Balls-and-Bins Sampling for DP-SGD

Lynn Chua, Badih Ghazi, Charlie Harrison, Pritish Kamath, Ravi Kumar, Ethan Jacob Leeman, Pasin Manurangsi, Amer Sinha, Chiyuan Zhang

TL;DR: We introduce a new sampling mechanism for DP-SGD, and show that it achieves best of privacy and utility trade-off.

Abstract: We introduce the _Balls-and-Bins_ sampling for differentially private (DP) optimization methods such as DP-SGD. While it has been common practice to use some form of shuffling in DP-SGD implementations, privacy accounting algorithms have typically assumed that Poisson subsampling is used instead. Recent work by Chua et al. (2024), however, pointed out that shuffling based DP-SGD can have a much larger privacy cost in practical regimes of parameters. In this work we show that the Balls-and-Bins sampling achieves the "best-of-both" samplers, namely, the implementation of Balls-and-Bins sampling is similar to that of Shuffling and models trained using DP-SGD with Balls-and-Bins sampling achieve utility comparable to those trained using DP-SGD with Shuffling at the same noise multiplier, and yet, Balls-and-Bins sampling enjoys similar-or-better privacy amplification as compared to Poisson subsampling in practical regimes.

Submission Number: 320