cs.DSAug 27, 2026

Hadamard Flattening and Gaussian Pooling Sketch for Least Squares with Coordinate-wise Guarantee

Authors: Zhao Song, Lichen Zhang

Organizations: Independent Researcher. · Massachusetts Institute of Technology.

Abstract

Randomized sketch-and-solve algorithms accelerate overconstrained ℓ2\ell_2 regression by replacing the input with a smaller problem. Standard subspace embeddings guarantee that the cost of the regression is nearly preserved, but coordinate-wise accuracy of the solution is more delicate: we want the solution vector itself to be close to the optimal solution in ℓ∞\ell_\infty norm. In particular, we want to find a vector x′∈Rdx'\in \mathbb{R}^d such that ∥x′−x∗∥∞≤εd⋅∥Ax⋆−b∥2⋅∥A†∥op\|x'-x^*\|_\infty\leq \fracε{\sqrt d}\cdot \|Ax^\star-b\|_2\cdot \|A^\dagger\|_{\rm op}. Price, Song and Woodruff initiated the study of this problem and showed that the subsampled randomized Hadamard transform (SRHT) with O(ε−2d1+Θ(log⁡log⁡n/log⁡d))O(ε^{-2} d^{1+Θ(\sqrt{\log\log n/\log d})}) rows achieves this guarantee. A subsequent work of Song, Ye, Yin and Zhang claimed to improve the row count to O(ε−2dlog⁡3n)O(ε^{-2}d\log^3 n). Unfortunately, their proof relies on an independence assumption that does not hold in general, and we exhibit an explicit instance on which it fails. To achieve a truly nearly-linear-in-dd row count, we introduce a new fast, dense randomized transform, which combines a randomized Hadamard flattening, a random permutation, and balanced, disjoint Gaussian pooling. Conditioned on the Hadamard-and-permutation stage, the sketched problem becomes an exact Gaussian regression in which the noise is independent of the entire sketched design; this conditional independence is exactly what the earlier argument was missing. Our sketch yields the ℓ∞\ell_\infty guarantee with m=O(ε−2dlog⁡d)m=O(ε^{-2}d\log d) rows, uses one Hadamard pass with a padded internal dimension N=O~(n+ε−2d3)N=\widetilde{O}(n+ε^{-2}d^3), and is efficient to apply: the sketched pair (SA,Sb)(SA, Sb) can be computed in O(Ndlog⁡N)=O~(nd+ε−2d4)O(Nd\log N)=\widetilde{O}(nd+ε^{-2}d^4) time.

Figures & tables

Explore similar work

Sep 29, 2026

The Advantages of Fresh Sketching for Ridge Regression

Over the past 25 years, sketching and sampling have become widely used tools for accelerating large-scale regression. In iterative randomized solvers, a basic design choice is whether to reuse\textit{reuse} the same sketch or draw fresh\textit{fresh} randomness at every step. For (under-constrained) iterative ridge regression with column sampling, whether fresh sketches offer provable advantages has remained open: We show that they do.\textit{We show that they do.} Fresh sketching lets us analyze error only along the current residual solution, rather than uniformly over the entire Gram matrix. This directional view yields sharper convergence guarantees for leverage score and ridge leverage score sampling and, more importantly, leads to residual-aware sampling rules. By minimizing the variance of the relevant sketched matrix-vector product, we derive an oracle distribution and practical approximations to the oracle distribution, including a mixture sampling distribution with (somewhat weaker) convergence guarantees. Experiments on synthetic and real data, including ridge probes on Qwen2.5 representations, support our theory, showing substantially faster convergence.
May 28, 2026

The Fast Mixing Mechanism for Differential Privacy

Randomized sketching is a central tool for compressing large-scale optimization problems while preserving accuracy. In particular, sketches that are based on structured matrices, such as the Hadamard matrix, can be applied efficiently and often yield solutions that approximate those of the original problem at much lower computational cost. In differential privacy (DP), Gaussian sketching has been used to solve DP linear regression, beginning with \citet{sheffet2017differentially, sheffet2019old} and later refined by \citet{lev2025gaussianmix, lev2026near}. However, although these methods achieve strong utility guarantees, they usually do not improve runtime over classical DP approaches. In this work, we introduce a new DP sketching mechanism based on fast transforms, which, in certain cases, matches the runtime of classical fast sketching methods. We prove state-of-the-art privacy guarantees for this mechanism and show that, in favorable regimes, they match those of the Gaussian sketch up to a constant factor. As an application, we combine this mechanism with recent sketch-based methods for DP linear regression to obtain a new algorithm with strong utility and improved runtime. We establish privacy and accuracy guarantees for this algorithm, yielding, to the best of our knowledge, the first fast method for DP ordinary least squares.
Jun 8, 2026

Bernstein-Schur Kernels: Random Features by Sketched Modulation and Radial Randomization

Bernstein--Schur kernels are products of a finite-feature kernel and a completely monotone shift-invariant kernel: nonstationary kernels falling between the shift-invariant and dot-product templates random features exploit, so neither Bochner sampling nor polynomial sketching applies to the full kernel directly. We give one random-feature construction for the whole class that randomizes both factors: it sketches the finite modulation and samples the radial factor's one-dimensional Bernstein--Widder scale before applying Gaussian random Fourier features, giving feature dimension DmDm, free of the O(d2)O(d^2) size of the exact modulation feature. With the modulation kept exact (the m→∞m\to\infty limit), we prove unbiasedness, an exact variance, and a matrix-Bernstein operator-norm bound controlled by the top kernel and modulation eigenvalues and an intrinsic dimension rather than the crude Nmax⁡ijN\max_{ij} route. Whitening this argument at the ridge makes the effective dimension deff(λ)d_{\mathrm{eff}}(λ) the exact intrinsic dimension of the matrix variance, so O((1+∥P∥op/λ)log⁡(deff/δ))O((1+\|P\|_{\mathrm{op}}/λ)\log(d_{\mathrm{eff}}/δ)) radial draws preserve the kernel-ridge solution; tilting the draw by a closed-form whitened leverage improves this to the effective-dimension count O((1+deff)log⁡(deff/δ))O((1+d_{\mathrm{eff}})\log(d_{\mathrm{eff}}/δ)). Conditioning on the sketch carries every guarantee to the deployed doubly-randomized estimator up to one additive sketch term, and all hold for the whole class with the modulation Gram in place of the polynomial one. The flagship instance is the biased yatyat-kernel kyat,b(w,x)=(w⊤x+b)2/(∥w−x∥2+ε)k_{yat,b}(w,x)=(w^\top x+b)^2/(\|w-x\|^2+\varepsilon), whose family span contains the inverse-multiquadric kernel by finite differences in bb.