# Efficient Sparse Least Absolute Deviation Regression with Differential Privacy

arXiv: https://arxiv.org/abs/2401.01294 · HTML: https://mlsanity.com/paper/2401.01294/

## Key facts

- Cited by 4 papers in the map (data through 14 Oct 2026).
- Builds on 15 of its 56 references that are in the map.
- First posted on arXiv 2 Jan 2024.

## Builds on (most cited first, 15 of 15)

- [Deep Learning with Differential Privacy](https://mlsanity.com/paper/1607.00133/) (2016)
- [Concentrated Differential Privacy: Simplifications, Extensions, and Lower Bounds](https://mlsanity.com/paper/1605.02065/) (2016)
- [Descent-to-Delete: Gradient-Based Methods for Machine Unlearning](https://mlsanity.com/paper/2007.02923/) (2020)
- [Privacy Amplification by Subsampling: Tight Analyses via Couplings and Divergences](https://mlsanity.com/paper/1807.01647/) (2018)
- [Minimax Optimal Procedures for Locally Private Estimation](https://mlsanity.com/paper/1604.02390/) (2016)
- [Efficient Private ERM for Smooth Objectives](https://mlsanity.com/paper/1703.09947/) (2017)
- [High Dimensional Differentially Private Stochastic Optimization with Heavy-tailed Data](https://mlsanity.com/paper/2107.11136/) (2021)
- [Federated f-Differential Privacy](https://mlsanity.com/paper/2102.11158/) (2021)
- [Efficient Privacy-Preserving Stochastic Nonconvex Optimization](https://mlsanity.com/paper/1910.13659/) (2019)
- [Smoothed Quantile Regression with Large-Scale Inference](https://mlsanity.com/paper/2012.05187/) (2020)
- [Private and Communication-Efficient Edge Learning: A Sparse Differential Gaussian-Masking Distributed SGD Approach](https://mlsanity.com/paper/2001.03836/) (2020)
- [Differentially Private False Discovery Rate Control](https://mlsanity.com/paper/1807.04209/) (2018)
- [Semismooth Newton Coordinate Descent Algorithm for Elastic-Net Penalized Huber Loss Regression and Quantile Regression](https://mlsanity.com/paper/1509.02957/) (2015)
- [Differentially Private ℓ1-norm Linear Regression with Heavy-tailed Data](https://mlsanity.com/paper/2201.03204/) (2022)
- [Robust Linear Regression: A Review and Comparison](https://mlsanity.com/paper/1404.6274/) (2014)

## Built on by (most cited first, 4 of 4)

- [Rethinking Membership Inference Attacks Against Transfer Learning](https://mlsanity.com/paper/2501.11577/) (2025)
- [Adaptive Coded Federated Learning: Privacy Preservation and Straggler Mitigation](https://mlsanity.com/paper/2403.14905/) (2024)
- [High-Dimensional Differentially Private Quantile Regression: Distributed Estimation and Statistical Inference](https://mlsanity.com/paper/2508.05212/) (2025)
- [Private Sketches for Linear Regression](https://mlsanity.com/paper/2511.07365/) (2025)

## Abstract (arXiv)

In recent years, privacy-preserving machine learning algorithms have attracted increasing attention because of their important applications in many scientific fields. However, in the literature, most privacy-preserving algorithms demand learning objectives to be strongly convex and Lipschitz smooth, which thus cannot cover a wide class of robust loss functions (e.g., quantile/least absolute loss). In this work, we aim to develop a fast privacy-preserving learning solution for a sparse robust regression problem. Our learning loss consists of a robust least absolute loss and an ℓ1 sparse penalty term. To fast solve the non-smooth loss under a given privacy budget, we develop a Fast Robust And Privacy-Preserving Estimation (FRAPPE) algorithm for least absolute deviation regression. Our algorithm achieves a fast estimation by reformulating the sparse LAD problem as a penalized least square estimation problem and adopts a three-stage noise injection to guarantee the (ε,δ)-differential privacy. We show that our algorithm can achieve better privacy and statistical accuracy trade-off compared with the state-of-the-art privacy-preserving regression algorithms. In the end, we conduct experiments to verify the efficiency of our proposed FRAPPE algorithm.
