Hyperparameter Tuning with Renyi Differential Privacy

Nicolas PapernotThomas Steinke

article2022ICLR167 citationsOutstanding Paper Award

Establishes Rényi Differential Privacy bounds for hyperparameter search across multiple training runs, proving that cumulative privacy leakage remains modest when each candidate model is individually private.

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Machine learning systems frequently retain sensitive training data, making differential privacy—a mathematical standard that prevents the leakage of individual records—critical for deployment in domains such as healthcare. Standard practice involves tuning hyperparameters (such as learning rates or regularization weights) across multiple training runs to optimize accuracy. However, practitioners often tune these configurations without privacy protections and only apply differential privacy to the final training run, assuming that hyperparameter settings reveal minimal information.

The article evaluates the privacy risks inherent in hyperparameter tuning and demonstrates how to rigorously preserve privacy across multiple training repetitions within the Rényi differential privacy framework.

To establish this, the article first demonstrates how non-private hyperparameter tuning leaks information using a synthetic classification experiment where outliers systematically distort optimal settings. It then develops a theoretical framework for private random hyperparameter search, where the number of training repetitions is randomized rather than fixed. The authors evaluate candidate probability distributions for these run counts—specifically truncated negative binomial, logarithmic, and Poisson distributions—and validate the approach through 500 trials fine-tuning a convolutional neural network on the benchmark MNIST dataset using differentially private stochastic gradient descent.

The investigation yields four key findings. First, tuning hyperparameters non-privately creates an exploitable channel for membership inference attacks, allowing adversaries to detect whether specific outlier records exist in the training set. Second, repeating a private base algorithm a fixed number of times causes privacy loss to accumulate linearly with the number of runs, offering no theoretical improvement over standard composition. Third, drawing the number of runs randomly reduces this privacy penalty dramatically, yielding bounds that grow logarithmically or remain independent of the repetition count. Fourth, the Poisson distribution delivers the superior privacy-utility balance in practical settings, avoiding the severe performance pitfalls of heavy-tailed distributions while maintaining tightly concentrated runtimes.

These findings demonstrate that organizations cannot treat hyperparameter selection as a separate, privacy-free step without undermining the compliance and confidentiality guarantees of the final model. Although private tuning increases the overall privacy parameter by a factor of roughly two to three relative to a single run, randomizing the repetition count prevents the severe linear degradation that would otherwise render extensive model search computationally or mathematically impermissible.

Organizations training machine learning models on sensitive data should integrate differential privacy into the hyperparameter tuning phase rather than applying it solely to final models. Teams should employ random search with Poisson-distributed run counts when operating under constrained privacy budgets. For broader reporting, practitioners should transparently disclose both the baseline privacy parameter of individual training runs and the cumulative privacy parameter of the overall hyperparameter search procedure.

The analysis carries several boundary conditions. The current framework applies strictly to non-adaptive hyperparameter selection (such as random search) and does not cover adaptive optimization techniques like Bayesian optimization. Additionally, empirical validation remains focused on synthetic data and benchmark image classification tasks. Confidence in the underlying theoretical guarantees remains exceptionally high, as the authors provide formal proofs showing that the derived privacy bounds are mathematically tight up to low-order terms.

arXiv: 2110.03620

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Cover for Hyperparameter Tuning with Renyi Differential Privacy

Abstract

For many differentially private algorithms, such as the prominent noisy stochastic gradient descent (DP-SGD), the analysis needed to bound the privacy leakage of a single training run is well understood. However, few studies have reasoned about the privacy leakage resulting from the multiple training runs needed to fine tune the value of the training algorithm's hyperparameters. In this work, we first illustrate how simply setting hyperparameters based on non-private training runs can leak private information. Motivated by this observation, we then provide privacy guarantees for hyperparameter search procedures within the framework of Renyi Differential Privacy. Our results improve and extend the work of Liu and Talwar (STOC 2019). Our analysis supports our previous observation that tuning hyperparameters does indeed leak private information, but we prove that, under certain assumptions, this leakage is modest, as long as each candidate training run needed to select hyperparameters is itself differentially private.

