Posit AI Weblog: Differential Privateness with TensorFlow

What might be treacherous about abstract statistics?

The well-known cat obese examine (X. et al., 2019) confirmed that as of Might 1st, 2019, 32 of 101 home cats held in Y., a comfortable Bavarian village, had been obese. Though I’d be curious to know if my aunt G.’s cat (a cheerful resident of that village) has been fed too many treats and has collected some extra kilos, the examine outcomes don’t inform.

Then, six months later, out comes a brand new examine, formidable to earn scientific fame. The authors report that of 100 cats dwelling in Y., 50 are striped, 31 are black, and the remainder are white; the 31 black ones are all obese. Now, I occur to know that, with one exception, no new cats joined the neighborhood, and no cats left. However, my aunt moved away to a retirement house, chosen in fact for the chance to deliver one’s cat.

What have I simply realized? My aunt’s cat is obese. (Or was, at the very least, earlier than they moved to the retirement house.)

Though not one of the research reported something however abstract statistics, I used to be in a position to infer individual-level details by connecting each research and including in one other piece of knowledge I had entry to.

In actuality, mechanisms just like the above – technically known as linkage – have been proven to result in privateness breaches many occasions, thus defeating the aim of database anonymization seen as a panacea in lots of organizations. A extra promising various is obtainable by the idea of differential privateness.

Differential Privateness

In differential privateness (DP)(Dwork et al. 2006), privateness is just not a property of what’s within the database; it’s a property of how question outcomes are delivered.

Intuitively paraphrasing outcomes from a website the place outcomes are communicated as theorems and proofs (Dwork 2006)(Dwork and Roth 2014), the one achievable (in a lossy however quantifiable method) goal is that from queries to a database, nothing extra must be realized about a person in that database than in the event that they hadn’t been in there in any respect.(Wood et al. 2018)

What this assertion does is warning towards overly excessive expectations: Even when question outcomes are reported in a DP method (we’ll see how that goes in a second), they allow some probabilistic inferences about people within the respective inhabitants. (In any other case, why conduct research in any respect.)

So how is DP being achieved? The primary ingredient is noise added to the outcomes of a question. Within the above cat instance, as an alternative of tangible numbers we’d report approximate ones: “Of ~ 100 cats dwelling in Y, about 30 are obese….” If that is achieved for each of the above research, no inference can be potential about aunt G.’s cat.

Even with random noise added to question outcomes although, solutions to repeated queries will leak info. So in actuality, there’s a privateness funds that may be tracked, and could also be used up in the middle of consecutive queries.

That is mirrored within the formal definition of DP. The concept is that queries to 2 databases differing in at most one factor ought to give principally the identical consequence. Put formally (Dwork 2006):

A randomized perform (mathcal{Ok}) provides (epsilon) -differential privateness if for all information units D1 and D2 differing on at most one factor, and all (S subseteq Vary(Ok)),

(Pr[mathcal{K}(D1)in S] leq exp(epsilon) × Pr[K(D2) in S])

This (epsilon) -differential privateness is additive: If one question is (epsilon)-DP at a worth of 0.01, and one other one at 0.03, collectively they are going to be 0.04 (epsilon)-differentially non-public.

If (epsilon)-DP is to be achieved through including noise, how precisely ought to this be achieved? Right here, a number of mechanisms exist; the fundamental, intuitively believable precept although is that the quantity of noise must be calibrated to the goal perform’s sensitivity, outlined as the utmost (ell 1) norm of the distinction of perform values computed on all pairs of datasets differing in a single instance (Dwork 2006):

(Delta f = max_{D1,D2} f(D1)−f(D2) _1)

To date, we’ve been speaking about databases and datasets. How does this apply to machine and/or deep studying?

