Fast Privacy Loss Accounting for Random Allocation via Multiscale FFT

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.

Poisson subsampling is the default sampling scheme in differentially private machine learning, largely because its unstructured randomness yields tractable privacy amplification analyses. Yet this same randomness introduces substantial participation variance: each sample appears in very different numbers of training iterations. In this work, we show that this variance is not merely a practical artifact to be tolerated, but a fundamental source of suboptimal privacy amplification. We prove that Balanced Iteration Subsampling (BIS), a structured scheme in which each sample participates in exactly a fixed number of iterations, achieves stronger privacy amplification than Poisson subsampling and is optimal at both extremes of the noise spectrum ($σ\to 0$ and $σ\to \infty$). Our analysis reveals that the privacy-noise tradeoff is governed not by maximizing randomness, but by eliminating participation variance while preserving uniform marginal participation across iterations. To translate this asymptotic theory into finite-noise guarantees, we introduce a practical near-exact Monte Carlo accountant for BIS, which removes the analytical slack of existing RDP and composition-based PLD analyses. Evaluations across more than 60 practical DP-SGD configurations show that BIS consistently outperforms Poisson subsampling in the low-noise regimes most relevant for high-utility private training, reducing the required noise multiplier by up to $9.6\%$. These results overturn the common intuition that more sampling randomness necessarily yields stronger privacy amplification: in DP-SGD, structured participation can be both more practical and more private. Our implementation is available at https://github.com/dong-xin-ao-andy/bis-mc-accountant.

In many practical deployments of Differentially Private Stochastic Gradient Descent (DP-SGD), the server processes data in batches. Randomly sampling these batches allows for better privacy bounds via privacy amplification results. Most sampling schemes with provable privacy amplification, including Poisson sampling and random allocation, result in variable batch sizes. The privacy guarantee of these schemes requires that the batch sizes are not revealed. In distributed settings, the server performing the aggregation or any party observing the communication traffic may learn these batch sizes. Furthermore, in both centralized and distributed settings, memory and computation constraints may require each batch to be of some maximum size $s$, necessitating truncation of the batch when it exceeds this limit. It is known that this truncation can result in a significant increase in privacy loss. In this work, we address both of these challenges via a simple mechanism that uses a random number of dummy points to privatize the batch size and maintain the privacy guarantee even under truncation. We demonstrate that our mechanism is easy to implement in a distributed setting, and provide a general analysis of this mechanism for both Poisson sampling and random allocation. Our analysis is designed to support efficient and relatively tight privacy accounting. It also effectively amplifies the privacy of the count releases by subsampling, making the expected number of dummy points asymptotically smaller than what is needed to directly privatize the (sensitivity-one) batch sizes with non-negative noise. For Poisson sampling with truncated batches, we demonstrate empirically that our mechanism achieves better privacy--efficiency tradeoffs than the direct accounting for truncation recently given by (Ganesh, 2025).