123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157 |
- #!/usr/bin/env python
- # -*- coding: utf-8 -*-
- #
- # 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 federatedml.param.glm_param import LinearModelParam
- from federatedml.param.callback_param import CallbackParam
- from federatedml.param.encrypt_param import EncryptParam
- from federatedml.param.encrypted_mode_calculation_param import EncryptedModeCalculatorParam
- from federatedml.param.cross_validation_param import CrossValidationParam
- from federatedml.param.init_model_param import InitParam
- from federatedml.util import consts
- class HeteroSSHELinRParam(LinearModelParam):
- """
- Parameters used for Hetero SSHE Linear Regression.
- Parameters
- ----------
- penalty : {'L2' or 'L1'}
- Penalty method used in LinR. Please note that, when using encrypted version in HeteroLinR,
- 'L1' is not supported.
- tol : float, default: 1e-4
- The tolerance of convergence
- alpha : float, default: 1.0
- Regularization strength coefficient.
- optimizer : {'sgd', 'rmsprop', 'adam', 'adagrad'}
- Optimize method
- 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: 20
- The maximum iteration for training.
- init_param: InitParam object, default: default InitParam object
- Init param method object.
- early_stop : {'diff', 'abs', 'weight_dff'}
- Method used to judge convergence.
- a) diff: Use difference of loss between two iterations to judge whether converge.
- b) abs: Use the absolute value of loss to judge whether converge. i.e. if loss < tol, it is converged.
- c) weight_diff: Use difference between weights of two consecutive iterations
- encrypt_param: EncryptParam object, default: default EncryptParam object
- encrypt param
- encrypted_mode_calculator_param: EncryptedModeCalculatorParam object, default: default EncryptedModeCalculatorParam object
- encrypted mode calculator param
- cv_param: CrossValidationParam object, default: default CrossValidationParam object
- cv param
- 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)
- callback_param: CallbackParam object
- callback param
- 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=20, early_stop='diff',
- encrypt_param=EncryptParam(),
- encrypted_mode_calculator_param=EncryptedModeCalculatorParam(),
- cv_param=CrossValidationParam(), decay=1, decay_sqrt=True,
- callback_param=CallbackParam(),
- use_mix_rand=True,
- reveal_strategy="respectively",
- reveal_every_iter=False
- ):
- super(HeteroSSHELinRParam, 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,
- encrypt_param=encrypt_param, cv_param=cv_param, decay=decay,
- decay_sqrt=decay_sqrt,
- callback_param=callback_param)
- self.encrypted_mode_calculator_param = copy.deepcopy(encrypted_mode_calculator_param)
- self.use_mix_rand = use_mix_rand
- self.reveal_strategy = reveal_strategy
- self.reveal_every_iter = reveal_every_iter
- def check(self):
- descr = "sshe linear_regression_param's "
- super(HeteroSSHELinRParam, self).check()
- if self.encrypt_param.method != consts.PAILLIER:
- raise ValueError(
- descr + "encrypt method supports 'Paillier' only")
- self.check_boolean(self.reveal_every_iter, descr)
- if self.penalty is None:
- pass
- elif type(self.penalty).__name__ != "str":
- raise ValueError(
- f"{descr} penalty {self.penalty} not supported, should be str type")
- 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(
- f"{descr} optimizer {self.optimizer} not supported, should be str type")
- else:
- self.optimizer = self.optimizer.lower()
- if self.reveal_every_iter:
- if self.optimizer not in ['sgd', 'rmsprop', 'adam', 'adagrad']:
- raise ValueError(
- "When reveal_every_iter is True, "
- f"{descr} optimizer not supported, optimizer should be"
- " 'sgd', 'rmsprop', 'adam', or 'adagrad'")
- else:
- if self.optimizer not in ['sgd']:
- raise ValueError("When reveal_every_iter is False, "
- f"{descr} optimizer not supported, optimizer should be"
- " 'sgd'")
- 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.")
- return True
|