Recent frameworks in differential privacy (DP), such as privacy loss distributions and f-DP, provide lossless representations of the privacy leakage of mechanisms. These approaches are often considered to yield tighter (ε,δ)-DP guarantees than those obtained from relaxed notions such as Rényi DP. But is that always the case? We study this question for differentially private stochastic gradient descent (DP-SGD) with fixed-size batches under replace adjacency. Our key observation is that in this setting, privacy accounting based on Rényi DP can use a pair of worst-case distributions (i.e., a dominating pair) that differs from the one used in the lossless frameworks. In particular, we characterize the worst-case distributions as two-dimensional Gaussian mixtures and derive an improved Rényi DP bound for DP-SGD. Numerical and asymptotic comparisons show that across various hyperparameter settings, a Rényi DP accountant based on the new bound can yield better privacy guarantees than those obtained from the lossless frameworks.
Figures & tables
Figure 1: Illustration of the Gaussian mixtures that serve as a Rényi dominating pair for DP-SGD (see ( 5 )); here p=0.2,Δ=4.5,u=0.3 . The points (0,0) , Δ(1,0) , and Δ(u,2u−u2) (each corresponding to the mean of the mixture component) form an isosceles.
Figure 2
Figure 4: Illustration of privacy bounds for finite T and their asymptotic limit (Lemma 3 and Proposition 4 ; note that the latter is a limit superior). Here, p depends on T , keeping Tp2=ν . As ε increases, our bounds provide better privacy guarantees than those from lossless accountants. The privacy bounds become closer to their limits as T increases.
Figure 5: Illustration of Rényi DP bounds and their asymptotic expansions (Proposition 5 , truncated at p3 terms). For ( BEBP, 24 ) , we set the tuning parameter to be m=4 . The actual bounds are close to the asymptotic expansions when the Rényi order α is small, but they deviate more as α increases, in particular for the bounds from ( BEBP, 24 ) .
Appendix figures & tables7 assets
Supplementary material from the paper’s appendix.
Appendix
σ
T
Rényi accountants
Lossless accountants
Relative difference
Our bounds
Birrell et al.
Wang et al.
1
250
6.40
≥100
6.84
5.10
{\color[rgb]{1,0,0}+25.48\%}
500
6.84
≥100
7.73
5.68
{\color[rgb]{1,0,0}+20.32\%}
1000
7.72
≥100
9.51
6.53
{\color[rgb]{1,0,0}+18.26\%}
2000
9.49
≥100
13.06
7.80
{\color[rgb]{1,0,0}+21.63\%}
4000
13.03
≥100
15.16
9.76
{\color[rgb]{1,0,0}+33.46\%}
Appendix
Table 1: Accounted privacy ε for δ=10−6 and p=0.0025 .
σ
T
Rényi accountants
Lossless accountants
Relative difference
Our bounds
Birrell et al.
Wang et al.
1
250
13.77
≥100
15.14
10.27
{\color[rgb]{1,0,0}+34.03\%}
500
15.11
≥100
17.86
12.90
{\color[rgb]{1,0,0}+17.13\%}
1000
17.79
≥100
23.29
16.96
{\color[rgb]{1,0,0}+4.85\%}
≥2000
≥20 for all accountants
2
250
1.77
3.27
2.21
1.34
{\color[rgb]{1,0,0}+31.35\%}
Appendix
Table 2: Accounted privacy ε for δ=10−6 and p=0.01 .
σ
T
Rényi accountants
Lossless accountants
Relative difference
Our bounds
Birrell et al.
Wang et al.
1
≥250
≥20 for all accountants
2
250
5.45
16.66
9.07
5.45
{\color[rgb]{1,0,0}+0.01\%}
500
7.31
20.89
13.02
7.79
{\color[rgb]{0,1,0}-6.22\%}
1000
10.59
29.34
20.08
11.48
{\color[rgb]{0,1,0}-7.82\%}
2000
15.22
46.26
29.75
17.37
{\color[rgb]{0,1,0}-12.39\%}
Appendix
Table 3: Accounted privacy ε for δ=10−6 and p=0.04 .
σ
T
Rényi accountants
Lossless accountants
Relative difference
Our bounds
Birrell et al.
Wang et al.
1
250
8.70
≥100
9.14
7.11
{\color[rgb]{1,0,0}+22.41\%}
500
9.14
≥100
10.03
7.83
{\color[rgb]{1,0,0}+16.75\%}
1000
10.03
≥100
11.81
8.85
{\color[rgb]{1,0,0}+13.31\%}
2000
11.79
≥100
15.36
10.32
{\color[rgb]{1,0,0}+14.31\%}
4000
15.33
≥100
19.76
12.53
{\color[rgb]{1,0,0}+22.37\%}
Appendix
Table 4: Accounted privacy ε for δ=10−8 and p=0.0025 .
σ
T
Rényi accountants
Lossless accountants
Relative difference
Our bounds
Birrell et al.
Wang et al.
1
250
18.37
≥100
19.75
13.45
{\color[rgb]{1,0,0}+36.60\%}
500
19.71
≥100
22.46
16.45
{\color[rgb]{1,0,0}+19.82\%}
≥1000
≥20 for all accountants
2
250
2.36
4.19
2.87
1.89
{\color[rgb]{1,0,0}+24.53\%}
500
2.65
5.11
3.54
2.33
{\color[rgb]{1,0,0}+13.65\%}
Appendix
Table 5: Accounted privacy ε for δ=10−8 and p=0.01 .
