A new Gram-based anisotropic objective perturbation stabilizes private LASSO under heterogeneous covariates and improves efficiency via AMP state evolution analysis.
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Stabilizing Private LASSO under Heterogeneous Covariates via Anisotropic Objective Perturbation
A new Gram-based anisotropic objective perturbation stabilizes private LASSO under heterogeneous covariates and improves efficiency via AMP state evolution analysis.