Internet of Things (IoT) devices are becoming increasingly popular and are influencing many application domains such as healthcare and transportation. These devices are used for real-world applications such as sensor monitoring, real-time control. In this work, we look at differentially private (DP) neural network (NN) based network intrusion detection systems (NIDS) to detect intrusion attacks on networks of such IoT devices. Existing NN training solutions in this domain either ignore privacy considerations or assume that the privacy requirements are homogeneous across all users. We show that the performance of existing differentially private stochastic methods degrade for clients with non-identical data distributions when clients privacy requirements are heterogeneous. We define a cohort-based $(epsilon,delta)$-DP framework that models the more practical setting of IoT device cohorts with non-identical clients and heterogeneous privacy requirements. We propose two novel continual-learning based DP training methods that are designed to improve model performance in the aforementioned setting. To the best of our knowledge, ours is the first system that employs a continual learning-based approach to handle heterogeneity in client privacy requirements. We evaluate our approach on real datasets and show that our techniques outperform the baselines. We also show that our methods are robust to hyperparameter changes. Lastly, we show that one of our proposed methods can easily adapt to post-hoc relaxations of client privacy requirements.
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