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Faster Privacy Accounting via Evolving Discretization
Proceedings of the 39th International Conference on Machine Learning, PMLR 162:7470-7483, 2022.
Abstract
We introduce a new algorithm for numerical composition of privacy random variables, useful for computing the accurate differential privacy parameters for compositions of mechanisms. Our algorithm achieves a running time and memory usage of polylog(k) for the task of self-composing a mechanism, from a broad class of mechanisms, k times; this class, e.g., includes the sub-sampled Gaussian mechanism, that appears in the analysis of differentially private stochastic gradient descent (DP-SGD). By comparison, recent work by Gopi et al. (NeurIPS 2021) has obtained a running time of ˜O(√k) for the same task. Our approach extends to the case of composing k different mechanisms in the same class, improving upon the running time and memory usage in their work from ˜O(k1.5) to \wtildeO(k).