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.
Our second baseline, from Sheffet [2017, Algorithm 1], was implemented according to the description in Appendix H.2
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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.