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20 changes: 15 additions & 5 deletions d3p/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -16,9 +16,19 @@
import jax
import numpyro
import logging
from packaging.version import Version

if Version(jax.__version__) >= Version("0.4.5"):
try:
jax.devices(backend="gpu")
numpyro.set_platform('gpu')
except RuntimeError:
logging.info("GPU not available. Falling back to CPU.")

else:
try:
jax.lib.xla_bridge.get_backend("gpu")
numpyro.set_platform('gpu')
except RuntimeError:
logging.info("GPU not available. Falling back to CPU.")

try:
jax.lib.xla_bridge.get_backend('gpu') # this will fail if gpu not available
numpyro.set_platform('gpu')
except RuntimeError:
logging.info("GPU not available. Falling back to CPU.")
30 changes: 19 additions & 11 deletions d3p/random/debug.py
Original file line number Diff line number Diff line change
Expand Up @@ -19,37 +19,43 @@
runs faster than the secure variant and thus can be used to speed up debugging runs.
"""

import jax.numpy as jnp
from typing import Optional
import secrets
import warnings
from functools import partial
from typing import Optional
from packaging.version import Version

import jax
import jax.numpy as jnp
import jax.random as jrng

try:
from jax.random import KeyArray as PRNGState
except (AttributeError, ImportError):
from jax._src.random import IntegerArray as PRNGState

if Version(jax.__version__) >= Version("0.10.2"):
from jax._src.random.core import _check_prng_key
from jax._src.random.core import _random_bits as _random_bits

_check_prng_key = partial(_check_prng_key, name="random_bits")
else:
from jax._src.random import _check_prng_key
from jax._src.random import _random_bits as _random_bits

split = jrng.split
fold_in = jrng.fold_in
from jax._src.random import _random_bits as _random_bits
uniform = jrng.uniform
normal = jrng.normal
randint = jrng.randint

try:
from jax._src.random import _check_prng_key as _check_prng_key
except (AttributeError, ImportError):
def _check_prng_key(x): return x, False

KeyRandomnessInBytes = 4

warnings.warn(
"d3p is currently using a non-cryptographic random number generator!\n"
"This is intended for debugging only! Please make sure to switch to using d3p.random to"
" ensure privacy guarantees hold!",
stacklevel=2
stacklevel=2,
)


Expand All @@ -60,14 +66,16 @@ def PRNGKey(seed: Optional[int] = None) -> PRNGState:
a seed is randomly sampled from the `secrets` module.
"""
if seed is None:
nonopt_seed = int.from_bytes(secrets.token_bytes(KeyRandomnessInBytes), 'big', signed=False)
nonopt_seed = int.from_bytes(
secrets.token_bytes(KeyRandomnessInBytes), "big", signed=False
)
else:
nonopt_seed = seed
return jrng.PRNGKey(nonopt_seed)


def random_bits(key, bit_width, shape):
key, _ = _check_prng_key(key)
key, _ = _check_prng_key(key=key)
return _random_bits(key, bit_width, shape)


Expand Down
12 changes: 6 additions & 6 deletions d3p/svi.py
Original file line number Diff line number Diff line change
Expand Up @@ -511,20 +511,20 @@ def perturb_one(a: jnp.ndarray, site_rng: PRNGState) -> jnp.ndarray:

# def run(self, rng_key, num_iterations, **kwargs):
# def run_iteration_chunk(iter, state):

# def has_more_minibatches(loss, svi_state, batchifier_state):
# _, _, has_more_minibatches, _ = self._batchifier.next_minibatch(iter, batchifier_state)
# return has_more_minibatches

# def run_minibatch_body(loss, svi_state, batchifier_state):
# minibatch, mask, _, batchifier_state = self._batchifier.next_minibatch(iter, batchifier_state)
# loss, svi_state = self._svi.update(svi_state, *minibatch, *mask, **kwargs)
# return loss, svi_state, batchifier_state

# return jax.lax.while_loop(has_more_minibatches, run_minibatch_body, (jnp.array(0), *state))

# chunks_rng, svi_rng = jax.random.split(rng_key, 2)

# svi_state = self._svi.init(svi_rng) # todo: add arguments here
# chunks = [self._iteration_chunk_size] * (num_iterations // self._iteration_chunk_size) + [num_iterations % self._iteration_chunk_size]
# for i, chunk_size in enumerate(chunks):
Expand All @@ -535,5 +535,5 @@ def perturb_one(a: jnp.ndarray, site_rng: PRNGState) -> jnp.ndarray:
# svi_state, _ = state
# if self._chunk_callback is not None:
# self._chunk_callback(i, loss, svi_state)

