CRMay 14
Big Bird: Resilient Privacy Budgeting Across Untrusted Web DomainsPierre Tholoniat, Alison Caulfield, Giorgio Cavicchioli et al.
The W3C Attribution API is an emerging standard for privacy-preserving advertising measurement. Its current privacy architecture enforces individual differential privacy (IDP) independently for each domain (e.g., an advertiser) issuing queries. We show that this guarantee is unsound under realistic system behavior: it fails under cross-querier data adaptivity and can also fail when shared limits are enforced across queriers. The issue is not the on-device accounting model itself -- device-epoch IDP -- but treating each querying domain in isolation. We propose Big Bird, a privacy-budget manager that makes global device-epoch IDP -- enforced jointly across all domains -- both sound and deployable for Attribution. Big Bird addresses the main obstacle to global enforcement in open multi-querier systems: denial-of-service depletion of a shared global budget by Sybil web domains. Its key insight is that benign Attribution workloads have a stock-and-flow structure: impressions create potential privacy loss, conversions realize it, and meaningful budget consumption should be tied to genuine user actions across distinct web domains. Big Bird enforces this structure with privacy-loss-based quotas on impression and conversion sites and a per-user-action cap on how many quotas can be activated, ensuring that adversarial impact scales with genuine user interactions rather than with the number of Sybil domains. We implement Big Bird in Rust, integrate it into Firefox's Attribution prototype, and evaluate it theoretically and empirically on real ad-tech data. We show that Big Bird provides rigorous global device-epoch IDP, formal resilience to depletion attacks, and utility for benign queriers under attack.
LGDec 3, 2022
GlueFL: Reconciling Client Sampling and Model Masking for Bandwidth Efficient Federated LearningShiqi He, Qifan Yan, Feijie Wu et al.
Federated learning (FL) is an effective technique to directly involve edge devices in machine learning training while preserving client privacy. However, the substantial communication overhead of FL makes training challenging when edge devices have limited network bandwidth. Existing work to optimize FL bandwidth overlooks downstream transmission and does not account for FL client sampling. In this paper we propose GlueFL, a framework that incorporates new client sampling and model compression algorithms to mitigate low download bandwidths of FL clients. GlueFL prioritizes recently used clients and bounds the number of changed positions in compression masks in each round. Across three popular FL datasets and three state-of-the-art strategies, GlueFL reduces downstream client bandwidth by 27% on average and reduces training time by 29% on average.
CRDec 26, 2022
DPack: Efficiency-Oriented Privacy Budget SchedulingPierre Tholoniat, Kelly Kostopoulou, Mosharaf Chowdhury et al.
Machine learning (ML) models can leak information about users, and differential privacy (DP) provides a rigorous way to bound that leakage under a given budget. This DP budget can be regarded as a new type of compute resource in workloads of multiple ML models training on user data. Once it is used, the DP budget is forever consumed. Therefore, it is crucial to allocate it most efficiently to train as many models as possible. This paper presents the scheduler for privacy that optimizes for efficiency. We formulate privacy scheduling as a new type of multidimensional knapsack problem, called privacy knapsack, which maximizes DP budget efficiency. We show that privacy knapsack is NP-hard, hence practical algorithms are necessarily approximate. We develop an approximation algorithm for privacy knapsack, DPack, and evaluate it on microbenchmarks and on a new, synthetic private-ML workload we developed from the Alibaba ML cluster trace. We show that DPack: (1) often approaches the efficiency-optimal schedule, (2) consistently schedules more tasks compared to a state-of-the-art privacy scheduling algorithm that focused on fairness (1.3-1.7x in Alibaba, 1.0-2.6x in microbenchmarks), but (3) sacrifices some level of fairness for efficiency. Therefore, using DPack, DP ML operators should be able to train more models on the same amount of user data while offering the same privacy guarantee to their users.
CRApr 16
Privacy Filters are Captured by Residues: A Characterization of Free Natural Filters and the Cost of AdaptivityMatthew Regehr, Bingshan Hu, Ethan Leeman et al.