Table of Contents

  • 1 Introduction
  • 1.1 Our Contributions
  • 1.2 Background and Related Work
  • 2 Motivation
  • 3 Our Positive Results
  • 3.1 Problem Formulation
  • 3.2 Strawman approach: repeat the base algorithm a fixed number of times
  • 3.3 Our algorithm for hyperparameter tuning
  • 3.4 Main Results
  • 3.5 Generic Rényi DP Bound for Any Distribution on the Number of Repetitions
  • 3.6 Utility and Runtime of our Hyperparameter Tuning Algorithm
  • 4 Conclusion
  • References
  • A Further Background
  • A.1 Differential Privacy & Rényi DP
  • A.2 Probability Generating Functions
  • A.2.1 Probability Generating Functions and Utility
  • B Proofs from Section
  • B.1 Proof of Generic Bound
  • B.2 Proofs of Distribution-specific Bounds
  • C Conditional Sampling Approach
  • D Negative Results on Improvements to our Analysis
  • D.1 Why a fixed number of repetitions does not result in good privacy.
  • D.2 Tight example for conditional sampling.
  • D.3 Tightness of our generic result.
  • D.4 Selection & Lower Bounds
  • E Extending our Results to Approximate DP
  • E.1 Truncating the Number of Repetitions

Knowls

  1. Knowl 1 — Generic Rényi Divergence Bound for Selection over Randomized Repetitions

    theoretical result

    Let Y\mathcal{Y} be a totally ordered set and fix λ>1\lambda > 1. Let KK be a non-negative integer-valued random variable supported on N∪{0}\mathbb{N} \cup \{0\} with probability generating function f(x):=E[xK]=∑k=0∞P[K=k]xkf(x) := \mathbb{E}[x^K] = \sum_{k=0}^\infty \mathbb{P}[K = k] x^k defined for x∈[0,1]x \in [0, 1]. Let QQ and Q′Q' be probability distributions over Y\mathcal{Y}.

    Define the randomized mechanism distribution AA on Y\mathcal{Y} by drawing K∼fK \sim f, then drawing KK independent samples from QQ, and outputting the maximum element according to the total order on Y\mathcal{Y} (if K=0K = 0, outputting an arbitrary fixed element). Define A′A' analogously by sampling K∼fK \sim f and taking the maximum of KK independent samples from Q′Q'.

    Then the Rényi divergence of order λ\lambda between AA and A′A' satisfies:

    Dλ(A∥A′)≤Dλ(Q∥Q′)+1λ−1log⁡(f′(q)λ⋅f′(q′)1−λ)D_\lambda(A \| A') \le D_\lambda(Q \| Q') + \frac{1}{\lambda - 1} \log \left( f'(q)^\lambda \cdot f'(q')^{1-\lambda} \right)

    where f′(x)=ddxf(x)f'(x) = \frac{d}{dx}f(x), and q,q′∈[0,1]q, q' \in [0, 1] are obtained by applying the same measurable postprocessing function g:Y→[0,1]g: \mathcal{Y} \to [0, 1] to QQ and Q′Q' respectively: q=EX∼Q[g(X)]q = \mathbb{E}_{X \sim Q}[g(X)] and q′=EX′∼Q′[g(X′)]q' = \mathbb{E}_{X' \sim Q'}[g(X')].

  2. Knowl 2 — Rényi Differential Privacy of Selection via Truncated Negative Binomial Repetitions

    theoretical result

    Let the truncated negative binomial distribution Dη,γD_{\eta, \gamma} with scale parameter γ∈(0,1)\gamma \in (0, 1) and shape parameter η∈(−1,∞)\eta \in (-1, \infty) be supported on positive integers N={1,2,… }\mathbb{N} = \{1, 2, \dots\} with probability mass function:

