We consider a sparse high-dimensional regression model where the goal is to recover k-sparse unknown binary vector β∗ from n noisy linear observations of form Y=Xβ∗+W∈Rn X∈Rn×p has i.i.d. N(0,1) entries and W∈Rn N(0,σ2) entries. In high signal-to-noise ratio regime sublinear sparsity regime, while order sample size needed information-theoretically known be n∗:=2klogp/log(k/σ2+1), no polynomial-...