We study privacy filters, which enable privacy accounting for differentially private (DP) mechanisms with adaptively chosen privacy characteristics. We develop a general theory that characterizes the worst-case privacy loss of an interaction involving an analyst that respects some restrictions on what queries they may issue. We apply this theory to develop residue filters, which unifies existing privacy filters. We develop the Gaussian DP (GDP) residue filter, which strictly improves upon the naïve GDP filter. We also show that residue filters capture the natural filter, which promises greater utility by leveraging exact privacy accounting techniques. Earlier privacy filters consider only simple privacy parameters such as Rényi-DP or GDP parameters. Natural filters account for the entire privacy profile of every query, promising more efficient use of a given privacy budget. We show that, contrary to other forms of DP, natural privacy filters are not free in general. We present a characterization of when a family of private queries admits free natural filters for a given budget. In particular, only families of privacy mechanisms that are totally-ordered when composed admit free natural privacy filters with respect to an arbitrary privacy budget. Finally, we show that, while the natural approximate-DP filter can fail in the presence of adaptive adversary, it cannot fail too badly: the output remains approximate-DP with parameters at most poly-logarithmically worse than the intended privacy parameters.
LGApr 21, 2023
DP-Adam: Correcting DP Bias in Adam's Second Moment EstimationQiaoyue Tang, Mathias Lécuyer
We observe that the traditional use of DP with the Adam optimizer introduces a bias in the second moment estimation, due to the addition of independent noise in the gradient computation. This bias leads to a different scaling for low variance parameter updates, that is inconsistent with the behavior of non-private Adam, and Adam's sign descent interpretation. Empirically, correcting the bias introduced by DP noise significantly improves the optimization performance of DP-Adam.
LGApr 21, 2025Code
FedFetch: Faster Federated Learning with Adaptive Downstream PrefetchingQifan Yan, Andrew Liu, Shiqi He et al.
Federated learning (FL) is a machine learning paradigm that facilitates massively distributed model training with end-user data on edge devices directed by a central server. However, the large number of heterogeneous clients in FL deployments leads to a communication bottleneck between the server and the clients. This bottleneck is made worse by straggling clients, any one of which will further slow down training. To tackle these challenges, researchers have proposed techniques like client sampling and update compression. These techniques work well in isolation but combine poorly in the downstream, server-to-client direction. This is because unselected clients have outdated local model states and need to synchronize these states with the server first. We introduce FedFetch, a strategy to mitigate the download time overhead caused by combining client sampling and compression techniques. FedFetch achieves this with an efficient prefetch schedule for clients to prefetch model states multiple rounds before a stated training round. We empirically show that adding FedFetch to communication efficient FL techniques reduces end-to-end training time by 1.26$\times$ and download time by 4.49$\times$ across compression techniques with heterogeneous client settings. Our implementation is available at https://github.com/DistributedML/FedFetch
LGJun 14, 2024Code
Adaptive Randomized Smoothing: Certified Adversarial Robustness for Multi-Step DefencesSaiyue Lyu, Shadab Shaikh, Frederick Shpilevskiy et al.
We propose Adaptive Randomized Smoothing (ARS) to certify the predictions of our test-time adaptive models against adversarial examples. ARS extends the analysis of randomized smoothing using $f$-Differential Privacy to certify the adaptive composition of multiple steps. For the first time, our theory covers the sound adaptive composition of general and high-dimensional functions of noisy inputs. We instantiate ARS on deep image classification to certify predictions against adversarial examples of bounded $L_{\infty}$ norm. In the $L_{\infty}$ threat model, ARS enables flexible adaptation through high-dimensional input-dependent masking. We design adaptivity benchmarks, based on CIFAR-10 and CelebA, and show that ARS improves standard test accuracy by $1$ to $15\%$ points. On ImageNet, ARS improves certified test accuracy by up to $1.6\%$ points over standard RS without adaptivity. Our code is available at https://github.com/ubc-systopia/adaptive-randomized-smoothing .
LGDec 21, 2023
DP-AdamBC: Your DP-Adam Is Actually DP-SGD (Unless You Apply Bias Correction)Qiaoyue Tang, Frederick Shpilevskiy, Mathias Lécuyer
The Adam optimizer is a popular choice in contemporary deep learning, due to its strong empirical performance. However we observe that in privacy sensitive scenarios, the traditional use of Differential Privacy (DP) with the Adam optimizer leads to sub-optimal performance on several tasks. We find that this performance degradation is due to a DP bias in Adam's second moment estimator, introduced by the addition of independent noise in the gradient computation to enforce DP guarantees. This DP bias leads to a different scaling for low variance parameter updates, that is inconsistent with the behavior of non-private Adam. We propose DP-AdamBC, an optimization algorithm which removes the bias in the second moment estimation and retrieves the expected behaviour of Adam. Empirically, DP-AdamBC significantly improves the optimization performance of DP-Adam by up to 3.5% in final accuracy in image, text, and graph node classification tasks.
CRFeb 12, 2024
PANORAMIA: Privacy Auditing of Machine Learning Models without RetrainingMishaal Kazmi, Hadrien Lautraite, Alireza Akbari et al.
