Beyond Johnson-Lindenstrauss: Uniform Bounds for Sketched Bilinear Forms

Abstract: Uniform bounds on sketched inner products of vectors or matrices underpin several important computational and statistical results in machine learning and randomized algorithms, including the Johnson-Lindenstrauss (J-L) lemma, the Restricted Isometry Property (RIP), randomized sketching, and approximate linear algebra. However, many modern analyses involve sketched bilinear forms, for which existing uniform bounds either do not apply or are not sharp on general sets. In this work, we develop a general framework to analyze such sketched bilinear forms and derive uniform bounds in terms of geometric complexities of the associated sets. Our approach relies on generic chaining and introduces new techniques for handling suprema over pairs of sets. We further extend these results to the setting where the bilinear form involves a sum of $T$ independent sketching matrices and show that the deviation scales as $\sqrt{T}$. This unified analysis recovers known results such as the J-L lemma as special cases, while extending RIP-type guarantees. Additionally, we obtain improved convergence bounds for sketched Federated Learning algorithms where such cross terms arise naturally due to sketched gradient compression, and design sketched variants of bandit algorithms with sharper regret bounds that depend on the geometric complexity of the action and parameter sets, rather than the ambient dimension.