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132 changes: 33 additions & 99 deletions packages/server/computation_container/math/math.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -5,137 +5,71 @@ namespace qmpc::Math
{
Share sum(const std::vector<Share> &v)
{
Share ret;
for (const auto &a : v)
{
ret += a;
}
return ret;
Share e(FixedPoint(0));
return std::accumulate(v.begin(), v.end(), e);
}

Share smean(const std::vector<Share> &v)
{
// Share avg(FixedPoint(0.0));
// for (int i = 0; i < size; i++)
// {
// avg = avg + v[i];
// }
Share ret{};
for (auto a : v)
{
ret += a;
}
int size = std::size(v);
ret /= FixedPoint(size);

return ret;
assert(std::size(v));
return sum(v) / FixedPoint(std::size(v));
}

Share variance(std::vector<Share> &v)
std::vector<Share> deviation(std::vector<Share> v)
{
Share avg;

avg = smean(v);
std::vector<Share> var;
for (auto &a : v)
Share avg = smean(v);
for (auto &s : v)
{
var.emplace_back(a - avg);
s -= avg;
}
auto varVec = var * var;
Share ret{};
for (auto &a : varVec)
{
ret += a;
}
// FPのresolutionの制約により、FPだと1000より大きい数で割れないためdoubleで割っている
// double var_d = var.getDoubleVal();
int size = std::size(v);
ret /= FixedPoint(size);
return v;
}

return ret;
Share variance(const std::vector<Share> &v)
{
auto dev = deviation(v);
auto var = dev * dev;
return smean(var);
}

FixedPoint stdev(std::vector<Share> &v)
FixedPoint stdev(const std::vector<Share> &v)
{
Share var;
var = variance(v);
Share var = variance(v);
FixedPoint var_val = open_and_recons(var);

FixedPoint stdev = open_and_recons(var);
auto value = stdev.getDoubleVal<qmpc::Utils::mp_float>();
auto value = var_val.getDoubleVal<qmpc::Utils::mp_float>();
if (value < 0)
{
value = 0;
}
auto r = sqrt(value);
FixedPoint ret{r};
return ret;
return FixedPoint(sqrt(value));
}
Share correl(std::vector<Share> &x, std::vector<Share> &y)

Share covariance(const std::vector<Share> &x, const std::vector<Share> &y)
{
int sizex = (int)x.size();
int sizey = (int)y.size();
auto devX = deviation(x);
auto devY = deviation(y);
auto devXY = devX * devY;
return smean(devXY);
}

if (sizex != sizey)
Share correl(const std::vector<Share> &x, const std::vector<Share> &y)
{
if (x.size() != y.size())
{
qmpc::Log::throw_with_trace(std::runtime_error("input Size is not Equal"));
}
Share aveX = smean(x);
Share aveY = smean(y);

FixedPoint stdeX = stdev(x);
FixedPoint stdeY = stdev(y);

// 0除算
if (stdeX == FixedPoint(0) || stdeY == FixedPoint(0))
{
QMPC_LOG_ERROR("correl returns 0 when stdev is 0");
return Share(FixedPoint(0));
}

int n = sizex;
std::vector<Share> tmpX;
tmpX.reserve(n);
std::vector<Share> tmpY;
tmpY.reserve(n);
for (int i = 0; i < n; ++i)
{
tmpX.emplace_back(x[i] - aveX);
tmpY.emplace_back(y[i] - aveY);
}
auto tmpVec = tmpX * tmpY;
Share ret{};
for (auto &r : tmpVec)
{
ret += r;
}
ret /= stdeX;
ret /= stdeY;
ret /= FixedPoint(n);
return ret;
}

