_num
        self.bin_gap = model_meta.quantile_meta.bin_gap
        self.bin_sample_num = model_meta.quantile_meta.bin_sample_num
        self.objective_param.objective = model_meta.objective_meta.objective
        self.objective_param.params = list(model_meta.objective_meta.param)
        self.task_type = model_meta.task_type
        self.tree_dim = model_meta.tree_dim
        self.num_classes = model_meta.num_classes
        self.n_iter_no_change = model_meta.n_iter_no_change
        self.tol = model_meta.tol
        self.classes_ = list(model_meta.classes_)

        self.set_loss(self.objective_param)

    def get_model_param(self):
        model_param = BoostingTreeModelParam()
        model_param.tree_num = len(list(self.trees_))
        model_param.trees_.extend(self.trees_)
        model_param.init_score.extend(self.init_score)
        model_param.losses.extend(self.history_loss)

        param_name = "HeteroSecureBoostingTreeGuest.param"

        return param_name, model_param

    def set_model_param(self, model_param):
        self.trees_ = list(model_param.trees_)
        self.init_score = np.array(list(model_param.init_score))
        self.history_loss = list(model_param.losses)

    def save_model(self, model_table, model_namespace):
        LOGGER.info("save model")
        meta_name, meta_protobuf = self.get_model_meta()
        param_name, param_protobuf = self.get_model_param()
        manager.save_model(buffer_type=meta_name,
                           proto_buffer=meta_protobuf,
                           name=model_table,
                           namespace=model_namespace)

        manager.save_model(buffer_type=param_name,
                           proto_buffer=param_protobuf,
                           name=model_table,
                           namespace=model_namespace)

        return [(meta_name, param_name)]

    def load_model(self, model_table, model_namespace):
        LOGGER.info("load model")
        model_meta = BoostingTreeModelMeta()
        manager.read_model(buffer_type="HeteroSecureBoostingTreeGuest.meta",
                           proto_buffer=model_meta,
                           name=model_table,
                           namespace=model_namespace)
        self.set_model_meta(model_meta)

        model_param = BoostingTreeModelParam()
        manager.read_model(buffer_type="HeteroSecureBoostingTreeGuest.param",
                           proto_buffer=model_param,
                           name=model_table,
                           namespace=model_namespace)
        self.set_model_param(model_param)

    def evaluate(self, labels, pred_prob, pred_labels, evaluate_param):
        LOGGER.info("evaluate data")
        predict_res = None

        if self.task_type == consts.CLASSIFICATION:
            if evaluate_param.classi_type == consts.BINARY:
                predict_res = pred_prob
            elif evaluate_param.classi_type == consts.MULTY:
                predict_res = pred_labels
            else:
                LOGGER.warning(
                    "unknown classification type, return None as evaluation results"
                )
        elif self.task_type == consts.REGRESSION:
            predict_res = pred_prob
        else:
            LOGGER.warning(
                "unknown task type, return None as evaluation results")

        eva = Evaluation(evaluate_param.classi_type)
        return eva.report(labels, predict_res, evaluate_param.metrics,
                          evaluate_param.thresholds, evaluate_param.pos_label)
class HeteroSecureBoostingTreeGuest(BoostingTree):
    def __init__(self, secureboost_tree_param):
        super(HeteroSecureBoostingTreeGuest,
              self).__init__(secureboost_tree_param)

        self.convegence = None
        self.y = None
        self.F = None
        self.data_bin = None
        self.loss = None
        self.classes_dict = {}
        self.classes_ = []
        self.num_classes = 0
        self.classify_target = "binary"
        self.feature_num = None
        self.encrypter = None
        self.grad_and_hess = None
        self.flowid = 0
        self.tree_dim = 1
        self.trees_ = []
        self.history_loss = []
        self.bin_split_points = None
        self.bin_sparse_points = None

        self.transfer_inst = HeteroSecureBoostingTreeTransferVariable()

    def set_loss(self, loss_type):
        LOGGER.info("set loss, loss type is {}".format(loss_type))
        if self.task_type == "classification":
            if loss_type == "cross_entropy":
                if self.num_classes == 2:
                    self.loss = SigmoidBinaryCrossEntropyLoss()
                else:
                    self.loss = SoftmaxCrossEntropyLoss()
            else:
                raise NotImplementedError("Loss type %s not supported yet" %
                                          (self.loss_type))
        else:
            raise NotImplementedError("Loss type %s not supported yet" %
                                      (self.loss_type))

