Differentially Private Sparse Linear Regression with Heavy-tailed Responses

Fuente: arXiv
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Main Authors: Tian, Xizhi, Ding, Meng, Tao, Touming, Xiang, Zihang, Wang, Di
Format: Preprint
Published: 2025
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author Tian, Xizhi
Ding, Meng
Tao, Touming
Xiang, Zihang
Wang, Di
author_facet Tian, Xizhi
Ding, Meng
Tao, Touming
Xiang, Zihang
Wang, Di
contents As a fundamental problem in machine learning and differential privacy (DP), DP linear regression has been extensively studied. However, most existing methods focus primarily on either regular data distributions or low-dimensional cases with irregular data. To address these limitations, this paper provides a comprehensive study of DP sparse linear regression with heavy-tailed responses in high-dimensional settings. In the first part, we introduce the DP-IHT-H method, which leverages the Huber loss and private iterative hard thresholding to achieve an estimation error bound of \( \tilde{O}\biggl( s^{* \frac{1 }{2}} \cdot \biggl(\frac{\log d}{n}\biggr)^{\fracζ{1 + ζ}} + s^{* \frac{1 + 2ζ}{2 + 2ζ}} \cdot \biggl(\frac{\log^2 d}{n \varepsilon}\biggr)^{\fracζ{1 + ζ}} \biggr) \) under the $(\varepsilon, δ)$-DP model, where $n$ is the sample size, $d$ is the dimensionality, $s^*$ is the sparsity of the parameter, and $ζ\in (0, 1]$ characterizes the tail heaviness of the data. In the second part, we propose DP-IHT-L, which further improves the error bound under additional assumptions on the response and achieves \( \tilde{O}\Bigl(\frac{(s^*)^{3/2} \log d}{n \varepsilon}\Bigr). \) Compared to the first result, this bound is independent of the tail parameter $ζ$. Finally, through experiments on synthetic and real-world datasets, we demonstrate that our methods outperform standard DP algorithms designed for ``regular'' data.
format Preprint
id arxiv_https___arxiv_org_abs_2506_06861
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Differentially Private Sparse Linear Regression with Heavy-tailed Responses
Tian, Xizhi
Ding, Meng
Tao, Touming
Xiang, Zihang
Wang, Di
Machine Learning
Cryptography and Security
As a fundamental problem in machine learning and differential privacy (DP), DP linear regression has been extensively studied. However, most existing methods focus primarily on either regular data distributions or low-dimensional cases with irregular data. To address these limitations, this paper provides a comprehensive study of DP sparse linear regression with heavy-tailed responses in high-dimensional settings. In the first part, we introduce the DP-IHT-H method, which leverages the Huber loss and private iterative hard thresholding to achieve an estimation error bound of \( \tilde{O}\biggl( s^{* \frac{1 }{2}} \cdot \biggl(\frac{\log d}{n}\biggr)^{\fracζ{1 + ζ}} + s^{* \frac{1 + 2ζ}{2 + 2ζ}} \cdot \biggl(\frac{\log^2 d}{n \varepsilon}\biggr)^{\fracζ{1 + ζ}} \biggr) \) under the $(\varepsilon, δ)$-DP model, where $n$ is the sample size, $d$ is the dimensionality, $s^*$ is the sparsity of the parameter, and $ζ\in (0, 1]$ characterizes the tail heaviness of the data. In the second part, we propose DP-IHT-L, which further improves the error bound under additional assumptions on the response and achieves \( \tilde{O}\Bigl(\frac{(s^*)^{3/2} \log d}{n \varepsilon}\Bigr). \) Compared to the first result, this bound is independent of the tail parameter $ζ$. Finally, through experiments on synthetic and real-world datasets, we demonstrate that our methods outperform standard DP algorithms designed for ``regular'' data.
title Differentially Private Sparse Linear Regression with Heavy-tailed Responses
topic Machine Learning
Cryptography and Security
url https://arxiv.org/abs/2506.06861