Skellam Mixture Mechanism: a Novel Approach to Federated Learning with Differential Privacy

Deep neural networks have strong capabilities of memorizing the underlying training data, which can be a serious privacy concern. An effective solution to this problem is to train models with differential privacy, which provides rigorous privacy guarantees by injecting random noise to the gradients. This paper focuses on the scenario where sensitive data are distributed among multiple participants, who jointly train a model through federated learning (FL), using both secure multiparty computation (MPC) to ensure the confidentiality of each gradient update, and differential privacy to avoid data leakage in the resulting model. A major challenge in this setting is that common mechanisms for enforcing DP in deep learning, which inject real-valued noise, are fundamentally incompatible with MPC, which exchanges finite-field integers among the participants. Consequently, most existing DP mechanisms require rather high noise levels, leading to poor model utility. Motivated by this, we propose Skellam mixture mechanism (SMM), an approach to enforce DP on models built via FL. Compared to existing methods, SMM eliminates the assumption that the input gradients must be integer-valued, and, thus, reduces the amount of noise injected to preserve DP. Further, SMM allows tight privacy accounting due to the nice composition and sub-sampling properties of the Skellam distribution, which are key to accurate deep learning with DP. The theoretical analysis of SMM is highly non-trivial, especially considering (i) the complicated math of differentially private deep learning in general and (ii) the fact that the mixture of two Skellam distributions is rather complex, and to our knowledge, has not been studied in the DP literature. Extensive experiments on various practical settings demonstrate that SMM consistently and significantly outperforms existing solutions in terms of the utility of the resulting model.

DPIS: An Enhanced Mechanism for Differentially Private SGD with Importance Sampling

Nowadays, differential privacy (DP) has become a well-accepted standard for privacy protection, and deep neural networks (DNN) have been immensely successful in machine learning. The combination of these two techniques, i.e., deep learning with differential privacy, promises the privacy-preserving release of high-utility models trained with sensitive data such as medical records. A classic mechanism for this purpose is DP-SGD, which is a differentially private version of the stochastic gradient descent (SGD) optimizer commonly used for DNN training. Subsequent approaches have improved various aspects of the model training process, including noise decay schedule, model architecture, feature engineering, and hyperparameter tuning. However, the core mechanism for enforcing DP in the SGD optimizer remains unchanged ever since the original DP-SGD algorithm, which has increasingly become a fundamental barrier limiting the performance of DP-compliant machine learning solutions. Motivated by this, we propose DPIS, a novel mechanism for differentially private SGD training that can be used as a drop-in replacement of the core optimizer of DP-SGD, with consistent and significant accuracy gains over the latter. The main idea is to employ importance sampling (IS) in each SGD iteration for mini-batch selection, which reduces both sampling variance and the amount of random noise injected to the gradients that is required to satisfy DP. Integrating IS into the complex mathematical machinery of DP-SGD is highly non-trivial. DPIS addresses the challenge through novel mechanism designs, fine-grained privacy analysis, efficiency enhancements, and an adaptive gradient clipping optimization. Extensive experiments on four benchmark datasets, namely MNIST, FMNIST, CIFAR-10 and IMDb, demonstrate the superior effectiveness of DPIS over existing solutions for deep learning with differential privacy.