    def convert_feature_to_bin(self, data_instance):
        LOGGER.info("convert feature to bins")
        self.data_bin, self.bin_split_points, self.bin_sparse_points = \
            Quantile.convert_feature_to_bin(
                data_instance, self.quantile_method, self.bin_num,
                self.bin_gap, self.bin_sample_num)

    def set_y(self):
        LOGGER.info("set label from data and check label")
        self.y = self.data_bin.mapValues(lambda instance: instance.label)
        self.check_label()

    def set_flowid(self, flowid=0):
        LOGGER.info("set flowid, flowid is {}".format(flowid))
        self.flowid = flowid

    def generate_flowid(self, round_num, tree_num):
        LOGGER.info("generate flowid")
        return ".".join(map(str, [self.flowid, round_num, tree_num]))

    def check_label(self):
        LOGGER.info("check label")
        if self.task_type == "classification":
            self.num_classes, self.classes_ = ClassifyLabelChecker.validate_y(
                self.y)
            if self.num_classes > 2:
                self.classify_target = "multinomial"
                self.tree_dim = self.num_classes

            range_from_zero = True
            for _class in self.classes_:
                try:
                    if _class >= 0 and _class < range_from_zero and isinstance(
                            _class, int):
                        continue
                    else:
                        range_from_zero = False
                        break
                except:
                    range_from_zero = False

            self.classes_ = sorted(self.classes_)
            if not range_from_zero:
                class_mapping = dict(
                    zip(self.classes_, range(self.num_classes)))
                self.y = self.y.mapValues(lambda _class: class_mapping[_class])

        else:
            RegressionLabelChecker.validate_y(self.y)

        self.set_loss(self.loss_type)

    def generate_encrypter(self):
        LOGGER.info("generate encrypter")
        if self.encrypt_param.method == "paillier":
            self.encrypter = PaillierEncrypt()
            self.encrypter.generate_key(self.encrypt_param.key_length)
        else:
            raise NotImplementedError("encrypt method not supported yes!!!")

    @staticmethod
    def accumulate_f(f_val, new_f_val, lr=0.1, idx=0):
        f_val[idx] += lr * new_f_val
        return f_val

    def update_f_value(self, new_f=None, tidx=-1):
        LOGGER.info("update tree f value, tree idx is {}".format(tidx))
        if self.F is None:
            LOGGER.info("tree_dim is %d" % (self.tree_dim))
            tree_dim = self.tree_dim
            self.F = self.y.mapValues(lambda v: np.zeros(tree_dim))
        else:
            accumuldate_f = functools.partial(self.accumulate_f,
                                              lr=self.learning_rate,
                                              idx=tidx)

            self.F = self.F.join(new_f, accumuldate_f)

    def compute_grad_and_hess(self):
        LOGGER.info("compute grad and hess")
        loss_method = self.loss
        self.grad_and_hess = self.y.join(self.F, lambda y, f_val: \
            (loss_method.compute_grad(y, loss_method.predict(f_val)), \
             loss_method.compute_hess(y, loss_method.predict(f_val))))

    def compute_loss(self):
        LOGGER.info("compute loss")
        loss_method = self.loss
        y_predict = self.F.mapValues(lambda val: loss_method.predict(val))
        loss = loss_method.compute_loss(self.y, y_predict)
        return loss

    def get_grad_and_hess(self, tree_idx):
        LOGGER.info("get grad and hess of tree {}".format(tree_idx))
        grad_and_hess_subtree = self.grad_and_hess.mapValues(
            lambda grad_and_hess:
            (grad_and_hess[0][tree_idx], grad_and_hess[1][tree_idx]))
        return grad_and_hess_subtree

    def check_convergence(self, loss):
        LOGGER.info("check convergence")
        if self.convegence is None:
            self.convegence = DiffConverge()

        return self.convegence.is_converge(loss)

    def sample_valid_features(self):
        LOGGER.info("sample valid features")
        if self.feature_num is None:
            self.feature_num = self.bin_split_points.shape[0]

        choose_feature = random.choice(range(0, self.feature_num), \
                                       max(1, int(self.subsample_feature_rate * self.feature_num)), replace=False)

