arXiv Machine Learning By Vitaly Feldman, Moshe Shenfeld

Gaussian Approximation for Composition and Subsampling of Differentially Private Algorithms

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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.

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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