Private Gradient Descent for Linear Regression: Tighter Error Bounds and Instance-Specific Uncertainty Estimation

no code implementations • 21 Feb 2024 • Gavin Brown, Krishnamurthy Dvijotham, Georgina Evans, Daogao Liu, Adam Smith, Abhradeep Thakurta

We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss.