opendp 0.14.2-dev.20260401.2

A library of differential privacy algorithms for the statistical analysis of sensitive private data.
use crate::{
    core::{Function, StabilityMap, Transformation},
    domains::{AtomDomain, VectorDomain},
    error::Fallible,
    metrics::{AbsoluteDistance, SymmetricDistance},
    traits::{CheckAtom, ExactIntCast, Float, InfAdd, InfCast, InfDiv, InfMul, InfSub},
};

use num::{One, Zero};

use super::UncheckedSum;

#[cfg(feature = "ffi")]
mod ffi;

type CovarianceDomain<T> = VectorDomain<AtomDomain<(T, T)>>;

pub fn make_sized_bounded_covariance<S>(
    size: usize,
    bounds_0: (S::Item, S::Item),
    bounds_1: (S::Item, S::Item),
    ddof: usize,
) -> Fallible<
    Transformation<
        CovarianceDomain<S::Item>,
        SymmetricDistance,
        AtomDomain<S::Item>,
        AbsoluteDistance<S::Item>,
    >,
>
where
    S: UncheckedSum,
    S::Item: 'static + Float,
    (S::Item, S::Item): CheckAtom,
{
    if size == 0 {
        return fallible!(
            MakeTransformation,
            "size ({}) must be greater than zero",
            size
        );
    }
    if ddof >= size {
        return fallible!(
            MakeTransformation,
            "size - ddof must be greater than zero. Size is {}, ddof is {}",
            size,
            ddof
        );
    }
    let _size = S::Item::exact_int_cast(size)?;
    let _ddof = S::Item::exact_int_cast(ddof)?;
    let (lower_0, upper_0) = bounds_0;
    let (lower_1, upper_1) = bounds_1;
    let _1 = S::Item::one();
    let _2 = S::Item::exact_int_cast(2)?;

    // DERIVE RELAXATION TERM
    // Let x_bar_approx = x_bar + 2e, the approximate mean on finite data types
    // Let e = (n^2/2^k) / n, the mean error
    let mean_0_error = S::error(size, lower_0, upper_0)?.inf_div(&_size)?;
    let mean_1_error = S::error(size, lower_1, upper_1)?.inf_div(&_size)?;

    // Let L' = L - e, U' = U + e
    let (lower_0, upper_0) = (
        lower_0.neg_inf_sub(&mean_0_error)?,
        upper_0.inf_add(&mean_0_error)?,
    );
    let (lower_1, upper_1) = (
        lower_1.neg_inf_sub(&mean_1_error)?,
        upper_1.inf_add(&mean_1_error)?,
    );

    // Let range = U' - L'
    let range_0 = upper_0.inf_sub(&lower_0)?;
    let range_1 = upper_1.inf_sub(&lower_1)?;

    // Let sens = range_0 * range_1 * (n - 1) / n
    let sensitivity = range_0
        .inf_mul(&range_1)?
        .inf_mul(&_size.inf_sub(&_1)?)?
        .inf_div(&_size)?
        .inf_div(&_size.neg_inf_sub(&_ddof)?)?;

    let relaxation = S::relaxation(size, S::Item::zero(), range_0.inf_mul(&range_1)?)?;

    // OVERFLOW CHECKS
    // Bound the magnitudes of the sums when computing the means
    bounds_0.0.inf_mul(&_size)?;
    bounds_0.1.inf_mul(&_size)?;
    bounds_1.0.inf_mul(&_size)?;
    bounds_1.1.inf_mul(&_size)?;
    // The squared difference from the mean is bounded above by range^2
    range_0.inf_mul(&range_1)?.inf_mul(&_size)?;

    Transformation::new(
        VectorDomain::new(AtomDomain::new_closed((
            (bounds_0.0, bounds_1.0),
            (bounds_0.1, bounds_1.1),
        ))?)
        .with_size(size),
        SymmetricDistance,
        AtomDomain::new_non_nan(),
        AbsoluteDistance::default(),
        Function::new(enclose!(_size, move |arg: &Vec<(S::Item, S::Item)>| {
            let (l, r): (Vec<S::Item>, Vec<S::Item>) = arg.iter().copied().unzip();
            let (sum_l, sum_r) = (S::unchecked_sum(&l), S::unchecked_sum(&r));
            let (mean_l, mean_r) = (sum_l / _size, sum_r / _size);

            let ssd = S::unchecked_sum(
                &arg.iter()
                    .copied()
                    .map(|(v_l, v_r)| (v_l - mean_l) * (v_r - mean_r))
                    .collect::<Vec<S::Item>>(),
            );

            ssd / (_size - _ddof)
        })),
        // d_in / 2 * sensitivity + relaxation
        StabilityMap::new_fallible(move |d_in| {
            S::Item::inf_cast(d_in / 2)?
                .inf_mul(&sensitivity)?
                .inf_add(&relaxation)
        }),
    )
}

#[cfg(test)]
mod test;