    P[K=k]={(1−γ)kγ−η−1∏ℓ=0k−1ℓ+ηℓ+1,if η≠0(1−γ)kklog⁡(1/γ),if η=0\mathbb{P}[K = k] = \begin{cases} \frac{(1 - \gamma)^k}{\gamma^{-\eta} - 1} \prod_{\ell=0}^{k-1} \frac{\ell + \eta}{\ell + 1}, & \text{if } \eta \ne 0 \\[6pt] \frac{(1 - \gamma)^k}{k \log(1/\gamma)}, & \text{if } \eta = 0 \end{cases}

    with expected value E[K]=η(1−γ)γ(1−γη)\mathbb{E}[K] = \frac{\eta (1 - \gamma)}{\gamma (1 - \gamma^\eta)} for η≠0\eta \ne 0 and E[K]=1/γ−1log⁡(1/γ)\mathbb{E}[K] = \frac{1/\gamma - 1}{\log(1/\gamma)} for η=0\eta = 0.

    Let Q:Xn→YQ: \mathcal{X}^n \to \mathcal{Y} be a randomized algorithm satisfying (λ,ε)(\lambda, \varepsilon)-Rényi Differential Privacy (RDP) and (λ^,ε^)(\hat{\lambda}, \hat{\varepsilon})-RDP for some ε,ε^≥0\varepsilon, \hat{\varepsilon} \ge 0, λ∈(1,∞)\lambda \in (1, \infty), and λ^∈[1,∞)\hat{\lambda} \in [1, \infty), where Y\mathcal{Y} is totally ordered.

    Define algorithm A:Xn→YA: \mathcal{X}^n \to \mathcal{Y} which draws K∼Dη,γK \sim D_{\eta, \gamma}, executes Q(x)Q(x) independently KK times, and returns the maximum outcome. Then AA satisfies (λ,ε′)(\lambda, \varepsilon')-RDP with:

    ε′=ε+(1+η)(1−1λ^)ε^+(1+η)log⁡(1/γ)λ^+log⁡E[K]λ−1\varepsilon' = \varepsilon + (1 + \eta)\left(1 - \frac{1}{\hat{\lambda}}\right)\hat{\varepsilon} + \frac{(1 + \eta) \log(1/\gamma)}{\hat{\lambda}} + \frac{\log \mathbb{E}[K]}{\lambda - 1}

    (When λ^=1\hat{\lambda} = 1, the term (1−1/λ^)ε^(1 - 1/\hat{\lambda})\hat{\varepsilon} is defined to be 00).

  3. Knowl 3 — Rényi Differential Privacy of Selection via Poisson Repetitions

    theoretical result

    Let Y\mathcal{Y} be a totally ordered output space. Let Q:Xn→YQ: \mathcal{X}^n \to \mathcal{Y} be a randomized base algorithm satisfying (λ,ε)(\lambda, \varepsilon)-RDP and (ε^,δ^)(\hat{\varepsilon}, \hat{\delta})-differential privacy (DP) for some λ∈(1,∞)\lambda \in (1, \infty) and ε,ε^,δ^≥0\varepsilon, \hat{\varepsilon}, \hat{\delta} \ge 0.

    Let μ>0\mu > 0. Define algorithm A:Xn→YA: \mathcal{X}^n \to \mathcal{Y} that samples K∼Poisson(μ)K \sim \text{Poisson}(\mu) (where P[K=k]=e−μμkk!\mathbb{P}[K = k] = e^{-\mu} \frac{\mu^k}{k!} for k≥0k \ge 0), executes Q(x)Q(x) independently KK times, and returns the maximum outcome among the KK runs according to the total ordering on Y\mathcal{Y}. If K=0K = 0, A(x)A(x) returns a fixed default output independent of xx.

    If the privacy parameters satisfy eε^≤1+1λ−1e^{\hat{\varepsilon}} \le 1 + \frac{1}{\lambda - 1}, then AA satisfies (λ,ε′)(\lambda, \varepsilon')-RDP where:

    ε′=ε+μ⋅δ^+log⁡μλ−1\varepsilon' = \varepsilon + \mu \cdot \hat{\delta} + \frac{\log \mu}{\lambda - 1}

  4. Knowl 4 — Pure and Concentrated Differential Privacy Guarantees for Truncated Negative Binomial Selection

    theoretical result

    Let Q:Xn→YQ: \mathcal{X}^n \to \mathcal{Y} be a randomized algorithm whose output range Y\mathcal{Y} is totally ordered. Let A:Xn→YA: \mathcal{X}^n \to \mathcal{Y} be the algorithm that draws K∼Dη,γK \sim D_{\eta, \gamma} from the truncated negative binomial distribution with γ∈(0,1)\gamma \in (0, 1) and η∈(−1,∞)\eta \in (-1, \infty), executes Q(x)Q(x) independently KK times, and returns the maximal output.