        valid_features = [False for i in range(self.feature_num)]
        for fid in choose_feature:
            valid_features[fid] = True
        return valid_features

    def sync_tree_dim(self):
        LOGGER.info("sync tree dim to host")
        federation.remote(obj=self.tree_dim,
                          name=self.transfer_inst.tree_dim.name,
                          tag=self.transfer_inst.generate_transferid(
                              self.transfer_inst.tree_dim),
                          role=consts.HOST,
                          idx=0)

    def sync_stop_flag(self, stop_flag, num_round):
        LOGGER.info(
            "sync stop flag to host, boosting round is {}".format(num_round))
        federation.remote(obj=stop_flag,
                          name=self.transfer_inst.stop_flag.name,
                          tag=self.transfer_inst.generate_transferid(
                              self.transfer_inst.stop_flag, num_round),
                          role=consts.HOST,
                          idx=0)

    def fit(self, data_inst):
        LOGGER.info("begin to train secureboosting guest model")
        self.convert_feature_to_bin(data_inst)
        self.set_y()
        self.update_f_value()
        self.generate_encrypter()

        self.sync_tree_dim()

        for i in range(self.num_trees):
            n_tree = []
            self.compute_grad_and_hess()
            for tidx in range(self.tree_dim):
                tree_inst = HeteroDecisionTreeGuest(self.tree_param)

                tree_inst.set_inputinfo(self.data_bin,
                                        self.get_grad_and_hess(tidx),
                                        self.bin_split_points,
                                        self.bin_sparse_points)

                valid_features = self.sample_valid_features()
                tree_inst.set_valid_features(valid_features)
                tree_inst.set_encrypter(self.encrypter)
                tree_inst.set_flowid(self.generate_flowid(i, tidx))

                tree_inst.fit()
                n_tree.append(tree_inst.get_tree_model())
                self.update_f_value(tree_inst.predict_weights, tidx)

            self.trees_.append(n_tree)
            loss = self.compute_loss()
            self.history_loss.append(loss)
            LOGGER.info("round {} loss is {}".format(i, loss))

            if self.n_iter_no_change is True:
                if self.check_convergence(loss):
                    self.sync_stop_flag(True, i)
                    break
                else:
                    self.sync_stop_flag(False, i)

        LOGGER.info("end to train secureboosting guest model")

    def predict_f_value(self, data_inst):
        LOGGER.info("predict tree f value")
        tree_dim = self.tree_dim
        self.F = data_inst.mapValues(lambda v: np.zeros(tree_dim))
        for i in range(len(self.trees_)):
            n_tree = self.trees_[i]
            for tidx in range(len(n_tree)):
                tree_inst = HeteroDecisionTreeGuest(self.tree_param)
                tree_inst.set_tree_model(n_tree[tidx])
                tree_inst.set_flowid(self.generate_flowid(i, tidx))

                predict_data = tree_inst.predict(data_inst)
                self.update_f_value(predict_data, tidx)

    def predict(self, data_inst, predict_param):
        LOGGER.info("start predict")
        self.predict_f_value(data_inst)
        loss_method = self.loss
        predicts = self.F.mapValues(lambda f: loss_method.predict(f))
        if self.task_type == "classification":
            classes_ = self.classes_
            if self.num_classes == 2:
                predict_label = predicts.mapValues(lambda pred: classes_[
                    1] if pred > predict_param.threshold else classes_[0])
            else:
                predict_label = predicts.mapValues(
                    lambda preds: classes_[np.argmax(preds)])

            if predict_param.with_proba:
                predict_result = data_inst.join(
                    predicts, lambda inst, predict_prob:
                    (inst.label, predict_prob))
            else:
                predict_result = data_inst.mapValues(lambda inst: inst.label)

            predict_result = predict_result.join(
                predict_label, lambda label_prob, predict_label:
                (label_prob[0], label_prob[1], predict_label))
        else:
            raise NotImplementedError("task type %s not supported yet" %
                                      (self.task_type))

