Learning Sparse Support under Differential Privacy: Adaptive Algorithms and Minimax Limits
差分隐私下的稀疏支持学习:自适应算法与极小极大界限
We study exact support recovery under $(ε,δ)$-differential privacy in sparse high-dimensional linear regression. We introduce Saturated Propose-test-release, a general mechanism that privately releases the output of a discrete selector with probability one once its stability certificate reaches a finite threshold. Exploiting the coordinatewise geometry of the LASSO, we construct a computable support-stability score. The resulting computationally efficient Saturated LASSO…