Given data ${\rm X}\in\mathbb{R}^{n\times d}$ and labels $\mathbf{y}\in\mathbb{R}^{n}$ the goal is find $\mathbf{w}\in\mathbb{R}^d$ to minimize $\Vert{\rm X}\mathbf{w}-\mathbf{y}\Vert^2$. We give a polynomial algorithm that, \emph{oblivious to $\mathbf{y}$}, throws out $n/(d+\sqrt{n})$