TensorFlow Privateness

Making use of DP to deep studying, we would like a mannequin’s parameters to wind up “basically the identical” whether or not educated on a dataset together with that cute little kitty or not. TensorFlow (TF) Privateness (Abadi et al. 2016), a library constructed on high of TF, makes it simple on customers so as to add privateness ensures to their fashions – simple, that’s, from a technical perspective. (As with life general, the laborious selections on how a lot of an asset we must be reaching for, and the best way to commerce off one asset (right here: privateness) with one other (right here: mannequin efficiency), stay to be taken by every of us ourselves.)

Concretely, about all we now have to do is alternate the optimizer we had been utilizing towards one supplied by TF Privateness. TF Privateness optimizers wrap the unique TF ones, including two actions:

  1. To honor the precept that every particular person coaching instance ought to have simply average affect on optimization, gradients are clipped (to a level specifiable by the consumer). In distinction to the acquainted gradient clipping generally used to forestall exploding gradients, what’s clipped right here is gradient contribution per consumer.

  2. Earlier than updating the parameters, noise is added to the gradients, thus implementing the principle thought of (epsilon)-DP algorithms.

Along with (epsilon)-DP optimization, TF Privateness offers privateness accounting. We’ll see all this utilized after an introduction to our instance dataset.


The dataset we’ll be working with(Reiss et al. 2019), downloadable from the UCI Machine Learning Repository, is devoted to coronary heart fee estimation through photoplethysmography.
Photoplethysmography (PPG) is an optical technique of measuring blood quantity modifications within the microvascular mattress of tissue, that are indicative of cardiovascular exercise. Extra exactly,

The PPG waveform includes a pulsatile (‘AC’) physiological waveform attributed to cardiac synchronous modifications within the blood quantity with every coronary heart beat, and is superimposed on a slowly various (‘DC’) baseline with varied decrease frequency elements attributed to respiration, sympathetic nervous system exercise and thermoregulation. (Allen 2007)

On this dataset, coronary heart fee decided from EKG offers the bottom reality; predictors had been obtained from two business units, comprising PPG, electrodermal exercise, physique temperature in addition to accelerometer information. Moreover, a wealth of contextual information is on the market, starting from age, top, and weight to health stage and kind of exercise carried out.

With this information, it’s simple to think about a bunch of attention-grabbing data-analysis questions; nevertheless right here our focus is on differential privateness, so we’ll maintain the setup easy. We’ll attempt to predict coronary heart fee given the physiological measurements from one of many two units, Empatica E4. Additionally, we’ll zoom in on a single topic, S1, who will present us with 4603 situations of two-second coronary heart fee values.

As normal, we begin with the required libraries; unusually although, as of this writing we have to disable model 2 habits in TensorFlow, as TensorFlow Privateness doesn’t but totally work with TF 2. (Hopefully, for a lot of future readers, this gained’t be the case anymore.)
Notice how TF Privateness – a Python library – is imported through reticulate.

From the downloaded archive, we simply want S1.pkl, saved in a native Python serialization format, but properly loadable utilizing reticulate:

s1 factors to an R record comprising components of various size – the assorted bodily/physiological alerts have been sampled with totally different frequencies:

### predictors ###

# accelerometer information - sampling freq. 32 Hz
# additionally observe that these are 3 "columns", for every of x, y, and z axes
s1$sign$wrist$ACC %>% nrow() # 294784
# PPG information - sampling freq. 64 Hz
s1$sign$wrist$BVP %>% nrow() # 589568
# electrodermal exercise information - sampling freq. 4 Hz
s1$sign$wrist$EDA %>% nrow() # 36848
# physique temperature information - sampling freq. 4 Hz
s1$sign$wrist$TEMP %>% nrow() # 36848

### goal ###

# EKG information - supplied in already averaged type, at frequency 0.5 Hz
s1$label %>% nrow() # 4603

In gentle of the totally different sampling frequencies, our tfdatasets pipeline could have do some shifting averaging, paralleling that utilized to assemble the bottom reality information.