        LOGGER.info("end predict")

        return predict_result

    def save_model(self, model_table, model_namespace):
        LOGGER.info("save model")
        modelmeta = BoostingTreeModelMeta()
        modelmeta.trees_ = self.trees_
        modelmeta.loss_type = self.loss_type
        modelmeta.tree_dim = self.tree_dim
        modelmeta.task_type = self.task_type
        modelmeta.num_classes = self.num_classes
        modelmeta.classes_ = self.classes_
        modelmeta.loss = self.history_loss

        model = eggroll.parallelize([modelmeta], include_key=False)
        model.save_as(model_table, model_namespace)

    def load_model(self, model_table, model_namespace):
        LOGGER.info("load model")
        modelmeta = list(
            eggroll.table(model_table, model_namespace).collect())[0][1]
        self.task_type = modelmeta.task_type
        self.loss_type = modelmeta.loss_type
        self.tree_dim = modelmeta.tree_dim
        self.num_classes = modelmeta.num_classes
        self.trees_ = modelmeta.trees_
        self.classes_ = modelmeta.classes_
        self.history_loss = modelmeta.loss

        self.set_loss(self.loss_type)

    def evaluate(self, labels, pred_prob, pred_labels, evaluate_param):
        LOGGER.info("evaluate data")
        predict_res = None
        if evaluate_param.classi_type == consts.BINARY:
            predict_res = pred_prob
        elif evaluate_param.classi_type == consts.MULTY:
            predict_res = pred_labels
        else:
            LOGGER.warning(
                "unknown classification type, return None as evaluation results"
            )

        eva = Evaluation(evaluate_param.classi_type)
        return eva.report(labels, predict_res, evaluate_param.metrics,
                          evaluate_param.thresholds, evaluate_param.pos_label)
Example #5
0
class HeteroSecureBoostingTreeHost(BoostingTree):
    def __init__(self, secureboost_tree_param):
        super(HeteroSecureBoostingTreeHost, self).__init__(secureboost_tree_param)

        self.transfer_inst = HeteroSecureBoostingTreeTransferVariable()
        self.flowid = 0
        self.tree_dim = None
        self.feature_num = None
        self.trees_ = []
        self.tree_meta = None
        self.bin_split_points = None
        self.bin_sparse_points = None
        self.data_bin = None

    def convert_feature_to_bin(self, data_instance):
        LOGGER.info("convert feature to bins")
        self.data_bin, self.bin_split_points, self.bin_sparse_points = \
            Quantile.convert_feature_to_bin(
                data_instance, self.quantile_method, self.bin_num,
                self.bin_gap, self.bin_sample_num)

    def sample_valid_features(self):
        LOGGER.info("sample valid features")
        if self.feature_num is None:
            self.feature_num = self.bin_split_points.shape[0]

        choose_feature = random.choice(range(0, self.feature_num), \
                                       max(1, int(self.subsample_feature_rate * self.feature_num)), replace=False)

        valid_features = [False for i in range(self.feature_num)]
        for fid in choose_feature:
            valid_features[fid] = True
        return valid_features

    def set_flowid(self, flowid=0):
        LOGGER.info("set flowid, flowid is {}".format(flowid))
        self.flowid = flowid

    def generate_flowid(self, round_num, tree_num):
        LOGGER.info("generate encrypter")
        return ".".join(map(str, [self.flowid, round_num, tree_num]))

    def sync_tree_dim(self):
        LOGGER.info("sync tree dim from guest")
        self.tree_dim = federation.get(name=self.transfer_inst.tree_dim.name,
                                       tag=self.transfer_inst.generate_transferid(self.transfer_inst.tree_dim),
                                       idx=0)
        LOGGER.info("tree dim is %d" % (self.tree_dim))

    def sync_stop_flag(self, num_round):
        LOGGER.info("sync stop flag from guest, boosting round is {}".format(num_round))
        stop_flag = federation.get(name=self.transfer_inst.stop_flag.name,
                                   tag=self.transfer_inst.generate_transferid(self.transfer_inst.stop_flag, num_round),
                                   idx=0)

        return stop_flag

    def fit(self, data_inst):
        LOGGER.info("begin to train secureboosting guest model")
        data_inst = self.data_alignment(data_inst)
        self.convert_feature_to_bin(data_inst)
        self.sync_tree_dim()

        for i in range(self.num_trees):
            # n_tree = []
            for tidx in range(self.tree_dim):
                tree_inst = HeteroDecisionTreeHost(self.tree_param)

                tree_inst.set_inputinfo(data_bin=self.data_bin, bin_split_points=self.bin_split_points,
                                        bin_sparse_points=self.bin_sparse_points)

                valid_features = self.sample_valid_features()
                tree_inst.set_flowid(self.generate_flowid(i, tidx))
                tree_inst.set_valid_features(valid_features)

                tree_inst.fit()
                tree_meta, tree_param = tree_inst.get_model()
                self.trees_.append(tree_param)
                if self.tree_meta is None:
                    self.tree_meta = tree_meta
                # n_tree.append(tree_inst.get_tree_model())

