Benchmarking the Utility of Privacy-Preserving Cox Regression Under Data-Driven Clipping Bounds: A Multi-Dataset Simulation Study
- URL: http://arxiv.org/abs/2604.21491v1
- Date: Thu, 23 Apr 2026 09:53:15 GMT
- Title: Benchmarking the Utility of Privacy-Preserving Cox Regression Under Data-Driven Clipping Bounds: A Multi-Dataset Simulation Study
- Abstract summary: Differential privacy (DP) is a mathematical framework that guarantees individual privacy.<n>This study systematically evaluated the impact of DP mechanisms with data-driven clipping bounds on the Cox proportional hazards model.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Differential privacy (DP) is a mathematical framework that guarantees individual privacy; however, systematic evaluation of its impact on statistical utility in survival analyses remains limited. In this study, we systematically evaluated the impact of DP mechanisms (Laplace mechanism and Randomized Response) with data-driven clipping bounds on the Cox proportional hazards model, using 5 clinical datasets ($n = 168$--$6{,}524$), 15 levels of $\varepsilon$ (0.1--1000), and $B = 1{,}000$ Monte Carlo iterations. The data-driven clipping bounds used here are observed min/max and therefore do not provide formal $\varepsilon$-DP guarantees; the results represent an optimistic lower bound on utility degradation under formal DP. We compared three types of input perturbations (covariates only, all inputs, and the discrete-time model) with output perturbations (dfbeta-based sensitivity), using loss of significance rate (LSR), C-index, and coefficient bias as metrics. At standard DP levels ($\varepsilon \leq 1$), approximately 90% (90--94%) of the significant covariates lost significance, even in the largest dataset ($n = 6{,}524$), and the predictive performance approached random levels (test C-index $\approx 0.5$) under many conditions. Among the input perturbation approaches, perturbing only covariates preserved the risk-set structure and achieved the best recovery, whereas output perturbation (dfbeta-based sensitivity) maintained near-baseline performance at $\varepsilon \geq 5$. At $n \approx 3{,}000$, the significance recovered rapidly at $\varepsilon = 3$--10; however, in practice, $\varepsilon \geq 10$ (for predictive performance) to $\varepsilon \geq 30$--60 (for significance preservation) is required. In the moderate-to-high $\varepsilon$ range, false-positive rates increased for variables whose baseline $p$-values were near the significance threshold.
Related papers
- SANE: State Anomaly Neutralization for Stable Extreme-Context Delta-Rule Models [53.86918766240095]
Delta-Rule recurrent models maintain a fixed-size state, enabling $O(1)$ inference memory but potentially becoming unstable under extreme-context extrapolation.<n>We propose textbfState Anomaly Neutralization (SANE), which applies adaptive $tanh$ compression at chunk boundaries while preserving the intra-chunk parallel structure.
arXiv Detail & Related papers (2026-08-23T10:41:07Z) - From Training to Deployment: Post-Hoc Causal Feature Identification via Sensitivity Ratios [10.912482254600478]
Given a model that is already trained, which features does it rely on causally versus spuriously?<n>We introduce the textbfNormalised Sensitivity Ratio(NSR), a post-hoc, model-agnostic diagnostic for this question.
arXiv Detail & Related papers (2026-07-28T10:26:09Z) - How Neural Reward Models Learn Features for Policy Optimization: A Single-Index Analysis [53.063298916923976]
We study the feedback in a Gaussian single-index model with $r*(x) = *(langle *, xrangle)$ and $x sim N(0, I_d)$.<n>We analyze a two-stage neural reward model that first learns the hidden direction $*$ from reward-weighted samples and then fits the readout layer by weighted ridge regression.
arXiv Detail & Related papers (2026-05-23T22:00:38Z) - Adaptive Confidence Intervals in Efron's Gaussian Two-Groups Model [28.636700996382558]
Motivated by noise-oblivious nature of adversaries, we study confidence intervals for the null location parameter $$ in Efron's Gaussian two-groups fraction model.<n>We characterize the minimax-optimal length among confidence intervals with a prescribed coverage level uniformly over the unknown proportion contamination and all noise-oblivious adversaries.