σ
T
Rényi accountants
Lossless accountants
Relative difference
Our bounds
Birrell et al.
Wang et al.
1
≥250
≥20 for all accountants
2
250
6.60
20.32
10.60
6.67
{\color[rgb]{0,1,0}-1.07\%}
500
8.84
25.49
15.32
9.31
{\color[rgb]{0,1,0}-5.05\%}
1000
12.29
33.95
22.39
13.46
{\color[rgb]{0,1,0}-8.69\%}
2000
17.52
50.86
34.36
20.03
{\color[rgb]{0,1,0}-12.53\%}
Appendix
Table 6: Accounted privacy ε for δ=10−8 and p=0.04 .
Figure 6: Median runtimes of Rényi accountants, for p=0.01,σ∈{2,6},δ=10−8 , and T∈{1000,10000} . The error bars represent the 10th and 90th percentiles. In this setting, our accountant runs faster for T=10000 because the binary search based on the unimodality in Rényi order (see Proposition 3 ) terminates earlier.
We derive a tight analysis of the trade-off function for Differentially Private Stochastic Gradient Descent (DP-SGD) with subsampling based on random shuffling within the f-DP framework. Our analysis covers the regime σ≥3/lnM, where σ is the noise multiplier and M is the number of rounds within a single epoch. Unlike f-DP analyses for Poisson subsampling, which yield non-closed implicit formulas that can be machine computed but are non-transparent, random shuffling admits a tight analysis yielding transparent and interpretable closed-form bounds. Our concrete bounds, derived via the Berry-Esseen theorem, are tight up to constant factors within the proof framework. We demonstrate worked parameter settings for a single epoch (E=1) with a corresponding trade-off function ≥1−a−δ, that is, only δ below the ideal random guessing diagonal 1−a: For δ=1/100 and σ=1, roughly M≈1.14×106 rounds and N≈1.14×107 training samples suffice to achieve meaningful differential privacy. This is in contrast to recent negative results for the regime σ≤1/2lnM. Our concrete bounds can be composed over multiple epochs leading to δ having a linear in E dependency, which restricts E=O(M). To go beyond Berry--Esseen, we introduce a new proof technique based on a generalization of the law of large numbers that yields an asymptotic random guessing diagonal-limit result: if E=cM2M with cM→0, then the E-fold composed trade-off function satisfies f⊗E(a)→1−a uniformly in a∈[0,1] with δ having only an O(E) dependency. We compare this asymptotic regime with the corresponding Poisson subsampling asymptotic, and highlight the characterization of explicit convergence rates as an open question.
Marten van Dijk, Murat Bilgehan Ertan
CWI Amsterdam · ∗Affiliated with Vrije Universiteit Amsterdam.
Understanding the relationship between generalization and privacy remains a challenge in modern machine learning theory, particularly for deep networks that are trained by variants of differentially private stochastic gradient descent (DP- SGD). In this work we make progress on this persistent open problem. First, we derive explicit upper bounds on the approximate max-information of any algorithm that fulfills (ε,δ)-differential privacy or Rényi differential privacy, thereby going beyond the classical results for pure ε-differential privacy. Subsequently, we show even stronger guarantees for two common private learning algorithms, output perturbation with the Gaussian mechanism, and streaming DP-SGD, by exploiting the structure of their internal randomization. As an application of our results, we demonstrate how to obtain non-vacuous PAC-Bayes generalization bounds for deep networks, in which the prior distribution is learned by DP-SGD instead of the classical way of choosing it in a data-independent way.
Christoph H. Lampert, Max Cairney-Leeming, Hossein Zakerinia
Institute of Science and Technology Austria (ISTA) Klosterneuburg, Austria
We consider the privacy amplification properties of a sampling scheme in which a user's data isused in k steps chosen randomly and uniformly from a sequence (or set) of t steps. This sampling scheme has been recently applied in the context of differentially private optimization (Chua et al., 2024a; Choquette-Choo et al., 2025) and communication-efficient high-dimensional private aggregation (Asi et al., 2026), where it was shown to have utility advantages over the standard Poisson sampling. Theoretical analyses of this sampling scheme (Feldman & Shenfeld, 2025; Dong et al., 2025) lead to bounds that are close to those of Poisson sampling, yet still have two significant shortcomings. First, in many practical settings, the resulting privacy parameters are not tight due to the approximation steps in the analysis. Second, the computed parameters are either the hockey stick or Renyi divergence, both of which introduce overheads when used in privacy loss accounting. In this work, we demonstrate that the privacy loss distribution (PLD) of random allocation applied to any differentially private algorithm can be computed efficiently. When applied to the Gaussian mechanism, our results demonstrate that the privacy-utility trade-off for random allocation is at least as good as that of Poisson subsampling. In particular, random allocation is better suited for training via DP-SGD. To support these computations, our work develops new tools for general privacy loss accounting based on a notion of PLD realization. This notion allows us to extend accurate privacy loss accounting to subsampling which previously required manual noise-mechanism-specific analysis.
Vitaly Feldman, Moshe Shenfeld
Apple · The Hebrew University of Jerusalem · *Work partially done while author was an intern at Apple.