Preprocessing pipeline

As each “column” is of various size and determination, we construct up the ultimate dataset piece-by-piece.
The next perform serves two functions:

  1. compute operating averages over otherwise sized home windows, thus downsampling to 0.5Hz for each modality
  2. remodel the info to the (num_timesteps, num_features) format that can be required by the 1d-convnet we’re going to make use of quickly
average_and_make_sequences <-
  perform(information, window_size_avg, num_timesteps) {
    information %>% k_cast("float32") %>%
      # create an preliminary tf.information dataset to work with
      tensor_slices_dataset() %>%
      # use dataset_window to compute the operating common of measurement window_size_avg
      dataset_window(window_size_avg) %>%
      dataset_flat_map(perform (x)
        x$batch(as.integer(window_size_avg), drop_remainder = TRUE)) %>%
        tf$reduce_mean(x, axis = 0L)) %>%
      # use dataset_window to create a "timesteps" dimension with size num_timesteps)
      dataset_window(num_timesteps, shift = 1) %>%
        x$batch(as.integer(num_timesteps), drop_remainder = TRUE))

We’ll name this perform for each column individually. Not all columns are precisely the identical size (when it comes to time), thus it’s most secure to chop off particular person observations that surpass a typical size (dictated by the goal variable):

label <- s1$label %>% matrix() # 4603 observations, every spanning 2 secs
n_total <- 4603 # maintain monitor of this

# maintain matching numbers of observations of predictors
acc <- s1$sign$wrist$ACC[1:(n_total * 64), ] # 32 Hz, 3 columns
bvp <- s1$sign$wrist$BVP[1:(n_total * 128)] %>% matrix() # 64 Hz
eda <- s1$sign$wrist$EDA[1:(n_total * 8)] %>% matrix() # 4 Hz
temp <- s1$sign$wrist$TEMP[1:(n_total * 8)] %>% matrix() # 4 Hz

Some extra housekeeping. Each coaching and the check set have to have a timesteps dimension, as normal with architectures that work on sequential information (1-d convnets and RNNs). To ensure there isn’t a overlap between respective timesteps, we cut up the info “up entrance” and assemble each units individually. We’ll use the primary 4000 observations for coaching.

Housekeeping-wise, we additionally maintain monitor of precise coaching and check set cardinalities.
The goal variable can be matched to the final of any twelve timesteps, so we find yourself throwing away the primary eleven floor reality measurements for every of the coaching and check datasets.
(We don’t have full sequences constructing as much as them.)

# variety of timesteps used within the second dimension
num_timesteps <- 12

# variety of observations for use for the coaching set
# a spherical quantity for simpler checking!
train_max <- 4000

# additionally maintain monitor of precise variety of coaching and check observations
n_train <- train_max - num_timesteps + 1
n_test <- n_total - train_max - num_timesteps + 1

Right here, then, are the fundamental constructing blocks that may go into the ultimate coaching and check datasets.

acc_train <-
  average_and_make_sequences(acc[1:(train_max * 64), ], 64, num_timesteps)
bvp_train <-
  average_and_make_sequences(bvp[1:(train_max * 128), , drop = FALSE], 128, num_timesteps)
eda_train <-
  average_and_make_sequences(eda[1:(train_max * 8), , drop = FALSE], 8, num_timesteps)
temp_train <-
  average_and_make_sequences(temp[1:(train_max * 8), , drop = FALSE], 8, num_timesteps)

acc_test <-
  average_and_make_sequences(acc[(train_max * 64 + 1):nrow(acc), ], 64, num_timesteps)
bvp_test <-
  average_and_make_sequences(bvp[(train_max * 128 + 1):nrow(bvp), , drop = FALSE], 128, num_timesteps)
eda_test <-
  average_and_make_sequences(eda[(train_max * 8 + 1):nrow(eda), , drop = FALSE], 8, num_timesteps)
temp_test <-
  average_and_make_sequences(temp[(train_max * 8 + 1):nrow(temp), , drop = FALSE], 8, num_timesteps)

Now put all predictors collectively:

