Random projections or sketches of gradients and Hessian vector products play an essential role in applications where one needs to store many such vectors while retaining accurate information about their relative geometry. Two important scenarios are training data attribution (tracing a model's behavior to the training data), where one needs to store a gradient for each training example, and the study of the spectrum of the Hessian (to analyze the training dynamics), where one needs to store multiple Hessian vector products. While sketches that use dense matrices are easy to implement, they are memory bound and cannot be scaled to modern neural networks. Motivated by work on the intrinsic dimension of neural networks, we propose and study a design space for scalable sketching algorithms. We demonstrate the efficacy of our approach in three applications: training data attribution, the analysis of the Hessian spectrum and the computation of the intrinsic dimension when fine-tuning pre-trained language models.
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