  DP-SGD has emerged as a popular method to protect personally identifiable
information in deep learning applications. Unfortunately, DP-SGD's per-sample
gradient clipping and uniform noise addition during training can significantly
degrade model utility. To enhance the model's utility, researchers proposed
various adaptive DP-SGD methods. However, we examine and discover that these
techniques result in greater privacy leakage or lower accuracy than the
traditional DP-SGD method, or a lack of evaluation on a complex data set such
as CIFAR100. To address these limitations, we propose an Auto DP-SGD. Our
method automates clipping threshold estimation based on the DL model's gradient
norm and scales the gradients of each training sample without losing gradient
information. This helps to improve the algorithm's utility while using a less
privacy budget. To further improve accuracy, we introduce automatic noise
multiplier decay mechanisms to decrease the noise multiplier after every epoch.
Finally, we develop closed-form mathematical expressions using tCDP accountant
for automatic noise multiplier and automatic clipping threshold estimation.
Through extensive experimentation, we demonstrate that Auto DP-SGD outperforms
existing SOTA DP-SGD methods in privacy and accuracy on various benchmark
datasets. We also show that privacy can be improved by lowering the scale
factor and using learning rate schedulers without significantly reducing
accuracy. Specifically, Auto DP-SGD, when used with a step noise multiplier,
improves accuracy by 3.20, 1.57, 6.73, and 1.42 for the MNIST, CIFAR10,
CIFAR100, and AG News Corpus datasets, respectively. Furthermore, it obtains a
substantial reduction in the privacy budget of 94.9, 79.16, 67.36, and 53.37
for the corresponding data sets.
