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Fast Differential Privacy

Fast Differential Privacy (fastDP) is a library that allows differentially private optimization of PyTorch models, with a few additional lines of code. The goal of this library is to make DP deep learning as similar to the standard non-private learning as possible, in terms of speed, memory cost, scalability, accuracy and hyperparameter-tuning. It supports all PyTorch optimizers, popular models in TIMM, torchvision, HuggingFace (up to supported modules), multiple privacy accountants, multiple clipping functions/styles, most parameter-efficient training methods, and distribute solutions such as DeepSpeed and FSDP. The library has provably little overhead in terms of training time and memory cost, compared with the standard non-private optimization.

Installation.

To install the library after Git clone, run

python -m setup develop

:warning: NOTE: We strongly recommend Python>=3.8 and torch<=1.11 (it is a known issue that torch 1.12 can slow down as much as 3 times).

Getting started

To train a model with differential privacy, simply create a PrivacyEngine and continue the standard training pipeline:

from fastDP import PrivacyEngine
optimizer = SGD(model.parameters(), lr=0.05)
privacy_engine = PrivacyEngine(
    model,
    batch_size=256,
    sample_size=50000,
    epochs=3,
    target_epsilon=2,
    clipping_fn='automatic',
    clipping_mode='MixOpt',
    origin_params=None,
    clipping_style='all-layer',
)
# attaching to optimizers is not needed for multi-GPU distributed learning
privacy_engine.attach(optimizer) 

#----- standard training pipeline
loss = F.cross_entropy(model(batch), labels)
loss.backward()
optimizer.step()
optimizer.zero_grad()

We provide details about our privacy engine in fastDP/README.md, including the supported modules and the arguments. By default, we use the 'MixOpt' (hybrid book-keeping [4]) clipping mode (which enjoys almost the same time complexity as non-private optimization), and the automatic clipping function [8] (which does not need to tune the clipping threshold max_grad_norm). We support RDP and GLW privacy accountant, and additional accountants can be used through the argument noise_multiplier, after its calculation from [Automating differential privacy computation] library.

Specifically, we allow the gradient accumulation to use very large batch size, which is beneficial to DP optimization:

for i, batch in enumerate(dataloader):
    loss = F.cross_entropy(model(batch), labels)
    loss.backward()
    if i % gradient_accumulation_steps == 0:
        optimizer.step()
        optimizer.zero_grad()

Foundation model release

We release DP vision foundation models in v2.1: VisionTransformer models (ViT; ~86M param) following Pre-training Differentially Private Models with Limited Public Data in NeurIPS 2024. These models have epsilon=2 and epsilon=8, pre-trained on ImageNet-1k with AdamW (1k classes, 1 million images) and ImageNet-11k with DP-AdamW (11k classes, 11 million images). More DP foundation models to come!

Highlights

1. This library enables large model training in the multi-GPU distributed setting and supports mixed precision training under DeepSpeed and FSDP.

2. This library enables DP training to have almost the same time and space complexity as the standard non-private training. This is achieved by three key techniques as described in [4]: mixed ghost norm, book-keeping, and ghost differentiation. In practice, we observe <20% memory overhead and <25% slowdown across different tasks.

3. Specifically, this library overcomes the severe memory issues of large model (commonly encountered by Opacus, which computes the per-sample gradients) and high dimensional data (commonly encountered by ghost clipping, e.g. in Private transformers), by leveraging the mixed ghost norm trick [3,8].

4. We support all optimizers in torch.optim (SGD, Adam, AdaGrad,...) and a wide range of models (BERT, RoBERTa, GPT, ViT, BEiT, CrossViT, DEiT, ResNet, VGG, DenseNet,...), including their parameter-efficient variants. For example, one can run DP bias-term fine-tuning (DP-BiTFiT) by simply freezing non-bias terms, as in examples/image_classification.

Full fine-tuning results on a single A100 GPU

More datasets, epsilon budgets, models, fine-tuning styles, and different hyperparamters can be found in the related papers.

Examples

The examples folder covers tasks on the table-to-text (E2E and DART datasets with GPT2 models), the text classification (SST2/QNLI/QQP/MNLI datasets with BERT/RoBERTa models), and the image classification (CIFAR10/CIFAR100/CelebA datasets with TIMM/torchvision models). Detailed README.md can be found in each sub-folder. These examples can be used to reproduce the results in [2,3,4,6,8].

Citation

Please consider citing the following if you want to use this library in your works:

@inproceedings{bu2023differentially,
  title={Differentially private optimization on large model at small cost},
  author={Bu, Zhiqi and Wang, Yu-Xiang and Zha, Sheng and Karypis, George},
  booktitle={International Conference on Machine Learning},
  pages={3192--3218},
  year={2023},
  organization={PMLR}
}

@article{bu2023zero,
  title={Zero redundancy distributed learning with differential privacy},
  author={Bu, Zhiqi and Chiu, Justin and Liu, Ruixuan and Zha, Sheng and Karypis, George},
  booktitle={ICLR 2023 Workshop on Pitfalls of limited data and computation for Trustworthy ML},
  journal={arXiv preprint arXiv:2311.11822},
  year={2023}
}

@inproceedings{bu2022differentially,
  title={Differentially Private Bias-Term Fine-tuning of Foundation Models},
  author={Bu, Zhiqi and Wang, Yu-Xiang and Zha, Sheng and Karypis, George},
  booktitle={Workshop on Trustworthy and Socially Responsible Machine Learning, NeurIPS 2022},
  year={2022}
}

Acknowledgements

This codebase is largely inspired by [Opacus (v0.15)], [Private transformers (v0.2.3)], [Private Vision], and [FastGradClip].

References

[1] Ian Goodfellow. "Efficient per-example gradient computations." arXiv preprint arXiv:1510.01799 (2015).

[2] Xuechen Li, Florian Tramer, Percy Liang, and Tatsunori Hashimoto. "Large language models can be strong differentially private learners." ICLR (2022).

[3] Zhiqi Bu, Jialin Mao, and Shiyun Xu. "Scalable and Efficient Training of Large Convolutional Neural Networks with Differential Privacy." NeurIPS (2022).

[4] Zhiqi Bu, Yu-Xiang Wang, Sheng Zha, and George Karypis. "Differentially Private Optimization on Large Model at Small Cost." ICML (2023).

[5] Ashkan Yousefpour, Igor Shilov, Alexandre Sablayrolles, Davide Testuggine, Karthik Prasad, Mani Malek, John Nguyen et al. "Opacus: User-friendly differential privacy library in PyTorch." arXiv preprint arXiv:2109.12298 (2021).

[6] Zhiqi Bu, Yu-Xiang Wang, Sheng Zha, and George Karypis. "Differentially Private Bias-Term Fine-tuning of Foundation Models." ICML (2024).

[7] Martin Abadi, et al. "Deep learning with differential privacy." Proceedings of the 2016 ACM SIGSAC Conference on Computer and Communications Security.

[8] Zhiqi Bu, Yu-Xiang Wang, Sheng Zha, and George Karypis. "Automatic clipping: Differentially private deep learning made easier and stronger." NeurIPS (2023).

[9] Zhiqi Bu, Xinwei Zhang, Mingyi Hong, Sheng Zha, and George Karypis. "Pre-training Differentially Private Models with Limited Public Data." NeurIPS (2024).