Many machine learning applications involve sensitive data and therefore require training under differential privacy (DP). However, DP training often degrades model utility. In some cases, first pre-training the model on "public" data before finetuning with DP on the sensitive data can reduce the drop in utility. However, the success of this depends on how relevant the selected public dataset is to the sensitive data. We introduce the first pipeline that privately learns the mixture of several public datasets to pretrain on for a given sensitive downstream task. Our key insight is that we can privately find the best mixture of multiple public datasets by privately learning a low-dimensional linear model. We tested our method on the NIH dataset for X-ray classification and the ENRON email dataset for language modeling. Applying our method to find tailored mixtures of X-ray datasets to pretrain on for diseases in the NIH ChestX-ray14 dataset, we improved macro AUC by up to 0.037 across privacy budgets compared to the baselines, with gains as large as +22.8% relative AUC on Cardiomegaly at $ε=1$. For DP training on the ENRON dataset, pre-training on our mixture of The Common Pile (a collection of public-domain text datasets) decreased test perplexity by 16% relative to the baseline mixtures.

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