# all predictors
x_train <- zip_datasets(acc_train, bvp_train, eda_train, temp_train) %>%
    tf$concat(list(...), axis = 1L))

x_test <- zip_datasets(acc_test, bvp_test, eda_test, temp_test) %>%
    tf$concat(list(...), axis = 1L))

On the bottom reality facet, as alluded to earlier than, we omit the primary eleven values in every case:

  dataset_shuffle(n_train) %>%
  # dataset_repeat is required due to pre-TF 2 model
  # hopefully at a later time, the code can run eagerly and that is not wanted
  dataset_repeat() %>%
  dataset_batch(batch_size, drop_remainder = TRUE)

ds_test <- ds_test %>%
  # see above reg. dataset_repeat
  dataset_repeat() %>%

With information manipulations as difficult because the above, it’s at all times worthwhile checking some pipeline outputs. We are able to do this utilizing the same old reticulate::as_iterator magic, supplied that for this check run, we don’t disable V2 habits. (Simply restart the R session between a “pipeline checking” and the later modeling runs.)

Right here, in any case, could be the related code:

# this piece wants TF 2 habits enabled
# run after restarting R and commenting the tf$compat$v1$disable_v2_behavior() line
# then to suit the DP mannequin, undo remark, restart R and rerun
iter <- as_iterator(ds_test) # or every other dataset you need to test
whereas (TRUE) {
 merchandise <- iter_next(iter)
 if (is.null(merchandise)) break

With that we’re able to create the mannequin.


The mannequin can be a quite easy convnet. The primary distinction between normal and DP coaching lies within the optimization process; thus, it’s easy to first set up a non-DP baseline. Later, when switching to DP, we’ll be capable to reuse nearly the whole lot.

Right here, then, is the mannequin definition legitimate for each instances:

mannequin <- keras_model_sequential() %>%
      filters = 32,
      kernel_size = 3,
      activation = "relu"
    ) %>%
  layer_batch_normalization() %>%
      filters = 64,
      kernel_size = 5,
      activation = "relu"
    ) %>%
  layer_batch_normalization() %>%
      filters = 128,
      kernel_size = 5,
      activation = "relu"
    ) %>%
  layer_batch_normalization() %>%
  layer_global_average_pooling_1d() %>%
  layer_dense(items = 128, activation = "relu") %>%
  layer_dense(items = 1)

We practice the mannequin with imply squared error loss.

optimizer <- optimizer_adam()
mannequin %>% compile(loss = "mse", optimizer = optimizer, metrics = metric_mean_absolute_error)

num_epochs <- 20
historical past <- mannequin %>% match(
  steps_per_epoch = n_train/batch_size,
  validation_data = ds_test,
  epochs = num_epochs,
  validation_steps = n_test/batch_size)

Baseline outcomes

After 20 epochs, imply absolute error is round 6 bpm:

Training history without differential privacy.

Determine 1: Coaching historical past with out differential privateness.

Simply to place this in context, the MAE reported for topic S1 within the paper(Reiss et al. 2019) – based mostly on a higher-capacity community, intensive hyperparameter tuning, and naturally, coaching on the entire dataset – quantities to eight.45 bpm on common; so our setup appears to be sound.

Now we’ll make this differentially non-public.

DP coaching

As a substitute of the plain Adam optimizer, we use the corresponding TF Privateness wrapper, DPAdamGaussianOptimizer.

We have to inform it how aggressive gradient clipping must be (l2_norm_clip) and the way a lot noise so as to add (noise_multiplier). Moreover, we outline the educational fee (there isn’t a default), going for 10 occasions the default 0.001 based mostly on preliminary experiments.

There’s an extra parameter, num_microbatches, that might be used to hurry up coaching (McMahan and Andrew 2018), however, as coaching period is just not a problem right here, we simply set it equal to batch_size.

The values for l2_norm_clip and noise_multiplier chosen right here comply with these used within the tutorials in the TF Privacy repo.

Properly, TF Privateness comes with a script that permits one to compute the attained (epsilon) beforehand, based mostly on variety of coaching examples, batch_size, noise_multiplier and variety of coaching epochs.