We present PANORAMIA, a privacy leakage measurement framework for machine learning models that relies on membership inference attacks using generated data as non-members. By relying on generated non-member data, PANORAMIA eliminates the common dependency of privacy measurement tools on in-distribution non-member data. As a result, PANORAMIA does not modify the model, training data, or training process, and only requires access to a subset of the training data. We evaluate PANORAMIA on ML models for image and tabular data classification, as well as on large-scale language models.
LGOct 31, 2024
Training and Evaluating Causal Forecasting Models for Time-SeriesThomas Crasson, Yacine Nabet, Mathias Lécuyer
Deep learning time-series models are often used to make forecasts that inform downstream decisions. Since these decisions can differ from those in the training set, there is an implicit requirement that time-series models will generalize outside of their training distribution. Despite this core requirement, time-series models are typically trained and evaluated on in-distribution predictive tasks. We extend the orthogonal statistical learning framework to train causal time-series models that generalize better when forecasting the effect of actions outside of their training distribution. To evaluate these models, we leverage Regression Discontinuity Designs popular in economics to construct a test set of causal treatment effects.
LGJul 14, 2025
On the Performance of Differentially Private Optimization with Heavy-Tail Class ImbalanceQiaoyue Tang, Alain Zhiyanov, Mathias Lécuyer
In this work, we analyze the optimization behaviour of common private learning optimization algorithms under heavy-tail class imbalanced distribution. We show that, in a stylized model, optimizing with Gradient Descent with differential privacy (DP-GD) suffers when learning low-frequency classes, whereas optimization algorithms that estimate second-order information do not. In particular, DP-AdamBC that removes the DP bias from estimating loss curvature is a crucial component to avoid the ill-condition caused by heavy-tail class imbalance, and empirically fits the data better with $\approx8\%$ and $\approx5\%$ increase in training accuracy when learning the least frequent classes on both controlled experiments and real data respectively.
CVJul 10, 2025
Adaptive Diffusion Denoised Smoothing : Certified Robustness via Randomized Smoothing with Differentially Private Guided Denoising DiffusionFrederick Shpilevskiy, Saiyue Lyu, Krishnamurthy Dj Dvijotham et al.
We propose Adaptive Diffusion Denoised Smoothing, a method for certifying the predictions of a vision model against adversarial examples, while adapting to the input. Our key insight is to reinterpret a guided denoising diffusion model as a long sequence of adaptive Gaussian Differentially Private (GDP) mechanisms refining a pure noise sample into an image. We show that these adaptive mechanisms can be composed through a GDP privacy filter to analyze the end-to-end robustness of the guided denoising process, yielding a provable certification that extends the adaptive randomized smoothing analysis. We demonstrate that our design, under a specific guiding strategy, can improve both certified accuracy and standard accuracy on ImageNet for an $\ell_2$ threat model.
LGMay 5, 2025
Connecting Thompson Sampling and UCB: Towards More Efficient Trade-offs Between Privacy and RegretBingshan Hu, Zhiming Huang, Tianyue H. Zhang et al. · mila
We address differentially private stochastic bandit problems from the angles of exploring the deep connections among Thompson Sampling with Gaussian priors, Gaussian mechanisms, and Gaussian differential privacy (GDP). We propose DP-TS-UCB, a novel parametrized private bandit algorithm that enables to trade off privacy and regret. DP-TS-UCB satisfies $ \tilde{O} \left(T^{0.25(1-α)}\right)$-GDP and enjoys an $O \left(K\ln^{α+1}(T)/Δ\right)$ regret bound, where $α\in [0,1]$ controls the trade-off between privacy and regret. Theoretically, our DP-TS-UCB relies on anti-concentration bounds of Gaussian distributions and links exploration mechanisms in Thompson Sampling-based algorithms and Upper Confidence Bound-based algorithms, which may be of independent interest.
LGMay 2, 2024
Efficient and Adaptive Posterior Sampling Algorithms for BanditsBingshan Hu, Zhiming Huang, Tianyue H. Zhang et al. · mila
We study Thompson Sampling-based algorithms for stochastic bandits with bounded rewards. As the existing problem-dependent regret bound for Thompson Sampling with Gaussian priors [Agrawal and Goyal, 2017] is vacuous when $T \le 288 e^{64}$, we derive a more practical bound that tightens the coefficient of the leading term %from $288 e^{64}$ to $1270$. Additionally, motivated by large-scale real-world applications that require scalability, adaptive computational resource allocation, and a balance in utility and computation, we propose two parameterized Thompson Sampling-based algorithms: Thompson Sampling with Model Aggregation (TS-MA-$α$) and Thompson Sampling with Timestamp Duelling (TS-TD-$α$), where $α\in [0,1]$ controls the trade-off between utility and computation. Both algorithms achieve $O \left(K\ln^{α+1}(T)/Δ\right)$ regret bound, where $K$ is the number of arms, $T$ is the finite learning horizon, and $Δ$ denotes the single round performance loss when pulling a sub-optimal arm.
