forked from FederatedAI/FATE
-
Notifications
You must be signed in to change notification settings - Fork 0
/
hetero_sshe_lr_param.py
172 lines (143 loc) · 8.24 KB
/
hetero_sshe_lr_param.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
#
# Copyright 2019 The FATE Authors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
import copy
from pipeline.param.logistic_regression_param import LogisticParam
from pipeline.param.cross_validation_param import CrossValidationParam
from pipeline.param.callback_param import CallbackParam
from pipeline.param.encrypt_param import EncryptParam
from pipeline.param.encrypted_mode_calculation_param import EncryptedModeCalculatorParam
from pipeline.param.init_model_param import InitParam
from pipeline.param.predict_param import PredictParam
from pipeline.param import consts
class HeteroSSHELRParam(LogisticParam):
"""
Parameters used for Hetero SSHE Logistic Regression
Parameters
----------
penalty : str, 'L1', 'L2' or None. default: 'L2'
Penalty method used in LR. If it is not None, weights are required to be reconstruct every iter.
tol : float, default: 1e-4
The tolerance of convergence
alpha : float, default: 1.0
Regularization strength coefficient.
optimizer : str, 'sgd', 'rmsprop', 'adam', 'nesterov_momentum_sgd', or 'adagrad', default: 'sgd'
Optimizer
batch_size : int, default: -1
Batch size when updating model. -1 means use all data in a batch. i.e. Not to use mini-batch strategy.
learning_rate : float, default: 0.01
Learning rate
max_iter : int, default: 100
The maximum iteration for training.
early_stop : str, 'diff', 'weight_diff' or 'abs', default: 'diff'
Method used to judge converge or not.
a) diff: Use difference of loss between two iterations to judge whether converge.
b) weight_diff: Use difference between weights of two consecutive iterations
c) abs: Use the absolute value of loss to judge whether converge. i.e. if loss < eps, it is converged.
decay: int or float, default: 1
Decay rate for learning rate. learning rate will follow the following decay schedule.
lr = lr0/(1+decay*t) if decay_sqrt is False. If decay_sqrt is True, lr = lr0 / sqrt(1+decay*t)
where t is the iter number.
decay_sqrt: Bool, default: True
lr = lr0/(1+decay*t) if decay_sqrt is False, otherwise, lr = lr0 / sqrt(1+decay*t)
encrypt_param: EncryptParam object, default: default EncryptParam object
encrypt param
predict_param: PredictParam object, default: default PredictParam object
predict param
cv_param: CrossValidationParam object, default: default CrossValidationParam object
cv param
multi_class: str, 'ovr', default: 'ovr'
If it is a multi_class task, indicate what strategy to use. Currently, support 'ovr' short for one_vs_rest only.
reveal_strategy: str, "respectively", "encrypted_reveal_in_host", default: "respectively"
"respectively": Means guest and host can reveal their own part of weights only.
"encrypted_reveal_in_host": Means host can be revealed his weights in encrypted mode, and guest can be revealed in normal mode.
reveal_every_iter: bool, default: False
Whether reconstruct model weights every iteration. If so, Regularization is available.
The performance will be better as well since the algorithm process is simplified.
"""
def __init__(self, penalty='L2',
tol=1e-4, alpha=1.0, optimizer='sgd',
batch_size=-1, learning_rate=0.01, init_param=InitParam(),
max_iter=100, early_stop='diff', encrypt_param=EncryptParam(),
predict_param=PredictParam(), cv_param=CrossValidationParam(),
decay=1, decay_sqrt=True,
multi_class='ovr', use_mix_rand=True,
reveal_strategy="respectively",
reveal_every_iter=False,
callback_param=CallbackParam(),
encrypted_mode_calculator_param=EncryptedModeCalculatorParam()
):
super(HeteroSSHELRParam, self).__init__(penalty=penalty, tol=tol, alpha=alpha, optimizer=optimizer,
batch_size=batch_size,
learning_rate=learning_rate,
init_param=init_param, max_iter=max_iter, early_stop=early_stop,
predict_param=predict_param, cv_param=cv_param,
decay=decay,
decay_sqrt=decay_sqrt, multi_class=multi_class,
encrypt_param=encrypt_param, callback_param=callback_param)
self.use_mix_rand = use_mix_rand
self.reveal_strategy = reveal_strategy
self.reveal_every_iter = reveal_every_iter
self.encrypted_mode_calculator_param = copy.deepcopy(encrypted_mode_calculator_param)
def check(self):
descr = "logistic_param's"
super(HeteroSSHELRParam, self).check()
self.check_boolean(self.reveal_every_iter, descr)
if self.penalty is None:
pass
elif type(self.penalty).__name__ != "str":
raise ValueError(
"logistic_param's penalty {} not supported, should be str type".format(self.penalty))
else:
self.penalty = self.penalty.upper()
"""
if self.penalty not in [consts.L1_PENALTY, consts.L2_PENALTY]:
raise ValueError(
"logistic_param's penalty not supported, penalty should be 'L1', 'L2' or 'none'")
"""
if not self.reveal_every_iter:
if self.penalty not in [consts.L2_PENALTY, consts.NONE.upper()]:
raise ValueError(
f"penalty should be 'L2' or 'none', when reveal_every_iter is False"
)
if type(self.optimizer).__name__ != "str":
raise ValueError(
"logistic_param's optimizer {} not supported, should be str type".format(self.optimizer))
else:
self.optimizer = self.optimizer.lower()
if self.reveal_every_iter:
if self.optimizer not in ['sgd', 'rmsprop', 'adam', 'adagrad', 'nesterov_momentum_sgd']:
raise ValueError(
"When reveal_every_iter is True, "
"sshe logistic_param's optimizer not supported, optimizer should be"
" 'sgd', 'rmsprop', 'adam', 'nesterov_momentum_sgd', or 'adagrad'")
else:
if self.optimizer not in ['sgd', 'nesterov_momentum_sgd']:
raise ValueError("When reveal_every_iter is False, "
"sshe logistic_param's optimizer not supported, optimizer should be"
" 'sgd', 'nesterov_momentum_sgd'")
if self.encrypt_param.method not in [consts.PAILLIER, None]:
raise ValueError(
"logistic_param's encrypted method support 'Paillier' or None only")
if self.callback_param.validation_freqs is not None:
if self.reveal_every_iter is False:
raise ValueError(f"When reveal_every_iter is False, validation every iter"
f" is not supported.")
self.reveal_strategy = self.check_and_change_lower(self.reveal_strategy,
["respectively", "encrypted_reveal_in_host"],
f"{descr} reveal_strategy")
if self.reveal_strategy == "encrypted_reveal_in_host" and self.reveal_every_iter:
raise PermissionError("reveal strategy: encrypted_reveal_in_host mode is not allow to reveal every iter.")
self.encrypted_mode_calculator_param.check()
return True