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.
Figures & tables
Statistic
DP-SS Var(⋅~)
DP-RSS Var(⋅^)
Improv
n
ε216
ε212
1.33×
Sx2
ε232
3ε220
4.80×
Sxy
ε232
3ε220
4.80×
Sx
ε232
3ε232
3.00×
Sy
ε232
3ε232
3.00×
Table 1: Comparison of variances: DP-RSS vs. DP-SS
n
α
β
σ
Setup 1
5,000
−0.7
0.8
0.05
Setup 2
10,000
0.5
0.2
0.1
Table 2: Parameters for synthetic data generation.
Figure 1: Comparison of L1 and L2 errors versus privacy budget ε for different DP regression methods. The sub-plots on the left (resp. right) correspond to Setup 1 (resp. Setup 2 ).