LGOct 28, 2021
Sayer: Using Implicit Feedback to Optimize System PoliciesMathias Lécuyer, Sang Hoon Kim, Mihir Nanavati et al.
We observe that many system policies that make threshold decisions involving a resource (e.g., time, memory, cores) naturally reveal additional, or implicit feedback. For example, if a system waits X min for an event to occur, then it automatically learns what would have happened if it waited <X min, because time has a cumulative property. This feedback tells us about alternative decisions, and can be used to improve the system policy. However, leveraging implicit feedback is difficult because it tends to be one-sided or incomplete, and may depend on the outcome of the event. As a result, existing practices for using feedback, such as simply incorporating it into a data-driven model, suffer from bias. We develop a methodology, called Sayer, that leverages implicit feedback to evaluate and train new system policies. Sayer builds on two ideas from reinforcement learning -- randomized exploration and unbiased counterfactual estimators -- to leverage data collected by an existing policy to estimate the performance of new candidate policies, without actually deploying those policies. Sayer uses implicit exploration and implicit data augmentation to generate implicit feedback in an unbiased form, which is then used by an implicit counterfactual estimator to evaluate and train new policies. The key idea underlying these techniques is to assign implicit probabilities to decisions that are not actually taken but whose feedback can be inferred; these probabilities are carefully calculated to ensure statistical unbiasedness. We apply Sayer to two production scenarios in Azure, and show that it can evaluate arbitrary policies accurately, and train new policies that outperform the production policies.
CRJun 29, 2021
Privacy Budget SchedulingTao Luo, Mingen Pan, Pierre Tholoniat et al.
Machine learning (ML) models trained on personal data have been shown to leak information about users. Differential privacy (DP) enables model training with a guaranteed bound on this leakage. Each new model trained with DP increases the bound on data leakage and can be seen as consuming part of a global privacy budget that should not be exceeded. This budget is a scarce resource that must be carefully managed to maximize the number of successfully trained models. We describe PrivateKube, an extension to the popular Kubernetes datacenter orchestrator that adds privacy as a new type of resource to be managed alongside other traditional compute resources, such as CPU, GPU, and memory. The abstractions we design for the privacy resource mirror those defined by Kubernetes for traditional resources, but there are also major differences. For example, traditional compute resources are replenishable while privacy is not: a CPU can be regained after a model finishes execution while privacy budget cannot. This distinction forces a re-design of the scheduler. We present DPF (Dominant Private Block Fairness) -- a variant of the popular Dominant Resource Fairness (DRF) algorithm -- that is geared toward the non-replenishable privacy resource but enjoys similar theoretical properties as DRF. We evaluate PrivateKube and DPF on microbenchmarks and an ML workload on Amazon Reviews data. Compared to existing baselines, DPF allows training more models under the same global privacy guarantee. This is especially true for DPF over Rényi DP, a highly composable form of DP.
MLMar 2, 2021
Practical Privacy Filters and Odometers with Rényi Differential Privacy and Applications to Differentially Private Deep LearningMathias Lécuyer
Differential Privacy (DP) is the leading approach to privacy preserving deep learning. As such, there are multiple efforts to provide drop-in integration of DP into popular frameworks. These efforts, which add noise to each gradient computation to make it DP, rely on composition theorems to bound the total privacy loss incurred over this sequence of DP computations. However, existing composition theorems present a tension between efficiency and flexibility. Most theorems require all computations in the sequence to have a predefined DP parameter, called the privacy budget. This prevents the design of training algorithms that adapt the privacy budget on the fly, or that terminate early to reduce the total privacy loss. Alternatively, the few existing composition results for adaptive privacy budgets provide complex bounds on the privacy loss, with constants too large to be practical. In this paper, we study DP composition under adaptive privacy budgets through the lens of Rényi Differential Privacy, proving a simpler composition theorem with smaller constants, making it practical enough to use in algorithm design. We demonstrate two applications of this theorem for DP deep learning: adapting the noise or batch size online to improve a model's accuracy within a fixed total privacy loss, and stopping early when fine-tuning a model to reduce total privacy loss.