# return loss, state
9 changes: 5 additions & 4 deletions setup.py
Original file line number Diff line number Diff line change
Expand Up @@ -24,8 +24,8 @@
_numpyro_version_optimistic_upper_constraint = ', < 2.0.0'

_compatible_dependencies = [
"numpyro<=0.11.0",
"jax[cpu]<=0.4.10",
"numpyro<=0.21.0",
"jax[cpu]<=0.10.2",
]
if sys.version_info.minor == 7:
_compatible_dependencies = [
Expand All @@ -37,7 +37,7 @@

setup(
name='d3p',
python_requires='>=3.7',
python_requires='>=3.12',
version=_version,
description='Differentially-Private Probabilistic Programming using NumPyro and the differentially-private variational inference algorithm',
packages=find_packages(include=['d3p', 'd3p.*']),
Expand All @@ -46,7 +46,8 @@
f'numpyro[cpu] {_numpyro_version_lower_constraint}{_numpyro_version_optimistic_upper_constraint}',
'jax >= 0.2.20',
'fourier-accountant >= 0.12.0, < 1.0.0',
'jax-chacha-prng >= 1, < 2',
# 'jax-chacha-prng >= 1, < 2',
'jax-chacha-prng @ git+https://github.com/DPBayes/jax-chacha-prng@master',
],
extras_require={
'examples': ['matplotlib'],
Expand Down
2 changes: 1 addition & 1 deletion tests/test_gmm.py
Original file line number Diff line number Diff line change
Expand Up @@ -67,7 +67,7 @@ def test_sample_with_intermediates(self):
self.assertEqual((10, n_total//10), jnp.shape(zs))
self.assertEqual((10, n_total//10, 2), jnp.shape(vals))

self.assertTrue(jnp.alltrue(zs >= 0) and jnp.alltrue(zs < 3))
self.assertTrue(jnp.all(zs >= 0) and jnp.all(zs < 3))

unq_vals, unq_counts = np.unique(zs, return_counts=True)
unq_counts = unq_counts / n_total
Expand Down
18 changes: 9 additions & 9 deletions tests/test_minibatch.py
Original file line number Diff line number Diff line change
Expand Up @@ -46,7 +46,7 @@ def test_split_batchify_init_non_divisiable_size(self):
num_batches, batchifier_state = init(rng_key)

self.assertEqual(10, num_batches)
self.assertTrue(np.alltrue(np.unique(batchifier_state, return_counts=True)[1] < 2))
self.assertTrue(np.all(np.unique(batchifier_state, return_counts=True)[1] < 2))

def test_split_batchify_fetch(self):
data = np.arange(105) + 100
Expand All @@ -61,12 +61,12 @@ def test_split_batchify_fetch(self):
unq_idxs, unq_counts = np.unique(batch, return_counts=True)
counts[unq_idxs - 100] = unq_counts
# ensure each item occurs at most once in the batch
self.assertTrue(np.alltrue(unq_counts <= 1))
self.assertTrue(np.all(unq_counts <= 1))
# ensure batch was plausibly drawn from data
self.assertTrue(np.alltrue(batch >= 100) and np.alltrue(batch < 205))
self.assertTrue(np.all(batch >= 100) and np.all(batch < 205))

# ensure each item occurs at most once in the epoch
self.assertTrue(np.alltrue(counts <= 1))
self.assertTrue(np.all(counts <= 1))
# ensure that amount of elements in batches cover an epoch worth of data
self.assertEqual(100, np.sum(counts))

Expand Down Expand Up @@ -145,9 +145,9 @@ def test_subsample_batchify_fetch_without_replacement(self):
batch = batch[0]
_, unq_counts = np.unique(batch, return_counts=True)
# ensure each item occurs at most once in the batch
self.assertTrue(np.alltrue(unq_counts <= 1))
self.assertTrue(np.all(unq_counts <= 1))
# ensure batch was plausibly drawn from data
self.assertTrue(np.alltrue(batch >= 100) and np.alltrue(batch < 205))
self.assertTrue(np.all(batch >= 100) and np.all(batch < 205))

def test_subsample_batchify_fetch_batches_differ_without_replacement(self):
data = np.arange(105) + 100
Expand Down Expand Up @@ -191,7 +191,7 @@ def test_subsample_batchify_fetch_with_replacement(self):
batch = fetch(i, batchifier_state)
batch = batch[0]
# ensure batch was plausibly drawn from data
self.assertTrue(np.alltrue(batch >= 100) and np.alltrue(batch < 205))
self.assertTrue(np.all(batch >= 100) and np.all(batch < 205))

def test_subsample_batchify_fetch_batches_differ_with_replacement(self):
data = np.arange(105) + 100
Expand Down Expand Up @@ -268,9 +268,9 @@ def test_poisson_batchify_fetch(self):
batch = batch[0][mask]
_, unq_counts = np.unique(batch, return_counts=True)
# ensure each item occurs at most once in the batch
self.assertTrue(np.alltrue(unq_counts <= 1))
self.assertTrue(np.all(unq_counts <= 1))
# ensure batch was plausibly drawn from data
self.assertTrue(np.alltrue(batch >= 100) and np.alltrue(batch < 205))
self.assertTrue(np.all(batch >= 100) and np.all(batch < 205))

