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Private Hyperparameter Tuning with Ex-Post Guarantee

NeurIPS 2025 · Federated learning and privacy › Differential privacy · approach: Private data analysis frameworks · 0 citations (OpenAlex)

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Proposes the first ex-post differential privacy hyperparameter tuning algorithm (random dropping with correlated geometric/exponential noise), giving at most ~2x the privacy cost of the selected base mechanism, plus an ex-post Rényi DP extension and a privacy filter.

Problem

Utility-first privacy: practitioners want to reach a utility bar (or tune hyperparameters including privacy budget) and pay only the privacy cost of the output actually released, but prior ex-post DP work covers only simple Laplace/Gaussian mechanisms and existing hyperparameter tuning methods requi

Approach

Sample one correlated noise level k shared across all mechanisms and randomly drop each mechanism run with probability e^{-eps_i k}; take the maximum surviving output. The privacy loss of the returned output from M_i is about 2*eps_i + eps', regardless of other mechanisms run, and an RDP variant uses exponential noise with shifted couplings.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use the proposed tuning algorithm with Laplace noise instead of the doubling mechanismPure-DP answer estimation · S8000–S128000 and RedditProduced Answers: 14.77 -> 20.37 (S8000); 76.09 -> 102.1 (S128000); 279.7 -> 327.5 (Reddit)Helped
Use the proposed tuning algorithm with Gaussian noise instead of Brownian MotionApproximate-DP answer estimation · S8000–S128000Produced Answers: 28.63 -> 6.694 (S8000); 269.7 -> 52.33 (S128000)Hurt
Use the proposed tuning algorithm instead of Brownian MotionMachine-learning privacy tuning · Twitter, MNIST, and GisetteEx-post (ε, 10⁻⁶)-DP guarantee: 0.77 -> 0.28 (Twitter); 0.62 -> 0.32 (MNIST); 0.33 -> 0.23 (Gisette)Helped
Use the proposed tuning algorithm instead of the doubling mechanismDP-SGD hyperparameter tuning · Twitter, MNIST, and GisetteEx-post (ε, 10⁻⁶)-DP guarantee: 0.55 -> 0.28 (Twitter); 0.38 -> 0.32 (MNIST); 0.54 -> 0.23 (Gisette)Helped

Surprising findings

Limitations

Experimental setup

Datasets: Synthetic power-law histograms (N from 8000 to 128000) webis/tldr-17 Reddit Twitter time series (100000 subsample) MNIST Gisette

Benchmarks: Synthetic power-law histograms Reddit tldr-17 histogram Twitter linear regression MSE MNIST accuracy Gisette accuracy

Metrics: number of produced answers precision (fraction within 10% relative error) average ex-post epsilon at delta=1e-6

Baselines: Doubling mechanism Noise reduction mechanism (Laplace) Brownian motion mechanism with AboveThreshold Doubling mechanism with Gaussian and zCDP Opacus DP-SGD

Builds on: AboveThreshold / sparse vector technique Liu and Talwar hyperparameter tuning Brownian motion noise reduction (Whitehouse et al.) DP-SGD Opacus

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