arXiv Detail & Related papers (2026-04-28T22:40:54Z) - Optimal Unconstrained Self-Distillation in Ridge Regression: Strict Improvements, Precise Asymptotics, and One-Shot Tuning [61.07540493350384]
Self-distillation (SD) is the process of retraining a student on a mixture of ground-truth and the teacher's own predictions.<n>We show that for any prediction risk, the optimally mixed student improves upon the ridge teacher for every regularization level.<n>We propose a consistent one-shot tuning method to estimate $star$ without grid search, sample splitting, or refitting.
arXiv Detail & Related papers (2026-02-19T17:21:15Z) - Fundamental Limitations of Favorable Privacy-Utility Guarantees for DP-SGD [7.787109481104569]
We analyze Differentially Private Gradient Descent (DP-SGD) in the $f$differential privacy framework.<n>We prove that enforcing a small separation imposes a strict lower bound on the noise multiplier $$, which directly limits the achievable utility.<n>Our experiments confirm that the noise levels implied by this bound leads to significant accuracy degradation at realistic training settings.
arXiv Detail & Related papers (2026-01-15T09:50:36Z) - Nearly Optimal Differentially Private ReLU Regression [18.599299269974498]
We investigate one of the most fundamental non learning problems, ReLU regression, in the Differential Privacy (DP) model.<n>We relax the requirement of $epsilon$ and public data by proposing and analyzing a one-pass mini-batch Generalized Model Perceptron algorithm.
arXiv Detail & Related papers (2025-03-08T02:09:47Z) - Almost Minimax Optimal Best Arm Identification in Piecewise Stationary Linear Bandits [55.957560311008926]
We propose a piecewise stationary linear bandit (PSLB) model where the quality of an arm is measured by its return averaged over all contexts.
PS$varepsilon$BAI$+$ is guaranteed to identify an $varepsilon$-optimal arm with probability $ge 1-delta$ and with a minimal number of samples.
arXiv Detail & Related papers (2024-10-10T06:15:42Z) - S-BDT: Distributed Differentially Private Boosted Decision Trees [1.4785572573908556]
We introduce S-BDT: a novel $(varepsilon,delta)$-differentially private distributed gradient boosted decision tree (GBDT) learner.
S-BDT uses less noise by relying on non-spherical multivariate Gaussian noise.
We show that for situations where a GBDT is learning a stream of data that originates from different subpopulations, S-BDT improves the saving of epsilon even further.
arXiv Detail & Related papers (2023-09-21T13:09:10Z) - Near Sample-Optimal Reduction-based Policy Learning for Average Reward
MDP [58.13930707612128]
This work considers the sample complexity of obtaining an $varepsilon$-optimal policy in an average reward Markov Decision Process (AMDP)
We prove an upper bound of $widetilde O(H varepsilon-3 ln frac1delta)$ samples per state-action pair, where $H := sp(h*)$ is the span of bias of any optimal policy, $varepsilon$ is the accuracy and $delta$ is the failure probability.
arXiv Detail & Related papers (2022-12-01T15:57:58Z) - Differentially Private Image Classification from Features [53.75086935617644]
Leveraging transfer learning has been shown to be an effective strategy for training large models with Differential Privacy.
Recent works have found that privately training just the last layer of a pre-trained model provides the best utility with DP.
arXiv Detail & Related papers (2022-11-24T04:04:20Z) - Understanding the Under-Coverage Bias in Uncertainty Estimation [58.03725169462616]
quantile regression tends to emphunder-cover than the desired coverage level in reality.
We prove that quantile regression suffers from an inherent under-coverage bias.
Our theory reveals that this under-coverage bias stems from a certain high-dimensional parameter estimation error.
arXiv Detail & Related papers (2021-06-10T06:11:55Z) - Outlier-robust sparse/low-rank least-squares regression and robust
matrix completion [1.0878040851637998]
We study high-dimensional least-squares regression within a subgaussian statistical learning framework with heterogeneous noise.
We also present a novel theory of trace-regression with matrix decomposition based on a new application of the product process.
arXiv Detail & Related papers (2020-12-12T07:42:47Z) - Optimal Robust Linear Regression in Nearly Linear Time [97.11565882347772]
We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = langle X,w* rangle + epsilon$
We propose estimators for this problem under two settings: (i) $X$ is L4-L2 hypercontractive, $mathbbE [XXtop]$ has bounded condition number and $epsilon$ has bounded variance and (ii) $X$ is sub-Gaussian with identity second moment and $epsilon$ is
arXiv Detail & Related papers (2020-07-16T06:44:44Z)
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.