Optimizing Canaries for Privacy Auditing with Metagradient Descent

In this work we study black-box privacy auditing, where the goal is to lower bound the privacy parameter of a differentially private learning algorithm using only the algorithm's outputs (i.e., final trained model). For DP-SGD (the most successful method for training differentially private deep learning models), the canonical auditing approach uses membership inference - an auditor comes with a small set of special "canary" examples, inserts a random subset of them into the training set, and then tries to discern which of their canaries were included in the training set (typically via a membership inference attack). The auditor's success rate then provides a lower bound on the privacy parameters of the learning algorithm. Our main contribution is a method for optimizing the auditor's canary set to improve privacy auditing, leveraging recent work on metagradient optimization (Engstrom et al., 2025). Our empirical evaluation demonstrates that in certain instances, using such optimized canaries can improve empirical lower bounds for differentially private image classification models by several times when compared to canaries proposed in prior work. Furthermore, we demonstrate that our method is DP-SGD agnostic and efficient: canaries optimized for non-private SGD with a small model architecture remain effective when auditing larger models trained with DP-SGD.