.. _Clamping bounds:

Numerical aggregations
======================

..
    SPDX-License-Identifier: CC-BY-SA-4.0
    Copyright Tumult Labs 2024

Counting queries, which we saw in tutorials :ref:`first steps tutorial<First steps>` and
:ref:`working with privacy budgets tutorial<Working with privacy budgets>`, are very useful, but we often need a
little more: sums, averages, medians… In this tutorial, we'll see how to compute
this larger class of aggregations with Tumult Analytics. These operations
require us to learn and use a new concept: *clamping bounds*. In this tutorial,
we'll tell you what these are, how they work, and how to specify them in
practice.

Setup
-----

The setup process is the same as in the earlier tutorials.

.. testcode::

   import os
   from pyspark import SparkFiles
   from pyspark.sql import SparkSession
   from tmlt.analytics.privacy_budget import PureDPBudget
   from tmlt.analytics.protected_change import AddOneRow
   from tmlt.analytics.query_builder import QueryBuilder
   from tmlt.analytics.session import Session

   spark = SparkSession.builder.getOrCreate()
   spark.sparkContext.addFile(
       "https://tumult-public.s3.amazonaws.com/library-members.csv"
   )
   members_df = spark.read.csv(
      SparkFiles.get("library-members.csv"), header=True, inferSchema=True
   )

Like before, let's start a Session with infinite privacy budget, so the system
will not return an error after a lot of queries are run. Don't do this in
production!

.. testcode::

   session = Session.from_dataframe(
       privacy_budget=PureDPBudget(epsilon=float('inf')),
       source_id="members",
       dataframe=members_df,
       protected_change=AddOneRow(),
   )


Simple cases
------------

Let's start by answering a simple query: what is the average age of members of
our library?

.. testcode::

   mean_age_query = QueryBuilder("members").average("age", low=0, high=120)
   mean_age = session.evaluate(
       mean_age_query,
       privacy_budget=PureDPBudget(epsilon=1)
   )
   mean_age.show()

.. testoutput::
   :hide:
   :options: +NORMALIZE_WHITESPACE

   +-----...----+
   | age_average|
   +-----...----+
   |...|
   +-----...----+

.. code-block::

   +-----------+
   |age_average|
   +-----------+
   |   36.81559|
   +-----------+

Take a look at the query definition: the call to `average` has two additional
parameters, besides the column we want to compute the average on: `low` and
`high`. These are *clamping bounds*, and they indicate the possible range of the
input data. Here, clamping bounds of `low=0` and `high=120` indicate that the
individual values for column `age` will be in the interval `[0, 120]`.

When you know that there is a reasonable minimum and maximum for each value of a
column, you can use those as clamping bounds. This is what we did here: without
looking at the dataset, we made the assumption that all members of our library
were younger than 120 years old, and that ages have to be a non-negative value.

Sometimes, the situation is not so clear. To understand what to do in more
complex cases, let's first explain what these clamping bounds actually *do*.

What do clamping bounds actually do?
------------------------------------

These minimum and maximum values for numerical columns aren't just additional
pieces of metadata: they directly affect the value of the computed statistics,
possibly dramatically. In particular, they have two major effects.

1. As suggested by their name, the input data will be *clamped* within these
   bounds.
2. The amount of perturbation in the data will (typically) increase with the
   size of the clamping bounds.

Let's look at each of these in turn.

Clamping the data
^^^^^^^^^^^^^^^^^

When you specify clamping bounds, Tumult Analytics will *enforce* that the input
data is within these bounds. If one of the values is too small, it will be
converted to the lower clamping bound. And if a value is too large, it will be
converted to the upper clamping bound. The following schema illustrates this
operation.

.. image:: ../images/clamping_bounds_schema.png
    :alt: A schema representing the clamping operation visually: the interval [0, 120] is plotted on a number line, -8 is clamped to 0, while 152 is clamped to 120. The legend reads: "Initial input: [-8, 35, 152], clamped input: [0, 35, 120].
    :align: center

This operation happens *silently*: Tumult Analytics won't warn you if we are
clamping values that are very far away from the bounds. For example, if your
data almost only has negative values, but the lower bound is set to 0, then all
this data will be clamped to 0, and you might get wildly inaccurate results.

