arXiv Statistics ML

One-Shot Private Confidence Regions via Resampling

arXiv Machine Learning
Oct 5

Trade-off Functions for DP-SGD with Subsampling based on Random Allocation: Tight Upper and Lower Bounds

arXiv:2605. 06259v3 Announce Type: replace Abstract: Within the $f$-DP framework, we derive a tight analysis of the trade-off function for Differentially Private Stochastic Gradient Descent (DP-SGD) with subsampling based on random allocation in which each sample is independently assigned to exactly one of $M$ minibatches per epoch, each minibatch corresponding to one of the $M$ SGD rounds within a single epoch.

By Marten van Dijk, Murat Bilgehan Ertan
arXiv Machine Learning
Oct 28

Gaussian Approximation for Composition and Subsampling of Differentially Private Algorithms

The paper presents a Gaussian approximation for the privacy loss distribution in differentially private stochastic gradient descent (DP‑SGD) when subsampling is used. It shows that, after truncating rare large losses, the privacy loss behaves like a Gaussian with the same mean and variance, up to a small shift that grows only logarithmically with the error tolerance. This leads to tighter variance‑based bounds for subsampled mechanisms, improving upon previous Renyi‑divergence analyses and explaining the effectiveness of the connect‑the‑dots method for random allocation sampling.

By Vitaly Feldman, Moshe Shenfeld
arXiv Machine Learning
Oct 12

Locally Private Parametric Methods for Change-Point Detection

The paper investigates parametric change‑point detection under local differential privacy, concentrating on offline localization of a single change point in independent observations. It derives improved finite‑sample accuracy guarantees for a generalized likelihood‑ratio estimator using martingale methods and establishes finite‑sample minimax lower bounds in both non‑private and locally private settings, linking localization accuracy to Chernoff information. Guided by these bounds, the authors design locally private algorithms based on aggregated randomized response and binary mechanisms, optimize Chernoff information in different privacy regimes, and provide finite‑sample guarantees, while also computing strong data‑processing inequality coefficients for certain divergences and validating the results empirically on synthetic data.

By Anuj Kumar Yadav, Cemre Cadir, Yanina Y. Shkel, Michael Gastpar