            # self.trees_.append(n_tree)

            if self.n_iter_no_change is True:
                stop_flag = self.sync_stop_flag(i)
                if stop_flag:
                    break

        LOGGER.info("end to train secureboosting guest model")

    def predict(self, data_inst, predict_param=None):
        LOGGER.info("start predict")
        data_inst = self.data_alignment(data_inst)
        rounds = len(self.trees_) // self.tree_dim
        for i in range(rounds):
            # n_tree = self.trees_[i]
            for tidx in range(self.tree_dim):
                tree_inst = HeteroDecisionTreeHost(self.tree_param)
                tree_inst.load_model(self.tree_meta, self.trees_[i * self.tree_dim + tidx])
                # tree_inst.set_tree_model(self.trees_[i * self.tree_dim + tidx])
                tree_inst.set_flowid(self.generate_flowid(i, tidx))

                tree_inst.predict(data_inst)

        LOGGER.info("end predict")

    def get_model_meta(self):
        model_meta = BoostingTreeModelMeta()
        model_meta.tree_meta.CopyFrom(self.tree_meta)
        model_meta.num_trees = self.num_trees
        model_meta.quantile_meta.CopyFrom(QuantileMeta(quantile_method=self.quantile_method,
                                                       bin_num=self.bin_num,
                                                       bin_gap=self.bin_gap,
                                                       bin_sample_num=self.bin_sample_num))
        model_meta.tree_dim = self.tree_dim

        meta_name = "HeteroSecureBoostingTreeHost.meta"

        return meta_name, model_meta

    def set_model_meta(self, model_meta):
        self.tree_meta = model_meta.tree_meta
        self.num_trees = model_meta.num_trees
        self.quantile_method = model_meta.quantile_meta.quantile_method
        self.bin_num = model_meta.quantile_meta.bin_num
        self.bin_gap = model_meta.quantile_meta.bin_gap
        self.bin_sample_num = model_meta.quantile_meta.bin_sample_num
        self.tree_dim = model_meta.tree_dim

    def get_model_param(self):
        model_param = BoostingTreeModelParam()
        model_param.tree_num = len(list(self.trees_))
        model_param.trees_.extend(self.trees_)

        param_name = "HeteroSecureBoostingTreeHost.param"

        return param_name, model_param

    def set_model_param(self, model_param):
        self.trees_ = list(model_param.trees_)

    def save_model(self, model_table, model_namespace):
        LOGGER.info("save model")
        meta_name, meta_protobuf = self.get_model_meta()
        param_name, param_protobuf = self.get_model_param()
        manager.save_model(buffer_type=meta_name,
                           proto_buffer=meta_protobuf,
                           name=model_table,
                           namespace=model_namespace)

        manager.save_model(buffer_type=param_name,
                           proto_buffer=param_protobuf,
                           name=model_table,
                           namespace=model_namespace)

        return [(meta_name, param_name)]

    def load_model(self, model_table, model_namespace):
        LOGGER.info("load model")
        model_meta = BoostingTreeModelMeta()
        manager.read_model(buffer_type="HeteroSecureBoostingTreeHost.meta",
                           proto_buffer=model_meta,
                           name=model_table,
                           namespace=model_namespace)
        self.set_model_meta(model_meta)

        model_param = BoostingTreeModelParam()
        manager.read_model(buffer_type="HeteroSecureBoostingTreeHost.param",
                           proto_buffer=model_param,
                           name=model_table,
                           namespace=model_namespace)
        self.set_model_param(model_param)
class HeteroSecureBoostingTreeHost(BoostingTree):
    def __init__(self, secureboost_tree_param):
        super(HeteroSecureBoostingTreeHost,
              self).__init__(secureboost_tree_param)