Calling that script, and assuming we practice for 20 epochs right here as properly,

TF Privacy authors:

(epsilon) provides a ceiling on how a lot the likelihood of a specific output can improve by together with (or eradicating) a single coaching instance. We normally need it to be a small fixed (lower than 10, or, for extra stringent privateness ensures, lower than 1). Nevertheless, that is solely an higher certain, and a big worth of epsilon should still imply good sensible privateness.

Clearly, alternative of (epsilon) is a (difficult) matter unto itself, and never one thing we will elaborate on in a publish devoted to the technical elements of DP with TensorFlow.

How would (epsilon) change if we educated for 50 epochs as an alternative? (That is really what we’ll do, seeing that coaching outcomes on the check set have a tendency to leap round fairly a bit.)

[1] 4.249645

So, we do get the identical consequence.


This publish confirmed the best way to convert a standard deep studying process into an (epsilon)-differentially non-public one. Essentially, a weblog publish has to go away open questions. Within the current case, some potential questions might be answered by easy experimentation:

  • How properly do different optimizers work on this setting?
  • How does the educational fee have an effect on privateness and efficiency?
  • What occurs if we practice for lots longer?

Others sound extra like they may result in a analysis undertaking:

  • When mannequin efficiency – and thus, mannequin parameters – fluctuate that a lot, how will we determine on when to cease coaching? Is stopping at excessive mannequin efficiency dishonest? Is mannequin averaging a sound resolution?
  • How good actually is anyone (epsilon)?

Lastly, but others transcend the realms of experimentation in addition to arithmetic:

  • How will we commerce off (epsilon)-DP towards mannequin efficiency – for various purposes, with various kinds of information, in numerous societal contexts?
  • Assuming we “have” (epsilon)-DP, what may we nonetheless be lacking?

With questions like these – and extra, most likely – to ponder: Thanks for studying and a cheerful new yr!

Abadi, Martin, Andy Chu, Ian Goodfellow, Brendan McMahan, Ilya Mironov, Kunal Talwar, and Li Zhang. 2016. “Deep Studying with Differential Privateness.” In twenty third ACM Convention on Laptop and Communications Safety (ACM CCS), 308–18.
Allen, John. 2007. “Photoplethysmography and Its Utility in Scientific Physiological Measurement.” Physiological Measurement 28 (3): R1–39.
Dwork, Cynthia. 2006. “Differential Privateness.” In thirty third Worldwide Colloquium on Automata, Languages and Programming, Half II (ICALP 2006), thirty third Worldwide Colloquium on Automata, Languages and Programming, half II (ICALP 2006), 4052:1–12. Lecture Notes in Laptop Science. Springer Verlag.
Dwork, Cynthia, Frank McSherry, Kobbi Nissim, and Adam Smith. 2006. “Calibrating Noise to Sensitivity in Personal Knowledge Evaluation.” In Proceedings of the Third Convention on Principle of Cryptography, 265–84. TCC’06. Berlin, Heidelberg: Springer-Verlag.
Dwork, Cynthia, and Aaron Roth. 2014. “The Algorithmic Foundations of Differential Privateness.” Discovered. Tendencies Theor. Comput. Sci. 9 (3–4): 211–407.
McMahan, H. Brendan, and Galen Andrew. 2018. “A Basic Strategy to Including Differential Privateness to Iterative Coaching Procedures.” CoRR abs/1812.06210.
Reiss, Attila, Ina Indlekofer, Philip Schmidt, and Kristof Van Laerhoven. 2019. “Deep PPG: Massive-Scale Coronary heart Price Estimation with Convolutional Neural Networks.” Sensors 19 (14): 3079.
Wooden, Alexandra, Micah Altman, Aaron Bembenek, Mark Bun, Marco Gaboardi, James Honaker, Kobbi Nissim, David O’Brien, Thomas Steinke, and Salil Vadhan. 2018. “Differential Privateness: A Primer for a Non-Technical Viewers.” SSRN Digital Journal, January.

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