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Fed Statistics: Adding Percentiles support (NVIDIA#3124)
* 1. Add percentile support using t-digest 2. Add examples for df_stats 3. refactoring the some of the codebase 4. missing work 1. add DP noise 2. make writing filer easier for end-user 3. add job API for the stats. Job 4. make it even easier to work on stats. 5. unit tests * 1. Add percentile support using t-digest 2. Add examples for df_stats 3. refactoring the some of the codebase 4. missing work 1. add DP noise 2. make writing filer easier for end-user 3. add job API for the stats. Job 4. make it even easier to work on stats. 5. unit tests * add unit tests add job api in example format style * add tdigest license file * remove debugging print * fix test * format style changes * format style changes
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| https://github.com/CamDavidsonPilon/tdigest/blob/master/LICENSE.txt | ||
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| The MIT License (MIT) | ||
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| Copyright (c) 2015 Cameron Davidson-Pilon | ||
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| Permission is hereby granted, free of charge, to any person obtaining a copy | ||
| of this software and associated documentation files (the "Software"), to deal | ||
| in the Software without restriction, including without limitation the rights | ||
| to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
| copies of the Software, and to permit persons to whom the Software is | ||
| furnished to do so, subject to the following conditions: | ||
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| The above copyright notice and this permission notice shall be included in all | ||
| copies or substantial portions of the Software. | ||
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| THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
| IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
| FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
| AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
| LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
| OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | ||
| SOFTWARE. |
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75 changes: 75 additions & 0 deletions
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examples/advanced/federated-statistics/df_stats/job_api/df_statistics.py
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| # Copyright (c) 2025, NVIDIA CORPORATION. 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. | ||
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| from typing import Dict, Optional | ||
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| import pandas as pd | ||
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| from nvflare.apis.fl_context import FLContext | ||
| from nvflare.app_opt.statistics.df.df_core_statistics import DFStatisticsCore | ||
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| class DFStatistics(DFStatisticsCore): | ||
| def __init__(self, data_path): | ||
| super().__init__() | ||
| self.data_root_dir = "/tmp/nvflare/df_stats/data" | ||
| self.data_path = data_path | ||
| self.data: Optional[Dict[str, pd.DataFrame]] = None | ||
| self.data_features = [ | ||
| "Age", | ||
| "Workclass", | ||
| "fnlwgt", | ||
| "Education", | ||
| "Education-Num", | ||
| "Marital Status", | ||
| "Occupation", | ||
| "Relationship", | ||
| "Race", | ||
| "Sex", | ||
| "Capital Gain", | ||
| "Capital Loss", | ||
| "Hours per week", | ||
| "Country", | ||
| "Target", | ||
| ] | ||
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| # the original dataset has no header, | ||
| # we will use the adult.train dataset for site-1, the adult.test dataset for site-2 | ||
| # the adult.test dataset has incorrect formatted row at 1st line, we will skip it. | ||
| self.skip_rows = { | ||
| "site-1": [], | ||
| "site-2": [0], | ||
| } | ||
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| def load_data(self, fl_ctx: FLContext) -> Dict[str, pd.DataFrame]: | ||
| client_name = fl_ctx.get_identity_name() | ||
| self.log_info(fl_ctx, f"load data for client {client_name}") | ||
| try: | ||
| skip_rows = self.skip_rows[client_name] | ||
| data_path = f"{self.data_root_dir}/{fl_ctx.get_identity_name()}/{self.data_path}" | ||
| # example of load data from CSV | ||
| df: pd.DataFrame = pd.read_csv( | ||
| data_path, names=self.data_features, sep=r"\s*,\s*", skiprows=skip_rows, engine="python", na_values="?" | ||
| ) | ||
| train = df.sample(frac=0.8, random_state=200) # random state is a seed value | ||
| test = df.drop(train.index).sample(frac=1.0) | ||
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| self.log_info(fl_ctx, f"load data done for client {client_name}") | ||
| return {"train": train, "test": test} | ||
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| except Exception as e: | ||
| raise Exception(f"Load data for client {client_name} failed! {e}") | ||
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| def initialize(self, fl_ctx: FLContext): | ||
| self.data = self.load_data(fl_ctx) |
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72
examples/advanced/federated-statistics/df_stats/job_api/df_stats_job.py
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| # Copyright (c) 2025, NVIDIA CORPORATION. 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 argparse | ||
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| from df_statistics import DFStatistics | ||
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| from nvflare.job_config.stats_job import StatsJob | ||
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| def define_parser(): | ||
| parser = argparse.ArgumentParser() | ||
| parser.add_argument("-n", "--n_clients", type=int, default=3) | ||
| parser.add_argument("-d", "--data_root_dir", type=str, nargs="?", default="/tmp/nvflare/dataset/output") | ||
| parser.add_argument("-o", "--stats_output_path", type=str, nargs="?", default="statistics/stats.json") | ||
| parser.add_argument("-j", "--job_dir", type=str, nargs="?", default="/tmp/nvflare/jobs/stats_df") | ||
| parser.add_argument("-w", "--work_dir", type=str, nargs="?", default="/tmp/nvflare/jobs/stats_df/work_dir") | ||
| parser.add_argument("-co", "--export_config", action="store_true", help="config only mode, export config") | ||
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| return parser.parse_args() | ||
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| def main(): | ||
| args = define_parser() | ||
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| n_clients = args.n_clients | ||
| data_root_dir = args.data_root_dir | ||
| output_path = args.stats_output_path | ||
| job_dir = args.job_dir | ||
| work_dir = args.work_dir | ||
| export_config = args.export_config | ||
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| statistic_configs = { | ||
| "count": {}, | ||
| "mean": {}, | ||
| "sum": {}, | ||
| "stddev": {}, | ||
| "histogram": {"*": {"bins": 20}}, | ||
| "Age": {"bins": 20, "range": [0, 10]}, | ||
| "percentile": {"*": [25, 50, 75], "Age": [50, 95]}, | ||
| } | ||
| # define local stats generator | ||
| df_stats_generator = DFStatistics(data_root_dir=data_root_dir) | ||
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| job = StatsJob( | ||
| job_name="stats_df", | ||
| statistic_configs=statistic_configs, | ||
| stats_generator=df_stats_generator, | ||
| output_path=output_path, | ||
| ) | ||
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| sites = [f"site-{i + 1}" for i in range(n_clients)] | ||
| job.setup_clients(sites) | ||
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| if export_config: | ||
| job.export_job(job_dir) | ||
| else: | ||
| job.simulator_run(work_dir) | ||
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| if __name__ == "__main__": | ||
| main() |
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