    1. Pure Differential Privacy: If QQ satisfies (ε,0)(\varepsilon, 0)-DP, then AA satisfies ((2+η)ε,0)((2 + \eta)\varepsilon, 0)-DP. In particular, for the logarithmic distribution (η=0\eta = 0), AA achieves (2ε,0)(2\varepsilon, 0)-DP, improving over the (3ε,0)(3\varepsilon, 0)-DP bound for geometric repetitions (η=1\eta = 1).

    2. Concentrated Differential Privacy (zCDP): If QQ satisfies ρ\rho-zCDP (meaning QQ is (λ,ρ⋅λ)(\lambda, \rho \cdot \lambda)-RDP for all λ>1\lambda > 1) with ρ≤log⁡(1/γ)\rho \le \log(1/\gamma), then AA satisfies (λ,ε′)(\lambda, \varepsilon')-RDP for all λ>1\lambda > 1 with:

    ε′={2ρlog⁡E[K]+2(1+η)ρlog⁡(1/γ)−ηρ,if λ≤1+log⁡E[K]ρρ(λ−1)+log⁡E[K]λ−1+2(1+η)ρlog⁡(1/γ)−ηρ,if λ>1+log⁡E[K]ρ\varepsilon' = \begin{cases} 2\sqrt{\rho \log \mathbb{E}[K]} + 2(1 + \eta)\sqrt{\rho \log(1/\gamma)} - \eta\rho, & \text{if } \lambda \le 1 + \sqrt{\frac{\log \mathbb{E}[K]}{\rho}} \\[6pt] \rho(\lambda - 1) + \frac{\log \mathbb{E}[K]}{\lambda - 1} + 2(1 + \eta)\sqrt{\rho \log(1/\gamma)} - \eta\rho, & \text{if } \lambda > 1 + \sqrt{\frac{\log \mathbb{E}[K]}{\rho}} \end{cases}

  5. Knowl 5 — Black-Box Differentially Private Hyperparameter Tuning via Randomized Repetitions

    algorithm

    The algorithm conducts hyperparameter search over mm candidate configurations by running randomized base algorithms a random number of times KK drawn from a predefined distribution, then outputting the candidate model with the highest quality score.

    Input: Dataset x∈Xnx \in \mathcal{X}^n, set of mm base learning algorithms {M1,…,Mm}\{M_1, \dots, M_m\}, distribution D\mathcal{D} over repetition counts N∪{0}\mathbb{N} \cup \{0\}, quality ordering on output space Y\mathcal{Y}
    Output: Best model-hyperparameter pair y∈Yy \in \mathcal{Y}
    Sample K∼DK \sim \mathcal{D}
    if K=0K = 0 then
        return default outcome y0∈Yy_0 \in \mathcal{Y}
    end if
    for k=1,2,…,Kk = 1, 2, \dots, K do
        Sample index jk∈{1,…,m}j_k \in \{1, \dots, m\} uniformly at random
        Run candidate algorithm Yk←Mjk(x)Y_k \leftarrow M_{j_k}(x)
    end for
    return max⁡Y{Y1,Y2,…,YK}\max_{\mathcal{Y}} \{Y_1, Y_2, \dots, Y_K\}

    The range Y\mathcal{Y} consists of pairs containing the trained model parameters and hyperparameter identifier jj, along with an evaluation metric (e.g., validation accuracy on a disjoint split) that establishes a total order. The distribution D\mathcal{D} is chosen to be a truncated negative binomial Dη,γD_{\eta, \gamma} (such as logarithmic η=0\eta = 0) or a Poisson distribution Poisson(μ)\text{Poisson}(\mu) to avoid linear composition privacy leakage.