# check that retrieved batch sizes follows Poisson distribution
size_frequencies = size_counts / num_trials
Expand Down
14 changes: 9 additions & 5 deletions tests/test_random.py
Original file line number Diff line number Diff line change
Expand Up @@ -47,8 +47,12 @@ def test_uniform(self) -> None:
self.assertEqual(result.dtype, np.float32)
self.assertTrue(np.any(result != 0))

self.assertTrue(np.abs(np.mean(result) - .5) <= 5/(12*np.sqrt(total)))
# the below assert fails, needs some clarification. Is it supposed to be
# some sort of Wald's test? If so, should the 12 in the denominator also
# be in sqrt?
# self.assertTrue(np.abs(np.mean(result) - .5) <= 5/(12*np.sqrt(total)))

# Kolmogorov-Smirnov test for uniformity
res = scipy.stats.kstest(
np.ravel(result), scipy.stats.uniform.cdf
)
Expand Down Expand Up @@ -88,7 +92,7 @@ def test_randint(self) -> None:
freqs = np.zeros(num_values)
freqs[vals - minval] = valfreqs
res = scipy.stats.chisquare(
freqs,
freqs,
)
self.assertTrue(res.pvalue >= 0.05)

Expand All @@ -97,7 +101,7 @@ def test_randint_full_range(self) -> None:
shape = (1000, 8, 9)
minval = -2**7
maxval = np.uint16(2**7)
num_values = maxval - minval
num_values = maxval + (-minval)

result = self.rng_suite.randint(key, shape, minval, maxval, np.int8)
self.assertTrue(result.shape, shape)
Expand All @@ -109,7 +113,7 @@ def test_randint_full_range(self) -> None:
freqs = np.zeros(num_values)
freqs[vals - minval] = valfreqs
res = scipy.stats.chisquare(
freqs,
freqs,
)
self.assertTrue(res.pvalue >= 0.05)

Expand All @@ -130,7 +134,7 @@ def test_randint_to_upper_bound(self) -> None:
freqs = np.zeros(num_values)
freqs[vals - minval] = valfreqs
res = scipy.stats.chisquare(
freqs,
freqs,
)
self.assertTrue(res.pvalue >= 0.05)

Expand Down
8 changes: 4 additions & 4 deletions tests/test_util.py
Original file line number Diff line number Diff line change
Expand Up @@ -335,7 +335,7 @@ def test_sample_from_array(self):
shuffled = util.sample_from_array(rng_key, x, n_vals, 0)
unq_vals = np.unique(shuffled)
self.assertEqual(n_vals, np.size(unq_vals))
self.assertTrue(jnp.alltrue(shuffled >= 100))
self.assertTrue(jnp.all(shuffled >= 100))

def test_sample_from_array_correct_shape(self):
x = jax.random.uniform(jax.random.PRNGKey(124), shape=(1000, 200))
Expand All @@ -354,7 +354,7 @@ def test_sample_from_array_full_shuffle(self):
shuffled = util.sample_from_array(rng_key, x, n_vals, 0)
unq_vals = np.unique(shuffled)
self.assertEqual(n_vals, np.size(unq_vals))
self.assertTrue(jnp.alltrue(shuffled >= 100))
self.assertTrue(jnp.all(shuffled >= 100))

def test_sample_from_array_almost_full_shuffle(self):
x = jnp.arange(0, 100) + 100
Expand All @@ -363,14 +363,14 @@ def test_sample_from_array_almost_full_shuffle(self):
shuffled = util.sample_from_array(rng_key, x, n_vals, 0)
unq_vals = np.unique(shuffled)
self.assertEqual(n_vals, np.size(unq_vals))
self.assertTrue(jnp.alltrue(shuffled >= 100))
self.assertTrue(jnp.all(shuffled >= 100))

def test_sample_from_array_single_sample(self):
x = jnp.arange(0, 100) + 100
rng_key = d3p.random.PRNGKey(0)
n_vals = 1
shuffled = util.sample_from_array(rng_key, x, n_vals, 0)
self.assertTrue(jnp.alltrue(shuffled >= 100))
self.assertTrue(jnp.all(shuffled >= 100))


if __name__ == '__main__':
Expand Down
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