Task-aware Kernel Stein certificates for Rényi differential privacy

Rènyi differential privacy, based on Rènyi divergence, has become a notion of choice for privacy guarantees. However, outside the Gaussian setting, Rènyi divergence can be difficult to compute. In particular, Rènyi differential privacy guarantees that exploit task-specific information, as in Rènyi Pufferfish privacy, can be challenging. Here we use kernel Stein discrepancies based on escort distributions to provide certificates for Rènyi differential privacy. By designing the kernel to focus on the relevant privacy directions, we also derive task-aware privacy certificates. We provide exact…

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