Differentially Private Sparse Linear Regression with Heavy-Tailed Responses

Xizhi Tian, Meng Ding, Touming Tao, Zihang Xiang, Di Wang

Abstract: 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 \( \tilde{O}\biggl ( s^{* \frac{1 }{2}} \cdot \biggl (\frac{\log d}{n}\biggr )^{\frac{\zeta }{1 + \zeta }} + s^{* \frac{1 + 2\zeta }{2 + 2\zeta }} \cdot \biggl (\frac{\log ^2 d}{n \varepsilon }\biggr )^{\frac{\zeta }{1 + \zeta }} \biggr ) \) under the \((\varepsilon , \delta )\)-DP model, where n is the sample size, d is the dimensionality, \(s^*\) is the sparsity of the parameter, and \(\zeta \in (0, 1]\) 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 \(\zeta \). Finally, through experiments on synthetic and real-world datasets, we demonstrate that our methods outperform standard DP algorithms designed for “regular” data.

External IDs:dblp:conf/pkdd/TianDTXW25