  6. Knowl 6 — Linear Privacy Loss Degradation for Deterministic Repetition Counts

    theoretical result

    Repeating a base DP mechanism a fixed, deterministic number of times kk and returning the best result causes the privacy loss to grow linearly in kk.

    For every ε>0\varepsilon > 0, there exists an (ε,0)(\varepsilon, 0)-DP algorithm Q:Xn→{1,2}Q: \mathcal{X}^n \to \{1, 2\} such that running QQ a fixed kk times and returning the best outcome (under total order 1>21 > 2) yields an algorithm AA satisfying:

    1. AA is not ε^\hat{\varepsilon}-DP for any ε^<kε\hat{\varepsilon} < k\varepsilon.
    2. For every λ>1\lambda > 1, AA is not (λ,ε^(λ))(\lambda, \hat{\varepsilon}(\lambda))-RDP for any ε^(λ)<ε′(k,λ)\hat{\varepsilon}(\lambda) < \varepsilon'(k, \lambda), where:

    ε′(k,λ)=kε−klog⁡(1+e−ε)λ−1\varepsilon'(k, \lambda) = k\varepsilon - \frac{k \log(1 + e^{-\varepsilon})}{\lambda - 1}

    For orders λ≥1+1/ε\lambda \ge 1 + 1/\varepsilon, this lower bound implies ε′(k,λ)=Ω(kε)\varepsilon'(k, \lambda) = \Omega(k\varepsilon), confirming that deterministic repetition inherently incurs a linear privacy degradation.

  7. Knowl 7 — Expected Quantile Utility and Success Probability under Randomized Repetitions

    equation

    Let KK be a non-negative random variable representing the number of repetitions, with probability generating function f(x):=E[xK]f(x) := \mathbb{E}[x^K].

    1. Expected Quantile of the Best Candidate: If the utility quantile of a single run of the base algorithm is uniformly distributed on [0,1][0, 1], the expected quantile of the best outcome after KK repetitions is:

    E[KK+1]=E[1−1K+1]=∫01x⋅f′(x) dx=1−∫01f(x) dx\mathbb{E}\left[ \frac{K}{K + 1} \right] = \mathbb{E}\left[ 1 - \frac{1}{K + 1} \right] = \int_0^1 x \cdot f'(x) \, dx = 1 - \int_0^1 f(x) \, dx

    1. Success Probability Amplification: If each invocation of the base algorithm has an independent probability 1/m1/m of yielding an acceptable outcome, the probability β\beta that the best of KK runs produces an acceptable outcome is:

    β=1−E[(1−1/m)K]=1−f(1−1/m)\beta = 1 - \mathbb{E}\left[ (1 - 1/m)^K \right] = 1 - f(1 - 1/m)

  8. Knowl 8 — Rényi Differential Privacy Guarantees for Conditional Threshold Sampling

    theoretical result

    Let λ∈(1,∞)\lambda \in (1, \infty) and let Q,Q′Q, Q' be probability distributions on Ω\Omega with Dλ(Q∥Q′)<∞D_\lambda(Q \| Q') < \infty. Let S⊂ΩS \subset \Omega be an acceptance event with non-zero measure under QQ and Q′Q'. Let QSQ_S and QS′Q'_S denote the conditional distributions Q∣SQ|_S and Q′∣SQ'|_S.

    For all p,q,r∈[1,∞]p, q, r \in [1, \infty] satisfying 1/p+1/q+1/r=11/p + 1/q + 1/r = 1, the Rényi divergence satisfies:

    Dλ(QS∥QS′)≤λ−1/p−1/rλ−1Dr(λ−1/p)(Q∥Q′)+λ+1/q−2λ−1Dλ+1/q−1(Q′∥Q)+1/r+1λ−1log⁡(1Q(S))D_\lambda(Q_S \| Q'_S) \le \frac{\lambda - 1/p - 1/r}{\lambda - 1} D_{r(\lambda - 1/p)}(Q \| Q') + \frac{\lambda + 1/q - 2}{\lambda - 1} D_{\lambda + 1/q - 1}(Q' \| Q) + \frac{1/r + 1}{\lambda - 1} \log \left(\frac{1}{Q(S)}\right)

