Posit AI Weblog: Differential Privateness with TensorFlow

What may very well be treacherous about abstract statistics?

The well-known cat obese research (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. Despite the fact that 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 accrued some extra kilos, the research outcomes don’t inform.

Then, six months later, out comes a brand new research, formidable to earn scientific fame. The authors report that of 100 cats residing in Y., 50 are striped, 31 are black, and the remaining 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 dwelling, chosen in fact for the chance to convey one’s cat.

What have I simply realized? My aunt’s cat is obese. (Or was, not less than, earlier than they moved to the retirement dwelling.)

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

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

Differential Privateness

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

Intuitively paraphrasing outcomes from a site the place outcomes are communicated as theorems and proofs (Dwork 2006)(Dwork and Roth 2014), the one achievable (in a lossy however quantifiable approach) goal is that from queries to a database, nothing extra needs to 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 in opposition to overly excessive expectations: Even when question outcomes are reported in a DP approach (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 principle ingredient is noise added to the outcomes of a question. Within the above cat instance, as a substitute of tangible numbers we’d report approximate ones: “Of ~ 100 cats residing in Y, about 30 are obese….” If that is executed for each of the above research, no inference will probably be potential about aunt G.’s cat.

Even with random noise added to question outcomes although, solutions to repeated queries will leak data. So in actuality, there’s a privateness funds that may be tracked, and could also be used up in the midst 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 aspect ought to give mainly the identical consequence. Put formally (Dwork 2006):

A randomized operate (mathcal{Okay}) offers (epsilon) -differential privateness if for all information units D1 and D2 differing on at most one aspect, and all (S subseteq Vary(Okay)),

(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 executed? Right here, a number of mechanisms exist; the fundamental, intuitively believable precept although is that the quantity of noise needs to be calibrated to the goal operate’s sensitivity, outlined as the utmost (ell 1) norm of the distinction of operate values computed on all pairs of datasets differing in a single instance (Dwork 2006):

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

Thus far, 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 wish a mannequin’s parameters to wind up “primarily 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 standpoint. (As with life total, the arduous selections on how a lot of an asset we needs to 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 now we have to do is alternate the optimizer we had been utilizing in opposition to one offered 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 typically used to stop 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 primary thought of (epsilon)-DP algorithms.

Along with (epsilon)-DP optimization, TF Privateness gives 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 price estimation through photoplethysmography.
Photoplethysmography (PPG) is an optical methodology 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 parts attributed to respiration, sympathetic nervous system exercise and thermoregulation. (Allen 2007)

On this dataset, coronary heart price decided from EKG gives the bottom reality; predictors had been obtained from two industrial gadgets, comprising PPG, electrodermal exercise, physique temperature in addition to accelerometer information. Moreover, a wealth of contextual information is out there, starting from age, top, and weight to health degree 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 hold the setup easy. We’ll attempt to predict coronary heart price given the physiological measurements from one of many two gadgets, Empatica E4. Additionally, we’ll zoom in on a single topic, S1, who will present us with 4603 situations of two-second coronary heart price values.

As traditional, 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 received’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 checklist comprising parts of various size – the varied bodily/physiological alerts have been sampled with completely different frequencies:

### predictors ###

# accelerometer information - sampling freq. 32 Hz
# additionally word 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 - offered in already averaged kind, at frequency 0.5 Hz
s1$label %>% nrow() # 4603

In mild of the completely different sampling frequencies, our tfdatasets pipeline can 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 operate serves two functions:

  1. compute working averages over otherwise sized home windows, thus downsampling to 0.5Hz for each modality
  2. remodel the information to the (num_timesteps, num_features) format that will probably be required by the 1d-convnet we’re going to make use of quickly
average_and_make_sequences <-
  operate(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 working common of measurement window_size_avg
      dataset_window(window_size_avg) %>%
      dataset_flat_map(operate (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 operate 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 standard size (dictated by the goal variable):

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

# hold 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 take a look at set have to have a timesteps dimension, as traditional with architectures that work on sequential information (1-d convnets and RNNs). To ensure there isn’t a overlap between respective timesteps, we break up the information “up entrance” and assemble each units individually. We’ll use the primary 4000 observations for coaching.

Housekeeping-wise, we additionally hold monitor of precise coaching and take a look at set cardinalities.
The goal variable will probably 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 take a look at 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 hold monitor of precise variety of coaching and take a look at 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 can go into the ultimate coaching and take a look at 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 pass over the primary eleven values in every case:

  dataset_shuffle(n_train) %>%
  # dataset_repeat is required due to pre-TF 2 fashion
  # 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 will try this utilizing the same old reticulate::as_iterator magic, offered that for this take a look at 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 some other dataset you wish to verify
whereas (TRUE) {
 merchandise <- iter_next(iter)
 if (is.null(merchandise)) break

With that we’re able to create the mannequin.


The mannequin will probably be a moderately easy convnet. The principle distinction between commonplace 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 have the ability to reuse virtually every thing.

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(models = 128, activation = "relu") %>%
  layer_dense(models = 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 whole 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 an alternative of the plain Adam optimizer, we use the corresponding TF Privateness wrapper, DPAdamGaussianOptimizer.

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

There’s a further parameter, num_microbatches, that may very well be used to hurry up coaching (McMahan and Andrew 2018), however, as coaching length will not be a difficulty 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 enables 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 effectively,

TF Privacy authors:

(epsilon) offers a ceiling on how a lot the chance of a specific output can improve by together with (or eradicating) a single coaching instance. We often 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) subject unto itself, and never one thing we are able to elaborate on in a put up devoted to the technical features of DP with TensorFlow.

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

[1] 4.249645

So, we do get the identical consequence.


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

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

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

  • When mannequin efficiency – and thus, mannequin parameters – fluctuate that a lot, how will we resolve 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 in opposition to mannequin efficiency – for various purposes, with several types of information, in several societal contexts?
  • Assuming we “have” (epsilon)-DP, what would possibly we nonetheless be lacking?

With questions like these – and extra, in all probability – to ponder: Thanks for studying and a cheerful new 12 months!

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. https://arxiv.org/abs/1607.00133.
Allen, John. 2007. “Photoplethysmography and Its Software in Medical Physiological Measurement.” Physiological Measurement 28 (3): R1–39. https://doi.org/10.1088/0967-3334/28/3/r01.
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. https://www.microsoft.com/en-us/research/publication/differential-privacy/.
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 Idea of Cryptography, 265–84. TCC’06. Berlin, Heidelberg: Springer-Verlag. https://doi.org/10.1007/11681878_14.
Dwork, Cynthia, and Aaron Roth. 2014. “The Algorithmic Foundations of Differential Privateness.” Discovered. Traits Theor. Comput. Sci. 9 (3–4): 211–407. https://doi.org/10.1561/0400000042.
McMahan, H. Brendan, and Galen Andrew. 2018. “A Normal Strategy to Including Differential Privateness to Iterative Coaching Procedures.” CoRR abs/1812.06210. http://arxiv.org/abs/1812.06210.
Reiss, Attila, Ina Indlekofer, Philip Schmidt, and Kristof Van Laerhoven. 2019. “Deep PPG: Giant-Scale Coronary heart Charge Estimation with Convolutional Neural Networks.” Sensors 19 (14): 3079. https://doi.org/10.3390/s19143079.
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. https://doi.org/10.2139/ssrn.3338027.

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