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A New Linear Scaling Rule for Private Adaptive Hyperparameter Optimization

ICML 2024 · Federated learning and privacy › Differential privacy · approach: DP-SGD refinements · 1 citations (OpenAlex)

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Proposes a private adaptive HPO method that tunes a single scalar r = learning rate × steps using cheap low-epsilon trials, fits a line in epsilon, and scales r linearly to the target privacy budget, accounting for HPO privacy cost.

Problem

Hyperparameter optimization for DP-SGD is costly and its privacy cost is usually not accounted for, since standard grid/random search requires many trials that consume privacy budget.

Approach

Combine learning rate and number of iterations into a single radius r = eta x T, estimate optimal r at small epsilons via cheap trials, fit a line r(eps) and extrapolate to the target epsilon, so HPO costs only a small fraction of the privacy budget.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use linear-scaling adaptive HPO instead of random searchCIFAR10 without public data · CIFAR10accuracy: 44 -> 62.63Helped
use linear-scaling adaptive HPO instead of random searchCIFAR100 · CIFAR100accuracy: 84.44 -> 89.10Helped
use linear-scaling adaptive HPO instead of random searchImageNet · ImageNetaccuracy: 81.2 -> 86.7Helped
use linear-scaling adaptive HPO instead of random searchSQuAD with public data · SQuADaccuracy: 49.33 -> 78.08Helped
use linear-scaling adaptive HPO instead of prior private HPOCIFAR10 linear probing · CIFAR10, ε=1accuracy: 67% -> 70.5%; 66% -> 70.5%Helped
use data-dependent linear-scaling HPO instead of DPAdamWOSMImageNet · ImageNet, ε=1accuracy: 79% -> 87%Helped
use a linear fit with 3 points rather than 2 (ablation)linear-scaling HPO · ImageNetmean accuracy: 86.69 (0.86) -> 87.81 (0.86)Helped
use a quadratic fit with 3 points rather than a linear fit with 2 (ablation)linear-scaling HPO · ImageNetmean accuracy: 86.69 (0.86) -> 86.64 (1.08)No clear effect
add batch size and clipping threshold to the optimized hyperparameters (ablation)linear-scaling HPO · CIFAR100accuracy: 89.10 -> 87.9 ± 1.9Hurt
add a classifier without bias (ablation)CIFAR100 private training · CIFAR100, ε=0.1accuracy improvement: 0.36Helped
use zero initialization instead of random initialization (ablation)CIFAR100 private training · CIFAR100, ε=0.1accuracy improvement: 6.81Helped
use gradient descent instead of SGD with batch size 4096 (ablation)CIFAR100 private training · CIFAR100, ε=0.1accuracy improvement: 1.46Helped

Surprising findings

Limitations

Experimental setup

Datasets: ImageNet CIFAR10 CIFAR100 FashionMNIST STL10 EMNIST SQuAD SST-2 QNLI QQP MNLI PersonaChat

Benchmarks: ImageNet CIFAR10 CIFAR100 FashionMNIST STL10 EMNIST SQuAD SST-2 QNLI QQP MNLI PersonaChat

Metrics: accuracy perplexity relative error rate reduction privacy cost (epsilon)

Baselines: random search grid search DPAdamWOSM Rényi DP private HPO methods DP-Adam prior work on ImageNet

Builds on: DP-SGD PLD accounting random search Rényi DP private HPO

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