Arun Ganesh
We give a procedure for computing group-level $(ε, δ)$-DP guarantees for DP-SGD, when using Poisson sampling or fixed batch size sampling. Up to discretization errors in the implementation, the DP guarantees computed by this procedure are tight (assuming we release every intermediate iterate).
Ehsan Amid, Arun Ganesh, Rajiv Mathews et al.
In this paper, we revisit the problem of using in-distribution public data to improve the privacy/utility trade-offs for differentially private (DP) model training. (Here, public data refers to auxiliary data sets that have no privacy concerns.) We design a natural variant of DP mirror descent, where the DP gradients of the private/sensitive data act as the linear term, and the loss generated by the public data as the mirror map. We show that, for linear regression with feature vectors drawn from a non-isotropic sub-Gaussian distribution, our algorithm, PDA-DPMD (a variant of mirror descent), provides population risk guarantees that are asymptotically better than the best known guarantees under DP (without having access to public data), when the number of public data samples ($n_{\sf pub}$) is sufficiently large. We further show that our algorithm has natural "noise stability" properties that control the variance due to noise added to ensure DP. We demonstrate the efficacy of our algorithm by showing privacy/utility trade-offs on four benchmark datasets (StackOverflow, WikiText-2, CIFAR-10, and EMNIST). We show that our algorithm not only significantly improves over traditional DP-SGD, which does not have access to public data, but to our knowledge is the first to improve over DP-SGD on models that have been pre-trained with public data.
Arun Ganesh, Kunal Talwar
Various differentially private algorithms instantiate the exponential mechanism, and require sampling from the distribution $\exp(-f)$ for a suitable function $f$. When the domain of the distribution is high-dimensional, this sampling can be computationally challenging. Using heuristic sampling schemes such as Gibbs sampling does not necessarily lead to provable privacy. When $f$ is convex, techniques from log-concave sampling lead to polynomial-time algorithms, albeit with large polynomials. Langevin dynamics-based algorithms offer much faster alternatives under some distance measures such as statistical distance. In this work, we establish rapid convergence for these algorithms under distance measures more suitable for differential privacy. For smooth, strongly-convex $f$, we give the first results proving convergence in Rényi divergence. This gives us fast differentially private algorithms for such $f$. Our techniques and simple and generic and apply also to underdamped Langevin dynamics.