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The Cost of Shuffling in Private Gradient Based Optimization

2025/02/05 by Jiang, Shuli, Sharma, Pranay, Wu, Zhiwei Steven +1
#FOS: Computer and information sciences #Machine Learning (cs.LG)

paper · doi:10.48550/arxiv.2502.03652

Abstract

We consider the problem of differentially private (DP) convex empirical risk minimization (ERM). While the standard DP-SGD algorithm is theoretically well-established, practical implementations often rely on shuffled gradient methods that traverse the training data sequentially rather than sampling with replacement in each iteration. Despite their widespread use, the theoretical privacy-accuracy trade-offs of private shuffled gradient methods (DP-ShuffleG) remain poorly understood, leading to a gap between theory and practice. In this work, we leverage privacy amplification by iteration (PABI) and a novel application of Stein's lemma to provide the first empirical excess risk bound of DP-ShuffleG. Our result shows that data shuffling results in worse empirical excess risk for DP-ShuffleG compared to DP-SGD. To address this limitation, we propose Interleaved-ShuffleG, a hybrid approach that integrates public data samples in private optimization. By alternating optimization steps that use private and public samples, Interleaved-ShuffleG effectively reduces empirical excess risk. Our analysis introduces a new optimization framework with surrogate objectives, adaptive noise injection, and a dissimilarity metric, which can be of independent interest. Our experiments on diverse datasets and tasks demonstrate the superiority of Interleaved-ShuffleG over several baselines.

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