Abstract
Distributed learning enables scalable data analysis by reducing stor
age and computational burdens, although the communication of local outputs
in divide-and-conquer (DC) implementations may introduce privacy risks. We
study distributed estimation and inference for the single-index model (SIM),
a flexible semiparametric framework with an interpretable low-dimensional index structure. We propose a DC estimator for the SIM and establish conver-
gence rates and error bounds for the nonparametric component, together with
asymptotic normality of the index parameter estimator. Under mild conditions,
the aggregated estimator attains the optimal nonparametric convergence rate
(
N −p/(2p+1))
.
To provide rigorous privacy protection, we further develop
OP
differentially private (DP) algorithms for the SIM under the DC framework that
satisfy (ε, δ)-DP. We establish a high-probability bound on the average squared
gradient mapping, thereby characterizing how privacy noise and model complexity affect optimization accuracy.
Simulations and a real-data application
demonstrate accurate estimation and effective privacy protection.
Key words and phrases: Distributed learning; Differential privacy; Single-index model; Optimal convergence rate; Asymptotic properties 1
Information
| Preprint No. | SS-2025-0406 |
|---|---|
| Manuscript ID | SS-2025-0406 |
| Complete Authors | Fode Zhang, Lingrui Wang, Hua Liang |
| Corresponding Authors | Fode Zhang |
| Emails | fredzh@swufe.edu.cn |
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Acknowledgments
This work was supported in part by the National Natural Science Foundation of China (Nos. 12071372, 12201395, 11901134), in part by the Sichuan
Science and Technology Program (No. 2024ZYD0135).
Supplementary Materials
The supplemental materials contain an appendix with proofs, technical
lemmas, complete experimental results, and additional experiments.