When to spend privacy: optimal allocation in private learning

Abstract

Privacy accounting bounds the cumulative privacy cost of Differentially Private Stochastic Gradient Descent but does not determine how to allocate a fixed budget across iterations. We formulate the complete Gaussian noise-variance schedule as an open-loop control under a composed zero-Concentrated Differential Privacy constraint, explicitly accounting for schedule selection. For expected quadratic terminal tracking, we prove that every local minimizer exhausts the certified budget, yielding an exact-budget simplex formulation. We introduce Privacy-Budget Adjoint Mirror Descent (PB-AMD), combining pathwise adjoint gradients with entropic updates that preserve positivity, charge floors, and the prescribed budget. Under regularity and coercivity assumptions, we establish existence and budget stability of optimal schedules, design-to-training utility stability, and deterministic, stochastic, and sample-average stationarity guarantees. A linear-quadratic reduction yields an explicit square-root allocation law. Experiments demonstrate tracking improvements over several allocation rules and predictive improvements over uniform allocation in a learning-rate restart setting, where learning-rate allocation performs similarly. Comparisons at a common stationarity tolerance show lower schedule-optimization times than projected gradient descent on the tested problems. The framework connects certified privacy accounting with optimization through nonlinear training dynamics.