This paper presents a nearly tight audit of the Differentially Private Stochastic Gradient Descent (DP-SGD) algorithm in the black-box model. Our auditing procedure empirically estimates the privacy leakage from DP-SGD using membership inference attacks; unlike prior work, the estimates are appreciably close to the theoretical DP bounds. The main intuition is to craft worst-case initial model parameters, as DP-SGD's privacy analysis is agnostic to the choice of the initial model parameters. For models trained with theoretical $\varepsilon=10.0$ on MNIST and CIFAR-10, our auditing procedure yields empirical estimates of $7.21$ and $6.95$, respectively, on 1,000-record samples and $6.48$ and $4.96$ on the full datasets. By contrast, previous work achieved tight audits only in stronger (i.e., less realistic) white-box models that allow the adversary to access the model's inner parameters and insert arbitrary gradients. Our auditing procedure can be used to detect bugs and DP violations more easily and offers valuable insight into how the privacy analysis of DP-SGD can be further improved.
Personal data collected at scale from surveys or digital devices offers important insights for statistical analysis and scientific research. Safely sharing such data while protecting privacy is however challenging. Anonymization allows data to be shared while minimizing privacy risks, but traditional anonymization techniques have been repeatedly shown to provide limited protection against re-identification attacks in practice. Among modern anonymization techniques, synthetic data generation (SDG) has emerged as a potential solution to find a good tradeoff between privacy and statistical utility. Synthetic data is typically generated using algorithms that learn the statistical distribution of the original records, to then generate "artificial" records that are structurally and statistically similar to the original ones. Yet, the fact that synthetic records are "artificial" does not, per se, guarantee that privacy is protected. In this work, we systematically evaluate the tradeoffs between protecting privacy and preserving statistical utility for a wide range of synthetic data generation algorithms. Modeling privacy as protection against attribute inference attacks (AIAs), we extend and adapt linear reconstruction attacks, which have not been previously studied in the context of synthetic data. While prior work suggests that AIAs may be effective only on few outlier records, we show they can be very effective even on randomly selected records. We evaluate attacks on synthetic datasets ranging from 10^3 to 10^6 records, showing that even for the same generative model, the attack effectiveness can drastically increase when a larger number of synthetic records is generated. Overall, our findings prove that synthetic data is subject to privacy-utility tradeoffs just like other anonymization techniques: when good utility is preserved, attribute inference can be a risk for many data subjects.