Gaussian sketching with additive Gaussian noise satisfies a closed-form Rényi differential privacy bound that is tighter than prior analyses and improves private linear and logistic regression.
We define the discriminant to be ∆H = 1 + 2γ + γ2 log 1 − 1 γ 2 − 8γ 1 + γ + γ2 log 1 − 1 γ which is non-negative
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The Gaussian Mixing Mechanism: Renyi Differential Privacy via Gaussian Sketches
Gaussian sketching with additive Gaussian noise satisfies a closed-form Rényi differential privacy bound that is tighter than prior analyses and improves private linear and logistic regression.