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We study the problem of subsampling in differential privacy (DP), a question that is the centerpiece behind many successful differentially private machine learning algorithms. Specifically, we provide a tight upper bound on the Renyi Differential Privacy (RDP) [Mironov, 2017] parameters for algorithms that: (1) subsample the dataset, and then (2) apply a randomized mechanism M to the subsample, in terms of the RDP parameters of M and the subsampling probability parameter.
Our results generalize the moments accounting technique, developed by [Abadi et al. 2016] for the Gaussian mechanism, to any subsampled RDP mechanism.
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