Share exp(const Share &x)
{
// Nはマクローリン展開時の項数
// 1+x+x^2 ... x^N-1
constexpr int N = 100;
auto *conf = Config::getInstance();
Share ret;
if (conf->sp_id == conf->party_id)
{
ret += 1;
}
std::vector<Share> px(N);
std::vector<FixedPoint> k(N);
px[0] = ret;
k[0] = 1;
for (int i = 1; i < N; ++i)
{
k[i] = k[i - 1] * i;
px[i] = px[i - 1] * x;
}
for (int i = 1; i < N; ++i)
{
px[i] /= k[i];
}
return std::accumulate(px.begin(), px.end(), Share{0});
return covariance(x, y) / (stdeX * stdeY);
}
} // namespace qmpc::Math
19 changes: 6 additions & 13 deletions packages/server/computation_container/math/math.hpp
Original file line number Diff line number Diff line change
@@ -1,8 +1,5 @@
#pragma once
#include <algorithm>
#include <initializer_list>
#include <iostream>
#include <string>
#include <numeric>
#include <vector>

#include "share/share.hpp"
Expand All @@ -12,13 +9,9 @@ namespace qmpc::Math
using Share = qmpc::Share::Share<FixedPoint>;
Share sum(const std::vector<Share> &v);
Share smean(const std::vector<Share> &v);
Share variance(std::vector<Share> &v);
// 標準偏差
FixedPoint stdev(std::vector<Share> &v);
// 相関係数
Share correl(std::vector<Share> &x, std::vector<Share> &y);
Share exp(const Share &x);
Share sigmoid(const Share &x, const FixedPoint &a = 1);
Share open_sigmoid(const Share &x_s, const FixedPoint &a = 1);
Share open_sigmoid_vector(const std::vector<Share> &v_s, const FixedPoint &a = 1);
std::vector<Share> deviation(std::vector<Share> v);
Share variance(const std::vector<Share> &v);
FixedPoint stdev(const std::vector<Share> &v);
Share covariance(const std::vector<Share> &x, const std::vector<Share> &y);
Share correl(const std::vector<Share> &x, const std::vector<Share> &y);
} // namespace qmpc::Math
Original file line number Diff line number Diff line change
Expand Up @@ -163,7 +163,7 @@ TEST(MathTest, Correl)
TEST(MathTest, Correl_0div)
{
std::vector<Share> x = {FixedPoint("2.0"), FixedPoint("2.0"), FixedPoint("2.0")};
std::vector<Share> y = {FixedPoint("10.0"), FixedPoint("10.0"), FixedPoint("10.0")};
std::vector<Share> y = {FixedPoint("9.0"), FixedPoint("10.0"), FixedPoint("11.0")};

Share correl_rec = qmpc::Math::correl(x, y);
FixedPoint target = open_and_recons(correl_rec);
Expand Down Expand Up @@ -225,30 +225,6 @@ TEST(MathTest, Correl_large)
QMPC_LOG_INFO(correl_rec.getStrVal());
}

TEST(MathTest, ExpTest)
{
Config *conf = Config::getInstance();
int n_parties = conf->n_parties;

// x = n_parties;
Share x{1};
auto start = std::chrono::system_clock::now();

auto exp_n = qmpc::Math::exp(x);
double expect = std::exp(n_parties);
auto exp_n_rec = open_and_recons(exp_n);
auto end = std::chrono::system_clock::now();
auto dur = end - start;

// 計算に要した時間をミリ秒(1/1000秒)に変換して表示
auto msec = std::chrono::duration_cast<std::chrono::milliseconds>(dur).count();

QMPC_LOG_INFO("share exp time is {}", msec);
QMPC_LOG_INFO("share exp_n is {}", exp_n_rec);
QMPC_LOG_INFO("expect exp_n is {}", expect);

EXPECT_NEAR(expect, exp_n_rec.getDoubleVal(), 0.001);
}
TEST(MathTest, correlVecExceptionTest)
{
constexpr int N = 28000;
Expand Down
4 changes: 2 additions & 2 deletions scripts/libclient/src/tests/test_sum.py
Original file line number Diff line number Diff line change
Expand Up @@ -22,9 +22,9 @@
pd.DataFrame([2.0*10**18])),

# small data case
(data_frame([[10**-8], [10**-8]], columns=["s1"]),
(data_frame([[10**-7], [10**-7]], columns=["s1"]),
[1],
pd.DataFrame([2.0*10**-8])),
pd.DataFrame([2.0*10**-7])),

# duplicated src case
(data_frame([[1, 2, 3], [4, 5, 6]], columns=["s1", "s2", "s3"]),
Expand Down