PE-SGD Uses Synthetic Gradients to Make Differential Privacy Work in Small-Data Training

burkov · x · 2026-11-07

A writeup on PE-SGD, a method for differentially private training when only a few hundred private examples are available—a setting where standard privacy-preserving training usually degrades badly.

PE-SGD projects information from private-example gradients into a lower-dimensional space spanned by synthetic-example gradients, then adds privacy noise to the final projection coefficients. Two key design choices are evaluated: dynamically evolving the synthetic set as the model updates (instead of keeping it fixed), and injecting noise at a more effective stage of the update.

The result: formal privacy guarantees with substantially less task-performance loss in small-data private training.

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