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"""
Quantile functions with differential privacy
"""
import warnings
import numpy as np
from diffprivlib.accountant import BudgetAccountant
from diffprivlib.mechanisms import Exponential
from diffprivlib.utils import warn_unused_args, PrivacyLeakWarning, check_random_state
from diffprivlib.validation import clip_to_bounds, check_bounds
from diffprivlib.tools.utils import _wrap_axis
[docs]
def quantile(array, quant, epsilon=1.0, bounds=None, axis=None, keepdims=False, random_state=None, accountant=None,
**unused_args):
r"""
Compute the differentially private quantile of the array.
Returns the specified quantile with differential privacy. The quantile is calculated over the flattened array.
Differential privacy is achieved with the :class:`.Exponential` mechanism, using the method first proposed by
Smith, 2011.
Paper link: https://dl.acm.org/doi/pdf/10.1145/1993636.1993743
Parameters
----------
array : array_like
Array containing numbers whose quantile is sought. If `array` is not an array, a conversion is attempted.
quant : float or array-like
Quantile or array of quantiles. Each quantile must be in the unit interval [0, 1]. If quant is array-like,
quantiles are returned over the flattened array.
epsilon : float, default: 1.0
Privacy parameter :math:`\epsilon`. Differential privacy is achieved over the entire output, with epsilon split
evenly between each output value.
bounds : tuple, optional
Bounds of the values of the array, of the form (min, max).
axis : None or int or tuple of ints, optional
Axis or axes along which a sum is performed. The default, axis=None, will sum all of the elements of the input
array. If axis is negative it counts from the last to the first axis.
If axis is a tuple of ints, a sum is performed on all of the axes specified in the tuple instead of a single
axis or all the axes as before.
keepdims : bool, default: False
If this is set to True, the axes which are reduced are left in the result as dimensions with size one. With
this option, the result will broadcast correctly against the input array.
If the default value is passed, then `keepdims` will not be passed through to the `mean` method of sub-classes
of `ndarray`, however any non-default value will be. If the sub-class' method does not implement `keepdims` any
exceptions will be raised.
random_state : int or RandomState, optional
Controls the randomness of the algorithm. To obtain a deterministic behaviour during randomisation,
``random_state`` has to be fixed to an integer.
accountant : BudgetAccountant, optional
Accountant to keep track of privacy budget.
Returns
-------
m : ndarray
Returns a new array containing the quantile values.
See Also
--------
numpy.quantile : Equivalent non-private method.
percentile, median
"""
warn_unused_args(unused_args)
random_state = check_random_state(random_state)
if bounds is None:
warnings.warn("Bounds have not been specified and will be calculated on the data provided. This will "
"result in additional privacy leakage. To ensure differential privacy and no additional "
"privacy leakage, specify bounds for each dimension.", PrivacyLeakWarning)
bounds = (np.min(array), np.max(array))
quant = np.ravel(quant)
if np.any(quant < 0) or np.any(quant > 1):
raise ValueError("Quantiles must be in the unit interval [0, 1].")
if len(quant) > 1:
return np.array([quantile(array, q_i, epsilon=epsilon / len(quant), bounds=bounds, axis=axis, keepdims=keepdims,
accountant=accountant, random_state=random_state) for q_i in quant])
# Dealing with a single quant from now on
quant = quant.item()
if axis is not None or keepdims:
return _wrap_axis(quantile, array, quant=quant, epsilon=epsilon, bounds=bounds, axis=axis, keepdims=keepdims,
random_state=random_state, accountant=accountant)
# Dealing with a scalar output from now on
bounds = check_bounds(bounds, shape=0, min_separation=1e-5)
accountant = BudgetAccountant.load_default(accountant)
accountant.check(epsilon, 0)
# Let's ravel array to be single-dimensional
array = clip_to_bounds(np.ravel(array), bounds)
k = array.size
array = np.append(array, list(bounds))
array.sort()
interval_sizes = np.diff(array)
# Todo: Need to find a way to do this in a differentially private way, see GH 80
if np.isnan(interval_sizes).any():
return np.nan
mech = Exponential(epsilon=epsilon, sensitivity=1, utility=list(-np.abs(np.arange(0, k + 1) - quant * k)),
measure=list(interval_sizes), random_state=random_state)
idx = mech.randomise()
output = random_state.random() * (array[idx+1] - array[idx]) + array[idx]
accountant.spend(epsilon, 0)
return output
[docs]
def percentile(array, percent, epsilon=1.0, bounds=None, axis=None, keepdims=False, random_state=None, accountant=None,
**unused_args):
r"""
Compute the differentially private percentile of the array.
This method calls :obj:`.quantile`, where quantile = percentile / 100.
Parameters
----------
array : array_like
Array containing numbers whose percentile is sought. If `array` is not an array, a conversion is attempted.
percent : float or array-like
Percentile or list of percentiles sought. Each percentile must be in [0, 100]. If percent is array-like,
percentiles are returned over the flattened array.
epsilon : float, default: 1.0
Privacy parameter :math:`\epsilon`. Differential privacy is achieved over the entire output, with epsilon split
evenly between each output value.
bounds : tuple, optional
Bounds of the values of the array, of the form (min, max).
axis : None or int or tuple of ints, optional
Axis or axes along which a sum is performed. The default, axis=None, will sum all of the elements of the input
array. If axis is negative it counts from the last to the first axis.
If axis is a tuple of ints, a sum is performed on all of the axes specified in the tuple instead of a single
axis or all the axes as before.
keepdims : bool, default: False
If this is set to True, the axes which are reduced are left in the result as dimensions with size one. With
this option, the result will broadcast correctly against the input array.
If the default value is passed, then `keepdims` will not be passed through to the `mean` method of sub-classes
of `ndarray`, however any non-default value will be. If the sub-class' method does not implement `keepdims` any
exceptions will be raised.
random_state : int or RandomState, optional
Controls the randomness of the algorithm. To obtain a deterministic behaviour during randomisation,
``random_state`` has to be fixed to an integer.
accountant : BudgetAccountant, optional
Accountant to keep track of privacy budget.
Returns
-------
m : ndarray
Returns a new array containing the percentile values.
See Also
--------
numpy.percentile : Equivalent non-private method.
quantile, median
"""
warn_unused_args(unused_args)
quant = np.asarray(percent) / 100
if np.any(quant < 0) or np.any(quant > 1):
raise ValueError("Percentiles must be between 0 and 100 inclusive")
return quantile(array, quant, epsilon=epsilon, bounds=bounds, axis=axis, keepdims=keepdims,
random_state=random_state, accountant=accountant)