agm-example.py

from math import exp, sqrt
from scipy.special import erf

def calibrateAnalyticGaussianMechanism(epsilon, delta, GS, tol = 1.e-12):
    """ Calibrate a Gaussian perturbation for differential privacy using the analytic Gaussian mechanism of [Balle and Wang, ICML'18]

    Arguments:
    epsilon : target epsilon (epsilon > 0)
    delta : target delta (0 < delta < 1)
    GS : upper bound on L2 global sensitivity (GS >= 0)
    tol : error tolerance for binary search (tol > 0)

    Output:
    sigma : standard deviation of Gaussian noise needed to achieve (epsilon,delta)-DP under global sensitivity GS
    """

    def Phi(t):
        return 0.5*(1.0 + erf(float(t)/sqrt(2.0)))

    def caseA(epsilon,s):
        return Phi(sqrt(epsilon*s)) - exp(epsilon)*Phi(-sqrt(epsilon*(s+2.0)))

    def caseB(epsilon,s):
        return Phi(-sqrt(epsilon*s)) - exp(epsilon)*Phi(-sqrt(epsilon*(s+2.0)))

    def doubling_trick(predicate_stop, s_inf, s_sup):
        while(not predicate_stop(s_sup)):
            s_inf = s_sup
            s_sup = 2.0*s_inf
        return s_inf, s_sup

    def binary_search(predicate_stop, predicate_left, s_inf, s_sup):
        s_mid = s_inf + (s_sup-s_inf)/2.0
        while(not predicate_stop(s_mid)):
            if (predicate_left(s_mid)):
                s_sup = s_mid
            else:
                s_inf = s_mid
            s_mid = s_inf + (s_sup-s_inf)/2.0
        return s_mid

    delta_thr = caseA(epsilon, 0.0)

    if (delta == delta_thr):
        alpha = 1.0

    else:
        if (delta > delta_thr):
            predicate_stop_DT = lambda s : caseA(epsilon, s) >= delta
            function_s_to_delta = lambda s : caseA(epsilon, s)
            predicate_left_BS = lambda s : function_s_to_delta(s) > delta
            function_s_to_alpha = lambda s : sqrt(1.0 + s/2.0) - sqrt(s/2.0)

        else:
            predicate_stop_DT = lambda s : caseB(epsilon, s) <= delta
            function_s_to_delta = lambda s : caseB(epsilon, s)
            predicate_left_BS = lambda s : function_s_to_delta(s) < delta
            function_s_to_alpha = lambda s : sqrt(1.0 + s/2.0) + sqrt(s/2.0)

        predicate_stop_BS = lambda s : abs(function_s_to_delta(s) - delta) <= tol

        s_inf, s_sup = doubling_trick(predicate_stop_DT, 0.0, 1.0)
        s_final = binary_search(predicate_stop_BS, predicate_left_BS, s_inf, s_sup)
        alpha = function_s_to_alpha(s_final)
        
    sigma = alpha*GS/sqrt(2.0*epsilon)

    return sigma