Less Random, More Private: What is the Optimal Subsampling Scheme for DP-SGD?

TL;DR

This paper introduces Balanced Iteration Subsampling (BIS), a structured sampling scheme for DP-SGD that reduces participation variance and achieves stronger privacy amplification than Poisson subsampling, especially in low-noise regimes.

Contribution

The authors propose BIS, a novel structured subsampling scheme that outperforms Poisson sampling in privacy amplification and provide a practical Monte Carlo accountant for it.

Findings

BIS achieves stronger privacy amplification than Poisson subsampling.

BIS reduces the required noise multiplier by up to 9.6%.

Structured participation in sampling improves privacy and practicality.

Abstract

Poisson subsampling is the default sampling scheme in differentially private machine learning, largely because its unstructured randomness yields tractable privacy amplification analyses. Yet this same randomness introduces substantial participation variance: each sample appears in very different numbers of training iterations. In this work, we show that this variance is not merely a practical artifact to be tolerated, but a fundamental source of suboptimal privacy amplification. We prove that Balanced Iteration Subsampling (BIS), a structured scheme in which each sample participates in exactly a fixed number of iterations, achieves stronger privacy amplification than Poisson subsampling and is optimal at both extremes of the noise spectrum ($\sigma \to 0$ and $\sigma \to \infty$). Our analysis reveals that the privacy-noise tradeoff is governed not by maximizing randomness, but by eliminating participation variance while preserving uniform marginal participation across iterations. To translate this asymptotic theory into finite-noise guarantees, we introduce a practical near-exact Monte Carlo accountant for BIS, which removes the analytical slack of existing RDP and composition-based PLD analyses. Evaluations across more than 60 practical DP-SGD configurations show that BIS consistently outperforms Poisson subsampling in the low-noise regimes most relevant for high-utility private training, reducing the required noise multiplier by up to $9.6\%$. These results overturn the common intuition that more sampling randomness necessarily yields stronger privacy amplification: in DP-SGD, structured participation can be both more practical and more private. Our implementation is available at https://github.com/dong-xin-ao-andy/bis-mc-accountant.