Sketching has emerged as a powerful technique for speeding up problems in numerical linear algebra, such as regression. In the overconstrained regression problem, one is given an n × d matrix A, with n d, as well as an n × 1 vector b, and one wants to find a vector x̂ so as to minimize the residual error ‖Ax− b‖2. Using the sketch and solve paradigm, one first computes S · A and S · b for a rand...