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We derive the optimal differential privacy (DP) parameters of a mechanism that satisfies a given level of R\'enyi differential privacy (RDP).
- Our result is based on the joint range of two $f$-divergences that underlie the approximate and the R\'enyi variations of differential privacy.
- We apply our result to the moments accountant framework for characterizing privacy guarantees of stochastic gradient descent.
- When compared to the state-of-the-art, our bounds may lead to about 100 more stochastic gradient descent iterations for training deep learning models for the same privacy budget.
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