Adjusting the perturbation
^^^^^^^^^^^^^^^^^^^^^^^^^^

Once the data is clamped to a specific interval, Tumult Analytics can know how
much perturbation (*noise*) must be used in the differentially private
algorithm. The larger the bounds, the more noise must be added.

This makes sense: the goal of differential privacy is to hide the impact of a
single individual in the data, and clamping bounds limit that impact. If the
clamping bounds are [0, 1000], then a single person can change the total sum by
at most 1000: their impact can be 10 times larger than if the clamping bounds
were [0, 100]. To adjust for this worst-case scenario, Tumult Analytics needs to
add more noise to the data.

The following graph illustrates this phenomenon.

.. image:: ../images/clamping_bounds_averages.png
    :alt: A graph plotting many trials of the average computation, with an upper clamping bound of 120, 1200, and 12000. It shows that the results are further away from each other as the clamping bound grows.
    :align: center

This underscores the importance of not overestimating the clamping bounds too
much, to limit the magnitude of the perturbation used for the computation.

Choosing clamping bounds
------------------------

While there were obvious clamping bounds for ``age``, in other cases, choosing
the clamping bounds may be a little more difficult. Say we have a column
capturing the number of books borrowed by each library member over the course of
their membership. We want to compute the sum of this column, to calculate how
many books were borrowed in total. What should the clamping bounds be?

A common first step to make this decision is to look at the most common values
for this column. The following histogram gives us an idea of the data
distribution.

.. image:: ../images/histogram_books_borrowed.png
    :alt: A histogram showing the most common values for this column. The x-axis has a log scale, and it shows that most rows have a value of 200, but that there are outliers for which the value is more than a thousand.
    :align: center

This kind of distribution is common in real-world data: here, we can see that
most rows have a value lower than 200, but there are outliers for which the
value can be much greater. In those cases, it is often a good idea to choose
clamping bounds that aren't *absolute* limits over the data range, but are such
that *most* values would fall within these bounds. Here, we could use 200, or
even 100, as a clamping bound.

.. testcode::

   books_borrowed_query = QueryBuilder("members").sum("books_borrowed", low=0, high=200)
   books_borrowed = session.evaluate(
       books_borrowed_query,
       privacy_budget=PureDPBudget(epsilon=1)
   )
   books_borrowed.show()

.. testoutput::
   :hide:
   :options: +NORMALIZE_WHITESPACE

   +------------------+
   |books_borrowed_sum|
   +------------------+
   |...|
   +------------------+

.. code-block::

   +------------------+
   |books_borrowed_sum|
   +------------------+
   |           1171110|
   +------------------+

Keep in mind that the value of clamping bounds themselves is *not* protected by
the differential privacy property. Tumult Analytics considers these values as
public information, and you should assume that someone observing your output
data might deduce the value of clamping bounds. This makes it crucial to not
make the choice of clamping bounds depend "too much" on the private data.
Visualizing the data distribution and making a judgment call is typically
acceptable, but taking e.g. the exact maximum value in the data isn't: it would
directly leak the value of a single data point.

Final words
-----------

Having to set clamping bounds is a little annoying, but you will find that it
can often make your data analysis *more* robust: it reduces the contribution of
outlier data points, which could otherwise have an outsized influence on the
results.

Now that you know the basics of how clamping bounds work, you can try out all
the aggregations supported by Tumult Analytics. This tutorial demonstrated
``average`` and ``sum``, but the same principle applies for ``quantile``,
``variance``, and
:class:`all other aggregations<tmlt.analytics.query_builder.GroupedQueryBuilder>`.

So far, we only demonstrated *global* aggregations, calculating some statistic
over the entire dataset, and returning a single number. In the next tutorial,
we'll explain how to compute histogram-like queries using Tumult Analytics.
