Support fast clipping in DPAM.

PiperOrigin-RevId: 533589057

Author: walidk

Diff for: tensorflow_privacy/privacy/fast_gradient_clipping/clip_grads.py

@@ -69,9 +69,10 @@ def registry_generator_fn(layer_instance, args, kwargs):
 
 def compute_gradient_norms(
     input_model: tf.keras.Model,
+    layer_registry: lr.LayerRegistry,
     x_batch: InputTensor,
     y_batch: tf.Tensor,
-    layer_registry: lr.LayerRegistry,
+    weight_batch: Optional[tf.Tensor] = None,
     per_example_loss_fn: Optional[LossFn] = None,
     num_microbatches: Optional[lr.BatchSize] = None,
     trainable_vars: Optional[List[tf.Variable]] = None,
@@ -84,15 +85,16 @@ def compute_gradient_norms(
   Args:
     input_model: The `tf.keras.Model` from which to obtain the layers from. The
       loss of the model *must* be a scalar loss.
+    layer_registry: A `LayerRegistry` instance containing functions that help
+      compute gradient norms quickly. See
+      `tensorflow_privacy.privacy.fast_gradient_clipping.layer_registry` for
+      more details.
     x_batch: An `InputTensor` representing a batch of inputs to the model. The
       first axis must be the batch dimension.
     y_batch: A `tf.Tensor` representing a batch of output labels. The first axis
       must be the batch dimension. The number of examples should match the
       number of examples in `x_batch`.
-    layer_registry: A `LayerRegistry` instance containing functions that help
-      compute gradient norms quickly. See
-      `tensorflow_privacy.privacy.fast_gradient_clipping.layer_registry` for
-      more details.
+    weight_batch: Optional batch of weights, passed to the loss function.
     per_example_loss_fn: takes as input predictions, labels and weights, and
       outputs a vector of per-example losses. If None, derived from
       `input_model.loss` by disabling its reduction.
@@ -108,8 +110,9 @@ def compute_gradient_norms(
       variables are included.
 
   Returns:
-    A 1D `tf.Tensor` whose i-th entry is the norm of the gradient of the i-th
-    per-example loss function.
+    A scalar vector, whose i-th entry is the norm of the gradient of the i-th
+    example loss (when num_microbatches is None) or the norm of the gradient of
+    the i-th microbatch loss (define as a mean over the microbatch).
   """
   tape = tf.GradientTape(persistent=True, watch_accessed_variables=False)
   registry_generator_fn = get_registry_generator_fn(
@@ -127,7 +130,7 @@ def compute_gradient_norms(
       loss_config = input_model.loss.get_config()
       loss_config['reduction'] = tf.keras.losses.Reduction.NONE
       per_example_loss_fn = input_model.loss.from_config(loss_config)
-    losses = per_example_loss_fn(y_batch, model_outputs)
+    losses = per_example_loss_fn(y_batch, model_outputs, weight_batch)
     if losses.shape is None:
       raise NotImplementedError(
           "The unreduced (or per-example) loss's shape cannot be `None`"
@@ -140,7 +143,7 @@ def compute_gradient_norms(
       )
     if num_microbatches is not None:
       losses = tf.reduce_mean(
-          lr.add_microbatch_axis(losses, num_microbatches), axis=1
+          lr.maybe_add_microbatch_axis(losses, num_microbatches), axis=1
       )
     summed_loss = tf.reduce_sum(losses)
   # Unwrap the generator outputs so that the next loop avoids duplicating
@@ -165,8 +168,10 @@ def compute_gradient_norms(
       vars_list,
       unconnected_gradients=tf.UnconnectedGradients.ZERO,
   )
+  if not grads_list:
+    raise ValueError('Empty gradient list.')
   sqr_norm_list = []
-  for grads, f in zip(grads_list, sqr_norm_fns_list):
+  for grads, f in zip(grads_list, sqr_norm_fns_list, strict=True):
     sqr_norm_list.append(f(grads))
   sqr_norm_tsr = tf.stack(sqr_norm_list, axis=1)
   return tf.sqrt(tf.reduce_sum(sqr_norm_tsr, axis=1))
@@ -199,10 +204,11 @@ def compute_clip_weights(l2_norm_clip: float, gradient_norms: tf.Tensor):
 
 def compute_clipped_gradients_and_outputs(
     input_model: tf.keras.Model,
-    x_batch: InputTensor,
-    y_batch: tf.Tensor,
     l2_norm_clip: float,
     layer_registry: lr.LayerRegistry,
+    x_batch: InputTensor,
+    y_batch: tf.Tensor,
+    weight_batch: Optional[tf.Tensor] = None,
     num_microbatches: Optional[lr.BatchSize] = None,
     clipping_loss: Optional[LossFn] = None,
 ) -> Tuple[List[tf.Tensor], tf.Tensor, tf.Tensor]:
@@ -218,11 +224,6 @@ def compute_clipped_gradients_and_outputs(
 
