Add check to prevent small values of delta (#18)

* Add check to prevent small values of delta

* Move check to discrete prv

* Fix merge conflict

Co-authored-by: Lukas Wutschitz <lukas.wutschitz@microsoft.com>

prv_accountant/discrete_privacy_random_variable.py

@@ -19,6 +19,10 @@ class DiscretePrivacyRandomVariable:
         return len(self.pmf)
 
     def compute_epsilon(self, delta: float, delta_error: float, epsilon_error: float) -> Tuple[float, float, float]:
+        if np.finfo(np.longdouble).eps*len(self.domain) > delta - delta_error:
+            raise ValueError("Floating point errors will dominate for such small values of delta. "
+                             "Increase delta or reduce domain size.")
+
         t = self.domain.ts()
         p = self.pmf
         d1 = np.flip(np.flip(p).cumsum())

tests/test_accountant.py

@@ -31,6 +31,17 @@ class TestAccountant:
         assert delta_upper == pytest.approx(delta_exact, rel=1e-3)
         assert delta_lower == pytest.approx(delta_exact, rel=1e-3)
 
+    def test_throw_error_small_delta(self):
+        with pytest.raises(ValueError):
+            accountant = Accountant(
+                noise_multiplier=4,
+                sampling_probability=0.00038,
+                delta=1.13e-18,
+                eps_error=0.01,
+                max_compositions=10000
+            )
+            accountant.compute_epsilon(1000)
+
     def test_invariance_max_compositions(self):
         noise_multiplier = 0.9
         sampling_probability = 256/100000