No Escape from the Quadratic Barrier: Adaptive Attacks on Linear $\ell_2$ Sketches

We consider the problem of estimating the trace of an implicit matrix $\mathbf{A} \in \mathbb{R}^{d^p\times d^p}$ that can only be accessed through matrix-vector products queries. The Hutchinson trace estimator% \cite{Girard1987algorithme, article-hutchinson} is a classical sketching method for this problem. Their estimator, $H_{m}(\mathbf{A}) = \frac{1}{m} \sum_{i=1}^{m} {\mathbf{z}^{(i)}}^T \mathbf{A} \mathbf{z}^{(i)}, \quad \text{where } \ {\mathbf{z}^{(i)}}\in \mathbb{R}^{d^p}$, and $z^{(i)}_j \in {N}(0, 1), j\in [d^p]$, satisfies the following guarantees: (i) $\mathbb{E}[H_{m}(\mathbf{A})]=\operatorname{tr}(\mathbf{A})$, and (ii) $\mathrm{Var}[H_{m}(\mathbf{A})]=\frac{2}{m}||\mathbf{A}||_F^2$. Generating one query vector $\mathbf{z}^{(i)}$ requires $O(d^p)$ random bits; thus, $m$ queries require $O(md^p)$ random bits, which can be prohibitive in large-scale applications. Recent work by Meyer et al.\cite{meyer2025hutchinsonsestimatorbadkroneckertraceestimation} proposes a variant of the Hutchinson trace estimator in which each query vector in $\mathbb{R}^{d^p}$ is constructed as the Kronecker product of $p$ random vectors in $\mathbb{R}^d$, requiring $O(mpd)$ random bits for $m$ query vectors. The estimator of~\cite{meyer2025hutchinsonsestimatorbadkroneckertraceestimation} is unbiased; however, its variance grows exponentially with $p$. In this work, we address this limitation by proposing a sketching-based estimator that requires $O\!\big(p (d + m)\log m\big)$ random bits, yields an unbiased estimate of the trace, and simultaneously achieves a variance bound that grows polynomially with $p$.

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.

Randomized sketch-and-solve algorithms accelerate overconstrained $\ell_2$ 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 $\ell_\infty$ norm. In particular, we want to find a vector $x'\in \mathbb{R}^d$ such that $\|x'-x^*\|_\infty\leq \fracε{\sqrt d}\cdot \|Ax^\star-b\|_2\cdot \|A^\dagger\|_{\rm op}$. Price, Song and Woodruff initiated the study of this problem and showed that the subsampled randomized Hadamard transform (SRHT) with $O(ε^{-2} d^{1+Θ(\sqrt{\log\log n/\log d})})$ rows achieves this guarantee. A subsequent work of Song, Ye, Yin and Zhang claimed to improve the row count to $O(ε^{-2}d\log^3 n)$. 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-$d$ 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 $\ell_\infty$ guarantee with $m=O(ε^{-2}d\log d)$ rows, uses one Hadamard pass with a padded internal dimension $N=\widetilde{O}(n+ε^{-2}d^3)$, and is efficient to apply: the sketched pair $(SA, Sb)$ can be computed in $O(Nd\log N)=\widetilde{O}(nd+ε^{-2}d^4)$ time.