A fast algorithm to optimally compose privacy guarantees of differentially private (DP) mechanisms to arbitrary accuracy.
Project description
Privacy Random Variable (PRV) Accountant
A fast algorithm to optimally compose privacy guarantees of differentially private (DP) algorithms to arbitrary accuracy. Our method is based on the notion of privacy loss random variables to quantify the privacy loss of DP algorithms. For more details see [1].
Installation
pip install git+https://github.com/microsoft/prv_accountant.git
Examples
Getting epsilon estimate directly from the command line.
compute-dp-epsilon --sampling-probability 5e-3 --noise-multiplier 0.8 --delta 1e-6 --num-compositions 1000
Or, use it in python code
from prv_accountant import Accountant
accountant = Accountant(
noise_multiplier=0.8,
sampling_probability=5e-3
delta=1e-6,
eps_error=0.1,
max_compositions=1000
)
eps_low, eps_estimate, eps_upper = accountant.compute_epsilon(num_compositions=1000)
For more examples, have a look in the notebooks
directory.
References
[1] Sivakanth Gopi, Yin Tat Lee, Lukas Wutschitz. Numerical Composition of Differential Privacy. arXiv. Preprint posted online June 5, 2021. arXiv
Contributing
This project welcomes contributions and suggestions. Most contributions require you to agree to a Contributor License Agreement (CLA) declaring that you have the right to, and actually do, grant us the rights to use your contribution. For details, visit https://cla.opensource.microsoft.com.
When you submit a pull request, a CLA bot will automatically determine whether you need to provide a CLA and decorate the PR appropriately (e.g., status check, comment). Simply follow the instructions provided by the bot. You will only need to do this once across all repos using our CLA.
This project has adopted the Microsoft Open Source Code of Conduct. For more information see the Code of Conduct FAQ or contact opencode@microsoft.com with any additional questions or comments.
Trademarks
This project may contain trademarks or logos for projects, products, or services. Authorized use of Microsoft trademarks or logos is subject to and must follow Microsoft's Trademark & Brand Guidelines. Use of Microsoft trademarks or logos in modified versions of this project must not cause confusion or imply Microsoft sponsorship. Any use of third-party trademarks or logos are subject to those third-party's policies.
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