Automatic clipping

[ParthS007]

Types of changes

• New feature (non-breaking change which adds functionality)

Motivation and Context / Related issue

Implements automatic clipping optimizers based on the paper "Automatic Clipping: Differentially Private Deep Learning Made Easier and Stronger" (https://arxiv.org/pdf/2206.07136).

Fixes #797

How Has This Been Tested (if it applies)

• Added unit tests in opacus/tests/automatic_clipping.py (3 tests, all passing)
• Added distributed multi-GPU tests in opacus/tests/multigpu_automatic_clipping_test.py
• Tested with both clipping="automatic" and clipping="automatic_per_layer" modes

Checklist

• The documentation is up-to-date with the changes I made.
• I have read the CONTRIBUTING document and completed the CLA (see CONTRIBUTING).
• All tests passed, and additional code has been covered with new tests.

[meta-cla]

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[ParthS007]

Request for review: @EnayatUllah

[iden-kalemaj]

Hi Parth, thank you for your contribution, I have initiated testing.

[coveralls]

Pull Request Test Coverage Report for Build 18935495756

Warning: This coverage report may be inaccurate.

This pull request's base commit is no longer the HEAD commit of its target branch. This means it includes changes from outside the original pull request, including, potentially, unrelated coverage changes.

• For more information on this, see Tracking coverage changes with pull request builds.
• To avoid this issue with future PRs, see these Recommended CI Configurations.
• For a quick fix, rebase this PR at GitHub. Your next report should be accurate.

Details

• 72 of 276 (26.09%) changed or added relevant lines in 5 files are covered.
• No unchanged relevant lines lost coverage.
• Overall coverage decreased (-1.9%) to 76.261%

---

Changes Missing Coverage	Covered Lines	Changed/Added Lines	%
opacus/optimizers/init.py	2	10	20.0%
opacus/optimizers/optimizer_automatic_clipping.py	10	38	26.32%
opacus/optimizers/ddpoptimizer_automatic_clipping.py	16	56	28.57%
opacus/tests/multigpu_automatic_clipping_test.py	28	90	31.11%
opacus/tests/automatic_clipping.py	16	82	19.51%

Totals
Change from base Build 19286107198:	-1.9%
Covered Lines:	5744
Relevant Lines:	7532

---

💛 - Coveralls

[meta-codesync]

@facebook-github-bot has imported this pull request. If you are a Meta employee, you can view this in D87577954. (Because this pull request was imported automatically, there will not be any future comments.)