        self.transfer_inst = HeteroSecureBoostingTreeTransferVariable()
        self.flowid = 0
        self.tree_dim = None
        self.feature_num = None
        self.trees_ = []
        self.bin_split_points = None
        self.bin_sparse_points = None
        self.data_bin = None

    def convert_feature_to_bin(self, data_instance):
        LOGGER.info("convert feature to bins")
        self.data_bin, self.bin_split_points, self.bin_sparse_points = \
            Quantile.convert_feature_to_bin(
                data_instance, self.quantile_method, self.bin_num,
                self.bin_gap, self.bin_sample_num)

    def sample_valid_features(self):
        LOGGER.info("sample valid features")
        if self.feature_num is None:
            self.feature_num = self.bin_split_points.shape[0]

        choose_feature = random.choice(range(0, self.feature_num), \
                                       max(1, int(self.subsample_feature_rate * self.feature_num)), replace=False)

        valid_features = [False for i in range(self.feature_num)]
        for fid in choose_feature:
            valid_features[fid] = True
        return valid_features

    def set_flowid(self, flowid=0):
        LOGGER.info("set flowid, flowid is {}".format(flowid))
        self.flowid = flowid

    def generate_flowid(self, round_num, tree_num):
        LOGGER.info("generate encrypter")
        return ".".join(map(str, [self.flowid, round_num, tree_num]))

    def sync_tree_dim(self):
        LOGGER.info("sync tree dim from guest")
        self.tree_dim = federation.get(
            name=self.transfer_inst.tree_dim.name,
            tag=self.transfer_inst.generate_transferid(
                self.transfer_inst.tree_dim),
            idx=0)
        LOGGER.info("tree dim is %d" % (self.tree_dim))

    def sync_stop_flag(self, num_round):
        LOGGER.info("sync stop flag from guest, boosting round is {}".format(
            num_round))
        stop_flag = federation.get(name=self.transfer_inst.stop_flag.name,
                                   tag=self.transfer_inst.generate_transferid(
                                       self.transfer_inst.stop_flag,
                                       num_round),
                                   idx=0)

        return stop_flag

    def fit(self, data_inst):
        LOGGER.info("begin to train secureboosting guest model")
        self.convert_feature_to_bin(data_inst)
        self.sync_tree_dim()

        for i in range(self.num_trees):
            n_tree = []
            for tidx in range(self.tree_dim):
                tree_inst = HeteroDecisionTreeHost(self.tree_param)

                tree_inst.set_inputinfo(
                    data_bin=self.data_bin,
                    bin_split_points=self.bin_split_points,
                    bin_sparse_points=self.bin_sparse_points)

                valid_features = self.sample_valid_features()
                tree_inst.set_flowid(self.generate_flowid(i, tidx))
                tree_inst.set_valid_features(valid_features)

                tree_inst.fit()
                n_tree.append(tree_inst.get_tree_model())

            self.trees_.append(n_tree)

            if self.n_iter_no_change is True:
                stop_flag = self.sync_stop_flag(i)
                if stop_flag:
                    break

        LOGGER.info("end to train secureboosting guest model")

    def predict(self, data_inst, predict_param=None):
        LOGGER.info("start predict")
        for i in range(len(self.trees_)):
            n_tree = self.trees_[i]
            for tidx in range(len(n_tree)):
                tree_inst = HeteroDecisionTreeHost(self.tree_param)
                tree_inst.set_tree_model(n_tree[tidx])
                tree_inst.set_flowid(self.generate_flowid(i, tidx))

                tree_inst.predict(data_inst)

        LOGGER.info("end predict")

    def save_model(self, model_table, model_namespace):
        LOGGER.info("save model")
        modelmeta = BoostingTreeModelMeta()
        modelmeta.trees_ = self.trees_
        modelmeta.loss_type = self.loss_type
        modelmeta.tree_dim = self.tree_dim
        modelmeta.task_type = self.task_type

        model = eggroll.parallelize([modelmeta], include_key=False)
        model.save_as(model_table, model_namespace)

    def load_model(self, model_table, model_namespace):
        LOGGER.info("load model")
        modelmeta = list(
            eggroll.table(model_table, model_namespace).collect())[0][1]
        self.task_type = modelmeta.task_type
        self.loss_type = modelmeta.loss_type
        self.tree_dim = modelmeta.tree_dim
        self.trees_ = modelmeta.trees_