Refined Differentially Private Linear Regression via Extension of a Free Lunch Result

We study differentially private (DP) regression in settings where each data sample includes public, non-sensitive features -- common in applications such as recommendation and advertising systems. While such label-DP or semi-sensitive-feature settings have been primarily explored in the context of classification, effective approaches for regression remain underexplored. We introduce Cond-DP, a conditioned variant of DPSGD that leverages the structure of public feature matrices to improve optimization under privacy constraints. Motivated by the observation that these public features often exhibit rapidly decaying spectra, Cond-DP incorporates a data-driven conditioning matrix to reshape the optimization landscape and accelerate convergence. We provide convergence guarantees for convex, strongly convex, and non-convex settings, and recover standard DPSGD as a special case when the conditioning matrix is the identity. We show how to construct an effective conditioning matrix for Cond-DP directly from public features, enabling provably faster convergence than DPSGD in private linear regression without incurring additional privacy cost. Empirically, Cond-DP with this conditioning matrix consistently outperforms state-of-the-art baselines across a wide range of datasets and model architectures under label DP, demonstrating strong and robust performance in practice.

Sparse linear regression is a fundamental problem in high-dimensional statistics, and its private counterparts leave a large gap between the central and the local model of differential privacy. Shuffled differential privacy (SDP) sits between the two, offering accuracy closer to the central model without the trust requirement of a central curator. This paper studies sparse linear regression under both non-interactive and interactive SDP protocols. In the non-interactive setting, any non-interactive $(ε,δ)$-SDP protocol is shown to incur an $\ell_2$-norm estimation error of $Ω( \frac{\sqrt{dk}}{nε} )$ with dimension $d$, sparsity $k$, and $n$ users, revealing an inherent dimensionality barrier. In addition, a non-interactive algorithm is proposed that achieves an $\ell_2$-norm upper bound of $\tilde{\mathcal{O}}( \sqrt{\frac{k}{n}} + \frac{d\sqrt{k}}{nε})$. To overcome this barrier, we turn to the interactive user-level setting, where each user holds $m$ samples. A two-round interactive algorithm is developed that first recovers the support through a heavy hitter step and then estimates the parameter, achieving an error of $\tilde{\mathcal{O}}( \sqrt{\frac{k}{nm}} + \frac{k}{n\sqrt{m}ε} )$ with no polynomial dependence on $d$. Furthermore, by extending the score attack framework to user-level data, a new lower bound $Ω( \sqrt{\frac{k\log(d/k)}{nm}} + \frac{k\log(d/k)}{n\sqrt{m}ε} )$ is established for any user-level $(ε,δ)$-DP, showing that the proposed algorithm is near-optimal with only a gap of the factor $\log(d/k)$.

Differential privacy (DP) in machine learning is typically achieved by adding noise to model parameters (private learning) or to model outputs (private prediction). Recent work uses formal methods, namely abstract interpretation, to provide tighter privacy guarantees, but only for private prediction in classification settings. In this work, we investigate the use of formal methods as a general tool for tighter privacy analysis. First, we generalize the abstract gradient training (AGT) framework to private prediction in continuous, unbounded regression. Second, by reducing learning in parameterized models to a regression problem over the parameter space, we introduce Abstract Gradient Sampling (AGS), an algorithm that enables reachability-based analysis to provide guarantees for private learning. In both private prediction and private learning, we provide tightened privacy accounting for the AGT framework and a theoretical analysis demonstrating when our smooth sensitivity upper-bounds yield favourable privacy-utility trade-off. In practice, we validate that our regression bounds are tighter than global-sensitivity baselines on regression benchmarks, and, notably, yield the first finite privacy guarantees in settings where global prediction sensitivity is a priori unbounded. We also find that under matched conditions, our private learning algorithm can outperform standard private learners.