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Differentially Private SGD Without Clipping Bias: An Error-Feedback Approach

ICLR 2024 · Federated learning and privacy › Differential privacy · approach: DP-SGD refinements · 0 citations (OpenAlex)

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Proposes DiceSGD, a differentially private SGD with a clipped error-feedback mechanism that removes the constant clipping bias of DPSGD-GC while allowing a problem-independent clipping threshold, with Rényi-DP analysis.

Problem

DPSGD with gradient clipping converges only to a neighborhood (constant bias) unless clipping thresholds depend on unknown problem constants, degrading accuracy in practice.

Approach

A clipped error-feedback mechanism accumulates the unclipped error between clipped and unclipped updates, keeps it as a non-privatized hidden state, and feeds back a clipped version of it, so the fixed point of the algorithm is the true stationary point for any clipping threshold C2 >= C1 that is problem-independent.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use DiceSGD instead of DPSGD-GC with C=1.0DP ViT-small fine-tuning · CIFAR-10test accuracy: 95.2% -> 97.4%Helped
Use DiceSGD instead of DPSGD-GC with C=0.1DP ViT-small fine-tuning · CIFAR-10test accuracy: 94.5% -> 97.5%Helped
Use DiceSGD instead of DPSGD-GC with C=1.0DP ViT-small fine-tuning · CIFAR-100test accuracy: 79.0% -> 86.3%Helped
Use DiceSGD instead of DPSGD-GC with C=0.1DP ViT-small fine-tuning · CIFAR-100test accuracy: 78.9% -> 86.5%Helped
Use DiceSGD instead of DPSGD-GCDP GPT-2 fine-tuning · E2E NLG ChallengeBLEU: 56.8 -> 62.6Helped
Use DiceSGD instead of DPSGD-GCDP GPT-2 fine-tuning · E2E NLG ChallengeNIST: 4.83 -> 7.05Helped
Use DiceSGD instead of DPSGD-GCDP GPT-2 fine-tuning · E2E NLG ChallengeMETEOR: 36.2 -> 38.5Helped
Use DiceSGD instead of DPSGD-GCDP GPT-2 fine-tuning · E2E NLG ChallengeROUGE-L: 65.2 -> 66.6Helped
Use DiceSGD instead of DPSGD-GCDP GPT-2 fine-tuning · E2E NLG ChallengeCIDEr: 1.43 -> 1.83Helped
Use a smaller gradient clipping threshold C1 (ablation)DiceSGD · CIFAR-10 and CIFAR-100test accuracyHelped
Set feedback clipping threshold C2 equal to gradient clipping threshold C1 (ablation)DiceSGD · CIFAR-10 and CIFAR-100test accuracyHelped

Surprising findings

Limitations

Experimental setup

Datasets: CIFAR-10 CIFAR-100 E2E NLG Challenge ImageNet

Benchmarks: CIFAR-10 CIFAR-100 E2E NLG Challenge

Metrics: test accuracy BLEU NIST METEOR ROUGE-L CIDEr

Baselines: DPSGD-GC SGD

Builds on: DPSGD error feedback SGD Renyi differential privacy DP-Adam

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