Refined Differentially Private Linear Regression via Extension of a Free Lunch Result
- URL: http://arxiv.org/abs/2604.11820v1
- Date: Sat, 11 Apr 2026 02:30:20 GMT
- Title: Refined Differentially Private Linear Regression via Extension of a Free Lunch Result
- Abstract summary: We show that multidimensional simplex transformations can be applied to refine the estimates of sufficient statistics for private simple linear regression.<n>Our proposed transformations have general applicability and can be readily adapted for differentially private regression.
- Score: 2.0875529088206553
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: As data-privacy regulations tighten and statistical models are increasingly deployed on sensitive human-sourced data, privacy-preserving linear regression has become a critical necessity. For the add-remove DP model, Kulesza et al. (2024) and Fitzsimons et al. (2024) have independently shown that the size of the dataset -- an important statistic for linear regression -- can be privately estimated for "free", via a simplex transformation of bounded variables and private sum queries on the transformed variables. In this work, we extend this free lunch result via carefully crafted multidimensional simplex transformations to variables and functions that are bounded in the interval [0,1]. We show that these transformations can be applied to refine the estimates of sufficient statistics needed for private simple linear regression based on ordinary least squares. We provide both analytical and numerical results to demonstrate the superiority of our approach. Our proposed transformations have general applicability and can be readily adapted for differentially private polynomial regression.
Related papers
- Differentially Private Inference for Longitudinal Linear Regression [9.16331221881594]
We develop a comprehensive framework for estimation and inference in longitudinal linear regression under user-level DP.<n>For inference, we develop a privatized estimator that is automatically heteroskedasticity- and autocorrelation-consistent.<n>These results provide the first unified framework for practical user-level DP estimation and inference.
arXiv Detail & Related papers (2026-01-15T17:47:02Z) - Private Sketches for Linear Regression [2.959915525479836]
We release differentially private sketches for the problems of least squares and absolute deviations regression.<n>The availability of these private sketches facilitates the application of commonly available solvers for regression.
arXiv Detail & Related papers (2025-11-10T18:22:40Z) - High-Dimensional Differentially Private Quantile Regression: Distributed Estimation and Statistical Inference [0.26784722398800515]
We propose a differentially private quantile regression method for high-dimensional data in a distributed setting.<n>We develop a differentially private estimation algorithm with iterative updates, ensuring near-optimal statistical accuracy and formal privacy guarantees.
arXiv Detail & Related papers (2025-08-07T09:47:44Z) - Beyond Covariance Matrix: The Statistical Complexity of Private Linear Regression [66.93988594607842]
Under privacy constraints, the complexity of private linear regression is emphnot captured by the usual covariance matrix.<n>We introduce an Information-Weighted Regression method that attains the optimal rates.<n> Notably, our results demonstrate that joint privacy comes at almost no additional cost.
arXiv Detail & Related papers (2025-02-18T18:35:24Z) - Geometry-Aware Instrumental Variable Regression [56.16884466478886]
We propose a transport-based IV estimator that takes into account the geometry of the data manifold through data-derivative information.
We provide a simple plug-and-play implementation of our method that performs on par with related estimators in standard settings.
arXiv Detail & Related papers (2024-05-19T17:49:33Z) - Private Gradient Descent for Linear Regression: Tighter Error Bounds and
Instance-Specific Uncertainty Estimation [17.84129947587373]
We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss.
Our analysis leads to new results on the algorithm's accuracy.
arXiv Detail & Related papers (2024-02-21T04:58:41Z) - $p$-Generalized Probit Regression and Scalable Maximum Likelihood
Estimation via Sketching and Coresets [74.37849422071206]
We study the $p$-generalized probit regression model, which is a generalized linear model for binary responses.
We show how the maximum likelihood estimator for $p$-generalized probit regression can be approximated efficiently up to a factor of $(1+varepsilon)$ on large data.
arXiv Detail & Related papers (2022-03-25T10:54:41Z) - Time varying regression with hidden linear dynamics [74.9914602730208]
We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system.
Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model can be estimated from data by combining just two ordinary least squares estimates.
arXiv Detail & Related papers (2021-12-29T23:37:06Z) - Near-optimal inference in adaptive linear regression [60.08422051718195]
Even simple methods like least squares can exhibit non-normal behavior when data is collected in an adaptive manner.
We propose a family of online debiasing estimators to correct these distributional anomalies in at least squares estimation.
We demonstrate the usefulness of our theory via applications to multi-armed bandit, autoregressive time series estimation, and active learning with exploration.
arXiv Detail & Related papers (2021-07-05T21:05:11Z) - Strongly universally consistent nonparametric regression and
classification with privatised data [2.879036956042183]
We revisit the classical problem of nonparametric regression, but impose local differential privacy constraints.
We design a novel estimator of the regression function, which can be viewed as a privatised version of the well-studied partitioning regression estimator.
arXiv Detail & Related papers (2020-10-31T09:00:43Z) - Optimal Feature Manipulation Attacks Against Linear Regression [64.54500628124511]
In this paper, we investigate how to manipulate the coefficients obtained via linear regression by adding carefully designed poisoning data points to the dataset or modify the original data points.
Given the energy budget, we first provide the closed-form solution of the optimal poisoning data point when our target is modifying one designated regression coefficient.
We then extend the analysis to the more challenging scenario where the attacker aims to change one particular regression coefficient while making others to be changed as small as possible.
arXiv Detail & Related papers (2020-02-29T04:26:59Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.