cs.LGOct 23, 2026

On the Limits of Sparse Linear Model with Shuffled Differential Privacy

Authors: Yan Zhang, Jiong Tuo, Meng Ding, Yuheng Ma, Di Wang

Organizations: Provable Responsible AI and Data Analytics Lab · Nankai University · King Abdullah University of Science and Technology (KAUST) · Xi’an Jiaotong University · 

Abstract

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)(ε,δ)-SDP protocol is shown to incur an ℓ2\ell_2-norm estimation error of Ω(dknε)Ω( \frac{\sqrt{dk}}{nε} ) with dimension dd, sparsity kk, and nn users, revealing an inherent dimensionality barrier. In addition, a non-interactive algorithm is proposed that achieves an ℓ2\ell_2-norm upper bound of O~(kn+dknε)\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 mm 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 O~(knm+knmε)\tilde{\mathcal{O}}( \sqrt{\frac{k}{nm}} + \frac{k}{n\sqrt{m}ε} ) with no polynomial dependence on dd. Furthermore, by extending the score attack framework to user-level data, a new lower bound Ω(klog⁡(d/k)nm+klog⁡(d/k)nmε)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)(ε,δ)-DP, showing that the proposed algorithm is near-optimal with only a gap of the factor log⁡(d/k)\log(d/k).

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