    Specialized corollaries include:

    D∞(QS∥QS′)≤D∞(Q∥Q′)+D∞(Q′∥Q)D_\infty(Q_S \| Q'_S) \le D_\infty(Q \| Q') + D_\infty(Q' \| Q)

    Dλ(QS∥QS′)≤Dλ(Q∥Q′)+λ−2λ−1Dλ−1(Q′∥Q)+2λ−1log⁡(1Q(S))D_\lambda(Q_S \| Q'_S) \le D_\lambda(Q \| Q') + \frac{\lambda - 2}{\lambda - 1} D_{\lambda - 1}(Q' \| Q) + \frac{2}{\lambda - 1} \log \left(\frac{1}{Q(S)}\right)

  9. Knowl 9 — Extension of Randomized Repetition Privacy Guarantees to Approximate Differential Privacy

    theoretical result

    Let Y\mathcal{Y} be totally ordered. Let Q,Q′Q, Q' be distributions on Y\mathcal{Y} decomposed as convex combinations Q=(1−δ0)Q1−δ0+δ0Qδ0Q = (1 - \delta_0) Q_{1-\delta_0} + \delta_0 Q_{\delta_0} and Q′=(1−δ0)Q1−δ0′+δ0Qδ0′Q' = (1 - \delta_0) Q'_{1-\delta_0} + \delta_0 Q'_{\delta_0}. Let K∼f(x)=E[xK]K \sim f(x) = \mathbb{E}[x^K], and let K′K' be a random variable on N∪{0}\mathbb{N} \cup \{0\} with distribution P[K′=k]=P[K=k](1−δ0)k/f(1−δ0)\mathbb{P}[K' = k] = \mathbb{P}[K = k](1 - \delta_0)^k / f(1 - \delta_0).

    For algorithm AQKA_Q^K outputting the maximum of KK samples from QQ, the approximate Rényi divergence satisfies:

    Dλδ(AQK∥AQ′K)≤Dλ(AQ1−δ0K′∥AQ1−δ0′K′),where δ=1−f(1−δ0)D_\lambda^\delta(A_Q^K \| A_{Q'}^K) \le D_\lambda(A_{Q_{1-\delta_0}}^{K'} \| A_{Q'_{1-\delta_0}}^{K'}), \quad \text{where } \delta = 1 - f(1 - \delta_0)

    Corollary for Poisson Repetitions: If QQ satisfies (ε0,δ0)(\varepsilon_0, \delta_0)-DP and K∼Poisson(μ)K \sim \text{Poisson}(\mu), then for all λ≤1+1eε0−1\lambda \le 1 + \frac{1}{e^{\varepsilon_0} - 1}, the algorithm AA satisfies δ′\delta'-approximate (λ,ε′)(\lambda, \varepsilon')-RDP with:

    ε′=ε0+(eε0−1)log⁡μ,δ′=1−e−μδ0≤μ⋅δ0\varepsilon' = \varepsilon_0 + (e^{\varepsilon_0} - 1) \log \mu, \qquad \delta' = 1 - e^{-\mu \delta_0} \le \mu \cdot \delta_0

  10. Knowl 10 — Rényi Differential Privacy Bound for Repetitions with a Hard Upper Bound

    theoretical result

    Let λ>1\lambda > 1, m∈Nm \in \mathbb{N}, and let KK be a non-negative integer-valued random variable with probability generating function f(x)=∑k=0∞P[K=k]xkf(x) = \sum_{k=0}^\infty \mathbb{P}[K = k] x^k. Let K~\tilde{K} be KK conditioned on K≤mK \le m, i.e., P[K~=k]=P[K=k∣K≤m]\mathbb{P}[\tilde{K} = k] = \mathbb{P}[K = k \mid K \le m].