   Args:
     input_model: The `tf.keras.Model` from which to obtain the layers from.
-    x_batch: An `InputTensor` representing a batch of inputs to the model. The
-      first axis must be the batch dimension.
-    y_batch: A `tf.Tensor` representing a batch of output labels. The first axis
-      must be the batch dimension. The number of examples should match the
-      number of examples in `x_batch`.
     l2_norm_clip: A `float` indicating the norm to which per-example gradients
       will be clipped. That is, all gradients of the per-example loss functions
       will have norm at most `l2_norm_clip`.
@@ -232,6 +233,15 @@ def compute_clipped_gradients_and_outputs(
       `output` is the pre-activator tensor, `sqr_grad_norms` is related to the
       squared norms of a layer's pre-activation tensor, and `vars` are relevant
       trainable weights (see `layer_registry_factories.py` for examples).
+    x_batch: An `InputTensor` representing a batch of inputs to the model. The
+      first axis must be the batch dimension.
+    y_batch: A `tf.Tensor` representing a batch of output labels. The first axis
+      must be the batch dimension. The number of examples should match the
+      number of examples in `x_batch`.
+    weight_batch: Optional vector of weights, passed to the loss function. Must
+      be of size [batch_size]. In case of microbatching, this will be reshaped
+      to [num_microbatches, batch_size/num_microbatches] before passing it to
+      the loss.
     num_microbatches: An optional number or scalar `tf.Tensor` for the number of
       microbatches. If not None, indicates that the loss is grouped into
       num_microbatches (in this case, the batch dimension needs to be a multiple
@@ -243,11 +253,10 @@ def compute_clipped_gradients_and_outputs(
       the value of the clipped loss does not reflect the true loss.
 
   Returns:
-    A `tuple` `(grad, y_pred, clipping_loss_value)`. The first element is the
-    clipped gradient of the loss function, the second is the result of
-    applying `input_model` to `x_batch`, and the third is loss value of
-    `input_model`, weighted by the loss weights generated by a specific
-    `compute_clip_weights()` call.
+    clipped_grad: the clipped gradient of the loss function
+    y_pred: the result of applying `input_model` to `x_batch`
+    clipping_loss_value: the loss value weighted in such a way that its gradient
+      is `clipped_grad`.
   """
   if input_model.loss.reduction == 'none':
     raise NotImplementedError(
@@ -258,13 +267,25 @@ def compute_clipped_gradients_and_outputs(
     clipping_loss = input_model.compiled_loss
   gradient_norms = compute_gradient_norms(
       input_model,
+      layer_registry,
       x_batch,
       y_batch,
-      layer_registry,
+      weight_batch,
       num_microbatches=num_microbatches,
       trainable_vars=input_model.trainable_variables,
   )
-  loss_weights = compute_clip_weights(l2_norm_clip, gradient_norms)
+  clip_weights = compute_clip_weights(l2_norm_clip, gradient_norms)
+  if weight_batch is not None:
+    if num_microbatches is None:
+      clip_weights = clip_weights * weight_batch  # shape [num_microbatches]
+    else:
+      # In this case, weight_batch is of shape [batch_size], we first reshape to
+      # [num_microbatches, microbatch_size] then multiply by the clip_weights
+      # (which is of shape [num_microbatches])
+      weight_batch = lr.maybe_add_microbatch_axis(
+          weight_batch, num_microbatches
+      )
+      clip_weights = clip_weights[:, tf.newaxis] * weight_batch
   with tf.GradientTape() as tape:
     # WARNING: When num_microbatches is not None, we need to be sure that
     # `compute_loss` always computes the mean over the microbatches
@@ -274,17 +295,9 @@ def compute_clipped_gradients_and_outputs(
     # is not defined in the contract so may not hold, especially for
     # custom losses.
     y_pred = input_model(x_batch, training=True)
-    loss_y_batch = (
-        y_batch
-        if num_microbatches is None
-        else lr.add_microbatch_axis(y_batch, num_microbatches)
-    )
-    loss_y_pred = (
-        y_pred
-        if num_microbatches is None
-        else lr.add_microbatch_axis(y_pred, num_microbatches)
-    )
-    clipping_loss_value = clipping_loss(loss_y_batch, loss_y_pred, loss_weights)
+    mb_y_batch = lr.maybe_add_microbatch_axis(y_batch, num_microbatches)
+    mb_y_pred = lr.maybe_add_microbatch_axis(y_pred, num_microbatches)
+    clipping_loss_value = clipping_loss(mb_y_batch, mb_y_pred, clip_weights)
   clipped_grads = tape.gradient(
       clipping_loss_value,
       input_model.trainable_variables,