Private Regression via Data-Dependent Sufficient Statistic Perturbation

Cecilia Ferrando, Daniel Sheldon
5/23/2024
cs.LGstat.ML

No official code found. Best implementation: ceciliaferrando/DD-SSP (2 stars, last commit 2025-08-26).

Abstract

Sufficient statistic perturbation (SSP) is a widely used method for differentially private linear regression. SSP adopts a data-independent approach where privacy noise from a simple distribution is added to sufficient statistics. However, sufficient statistics can often be expressed as linear queries and better approximated by data-dependent mechanisms. In this paper we introduce data-dependent SSP for linear regression based on post-processing privately released marginals, and find that it outperforms state-of-the-art data-independent SSP. We extend this result to logistic regression by developing an approximate objective that can be expressed in terms of sufficient statistics, resulting in a novel and highly competitive SSP approach for logistic regression. We also make a connection to synthetic data for machine learning: for models with sufficient statistics, training on synthetic data corresponds to data-dependent SSP, with the overall utility determined by how well the mechanism answers these linear queries.

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20PythonFeb 1, 20241 years ago

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Cite this paper

@article{ferrando2024private,
  title  = {Private Regression via Data-Dependent Sufficient Statistic Perturbation},
  author = {Cecilia Ferrando and Daniel Sheldon},
  year   = {2024},
  eprint = {2405.15002},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2405.15002v1}
}

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