    Let Q,Q′Q, Q' be probability distributions over a totally ordered space Y\mathcal{Y}. Let AA and A′A' denote the distributions obtained by sampling K~\tilde{K}, drawing K~\tilde{K} independent samples from QQ and Q′Q' respectively, and outputting their maximum. Then:

    Dλ(A∥A′)≤Dλ(Q∥Q′)+1λ−1log⁡(f′(q)λf′(q′)1−λ)+log⁡(11−P[K>m])λ−1+log⁡(1+E[K⋅I[K>m]]E[K]−E[K⋅I[K>m]])D_\lambda(A \| A') \le D_\lambda(Q \| Q') + \frac{1}{\lambda - 1} \log \left( f'(q)^\lambda f'(q')^{1-\lambda} \right) + \frac{\log\left(\frac{1}{1 - \mathbb{P}[K > m]}\right)}{\lambda - 1} + \log\left( 1 + \frac{\mathbb{E}[K \cdot \mathbb{I}[K > m]]}{\mathbb{E}[K] - \mathbb{E}[K \cdot \mathbb{I}[K > m]]} \right)

    where q,q′∈[0,1]q, q' \in [0, 1] are obtained by postprocessing QQ and Q′Q' with the same function g:Y→[0,1]g: \mathcal{Y} \to [0, 1].

  11. Knowl 11 — Membership Inference Vulnerability in Non-Private Hyperparameter Tuning

    empirical result

    Tuning hyperparameters without differential privacy creates an information channel that leaks the presence of individual training points.

    In a soft-margin support vector machine (SVM) trained with SGD minimizing the loss lw,b(x,y)=∥w∥22+αmax⁡{0,1−y(w⋅x+b)}l_{w, b}(x, y) = \|w\|_2^2 + \alpha \max\{0, 1 - y(w \cdot x + b)\} on a dataset DD consisting of 40 samples from two 2D Gaussians with standard deviation 1.0 centered at μ−1=(7.86,−3.36)\mu_{-1} = (7.86, -3.36) and μ1=(6.42,−9.17)\mu_1 = (6.42, -9.17):

    1. Without outliers, training accuracy decreases monotonically as the regularization weight hyperparameter α\alpha increases.
    2. When 8 outlier points x0=(7.9,−8.0)x_0 = (7.9, -8.0) are added to the negative class in D′D', the accuracy curve exhibits a prominent turning point with optimal performance peaking around α=8\alpha = 8.

    An adversary observing the selected hyperparameter α\alpha can distinguish whether the outlier records were present in the training set, demonstrating that non-private hyperparameter tuning is vulnerable to membership inference.

Coverage note — None was omitted; all primary theoretical results (generic RDP bounds, negative binomial, Poisson, conditional threshold sampling, approximate DP extensions, hard truncation bounds, and deterministic repetition lower bounds), utility derivations, and empirical demonstrations have been captured.

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Citation

MLA
Papernot, N., and T. Steinke. “Hyperparameter Tuning with Renyi Differential Privacy”. arXiv, 2021, http://arxiv.org/abs/2110.03620v2.
APA
Papernot, N., & Steinke, T. (2021). Hyperparameter Tuning with Renyi Differential Privacy. arXiv. http://arxiv.org/abs/2110.03620v2
Chicago
Papernot, N., and T. Steinke. 2021. “Hyperparameter Tuning with Renyi Differential Privacy”. arXiv. http://arxiv.org/abs/2110.03620v2.
Harvard
Papernot, N. and Steinke, T. (2021) “Hyperparameter Tuning with Renyi Differential Privacy”, arXiv [Preprint]. Available at: http://arxiv.org/abs/2110.03620v2.
Vancouver
1. Papernot N, Steinke T (2021) Hyperparameter Tuning with Renyi Differential Privacy. arXiv

BibTeX

@article{papernot2021hyperparameter,
  title = {Hyperparameter Tuning with Renyi Differential Privacy},
  author = {Papernot, Nicolas and Steinke, Thomas},
  year = {2021},
  journal = {arXiv},
  url = {http://arxiv.org/abs/2110.03620v2},
  eprint = {2110.03620}
}
Metadata:arXiv

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