We study black-box auditing for machine learning algorithms that claim R \ 'enyi differential privacy (RDP) guarantees. We introduce an auditing framework, based on hypothesis testing, that directly estimates Rényi divergence between neighboring executions using the Donsker-Varadhan (DV) variational estimator. Our analysis yields explicit and non-asymptotic confidence intervals for RDP auditing via class-restricted DV estimators, separating statistical estimation error from algorithmic privacy leakage. We prove matching minimax lower bounds showing that, up to logarithmic factors, our sample-complexity guarantees are information-theoretically optimal, thereby establishing the first optimal guarantees for auditing RDP via DV estimators. Empirically, we instantiate our framework for auditing DP-SGD in a fully black-box setting. Across MNIST and CIFAR-10, and over a wide range of privacy regimes, our auditors produce a strong overall improvement on empirical RDP lower bounds compared to prior state-of-the-art black-box methods especially at small and moderate Rényi orders where accurate auditing is most challenging.
Privacy auditing provides an important safeguard by estimating the actual information leaked by a model, thus ensuring that theoretical privacy guarantees hold in practice. We study empirical privacy auditing for differentially private (DP) machine learning, focusing on efficient one-run methods for mechanisms such as DP-SGD. Prior one-run approaches threshold training examples or "canaries" into binary membership guesses, which discards useful information. We show that, in the white-box DP-SGD setting, canary-aligned signals naturally form a sequence of random variables whose normalized sum is asymptotically Gaussian. Leveraging this distributional perspective, we develop a DP-auditing framework that leads to tighter privacy lower bounds from a single training run.
In this work we study black-box privacy auditing, where the goal is to lower bound the privacy parameter of a differentially private learning algorithm using only the algorithm's outputs (i.e., final trained model). For DP-SGD (the most successful method for training differentially private deep learning models), the canonical auditing approach uses membership inference - an auditor comes with a small set of special "canary" examples, inserts a random subset of them into the training set, and then tries to discern which of their canaries were included in the training set (typically via a membership inference attack). The auditor's success rate then provides a lower bound on the privacy parameters of the learning algorithm. Our main contribution is a method for optimizing the auditor's canary set to improve privacy auditing, leveraging recent work on metagradient optimization (Engstrom et al., 2025). Our empirical evaluation demonstrates that in certain instances, using such optimized canaries can improve empirical lower bounds for differentially private image classification models by several times when compared to canaries proposed in prior work. Furthermore, we demonstrate that our method is DP-SGD agnostic and efficient: canaries optimized for non-private SGD with a small model architecture remain effective when auditing larger models trained with DP-SGD.
State-of-the-art Differentially Private (DP) synthetic data generators such as MST and AIM are widely used, yet tightly auditing their privacy guarantees remains challenging. We introduce a Gaussian Differential Privacy (GDP)-based auditing framework that measures privacy via the full false-positive/false-negative tradeoff. Applied to MST and AIM under worst-case settings, our method provides the first tight audits in the strong-privacy regime. For (ε,δ)=(1,10−2), we obtain μemp≈0.43 vs. implied μ=0.45, showing a small theory-practice gap. Our code is publicly available: https://github.com/sassoftware/dpmm.
Georgi Ganev, Meenatchi Sundaram Muthu Selva Annamalai, Bogdan Kulynych